WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,442
COMMITMENTS
116,558 136,850 165,243 259,477 226,186 541,279 528,280 43,164 56,163
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 21,501)
8,246 18,799 5,350 8,172 -2,923 21,768 21,225 -267 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 23.4 28.3 44.4 38.7 92.6 90.4 7.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
129 152 169 110 124 338 352
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,720,772
COMMITMENTS
378,165 153,065 486,526 673,963 812,290 1538653 1451881 182,119 268,891
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 82,667)
28,240 8,534 31,294 23,557 37,781 83,091 77,609 -424 5,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.9 28.3 39.2 47.2 89.4 84.4 10.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
198 168 257 275 346 610 649
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,408
COMMITMENTS
1,539 1,589 1,337 6,943 7,881 9,819 10,806 2,590 1,602
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 875)
455 -131 311 127 769 894 949 -18 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.8 10.8 56.0 63.5 79.1 87.1 20.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 10 11 16 13 34 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 890,329
COMMITMENTS
199,037 57,602 338,899 278,670 418,034 816,606 814,535 73,724 75,795
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 83,120)
29,729 223 42,463 7,627 37,745 79,819 80,431 3,301 2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.5 38.1 31.3 47.0 91.7 91.5 8.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
190 134 226 127 155 430 419
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,905
COMMITMENTS
77,168 74,316 82,022 172,839 183,015 332,028 339,354 41,877 34,552
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 12,536)
5,057 -3,140 6,775 -2,113 9,074 9,720 12,709 2,816 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.9 21.9 46.2 48.9 88.8 90.8 11.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
86 72 99 73 70 218 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 702,706
COMMITMENTS
33,611 58,930 49,750 458,859 389,360 542,221 498,041 160,485 204,665
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 46,985)
-7,332 604 12,858 40,295 17,180 45,821 30,641 1,165 16,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.4 7.1 65.3 55.4 77.2 70.9 22.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
24 31 34 75 90 119 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 372,811
COMMITMENTS
18,591 48,085 3,271 279,042 258,511 300,904 309,867 71,907 62,944
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 6,914)
-1,383 2,435 154 5,110 7,874 3,881 10,462 3,033 -3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 12.9 0.9 74.8 69.3 80.7 83.1 19.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 7 4 32 38 41 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,053
COMMITMENTS
1,300 259 598 6,411 7,827 8,309 8,684 744 369
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -241)
145 -382 -24 -363 133 -242 -273 1 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.9 6.6 70.8 86.5 91.8 95.9 8.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 3 7 21 26 34 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 343,842
COMMITMENTS
78,132 29,349 72,332 146,670 211,559 297,133 313,240 46,709 30,602
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 20,108)
6,650 -2,737 3,711 7,364 16,851 17,725 17,825 2,384 2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 8.5 21.0 42.7 61.5 86.4 91.1 13.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
73 52 68 82 83 199 172
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,160
COMMITMENTS
3,395 4,378 845 7,899 8,503 12,139 13,727 3,020 1,433
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -30)
724 -1,208 127 -813 1,353 38 272 -68 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 28.9 5.6 52.1 56.1 80.1 90.5 19.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 16 11 30 21 61 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,117,989
COMMITMENTS
265,561 225,699 81,833 648,470 727,827 995,864 1035359 122,125 82,630
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 100,316)
-12,245 30,317 24,764 75,849 54,146 88,368 109,227 11,947 -8,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 20.2 7.3 58.0 65.1 89.1 92.6 10.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
43 49 36 91 97 154 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,608,243
COMMITMENTS
310,871 278,928 304,772 1714124 1605103 2329767 2188803 278,476 419,440
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 96,546)
-5,532 4,082 -181 90,649 76,221 84,936 80,121 11,611 16,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.7 11.7 65.7 61.5 89.3 83.9 10.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
52 75 84 146 169 248 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,867,810
COMMITMENTS
231,878 164,758 190,307 1233924 1226353 1656108 1581419 211,701 286,391
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 103,055)
-5,280 -271 42,977 58,570 68,061 96,267 110,767 6,788 -7,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.8 10.2 66.1 65.7 88.7 84.7 11.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
34 36 35 109 119 157 176
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 327,452
COMMITMENTS
20,515 24,396 52,032 235,359 220,080 307,906 296,508 19,546 30,944
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -44,560)
-5,368 -3,043 -5,540 -37,703 -36,042 -48,612 -44,625 4,052 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 7.5 15.9 71.9 67.2 94.0 90.5 6.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 16 25 35 37 62 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,247
COMMITMENTS
19,420 4,428 865 29,786 48,352 50,071 53,645 10,176 6,601
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 968)
2,143 -1,509 133 -1,704 3,310 572 1,933 396 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.3 1.4 49.4 80.3 83.1 89.0 16.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
37 15 8 38 31 80 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,494
COMMITMENTS
38,840 8,856 1,730 59,571 96,704 100,142 107,291 20,351 13,203
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 1,937)
4,287 -3,019 265 -3,408 6,619 1,144 3,866 793 -1,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.3 1.4 49.4 80.3 83.1 89.0 16.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
37 15 8 38 31 80 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,459
COMMITMENTS
4,879 5,374 1,177 1,279 908 7,335 7,459 124 0
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 72.0 15.8 17.1 12.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 7 3 3 1 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,423
COMMITMENTS
2,536 5,749 15 7,786 4,558 10,337 10,322 86 101
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 823)
913 159 15 -103 668 825 842 -2 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 55.2 0.1 74.7 43.7 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 2 3 11 9 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,592
COMMITMENTS
458 626 0 6,006 5,931 6,464 6,557 128 35
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 30)
234 20 0 -195 17 39 37 -9 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.5 0.0 91.1 90.0 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 0 5 10 7 15
Updated February 8, 2013