WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,095
COMMITMENTS
122,536 144,822 87,416 191,185 151,290 401,137 383,528 36,958 54,567
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -15,147)
-3,789 1,440 -388 -11,425 -19,727 -15,602 -18,675 455 3,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 33.1 20.0 43.6 34.5 91.6 87.5 8.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
110 134 116 90 103 272 292
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,315,116
COMMITMENTS
383,687 183,391 216,869 568,405 690,151 1168961 1090411 146,155 224,705
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -15,370)
-57,167 16,035 20,684 15,509 -51,183 -20,974 -14,464 5,604 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 13.9 16.5 43.2 52.5 88.9 82.9 11.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
177 159 201 220 307 509 572
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,945
COMMITMENTS
4,299 1,029 154 4,071 8,783 8,524 9,966 2,421 979
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -258)
-370 -41 -144 138 182 -376 -3 118 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 9.4 1.4 37.2 80.2 77.9 91.1 22.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 7 3 13 12 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 564,800
COMMITMENTS
175,321 79,158 80,854 256,665 340,077 512,840 500,089 51,960 64,711
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -13,089)
-7,360 7,102 4,130 -5,617 -27,487 -8,847 -16,255 -4,242 3,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 14.0 14.3 45.4 60.2 90.8 88.5 9.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
157 128 165 114 124 363 350
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 341,020
COMMITMENTS
67,541 106,739 53,356 187,922 144,141 308,819 304,236 32,201 36,784
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 5,442)
-1,737 1,818 6,060 5,400 -4,118 9,723 3,760 -4,281 1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 31.3 15.6 55.1 42.3 90.6 89.2 9.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
66 89 84 71 63 186 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 630,799
COMMITMENTS
68,710 77,126 5,783 418,197 399,884 492,690 482,793 138,109 148,006
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 10,452)
11,331 8,509 -1,359 -9,168 13,975 804 21,125 9,648 -10,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 12.2 0.9 66.3 63.4 78.1 76.5 21.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 34 11 61 70 96 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,136
COMMITMENTS
27,203 49,772 3,275 264,659 254,881 295,137 307,928 74,999 62,208
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -7,400)
1,553 -1,344 101 -10,817 -6,009 -9,163 -7,252 1,763 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 13.4 0.9 71.5 68.9 79.7 83.2 20.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 8 6 30 39 41 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,303
COMMITMENTS
1,082 1,758 472 9,081 8,892 10,635 11,122 668 181
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 404)
37 209 -76 570 400 531 533 -127 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 15.6 4.2 80.3 78.7 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 6 8 23 30 38 39
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 263,647
COMMITMENTS
74,814 38,636 27,965 123,070 166,044 225,849 232,645 37,798 31,002
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -14,832)
-8,420 3,156 -6,240 3,424 -17,165 -11,236 -20,249 -3,596 5,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 14.7 10.6 46.7 63.0 85.7 88.2 14.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
67 55 55 83 71 181 156
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,865
COMMITMENTS
3,208 5,959 957 7,856 5,995 12,021 12,911 2,844 1,954
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -441)
-673 -980 490 -161 266 -344 -224 -97 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 40.1 6.4 52.8 40.3 80.9 86.9 19.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 21 9 23 12 48 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 911,422
COMMITMENTS
274,580 152,639 20,602 477,122 674,651 772,304 847,892 139,118 63,530
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -31,439)
-36,631 -6,966 1,395 -3,660 -12,221 -38,896 -17,792 7,457 -13,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 16.7 2.3 52.3 74.0 84.7 93.0 15.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
49 33 14 81 82 133 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,213,520
COMMITMENTS
437,189 326,497 76,339 1384042 1465674 1897570 1868510 315,950 345,010
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 36,875)
41,346 28,844 12,745 -47,004 578 7,087 42,167 29,788 -5,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 14.8 3.4 62.5 66.2 85.7 84.4 14.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
45 72 38 111 157 176 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,817,572
COMMITMENTS
389,356 231,792 25,979 1146523 1317250 1561858 1575021 255,714 242,551
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 35,964)
55,094 24,781 -4,323 -41,458 22,683 9,313 43,141 26,651 -7,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.8 1.4 63.1 72.5 85.9 86.7 14.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
40 43 16 77 103 124 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 330,504
COMMITMENTS
22,844 37,840 53,207 234,498 203,724 310,549 294,771 19,955 35,733
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -43,567)
-20,453 520 -5,503 -16,908 -41,671 -42,864 -46,654 -703 3,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 11.4 16.1 71.0 61.6 94.0 89.2 6.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 14 19 28 35 49 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,703
COMMITMENTS
22,713 5,380 19 25,704 40,866 48,435 46,264 8,268 10,440
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 845)
517 820 -186 1,223 -1,761 1,553 -1,128 -709 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 9.5 0.0 45.3 72.1 85.4 81.6 14.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 18 2 31 30 68 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,406
COMMITMENTS
45,425 10,759 37 51,408 81,731 96,870 92,527 16,536 20,879
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,689)
1,033 1,639 -372 2,445 -3,522 3,106 -2,255 -1,417 3,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 9.5 0.0 45.3 72.1 85.4 81.6 14.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 18 2 31 30 68 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,115
COMMITMENTS
6,274 7,921 1,188 1,040 0 8,502 9,109 613 6
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 2,426)
2,278 2,894 47 86 -517 2,411 2,424 15 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 86.9 13.0 11.4 0.0 93.3 99.9 6.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 8 3 4 0 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,367
COMMITMENTS
2,130 5,336 21 7,156 3,853 9,307 9,210 60 157
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 753)
665 0 0 59 757 724 757 29 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 57.0 0.2 76.4 41.1 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 2 3 9 10 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,662
COMMITMENTS
4,564 2,496 43 13,018 14,988 17,625 17,527 37 135
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,209)
-118 16 -43 1,381 1,132 1,220 1,105 -11 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 14.1 0.2 73.7 84.9 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 6 2 6 11 10 18
Updated April 5, 2013