WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,110
COMMITMENTS
114,601 141,960 84,736 208,870 159,765 408,207 386,461 32,903 54,649
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 472)
-2,459 3,719 -5,937 11,360 2,258 2,964 40 -2,492 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 32.2 19.2 47.4 36.2 92.5 87.6 7.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
102 138 118 88 108 268 303
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,280,221
COMMITMENTS
346,076 201,495 224,919 566,663 620,682 1137658 1047096 142,563 233,125
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -17,004)
212 4,316 -2,459 -12,312 -18,424 -14,559 -16,567 -2,445 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 15.7 17.6 44.3 48.5 88.9 81.8 11.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 703)
174 165 217 224 290 529 566
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,092
COMMITMENTS
2,295 665 278 4,164 7,032 6,737 7,975 2,355 1,117
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -341)
-355 -5 29 186 -414 -140 -390 -201 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 7.3 3.1 45.8 77.3 74.1 87.7 25.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 4 4 14 12 33 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 558,530
COMMITMENTS
173,040 91,494 80,108 255,052 320,951 508,200 492,553 50,330 65,977
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -17,588)
8,885 -1,897 -14,422 -8,937 2,242 -14,474 -14,077 -3,114 -3,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 16.4 14.3 45.7 57.5 91.0 88.2 9.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
161 133 184 121 131 380 376
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,509
COMMITMENTS
68,784 119,451 54,048 206,452 147,193 329,284 320,692 32,225 40,817
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -2,337)
1,798 2,064 -7,402 4,007 -324 -1,597 -5,662 -740 3,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 33.0 15.0 57.1 40.7 91.1 88.7 8.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
68 91 85 72 71 189 214
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 674,700
COMMITMENTS
82,058 91,026 6,221 433,939 428,496 522,218 525,743 152,482 148,957
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 22,199)
15,611 12,488 -2,361 7,509 10,077 20,759 20,204 1,440 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 13.5 0.9 64.3 63.5 77.4 77.9 22.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
25 42 12 69 82 103 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 384,772
COMMITMENTS
30,900 48,185 4,104 272,505 277,698 307,509 329,987 77,263 54,785
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 2,061)
938 3,344 158 -379 4,512 717 8,014 1,344 -5,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 12.5 1.1 70.8 72.2 79.9 85.8 20.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 7 6 33 40 45 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,372
COMMITMENTS
1,159 1,883 369 9,275 8,728 10,803 10,980 569 392
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 172)
137 272 -40 167 -28 264 204 -92 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 16.6 3.2 81.6 76.7 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 4 6 21 26 35 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,889
COMMITMENTS
73,949 41,167 21,889 126,138 162,824 221,976 225,880 38,913 35,009
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -2,970)
6,397 -3,677 -4,568 -4,111 4,821 -2,282 -3,424 -688 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 15.8 8.4 48.3 62.4 85.1 86.6 14.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
75 46 62 90 78 195 166
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,197
COMMITMENTS
2,714 3,799 1,018 7,224 6,532 10,956 11,349 2,241 1,848
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -739)
-158 -929 -166 -228 210 -552 -885 -187 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 28.8 7.7 54.7 49.5 83.0 86.0 17.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 19 12 25 13 52 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 896,362
COMMITMENTS
258,284 185,614 24,772 474,834 596,151 757,890 806,537 138,472 89,825
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -19,673)
-39,232 28,630 -341 21,447 -55,535 -18,126 -27,246 -1,547 7,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 20.7 2.8 53.0 66.5 84.6 90.0 15.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
43 36 16 80 88 128 135
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,213,803
COMMITMENTS
485,490 350,118 66,473 1350093 1438447 1902056 1855038 311,747 358,765
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -13,187)
16,736 2,143 -15,050 1,776 -13,993 3,462 -26,900 -16,649 13,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 15.8 3.0 61.0 65.0 85.9 83.8 14.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
54 73 41 120 167 198 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,865,104
COMMITMENTS
383,131 226,184 27,214 1198058 1355488 1608403 1608886 256,701 256,218
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 46,983)
6,174 -247 -26 44,174 40,692 50,322 40,419 -3,339 6,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 12.1 1.5 64.2 72.7 86.2 86.3 13.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
45 37 17 78 110 130 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 348,654
COMMITMENTS
17,836 38,780 54,529 252,059 216,538 324,424 309,847 24,230 38,807
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 10,104)
-2,610 1,288 1,471 9,773 5,610 8,634 8,369 1,470 1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 11.1 15.6 72.3 62.1 93.1 88.9 6.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 14 18 29 37 49 61
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,360
COMMITMENTS
23,021 5,310 147 25,518 42,298 48,686 47,755 8,674 9,605
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 1,897)
1,514 -295 107 358 2,453 1,979 2,264 -82 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 9.3 0.3 44.5 73.7 84.9 83.3 15.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
34 22 2 34 28 68 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,719
COMMITMENTS
46,042 10,620 294 51,036 84,596 97,372 95,510 17,347 19,209
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 3,793)
3,028 -590 213 716 4,905 3,957 4,528 -164 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 9.3 0.3 44.5 73.7 84.9 83.3 15.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
34 22 2 34 28 68 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,335
COMMITMENTS
8,024 9,004 1,195 954 115 10,173 10,314 162 21
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 822)
880 620 86 -135 115 831 821 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.6 87.1 11.6 9.2 1.1 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 7 3 2 1 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,436
COMMITMENTS
495 4,274 37 7,814 3,992 8,346 8,303 90 133
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -189)
-191 -497 11 -35 302 -215 -184 26 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 50.7 0.4 92.6 47.3 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 2 4 8 10 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,956
COMMITMENTS
4,604 2,990 81 13,244 14,748 17,929 17,819 27 137
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -642)
519 24 38 -1,199 -646 -642 -584 0 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 16.7 0.5 73.8 82.1 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 2 6 12 10 19
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,052
COMMITMENTS
694 1,871 500 11,825 10,293 13,019 12,664 33 388
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 163)
634 -283 288 -759 8 163 13 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 14.3 3.8 90.6 78.9 99.7 97.0 0.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 5 11 7 15
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,470
COMMITMENTS
455 1,161 0 2,859 2,242 3,314 3,403 156 67
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 168)
88 145 0 53 17 141 162 27 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 33.5 0.0 82.4 64.6 95.5 98.1 4.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 0 5 8 9 12
Updated April 19, 2013