WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,321
COMMITMENTS
121,112 154,210 96,330 215,626 163,928 433,068 414,468 37,253 55,853
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 9,433)
9,425 317 2,411 -2,159 5,631 9,677 8,359 -244 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 32.8 20.5 45.8 34.9 92.1 88.1 7.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
119 137 120 97 104 286 306
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,224,316
COMMITMENTS
354,884 177,252 205,522 523,317 621,835 1083723 1004609 140,593 219,707
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 20,012)
4,008 -13,850 4,641 7,309 23,114 15,958 13,905 4,054 6,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 14.5 16.8 42.7 50.8 88.5 82.1 11.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
190 152 198 205 305 505 561
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,219
COMMITMENTS
3,929 1,300 250 4,116 7,705 8,295 9,255 1,924 964
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -117)
385 -74 55 -492 -109 -52 -128 -65 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 12.7 2.4 40.3 75.4 81.2 90.6 18.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 2 13 12 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 605,100
COMMITMENTS
204,281 70,707 85,312 256,738 385,137 546,331 541,156 58,769 63,944
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 11,983)
10,229 -187 -3,469 3,965 13,815 10,725 10,159 1,258 1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 11.7 14.1 42.4 63.6 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
164 117 150 106 132 351 337
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 325,081
COMMITMENTS
68,593 113,476 38,352 185,417 136,076 292,362 287,904 32,719 37,177
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 1,363)
3,019 1,785 -2,627 89 2,493 481 1,651 882 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 34.9 11.8 57.0 41.9 89.9 88.6 10.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
67 91 79 65 57 184 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,985
COMMITMENTS
64,757 74,159 5,648 444,137 387,553 514,542 467,360 127,443 174,625
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 351)
4,335 10,785 355 -754 -30,591 3,936 -19,451 -3,585 19,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.6 0.9 69.2 60.4 80.1 72.8 19.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
19 36 9 71 77 97 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 387,095
COMMITMENTS
25,619 51,426 3,027 283,029 266,335 311,675 320,788 75,420 66,307
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -19,804)
146 582 -779 -20,006 -14,321 -20,639 -14,518 835 -5,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 13.3 0.8 73.1 68.8 80.5 82.9 19.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 5 36 38 45 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,236
COMMITMENTS
1,104 973 673 8,791 9,230 10,568 10,876 668 360
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -144)
-74 498 231 -327 -970 -170 -241 26 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 8.7 6.0 78.2 82.1 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 5 8 25 25 41 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 292,079
COMMITMENTS
103,959 33,660 34,826 111,394 198,134 250,179 266,620 41,900 25,459
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 9,808)
7,736 1,993 2,165 -662 6,453 9,239 10,611 569 -803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 11.5 11.9 38.1 67.8 85.7 91.3 14.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
87 41 49 81 74 196 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,521
COMMITMENTS
3,537 4,685 362 6,760 6,814 10,659 11,861 2,862 1,660
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 349)
-21 682 -34 223 -669 168 -21 181 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 34.6 2.7 50.0 50.4 78.8 87.7 21.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 15 7 24 10 49 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,023,851
COMMITMENTS
329,017 183,487 27,925 536,158 729,848 893,100 941,260 130,751 82,591
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -52,644)
-24,657 -6,808 -3,179 -11,417 -50,220 -39,253 -60,207 -13,391 7,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 17.9 2.7 52.4 71.3 87.2 91.9 12.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
49 37 16 78 89 134 135
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,101,426
COMMITMENTS
263,559 320,905 81,094 1486809 1385684 1831462 1787683 269,964 313,743
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -21,199)
-90,591 43,573 -5,683 110,608 -27,671 14,334 10,219 -35,533 -31,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 15.3 3.9 70.8 65.9 87.2 85.1 12.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
38 77 40 116 147 179 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,660,322
COMMITMENTS
267,007 193,793 31,541 1147907 1189141 1446455 1414475 213,867 245,847
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -123,220)
-77,038 -5,078 -6,429 -4,323 -120,237 -87,790 -131,744 -35,430 8,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.7 1.9 69.1 71.6 87.1 85.2 12.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
29 42 16 84 100 122 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 329,344
COMMITMENTS
18,573 39,460 54,045 235,594 201,646 308,212 295,151 21,132 34,193
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 2,549)
143 -947 2,505 2,687 3,389 5,335 4,947 -2,786 -2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 12.0 16.4 71.5 61.2 93.6 89.6 6.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 16 21 30 35 53 64
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 102,701
COMMITMENTS
22,210 6,202 1,270 67,212 80,449 90,691 87,920 12,010 14,781
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 33,481)
820 -2,467 892 30,189 30,185 31,901 28,610 1,581 4,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.0 1.2 65.4 78.3 88.3 85.6 11.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
37 18 10 44 39 83 65
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 163,709
COMMITMENTS
41,802 13,564 469 100,577 126,551 142,848 140,584 20,861 23,125
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 25,270)
-978 -3,774 -287 26,532 26,024 25,267 21,963 3 3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 8.3 0.3 61.4 77.3 87.3 85.9 12.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
35 19 9 40 36 77 62
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,529
COMMITMENTS
7,180 11,057 1,465 3,742 0 12,387 12,522 142 7
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -364)
58 -268 -92 -313 0 -347 -360 -17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 88.3 11.7 29.9 0.0 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 10 5 3 0 17 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,261
COMMITMENTS
2,285 5,386 1,144 7,797 4,599 11,226 11,129 35 132
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -1,411)
-2,309 -177 1,132 -217 -2,383 -1,394 -1,428 -17 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 47.8 10.2 69.2 40.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 3 3 11 9 19
Updated March 15, 2013