WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 414,221
COMMITMENTS
112,010 157,112 72,900 197,141 130,843 382,051 360,855 32,170 53,366
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 10,841)
-4,127 17,293 4,947 9,569 -17,231 10,389 5,009 452 5,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 37.9 17.6 47.6 31.6 92.2 87.1 7.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
92 158 108 82 106 249 308
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,176,120
COMMITMENTS
359,543 236,433 170,212 507,940 535,643 1037695 942,288 138,425 233,832
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 31,246)
8,023 27,186 13,104 4,407 -13,039 25,534 27,251 5,712 3,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 20.1 14.5 43.2 45.5 88.2 80.1 11.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
179 173 200 221 287 528 561
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,346
COMMITMENTS
2,771 1,956 306 3,447 5,295 6,524 7,557 1,822 789
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -634)
-948 -192 261 218 -749 -469 -680 -165 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 23.4 3.7 41.3 63.4 78.2 90.5 21.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 5 4 13 12 35 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,728
COMMITMENTS
214,833 131,936 64,697 248,218 316,106 527,748 512,739 54,980 69,989
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 18,274)
30,824 19,562 -6,816 -6,309 3,457 17,699 16,203 575 2,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 22.6 11.1 42.6 54.2 90.6 88.0 9.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
173 164 165 122 140 397 388
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 351,598
COMMITMENTS
77,672 109,976 50,029 188,519 154,711 316,220 314,716 35,378 36,882
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 8,936)
-856 -3,682 2,442 6,315 11,401 7,901 10,161 1,035 -1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 31.3 14.2 53.6 44.0 89.9 89.5 10.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
83 84 87 71 71 192 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,982
COMMITMENTS
62,269 71,852 19,787 410,931 378,325 492,987 469,964 141,995 165,018
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -27,496)
-18,399 5,822 1,675 -10,179 -32,980 -26,903 -25,483 -593 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 11.3 3.1 64.7 59.6 77.6 74.0 22.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
29 39 21 72 81 116 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 387,059
COMMITMENTS
24,032 50,139 5,803 283,547 274,244 313,382 330,186 73,677 56,873
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -9,630)
-171 2,353 -48 -10,471 -15,502 -10,690 -13,197 1,060 3,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 13.0 1.5 73.3 70.9 81.0 85.3 19.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 9 4 41 43 51 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,870
COMMITMENTS
1,492 316 896 6,762 8,167 9,150 9,379 720 491
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -124)
-295 18 183 -80 -438 -192 -237 68 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 3.2 9.1 68.5 82.7 92.7 95.0 7.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 7 6 21 25 35 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 266,679
COMMITMENTS
87,217 28,925 28,770 103,898 186,651 219,885 244,346 46,794 22,333
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9,852)
3,674 -4,393 4,143 -3,128 12,841 4,689 12,591 5,163 -2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 10.8 10.8 39.0 70.0 82.5 91.6 17.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
84 47 66 77 75 193 165
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,705
COMMITMENTS
2,210 5,435 193 6,600 4,391 9,003 10,019 2,702 1,686
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 142)
70 162 43 -85 -153 28 52 114 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 46.4 1.6 56.4 37.5 76.9 85.6 23.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 17 6 22 12 44 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 905,133
COMMITMENTS
221,970 204,390 41,109 515,538 569,179 778,617 814,678 126,516 90,455
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -22,457)
-22,088 -4,484 7,946 -3,114 -32,265 -17,256 -28,803 -5,201 6,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 22.6 4.5 57.0 62.9 86.0 90.0 14.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
39 39 25 86 91 137 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,353,301
COMMITMENTS
383,457 363,251 121,157 1551779 1485234 2056393 1969642 296,908 383,659
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 21,778)
17,394 -13,965 17,849 4,942 28,084 40,185 31,968 -18,407 -10,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 15.4 5.1 65.9 63.1 87.4 83.7 12.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
51 75 53 122 164 204 261
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,813,570
COMMITMENTS
338,234 232,851 37,226 1193554 1272660 1569014 1542737 244,556 270,833
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 18,735)
-3,956 9,119 10,412 8,994 -6,019 15,450 13,512 3,285 5,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 12.8 2.1 65.8 70.2 86.5 85.1 13.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
41 38 32 83 103 139 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 343,016
COMMITMENTS
19,650 32,762 74,613 228,903 198,650 323,166 306,025 19,850 36,991
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 15,107)
2,484 3,638 4,925 8,718 4,849 16,127 13,412 -1,020 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 9.6 21.8 66.7 57.9 94.2 89.2 5.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 16 19 31 36 54 59
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,531
COMMITMENTS
20,351 4,263 503 26,662 41,982 47,516 46,747 10,015 10,784
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -2,349)
-2,219 -503 306 -1,099 -2,753 -3,012 -2,950 663 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 7.4 0.9 46.3 73.0 82.6 81.3 17.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 13 5 35 29 71 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,061
COMMITMENTS
40,702 8,525 1,006 53,324 83,963 95,032 93,494 20,029 21,567
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -4,697)
-4,437 -1,005 611 -2,197 -5,505 -6,023 -5,899 1,326 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 7.4 0.9 46.3 73.0 82.6 81.3 17.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 13 5 35 29 71 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,148
COMMITMENTS
7,747 8,692 1,190 1,046 244 9,983 10,126 165 22
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 33)
-71 11 105 -36 -83 -2 33 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 85.7 11.7 10.3 2.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 3 2 1 14 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,740
COMMITMENTS
2,830 6,585 44 7,780 3,974 10,654 10,603 86 137
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,980)
1,941 1,814 0 74 155 2,015 1,969 -35 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 61.3 0.4 72.4 37.0 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 2 4 7 11 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,564
COMMITMENTS
2,405 5,374 2,269 16,848 13,809 21,522 21,452 42 112
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,060)
-301 2,181 177 3,149 690 3,025 3,048 35 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 24.9 10.5 78.1 64.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 2 8 10 12 17
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,036
COMMITMENTS
0 2,641 76 11,941 9,231 12,017 11,948 19 88
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -113)
-629 577 -424 939 -266 -114 -113 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.9 0.6 99.2 76.7 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 6 1 5 9 6 15
Updated May 24, 2013