WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,883
COMMITMENTS
115,456 132,191 75,399 191,785 155,875 382,640 363,465 30,243 49,418
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 5,801)
-3,502 1,752 6,027 5,830 -1,921 8,355 5,858 -2,554 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 32.0 18.3 46.5 37.8 92.7 88.0 7.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
93 146 114 73 109 243 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,143,527
COMMITMENTS
336,821 204,395 157,852 512,025 561,611 1006698 923,858 136,829 219,669
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -12,816)
1,333 -4,782 -2,566 -9,206 -10,373 -10,439 -17,721 -2,377 4,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 17.9 13.8 44.8 49.1 88.0 80.8 12.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
164 168 190 218 298 500 561
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,949
COMMITMENTS
3,408 1,696 17 3,412 6,377 6,837 8,090 2,112 859
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 336)
354 458 1 47 -116 402 343 -66 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 19.0 0.2 38.1 71.3 76.4 90.4 23.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 6 4 10 12 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,506
COMMITMENTS
167,482 105,525 64,027 253,964 301,926 485,473 471,478 51,033 65,028
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -1,659)
-7,497 9,618 4,672 3,246 -18,598 421 -4,308 -2,080 2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 19.7 11.9 47.3 56.3 90.5 87.9 9.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
140 138 152 121 136 348 357
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 344,213
COMMITMENTS
74,003 121,351 44,079 192,415 138,355 310,497 303,785 33,716 40,428
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 5,574)
1,090 -1,174 2,276 1,625 4,003 4,991 5,105 583 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 35.3 12.8 55.9 40.2 90.2 88.3 9.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
71 90 80 75 69 189 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 684,138
COMMITMENTS
90,967 83,478 11,994 422,898 428,622 525,859 524,094 158,279 160,044
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -33,240)
-20,853 711 1,721 -14,287 -41,944 -33,419 -39,512 179 6,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 12.2 1.8 61.8 62.7 76.9 76.6 23.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
33 37 17 75 82 114 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 400,089
COMMITMENTS
30,297 47,332 2,384 289,595 295,103 322,276 344,819 77,813 55,270
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 3,232)
-4,013 -194 -381 9,621 7,215 5,227 6,640 -1,995 -3,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 11.8 0.6 72.4 73.8 80.6 86.2 19.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 7 4 37 42 48 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,116
COMMITMENTS
1,340 549 667 7,442 8,576 9,449 9,792 667 324
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -129)
174 -634 381 -752 186 -197 -67 68 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 5.4 6.6 73.6 84.8 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 6 4 23 26 36 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 256,273
COMMITMENTS
79,403 39,961 20,101 116,035 168,127 215,539 228,189 40,734 28,084
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 178)
285 1,473 1,107 -995 -1,812 397 768 -219 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 15.6 7.8 45.3 65.6 84.1 89.0 15.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
74 50 60 79 72 186 156
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,637
COMMITMENTS
2,164 5,359 144 6,989 4,593 9,297 10,096 2,340 1,541
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -109)
-57 351 -141 162 -94 -36 116 -73 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 46.1 1.2 60.1 39.5 79.9 86.8 20.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 17 6 24 12 45 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 947,214
COMMITMENTS
262,248 218,822 32,239 516,900 602,454 811,387 853,515 135,827 93,699
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -5,230)
-7,286 -4,081 1,861 -3,164 -11,494 -8,589 -13,714 3,359 8,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 23.1 3.4 54.6 63.6 85.7 90.1 14.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
41 39 18 86 96 135 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,271,506
COMMITMENTS
430,480 392,524 86,981 1444790 1421794 1962251 1901299 309,255 370,207
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 63,043)
-43,648 50,440 12,961 106,264 -4,805 75,577 58,596 -12,534 4,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 17.3 3.8 63.6 62.6 86.4 83.7 13.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
52 80 44 116 166 197 261
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,877,284
COMMITMENTS
396,976 241,795 26,685 1186430 1361881 1610091 1630361 267,193 246,923
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -32,343)
-42,160 -13,828 -1,901 27,080 -3,937 -16,981 -19,666 -15,362 -12,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 12.9 1.4 63.2 72.5 85.8 86.8 14.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
43 42 26 82 104 139 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 325,584
COMMITMENTS
12,422 33,356 67,393 226,571 187,259 306,386 288,008 19,198 37,576
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -46,576)
-5,578 -4,638 -5,931 -33,024 -38,626 -44,533 -49,195 -2,043 2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 10.2 20.7 69.6 57.5 94.1 88.5 5.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 17 18 29 37 49 59
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,180
COMMITMENTS
23,762 4,945 12 27,509 45,880 51,283 50,836 8,898 9,344
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -551)
231 576 7 -517 -1,185 -279 -603 -272 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 8.2 0.0 45.7 76.2 85.2 84.5 14.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 13 2 37 26 76 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,360
COMMITMENTS
47,524 9,889 23 55,018 91,760 102,565 101,672 17,795 18,688
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -1,102)
462 1,151 13 -1,033 -2,369 -558 -1,205 -544 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 8.2 0.0 45.7 76.2 85.2 84.5 14.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 13 2 37 26 76 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,133
COMMITMENTS
7,760 8,837 952 1,285 322 9,997 10,111 136 22
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 31)
-101 105 -50 183 -44 32 11 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 87.2 9.4 12.7 3.2 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 7 3 3 1 17 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,767
COMMITMENTS
600 4,726 44 7,993 3,846 8,637 8,616 130 151
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 26)
3 -338 7 6 341 16 10 10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 53.9 0.5 91.2 43.9 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 2 3 8 10 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,597
COMMITMENTS
5,227 3,174 33 14,283 16,280 19,543 19,487 54 110
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 1,051)
-118 91 -4 1,150 1,012 1,028 1,099 23 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 16.2 0.2 72.9 83.1 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 2 9 9 14 16
Updated May 10, 2013