WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 588,563
COMMITMENTS
112,905 124,623 190,119 246,329 215,602 549,354 530,345 39,209 58,218
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 4,682)
-4,074 -7,250 1,884 9,213 9,816 7,022 4,450 -2,340 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 21.2 32.3 41.9 36.6 93.3 90.1 6.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
116 154 166 106 125 318 361
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,907,259
COMMITMENTS
331,990 224,175 604,848 780,951 788,242 1717789 1617265 189,470 289,994
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 11,864)
-38,126 12,711 35,491 13,644 -46,229 11,009 1,973 855 9,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.8 31.7 40.9 41.3 90.1 84.8 9.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
203 193 267 269 308 623 628
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,018
COMMITMENTS
4,843 1,726 1,269 2,688 5,388 8,801 8,383 217 635
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -353)
-301 13 8 -1 -231 -294 -209 -60 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 19.1 14.1 29.8 59.7 97.6 93.0 2.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 7 7 9 14 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,595
COMMITMENTS
2,712 278 877 4,255 8,200 7,844 9,355 2,751 1,240
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -1,499)
-1,610 -54 -109 -4 -1,481 -1,723 -1,644 224 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 2.6 8.3 40.2 77.4 74.0 88.3 26.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 3 5 16 13 35 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 801,665
COMMITMENTS
155,940 83,399 274,818 310,355 362,951 741,112 721,167 60,553 80,498
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 20,936)
-12,114 16,429 19,775 11,534 -21,249 19,195 14,954 1,741 5,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 10.4 34.3 38.7 45.3 92.4 90.0 7.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
166 157 233 124 142 415 428
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,260
COMMITMENTS
62,706 115,064 90,194 220,038 163,445 372,938 368,702 34,322 38,558
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 23,711)
-2,607 10,849 10,017 14,979 2,185 22,388 23,050 1,323 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 28.3 22.1 54.0 40.1 91.6 90.5 8.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
64 101 98 73 75 197 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 773,244
COMMITMENTS
59,417 68,506 71,297 477,799 463,026 608,514 602,829 164,731 170,415
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 57,349)
-6,314 -1,569 24,243 24,462 29,593 42,391 52,266 14,959 5,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.9 9.2 61.8 59.9 78.7 78.0 21.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
27 41 40 82 88 135 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 384,182
COMMITMENTS
29,962 44,717 4,320 272,884 273,186 307,166 322,224 77,016 61,958
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 13,064)
2,759 -5,031 837 8,101 18,206 11,697 14,012 1,367 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.6 1.1 71.0 71.1 80.0 83.9 20.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 7 8 33 39 47 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,200
COMMITMENTS
1,022 1,611 409 9,108 8,756 10,539 10,776 661 424
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -103)
-60 -147 -63 27 -136 -96 -346 -7 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.4 3.7 81.3 78.2 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 4 4 21 27 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 303,800
COMMITMENTS
62,242 46,305 51,254 148,113 169,833 261,608 267,391 42,191 36,409
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 804)
-6,732 6,825 -1,718 7,265 -8,147 -1,185 -3,041 1,989 3,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 15.2 16.9 48.8 55.9 86.1 88.0 13.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
62 56 68 88 81 186 176
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,894
COMMITMENTS
2,394 4,728 1,916 8,048 6,500 12,358 13,144 2,537 1,750
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -943)
-288 -1,232 203 -390 349 -476 -680 -467 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 31.7 12.9 54.0 43.6 83.0 88.2 17.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 21 13 26 17 55 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,006,168
COMMITMENTS
319,654 149,419 66,060 479,138 707,686 864,852 923,165 141,316 83,003
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 18,597)
26,268 -978 11,847 -20,642 -11,143 17,473 -275 1,124 18,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 14.9 6.6 47.6 70.3 86.0 91.8 14.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
52 30 27 80 86 143 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,768,249
COMMITMENTS
448,064 275,523 371,084 1599601 1752225 2418749 2398832 349,500 369,417
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 119,993)
25,603 -1,275 66,546 18,290 57,703 110,439 122,974 9,554 -2,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.0 13.4 57.8 63.3 87.4 86.7 12.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
64 69 84 155 184 263 293
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,058,854
COMMITMENTS
374,544 147,087 185,492 1229900 1466371 1789935 1798950 268,919 259,905
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 33,114)
-16,910 -24,892 29,129 15,487 20,764 27,706 25,001 5,408 8,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.1 9.0 59.7 71.2 86.9 87.4 13.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
50 38 40 93 124 164 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 340,021
COMMITMENTS
20,185 37,651 53,486 243,165 210,997 316,836 302,133 23,185 37,888
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 8,276)
-2,259 -246 -319 7,876 7,207 5,297 6,642 2,979 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.1 15.7 71.5 62.1 93.2 88.9 6.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 15 18 31 38 51 61
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,237
COMMITMENTS
21,516 5,565 1,025 26,760 41,353 49,301 47,943 8,936 10,294
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -1,077)
-1,207 204 80 -445 -894 -1,572 -611 495 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 9.6 1.8 46.0 71.0 84.7 82.3 15.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 24 9 34 30 72 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,475
COMMITMENTS
43,031 11,130 2,051 53,520 82,706 98,603 95,887 17,872 20,588
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -2,153)
-2,414 407 159 -889 -1,788 -3,144 -1,221 990 -932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 9.6 1.8 46.0 71.0 84.7 82.3 15.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 24 9 34 30 72 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,513
COMMITMENTS
7,144 8,384 1,109 1,089 0 9,342 9,493 171 20
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 398)
870 463 -79 49 0 840 384 -442 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 88.1 11.7 11.4 0.0 98.2 99.8 1.8 0.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,625
COMMITMENTS
686 4,771 26 7,849 3,690 8,561 8,487 64 138
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -742)
-1,444 -565 5 693 -163 -746 -723 4 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 55.3 0.3 91.0 42.8 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 2 4 8 11 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,598
COMMITMENTS
4,085 2,966 43 14,443 15,394 18,571 18,403 27 195
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 936)
-479 470 0 1,425 406 946 876 -10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 15.9 0.2 77.7 82.8 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 2 5 13 9 20
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,889
COMMITMENTS
60 2,154 212 12,584 10,285 12,856 12,651 33 238
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 16.7 1.6 97.6 79.8 99.7 98.2 0.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 1 3 12 5 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,302
COMMITMENTS
367 1,016 0 2,806 2,225 3,173 3,241 129 61
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 202)
43 386 0 106 -225 149 161 53 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 30.8 0.0 85.0 67.4 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 0 6 8 9 13
Updated April 17, 2013