WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 612,444
COMMITMENTS
106,660 142,633 197,395 263,975 212,296 568,029 552,323 44,415 60,121
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -4,535)
-3,052 7,025 -660 689 -10,457 -3,023 -4,091 -1,513 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 23.3 32.2 43.1 34.7 92.7 90.2 7.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
146 148 179 111 124 347 370
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,798,722
COMMITMENTS
330,442 207,748 531,557 750,026 783,715 1612026 1523020 186,696 275,702
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 30,688)
-10,343 33,581 19,566 17,817 -24,326 27,041 28,821 3,647 1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 11.5 29.6 41.7 43.6 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
208 172 257 284 340 623 653
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,142
COMMITMENTS
3,056 1,243 944 5,394 8,544 9,394 10,732 2,747 1,410
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 563)
663 67 154 -344 375 472 596 91 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 10.2 7.8 44.4 70.4 77.4 88.4 22.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 7 9 16 13 38 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 906,979
COMMITMENTS
199,883 60,189 324,746 316,155 449,037 840,784 833,972 66,195 73,007
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 24,210)
647 2,659 4,755 21,003 16,177 26,406 23,591 -2,196 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 6.6 35.8 34.9 49.5 92.7 92.0 7.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
196 144 253 139 158 468 444
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 372,877
COMMITMENTS
72,978 81,680 78,369 180,507 178,698 331,854 338,747 41,022 34,130
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -8,614)
787 -1,049 -1,780 -8,419 -627 -9,412 -3,456 799 -5,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 21.9 21.0 48.4 47.9 89.0 90.8 11.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
70 86 94 78 70 216 201
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 726,459
COMMITMENTS
47,177 62,252 51,726 472,154 410,060 571,057 524,038 155,402 202,421
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 7,780)
7,444 735 -1,007 -1,959 5,118 4,478 4,846 3,302 2,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.6 7.1 65.0 56.4 78.6 72.1 21.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
30 33 39 83 91 135 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 374,153
COMMITMENTS
17,253 43,242 3,101 278,009 259,710 298,363 306,053 75,790 68,100
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 7,063)
128 414 -798 2,538 4,646 1,868 4,262 5,195 2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 11.6 0.8 74.3 69.4 79.7 81.8 20.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 6 3 32 38 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,940
COMMITMENTS
939 524 414 7,874 8,762 9,227 9,700 713 240
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 498)
48 171 -215 743 645 576 601 -78 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.3 4.2 79.2 88.1 92.8 97.6 7.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 6 8 23 26 37 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 337,965
COMMITMENTS
84,494 34,537 58,325 149,075 213,971 291,894 306,833 46,071 31,132
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -208)
503 4,594 -5,277 4,973 1,705 199 1,022 -407 -1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 10.2 17.3 44.1 63.3 86.4 90.8 13.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
69 54 63 84 79 191 166
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,266
COMMITMENTS
3,226 3,312 1,377 7,639 9,606 12,242 14,295 3,024 971
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 182)
-76 -177 184 -52 379 56 386 125 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 21.7 9.0 50.0 62.9 80.2 93.6 19.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 16 13 31 21 60 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,073,457
COMMITMENTS
263,323 212,604 78,372 605,638 698,496 947,333 989,472 126,124 83,984
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -21,662)
-28,647 8,182 -6,417 13,399 -28,218 -21,666 -26,454 4 4,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 19.8 7.3 56.4 65.1 88.3 92.2 11.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
42 43 31 100 106 162 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,629,025
COMMITMENTS
297,582 285,020 299,726 1750994 1627959 2348302 2212705 280,723 416,320
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 76,005)
4,666 18,984 10,859 51,416 51,658 66,941 81,501 9,064 -5,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.8 11.4 66.6 61.9 89.3 84.2 10.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
48 74 79 151 171 250 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,898,578
COMMITMENTS
254,609 158,237 189,365 1248217 1259108 1692191 1606711 206,387 291,868
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 29,344)
10,782 -1,175 -8,070 39,454 24,027 42,166 14,781 -12,822 14,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.3 10.0 65.7 66.3 89.1 84.6 10.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
31 39 32 108 116 154 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 340,964
COMMITMENTS
20,530 24,094 56,478 246,808 229,902 323,816 310,475 17,148 30,490
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 7,531)
586 -1,193 1,415 6,586 5,300 8,587 5,522 -1,056 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.1 16.6 72.4 67.4 95.0 91.1 5.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 14 25 35 40 62 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,383
COMMITMENTS
19,278 4,994 666 32,795 49,793 52,739 55,453 10,643 7,930
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -9)
-920 -1,099 -187 461 444 -646 -842 637 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 7.9 1.1 51.7 78.6 83.2 87.5 16.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
37 15 7 39 32 80 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,765
COMMITMENTS
38,556 9,988 1,332 65,591 99,585 105,479 110,905 21,287 15,860
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -17)
-1,839 -2,198 -374 922 888 -1,292 -1,684 1,274 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 7.9 1.1 51.7 78.6 83.2 87.5 16.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
37 15 7 39 32 80 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,378
COMMITMENTS
5,781 9,137 1,236 3,243 0 10,260 10,373 118 5
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 52)
-1,351 18 29 1,426 0 104 47 -52 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 88.0 11.9 31.2 0.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 3 3 0 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,882
COMMITMENTS
3,811 6,039 15 8,019 5,721 11,845 11,775 37 107
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 661)
680 40 0 -10 606 670 646 -9 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 50.8 0.1 67.5 48.1 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 2 3 12 9 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,526
COMMITMENTS
267 511 0 6,149 5,960 6,416 6,471 110 55
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -37)
-182 -155 0 171 89 -11 -66 -26 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.8 0.0 94.2 91.3 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 0 5 10 8 14
Updated February 22, 2013