WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,242
COMMITMENTS
126,325 143,382 87,804 202,610 171,017 416,739 402,203 36,503 51,039
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -681)
2,957 -5,046 286 -3,407 6,775 -164 2,015 -517 -2,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 31.6 19.4 44.7 37.7 91.9 88.7 8.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
116 136 129 90 107 288 307
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,330,486
COMMITMENTS
440,854 167,356 196,185 552,896 741,334 1189935 1104875 140,551 225,611
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 39,753)
44,475 1,218 -13,421 9,004 45,726 40,058 33,523 -305 6,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 12.6 14.7 41.6 55.7 89.4 83.0 10.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738)
192 157 185 205 325 508 577
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,203
COMMITMENTS
4,669 1,070 298 3,933 8,601 8,900 9,969 2,303 1,234
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 531)
372 115 33 65 162 470 310 61 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 9.6 2.7 35.1 76.8 79.4 89.0 20.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 7 5 12 12 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,889
COMMITMENTS
182,681 72,056 76,724 262,282 367,564 521,687 516,344 56,202 61,545
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -4,594)
-1,421 -1,804 -5,304 33 5,766 -6,692 -1,342 2,098 -3,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 12.5 13.3 45.4 63.6 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
155 120 144 115 128 354 330
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 335,578
COMMITMENTS
69,278 104,921 47,296 182,522 148,259 299,096 300,476 36,482 35,102
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -1,748)
2,635 -9,075 2,733 -12,971 5,674 -7,603 -668 5,855 -1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 31.3 14.1 54.4 44.2 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
68 84 84 67 62 185 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,347
COMMITMENTS
57,379 68,617 7,142 427,365 385,909 491,886 461,668 128,461 158,679
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 7,637)
1,510 -7,874 1,825 629 13,994 3,964 7,945 3,673 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 11.1 1.2 68.9 62.2 79.3 74.4 20.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
24 34 10 66 69 97 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,536
COMMITMENTS
25,650 51,116 3,174 275,476 260,890 304,300 315,180 73,236 62,356
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -3,797)
384 -2,218 -270 -3,893 -6,642 -3,779 -9,130 -18 5,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 13.5 0.8 73.0 69.1 80.6 83.5 19.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 5 35 41 44 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,899
COMMITMENTS
1,045 1,549 548 8,511 8,492 10,104 10,589 795 310
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -25)
-61 401 -157 88 -228 -130 16 105 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 14.2 5.0 78.1 77.9 92.7 97.2 7.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 6 8 23 29 39 38
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 278,479
COMMITMENTS
83,234 35,480 34,205 119,646 183,209 237,085 252,894 41,394 25,585
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -2,364)
-7,760 1,731 87 4,840 -3,070 -2,833 -1,252 469 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 12.7 12.3 43.0 65.8 85.1 90.8 14.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
72 48 54 81 72 181 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,306
COMMITMENTS
3,881 6,939 467 8,017 5,729 12,365 13,135 2,941 2,171
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 162)
-49 183 -73 175 -163 53 -53 109 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 45.3 3.1 52.4 37.4 80.8 85.8 19.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 20 6 25 11 50 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 942,861
COMMITMENTS
311,211 159,605 19,207 480,782 686,872 811,200 865,684 131,661 77,177
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 5,692)
-3,644 -18,342 -8,745 13,128 34,608 739 7,521 4,953 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 16.9 2.0 51.0 72.8 86.0 91.8 14.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
49 36 15 80 86 133 133
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,176,645
COMMITMENTS
395,843 297,653 63,594 1431046 1465096 1890483 1826343 286,162 350,302
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 68,412)
75,340 -26,145 1,234 676 76,784 77,250 51,873 -8,838 16,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 13.7 2.9 65.7 67.3 86.9 83.9 13.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
47 67 35 108 147 173 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,781,608
COMMITMENTS
334,262 207,011 30,302 1187981 1294567 1552545 1531880 229,063 249,728
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 91,414)
37,148 -11,407 10,430 35,212 84,790 82,790 83,813 8,624 7,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 11.6 1.7 66.7 72.7 87.1 86.0 12.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
34 42 15 81 109 123 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 374,071
COMMITMENTS
43,297 37,320 58,710 251,406 245,395 353,413 341,425 20,658 32,646
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 23,765)
16,572 -892 2,204 7,775 23,746 26,551 25,058 -2,786 -1,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 10.0 15.7 67.2 65.6 94.5 91.3 5.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 12 22 31 39 58 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,859
COMMITMENTS
22,196 4,560 205 24,482 42,627 46,882 47,391 8,977 8,468
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,185)
-718 669 88 2,277 1,443 1,647 2,200 538 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 8.2 0.4 43.8 76.3 83.9 84.8 16.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 17 3 29 28 67 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,717
COMMITMENTS
44,392 9,120 409 48,963 85,253 93,764 94,782 17,953 16,935
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,369)
-1,435 1,338 176 4,553 2,885 3,294 4,399 1,075 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 8.2 0.4 43.8 76.3 83.9 84.8 16.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 17 3 29 28 67 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,689
COMMITMENTS
3,996 5,027 1,141 954 517 6,091 6,685 598 4
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -5,926)
-4,301 -6,225 -27 -1,905 326 -6,233 -5,926 307 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 75.2 17.1 14.3 7.7 91.1 99.9 8.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 9 3 2 1 12 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,614
COMMITMENTS
1,465 5,336 21 7,097 3,096 8,583 8,453 31 161
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -33)
-31 -82 4 5 -6 -22 -84 -11 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 61.9 0.2 82.4 35.9 99.6 98.1 0.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 2 3 9 9 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,453
COMMITMENTS
4,682 2,480 86 11,637 13,856 16,405 16,422 48 31
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,382)
462 547 50 1,849 1,794 2,361 2,391 21 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 15.1 0.5 70.7 84.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 1 6 10 9 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,100
COMMITMENTS
324 630 0 2,700 2,450 3,024 3,080 76 20
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 20.3 0.0 87.1 79.0 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 0 4 9 7 15
Updated March 29, 2013