WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,805
COMMITMENTS
113,778 153,434 71,844 196,437 137,833 382,059 363,111 33,746 52,694
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,584)
1,768 -3,678 -1,056 -704 6,990 8 2,256 1,576 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 36.9 17.3 47.2 33.1 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
96 148 115 77 107 249 307
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,181,497
COMMITMENTS
376,874 224,375 164,587 500,020 554,557 1041481 943,519 140,016 237,978
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 5,377)
17,331 -12,058 -5,625 -7,920 18,914 3,786 1,231 1,591 4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 19.0 13.9 42.3 46.9 88.1 79.9 11.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
162 174 190 222 292 509 557
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,016
COMMITMENTS
2,156 1,903 157 3,607 5,043 5,920 7,103 2,096 913
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -330)
-615 -53 -149 160 -252 -604 -454 274 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 23.7 2.0 45.0 62.9 73.9 88.6 26.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 4 13 12 31 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 581,323
COMMITMENTS
230,793 137,759 65,423 230,632 302,965 526,848 506,147 54,475 75,176
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,405)
15,960 5,823 726 -17,586 -13,141 -900 -6,592 -505 5,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 23.7 11.3 39.7 52.1 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
170 160 165 129 147 401 389
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,643
COMMITMENTS
78,502 105,359 51,393 192,031 164,908 321,926 321,660 36,717 36,983
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 7,045)
830 -4,617 1,364 3,512 10,197 5,706 6,944 1,339 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 29.4 14.3 53.5 46.0 89.8 89.7 10.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
85 76 83 72 75 197 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 710,940
COMMITMENTS
52,965 80,216 34,827 465,768 427,353 553,560 542,396 157,380 168,544
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 75,958)
-9,304 8,364 15,040 54,837 49,028 60,573 72,432 15,385 3,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 11.3 4.9 65.5 60.1 77.9 76.3 22.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 33 22 63 78 106 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 402,340
COMMITMENTS
21,781 53,252 8,228 288,556 258,840 318,565 320,320 83,775 82,020
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 15,281)
-2,251 3,113 2,425 5,009 -15,404 5,183 -9,866 10,098 25,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 13.2 2.0 71.7 64.3 79.2 79.6 20.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 10 4 39 39 48 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,999
COMMITMENTS
1,564 420 647 7,059 8,567 9,270 9,634 729 365
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 129)
72 104 -249 297 400 120 255 9 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 4.2 6.5 70.6 85.7 92.7 96.3 7.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 6 4 20 25 32 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 278,897
COMMITMENTS
91,143 32,090 31,428 106,815 192,341 229,386 255,859 49,511 23,038
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 12,218)
3,926 3,165 2,658 2,917 5,690 9,501 11,513 2,717 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 11.5 11.3 38.3 69.0 82.2 91.7 17.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
84 48 51 82 78 196 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,543
COMMITMENTS
2,034 5,202 281 6,464 4,536 8,779 10,019 2,764 1,524
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -162)
-176 -233 88 -136 145 -224 0 62 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 45.1 2.4 56.0 39.3 76.1 86.8 23.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 15 6 20 12 40 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,085,288
COMMITMENTS
195,768 212,905 56,359 674,980 716,714 927,107 985,978 158,181 99,310
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 180,155)
-26,202 8,515 15,250 159,442 147,535 148,490 171,300 31,665 8,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.6 5.2 62.2 66.0 85.4 90.8 14.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
34 41 29 90 88 137 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,493,026
COMMITMENTS
401,534 437,039 126,268 1619148 1480860 2146950 2044167 346,076 448,859
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 139,725)
18,077 73,788 5,111 67,369 -4,374 90,557 74,525 49,168 65,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.5 5.1 64.9 59.4 86.1 82.0 13.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
45 77 54 125 165 204 263
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,880,190
COMMITMENTS
316,280 258,577 41,759 1264945 1276229 1622984 1576565 257,206 303,625
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 66,620)
-21,954 25,726 4,533 71,391 3,569 53,970 33,828 12,650 32,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 13.8 2.2 67.3 67.9 86.3 83.9 13.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
30 49 33 98 113 152 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 365,000
COMMITMENTS
34,247 31,528 73,649 234,900 224,620 342,796 329,797 22,204 35,203
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 21,984)
14,597 -1,234 -964 5,997 25,970 19,630 23,772 2,354 -1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.6 20.2 64.4 61.5 93.9 90.4 6.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 14 22 30 35 59 61
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,916
COMMITMENTS
21,424 3,774 65 26,070 43,215 47,559 47,054 10,357 10,862
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 386)
1,073 -489 -438 -592 1,234 43 307 343 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 6.5 0.1 45.0 74.6 82.1 81.2 17.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 12 5 33 29 67 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,832
COMMITMENTS
42,848 7,548 130 52,140 86,430 95,118 94,108 20,714 21,724
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 771)
2,146 -977 -876 -1,184 2,467 86 614 685 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 6.5 0.1 45.0 74.6 82.1 81.2 17.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 12 5 33 29 67 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,995
COMMITMENTS
7,339 8,633 1,360 1,123 0 9,822 9,993 173 2
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -153)
-408 -59 170 77 -244 -161 -133 8 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.4 86.4 13.6 11.2 0.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 8 3 2 0 15 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,701
COMMITMENTS
3,283 6,847 29 10,311 4,205 13,623 11,081 78 2,620
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,961)
453 262 -15 2,531 231 2,969 478 -8 2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 50.0 0.2 75.3 30.7 99.4 80.9 0.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 2 5 8 12 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,320
COMMITMENTS
2,490 7,067 3,018 17,805 13,129 23,313 23,214 7 106
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,756)
85 1,693 749 957 -680 1,791 1,762 -35 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 30.3 12.9 76.4 56.3 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 2 8 10 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 4,264
COMMITMENTS
1,209 1,191 0 2,967 3,027 4,176 4,218 88 46
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 830)
368 467 0 535 370 903 837 -73 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 27.9 0.0 69.6 71.0 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 0 4 8 8 13
Updated May 31, 2013