WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 579,623
COMMITMENTS
105,623 123,255 156,623 277,596 243,469 539,843 523,347 39,780 56,276
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 31,253)
2,065 269 19,367 6,580 9,498 28,012 29,133 3,241 2,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 21.3 27.0 47.9 42.0 93.1 90.3 6.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
140 131 148 105 121 313 340
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,589,423
COMMITMENTS
305,057 141,947 459,236 653,381 746,414 1417674 1347597 171,749 241,826
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 60,687)
-192 18,875 31,623 17,298 6,376 48,729 56,875 11,958 3,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.9 28.9 41.1 47.0 89.2 84.8 10.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741)
175 167 226 270 355 556 646
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,920
COMMITMENTS
1,069 1,759 1,519 7,052 7,127 9,641 10,405 2,279 1,514
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1,165)
7 632 410 543 -212 960 831 205 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.8 12.7 59.2 59.8 80.9 87.3 19.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 10 9 18 12 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 760,316
COMMITMENTS
154,069 68,013 258,452 286,395 367,693 698,916 694,158 61,400 66,158
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 3,384)
-15,531 15,497 14,740 5,516 -29,923 4,725 314 -1,341 3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.9 34.0 37.7 48.4 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
171 136 214 126 148 401 408
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 343,794
COMMITMENTS
66,089 93,422 67,669 179,161 147,180 312,919 308,271 30,875 35,524
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -543)
2,608 -4,570 -6,241 3,300 8,805 -333 -2,006 -210 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 27.2 19.7 52.1 42.8 91.0 89.7 9.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
63 94 90 68 66 189 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,492
COMMITMENTS
44,619 56,298 42,190 386,486 359,530 473,295 458,019 158,197 173,474
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 15,331)
-6,925 5,028 6,490 -2,115 -13,212 -2,550 -1,694 17,881 17,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.9 6.7 61.2 56.9 74.9 72.5 25.1 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 26 40 69 76 119 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,925
COMMITMENTS
19,741 44,424 3,179 260,156 247,858 283,076 295,461 68,849 56,464
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,727)
-1,939 -126 234 1,464 -302 -241 -194 2,967 2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.6 0.9 73.9 70.4 80.4 84.0 19.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 5 4 29 37 39 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,322
COMMITMENTS
1,256 762 958 6,679 7,347 8,893 9,067 429 255
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 740)
159 158 234 514 404 907 796 -167 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 8.2 10.3 71.6 78.8 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 6 7 21 22 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 275,774
COMMITMENTS
67,842 27,105 53,143 114,168 168,353 235,153 248,601 40,622 27,173
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 22,456)
6,502 6,148 773 16,534 11,870 23,809 18,791 -1,352 3,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.8 19.3 41.4 61.0 85.3 90.1 14.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
75 41 58 80 76 185 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,049
COMMITMENTS
2,815 5,418 559 8,860 7,263 12,235 13,240 2,814 1,809
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 266)
-86 529 -59 426 -186 281 284 -15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 36.0 3.7 58.9 48.3 81.3 88.0 18.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 17 10 29 17 56 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,028,893
COMMITMENTS
263,919 155,783 68,544 577,439 721,281 909,903 945,608 118,990 83,284
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -71,733)
-60,726 -25,366 3,883 -5,684 -57,473 -62,527 -78,957 -9,206 7,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 15.1 6.7 56.1 70.1 88.4 91.9 11.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 37 27 98 94 155 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,117,709
COMMITMENTS
285,292 234,290 228,882 1325568 1258499 1839742 1721670 277,967 396,038
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 176,189)
-37,380 3,673 45,285 181,570 68,013 189,475 116,971 -13,286 59,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.1 10.8 62.6 59.4 86.9 81.3 13.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
56 57 72 131 144 226 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,648,020
COMMITMENTS
186,066 182,011 113,155 1141273 1097682 1440494 1392848 207,525 255,171
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 22,817)
-7,147 414 35,946 1,153 -17,542 29,953 18,818 -7,135 3,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 11.0 6.9 69.3 66.6 87.4 84.5 12.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
38 34 36 96 111 148 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 362,543
COMMITMENTS
30,578 35,329 67,432 246,805 229,945 344,815 332,706 17,728 29,837
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -94,738)
-34,690 -7,529 -2,365 -58,481 -82,451 -95,536 -92,345 798 -2,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 9.7 18.6 68.1 63.4 95.1 91.8 4.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 22 24 39 40 64 72
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,897
COMMITMENTS
12,756 3,383 404 26,625 39,889 39,785 43,676 8,112 4,221
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -139)
-1,184 -1,150 -202 640 371 -746 -981 607 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.1 0.8 55.6 83.3 83.1 91.2 16.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
32 10 5 32 26 66 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,795
COMMITMENTS
25,513 6,765 808 53,250 79,779 79,571 87,352 16,224 8,442
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -278)
-2,368 -2,300 -404 1,280 742 -1,492 -1,962 1,214 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.1 0.8 55.6 83.3 83.1 91.2 16.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
32 10 5 32 26 66 39
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,638
COMMITMENTS
630 4,703 0 7,892 3,878 8,522 8,581 116 57
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -352)
-339 -233 0 -8 -103 -347 -336 -5 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 54.4 0.0 91.4 44.9 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 0 3 11 7 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,812
COMMITMENTS
373 1,307 0 7,303 6,445 7,676 7,752 136 60
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 8)
17 -32 0 5 7 22 -25 -14 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 16.7 0.0 93.5 82.5 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 0 3 12 6 16
Updated January 15, 2013