WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,082
COMMITMENTS
118,958 130,439 69,372 185,955 157,796 374,285 357,607 32,797 49,475
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -24,341)
2,438 -9,629 -9,429 -16,082 49 -23,073 -19,009 -1,268 -5,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 32.0 17.0 45.7 38.8 91.9 87.8 8.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
97 139 115 75 109 251 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,156,343
COMMITMENTS
335,488 209,177 160,418 521,231 571,984 1017137 941,579 139,206 214,764
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -93,868)
2,389 -5,962 -47,965 -41,794 -28,689 -87,370 -82,616 -6,498 -11,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 18.1 13.9 45.1 49.5 88.0 81.4 12.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
167 157 191 219 292 504 547
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,613
COMMITMENTS
3,054 1,238 16 3,365 6,493 6,435 7,747 2,178 866
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -129)
510 411 -69 -418 -225 23 117 -152 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 14.4 0.2 39.1 75.4 74.7 89.9 25.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 3 11 11 29 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,165
COMMITMENTS
174,979 95,907 59,355 250,718 320,524 485,052 475,786 53,113 62,379
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -37,267)
4,014 2,509 -18,186 -23,025 -17,654 -37,197 -33,331 -70 -3,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 17.8 11.0 46.6 59.6 90.1 88.4 9.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
149 119 148 116 132 350 338
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 338,639
COMMITMENTS
72,913 122,525 41,803 190,790 134,352 305,506 298,680 33,133 39,959
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -15,262)
1,517 -1,675 -5,609 -13,121 -2,458 -17,213 -9,742 1,951 -5,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 36.2 12.3 56.3 39.7 90.2 88.2 9.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
68 86 78 73 70 182 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,378
COMMITMENTS
111,820 82,767 10,273 437,185 470,566 559,278 563,606 158,100 153,772
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 12,242)
20,399 -7,317 2,840 -8,516 15,713 14,723 11,236 -2,481 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.5 1.4 60.9 65.6 78.0 78.6 22.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
37 33 18 71 82 117 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 396,857
COMMITMENTS
34,310 47,526 2,765 279,974 287,888 317,049 338,179 79,808 58,678
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 904)
4,638 519 -38 -4,579 -1,554 21 -1,073 883 1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 12.0 0.7 70.5 72.5 79.9 85.2 20.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 7 5 34 38 46 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,245
COMMITMENTS
1,166 1,183 286 8,194 8,390 9,646 9,859 599 386
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 107)
46 255 100 -64 -80 82 275 25 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 11.5 2.8 80.0 81.9 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 4 22 27 34 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 256,095
COMMITMENTS
79,118 38,488 18,994 117,030 169,939 215,142 227,421 40,953 28,674
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -1,100)
2,477 -1,042 -3,585 -1,962 8,989 -3,070 4,362 1,970 -5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 15.0 7.4 45.7 66.4 84.0 88.8 16.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
78 43 62 85 80 198 164
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,746
COMMITMENTS
2,221 5,008 285 6,827 4,687 9,333 9,980 2,413 1,766
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -1,590)
-1,124 375 -313 -340 -1,669 -1,777 -1,607 187 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 42.6 2.4 58.1 39.9 79.5 85.0 20.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 16 9 24 13 49 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 952,444
COMMITMENTS
269,534 222,903 30,378 520,064 613,948 819,976 867,229 132,468 85,215
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 45,430)
26,727 35,676 1,975 23,656 8,535 52,358 46,186 -6,928 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 23.4 3.2 54.6 64.5 86.1 91.1 13.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
46 39 16 84 92 137 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,208,463
COMMITMENTS
474,128 342,084 74,020 1338526 1426599 1886674 1842703 321,789 365,760
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -56,166)
-3,368 -14,772 1,517 -54,678 -44,045 -56,529 -57,300 363 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 15.5 3.4 60.6 64.6 85.4 83.4 14.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
54 73 38 113 162 191 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,909,627
COMMITMENTS
439,136 255,623 28,586 1159350 1365818 1627072 1650027 282,555 259,600
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 72,871)
20,512 26,339 1,931 31,996 42,793 54,439 71,063 18,432 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.4 1.5 60.7 71.5 85.2 86.4 14.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
41 42 23 77 105 130 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 372,160
COMMITMENTS
18,000 37,994 73,324 259,595 225,885 350,919 337,203 21,241 34,957
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 10,203)
934 2,220 17,008 -4,937 -6,634 13,005 12,594 -2,802 -2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 10.2 19.7 69.8 60.7 94.3 90.6 5.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 17 19 30 39 52 63
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,731
COMMITMENTS
23,531 4,369 5 28,026 47,065 51,562 51,439 9,170 9,293
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 1,257)
-1,969 293 -15 2,797 347 814 625 443 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 7.2 0.0 46.1 77.5 84.9 84.7 15.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 16 1 36 26 74 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,462
COMMITMENTS
47,062 8,738 10 56,051 94,129 103,123 102,877 18,339 18,585
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 2,513)
-3,937 585 -29 5,593 694 1,627 1,250 886 1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 7.2 0.0 46.1 77.5 84.9 84.7 15.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 16 1 36 26 74 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,102
COMMITMENTS
7,861 8,732 1,002 1,102 366 9,965 10,100 137 2
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -382)
-389 -328 -43 48 12 -384 -359 2 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.8 86.4 9.9 10.9 3.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 7 3 3 1 18 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,741
COMMITMENTS
597 5,064 37 7,987 3,505 8,621 8,606 120 135
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 21)
65 501 0 -45 -478 20 23 1 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 57.9 0.4 91.4 40.1 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 2 3 8 11 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,546
COMMITMENTS
5,345 3,083 37 13,133 15,268 18,515 18,388 31 158
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 173)
719 93 -28 -532 83 159 148 14 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 16.6 0.2 70.8 82.3 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 2 8 10 12 18
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,291
COMMITMENTS
603 1,538 606 11,068 9,759 12,277 11,903 14 388
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -383)
-152 -407 106 -338 -82 -384 -383 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 12.5 4.9 90.0 79.4 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 4 11 7 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,495
COMMITMENTS
684 1,331 0 2,700 2,104 3,384 3,435 111 60
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -208)
-2 -135 0 -190 -84 -192 -219 -16 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 38.1 0.0 77.3 60.2 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 0 4 7 10 11
Updated May 3, 2013