WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,424
COMMITMENTS
117,647 146,053 179,284 246,620 200,839 543,550 526,176 41,874 59,248
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 22,398)
6,774 1,079 11,069 4,753 9,391 22,596 21,540 -198 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 24.9 30.6 42.1 34.3 92.8 89.9 7.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
141 153 162 109 119 334 361
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,683,071
COMMITMENTS
350,294 196,983 490,848 665,613 728,236 1506755 1416067 176,317 267,005
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 55,531)
9,726 -13,510 25,867 15,633 33,925 51,226 46,281 4,306 9,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 11.7 29.2 39.5 43.3 89.5 84.1 10.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 747)
204 174 246 259 328 596 620
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,053
COMMITMENTS
3,934 779 859 4,190 8,354 8,983 9,992 2,070 1,061
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 44)
380 -215 210 -491 21 99 16 -55 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 7.0 7.8 37.9 75.6 81.3 90.4 18.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 6 4 14 14 36 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,046
COMMITMENTS
206,234 48,611 267,335 288,187 437,262 761,756 753,208 65,290 73,838
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 13,657)
10,147 -845 -3,130 5,125 15,815 12,141 11,839 1,516 1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.9 32.3 34.8 52.9 92.1 91.1 7.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
182 133 213 116 145 406 397
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 365,440
COMMITMENTS
65,003 110,903 65,017 201,268 151,140 331,289 327,061 34,151 38,379
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 4,191)
1,786 991 3 1,369 3,453 3,159 4,447 1,033 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 30.3 17.8 55.1 41.4 90.7 89.5 9.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
64 97 89 73 70 194 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,676
COMMITMENTS
66,202 58,417 60,205 486,193 447,275 612,601 565,898 148,076 194,779
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 29,383)
5,277 4,366 11,875 9,849 -10,498 27,000 5,742 2,382 23,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.7 7.9 63.9 58.8 80.5 74.4 19.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
24 39 36 81 88 130 138
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 388,144
COMMITMENTS
25,619 51,420 3,043 283,039 266,354 311,701 320,817 76,443 67,327
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -19,605)
146 581 -812 -20,004 -14,335 -20,669 -14,566 1,064 -5,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 13.2 0.8 72.9 68.6 80.3 82.7 19.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 6 36 38 46 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,236
COMMITMENTS
1,104 973 673 8,791 9,230 10,568 10,876 668 360
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -144)
-74 498 231 -327 -970 -170 -241 26 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.7 6.0 78.2 82.1 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 5 8 25 25 41 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 334,363
COMMITMENTS
100,255 35,095 58,726 130,701 213,180 289,683 307,001 44,681 27,363
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 9,437)
7,902 2,061 1,487 -705 6,455 8,684 10,003 753 -566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 10.5 17.6 39.1 63.8 86.6 91.8 13.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
87 43 57 87 84 205 162
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,552
COMMITMENTS
2,799 4,704 1,202 7,644 6,896 11,645 12,802 2,907 1,750
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 698)
-302 683 261 547 -654 505 290 193 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 32.3 8.3 52.5 47.4 80.0 88.0 20.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
22 17 9 26 12 52 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,084,106
COMMITMENTS
334,624 179,221 57,134 560,814 764,700 952,572 1001055 131,534 83,051
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -62,887)
-27,611 -1,415 -8,546 -13,197 -60,359 -49,355 -70,320 -13,532 7,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 16.5 5.3 51.7 70.5 87.9 92.3 12.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
51 36 26 83 89 146 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,602,561
COMMITMENTS
276,311 295,749 311,371 1718988 1650255 2306670 2257375 295,891 345,186
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 23,538)
-91,682 46,461 13,438 140,820 -4,326 62,577 55,574 -39,039 -32,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.4 12.0 66.0 63.4 88.6 86.7 11.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
45 74 79 150 164 244 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,900,310
COMMITMENTS
273,762 155,493 158,247 1247621 1332286 1679630 1646026 220,680 254,284
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -98,076)
-70,349 4,311 -2,207 7,982 -110,243 -64,574 -108,139 -33,502 10,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 8.2 8.3 65.7 70.1 88.4 86.6 11.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
34 39 36 94 108 145 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 332,178
COMMITMENTS
18,415 39,738 55,498 236,270 201,928 310,184 297,164 21,994 35,014
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 2,506)
-4 -1,026 2,633 2,684 3,387 5,312 4,994 -2,806 -2,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.0 16.7 71.1 60.8 93.4 89.5 6.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 16 21 32 36 55 65
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 106,399
COMMITMENTS
22,257 6,204 2,820 69,151 82,053 94,229 91,077 12,170 15,322
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 34,644)
867 -2,473 1,562 30,608 30,570 33,037 29,659 1,607 4,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 5.8 2.7 65.0 77.1 88.6 85.6 11.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 19 13 45 39 87 67
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 21,412
COMMITMENTS
2,092 197 801 16,923 17,173 19,815 18,171 1,596 3,241
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.9 3.7 79.0 80.2 92.5 84.9 7.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 4 9 11 14 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 169,974
COMMITMENTS
41,900 13,584 2,469 104,457 129,761 148,826 145,814 21,148 24,161
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 26,465)
-881 -3,770 -47 27,370 26,793 26,443 22,976 22 3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 8.0 1.5 61.5 76.3 87.6 85.8 12.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
36 19 12 41 37 81 64
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,529
COMMITMENTS
7,180 11,057 1,465 3,742 0 12,387 12,522 142 7
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -364)
58 -268 -92 -313 0 -347 -360 -17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 88.3 11.7 29.9 0.0 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 10 5 3 0 17 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,261
COMMITMENTS
2,285 5,386 1,144 7,797 4,599 11,226 11,129 35 132
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -1,411)
-2,309 -177 1,132 -217 -2,383 -1,394 -1,428 -17 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 47.8 10.2 69.2 40.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 3 3 11 9 19
Updated March 15, 2013