WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,317
COMMITMENTS
112,142 117,664 159,916 236,061 210,752 508,119 488,331 33,198 52,986
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 6,379)
-5,500 -528 10,492 4,540 -2,770 9,533 7,194 -3,154 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 21.7 29.5 43.6 38.9 93.9 90.2 6.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
103 164 152 92 126 288 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,711,663
COMMITMENTS
333,348 210,547 502,988 699,964 718,516 1536300 1432050 175,362 279,613
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 17,182)
6,245 -7,313 18,761 -5,368 -3,317 19,638 8,131 -2,456 9,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 12.3 29.4 40.9 42.0 89.8 83.7 10.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
195 188 254 272 322 604 636
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,345
COMMITMENTS
3,616 1,236 2,210 3,172 5,232 8,999 8,679 347 667
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 155)
-346 -17 260 231 -101 145 141 10 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 13.2 23.7 33.9 56.0 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 7 7 9 15 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,872
COMMITMENTS
3,426 1,262 618 3,614 7,016 7,658 8,896 2,214 976
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 338)
363 551 -60 114 -194 417 298 -79 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 12.8 6.3 36.6 71.1 77.6 90.1 22.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 5 5 13 13 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 735,671
COMMITMENTS
167,051 88,937 224,549 287,551 345,780 679,151 659,266 56,520 76,405
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 4,705)
-5,078 12,892 7,235 4,928 -18,610 7,084 1,516 -2,379 3,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 12.1 30.5 39.1 47.0 92.3 89.6 7.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484)
166 150 213 128 148 404 411
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 382,289
COMMITMENTS
71,017 118,879 69,298 207,149 152,918 347,464 341,095 34,825 41,195
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 6,750)
272 -929 3,669 2,200 3,869 6,141 6,609 609 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 31.1 18.1 54.2 40.0 90.9 89.2 9.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
67 97 89 81 80 200 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,325
COMMITMENTS
90,462 84,695 60,110 468,675 473,140 619,247 617,945 179,077 180,380
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -28,717)
-17,376 2,708 823 -18,562 -38,651 -35,115 -35,120 6,398 6,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.6 7.5 58.7 59.3 77.6 77.4 22.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
31 43 40 90 90 147 147
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 400,753
COMMITMENTS
30,297 47,358 2,393 289,595 295,103 322,285 344,853 78,468 55,900
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 3,142)
-4,013 -191 -381 9,621 7,215 5,227 6,642 -2,084 -3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.8 0.6 72.3 73.6 80.4 86.1 19.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 7 4 37 42 48 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,116
COMMITMENTS
1,340 549 667 7,442 8,576 9,449 9,792 667 324
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -129)
174 -634 381 -752 186 -197 -67 68 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.4 6.6 73.6 84.8 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 6 4 23 26 36 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 290,739
COMMITMENTS
76,276 42,257 41,698 130,127 177,296 248,101 261,251 42,638 29,488
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -1,446)
-388 4 1,182 -1,633 -2,000 -839 -814 -607 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 14.5 14.3 44.8 61.0 85.3 89.9 14.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
77 51 71 83 81 196 173
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,145
COMMITMENTS
1,969 5,359 493 7,281 4,692 9,744 10,544 2,401 1,600
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -145)
-21 296 -159 96 -57 -85 79 -60 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 44.1 4.1 60.0 38.6 80.2 86.8 19.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 17 8 25 14 46 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,052,539
COMMITMENTS
281,416 200,721 83,236 550,647 674,314 915,298 958,271 137,241 94,268
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -18,446)
-18,387 -4,852 702 -3,935 -22,794 -21,621 -26,945 3,175 8,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 19.1 7.9 52.3 64.1 87.0 91.0 13.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
45 36 32 88 96 150 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,787,247
COMMITMENTS
435,704 343,967 334,557 1685253 1707456 2455514 2385981 331,733 401,267
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 86,642)
-39,331 64,882 24,129 113,958 -13,376 98,755 75,635 -12,114 11,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 12.3 12.0 60.5 61.3 88.1 85.6 11.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
70 69 77 155 180 263 288
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,132,284
COMMITMENTS
391,632 164,931 215,660 1247751 1495074 1855044 1875666 277,240 256,618
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -17,222)
-43,207 1,548 23,265 19,551 -29,444 -391 -4,631 -16,831 -12,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 7.7 10.1 58.5 70.1 87.0 88.0 13.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
49 37 41 90 114 159 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 327,010
COMMITMENTS
12,334 33,492 67,704 227,375 187,326 307,413 288,522 19,596 38,488
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -46,645)
-5,314 -4,629 -6,161 -33,111 -38,630 -44,586 -49,420 -2,059 2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.2 20.7 69.5 57.3 94.0 88.2 6.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 18 18 30 38 50 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,128
COMMITMENTS
23,763 4,654 1,244 29,082 47,476 54,090 53,374 9,039 9,754
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -129)
228 534 168 -232 -947 164 -244 -293 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 7.4 2.0 46.1 75.2 85.7 84.5 14.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
40 13 10 39 27 83 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,256
COMMITMENTS
47,527 9,307 2,488 58,164 94,952 108,179 106,748 18,077 19,508
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: -257)
455 1,069 337 -464 -1,894 328 -488 -586 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 7.4 2.0 46.1 75.2 85.7 84.5 14.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
40 13 10 39 27 83 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,133
COMMITMENTS
7,760 8,837 952 1,285 322 9,997 10,111 136 22
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 31)
-101 105 -50 183 -44 32 11 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 87.2 9.4 12.7 3.2 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 7 3 3 1 17 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,767
COMMITMENTS
600 4,726 44 7,993 3,846 8,637 8,616 130 151
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 26)
3 -338 7 6 341 16 10 10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 53.9 0.5 91.2 43.9 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 2 3 8 10 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,597
COMMITMENTS
5,227 3,174 33 14,283 16,280 19,543 19,487 54 110
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 1,051)
-118 91 -4 1,150 1,012 1,028 1,099 23 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 16.2 0.2 72.9 83.1 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 2 9 9 14 16
Updated May 10, 2013