WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 544,873
COMMITMENTS
108,576 139,262 163,645 237,233 184,986 509,454 487,893 35,419 56,980
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 12,173)
-4,091 15,516 8,807 6,724 -17,830 11,441 6,493 732 5,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 25.6 30.0 43.5 34.0 93.5 89.5 6.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
107 172 153 96 122 294 363
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,781,563
COMMITMENTS
358,089 242,517 546,024 701,554 691,536 1605667 1480077 175,896 301,486
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 52,380)
12,998 32,991 26,310 7,561 -14,428 46,869 44,873 5,510 7,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 13.6 30.6 39.4 38.8 90.1 83.1 9.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
210 190 266 275 312 630 636
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,422
COMMITMENTS
3,749 1,448 4,924 1,128 3,044 9,801 9,416 620 1,005
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,286)
882 72 730 463 1,160 2,075 1,962 211 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 13.9 47.2 10.8 29.2 94.1 90.4 5.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 11 5 9 17 21
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,012
COMMITMENTS
4,292 1,727 2,466 2,871 5,176 9,628 9,368 384 644
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 696)
832 607 59 -240 46 652 713 44 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 17.2 24.6 28.7 51.7 96.2 93.6 3.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 9 7 9 16 24
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,491
COMMITMENTS
2,771 1,609 940 3,777 5,989 7,488 8,537 2,003 954
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -501)
-954 13 193 382 -812 -379 -607 -122 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 16.9 9.9 39.8 63.1 78.9 89.9 21.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 5 4 15 13 37 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 829,734
COMMITMENTS
210,087 104,522 270,762 288,287 371,312 769,137 746,596 60,597 83,138
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 47,570)
27,962 11,196 23,182 -3,751 9,998 47,393 44,375 177 3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.6 32.6 34.7 44.8 92.7 90.0 7.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
193 188 234 129 151 459 445
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,895
COMMITMENTS
73,780 107,304 78,480 203,341 168,584 355,602 354,368 36,293 37,527
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 10,060)
-1,143 -4,397 4,048 6,314 11,601 9,220 11,252 840 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 27.4 20.0 51.9 43.0 90.7 90.4 9.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
82 92 99 80 81 210 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 797,250
COMMITMENTS
56,369 74,073 94,423 478,035 442,439 628,827 610,935 168,423 186,315
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -14,255)
-22,736 4,242 12,890 -5,838 -30,504 -15,684 -13,372 1,429 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 9.3 11.8 60.0 55.5 78.9 76.6 21.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
28 46 50 86 92 149 153
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 388,407
COMMITMENTS
24,032 50,183 5,850 283,547 274,244 313,429 330,277 74,978 58,130
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -9,457)
-171 2,356 -35 -10,471 -15,502 -10,677 -13,182 1,220 3,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.9 1.5 73.0 70.6 80.7 85.0 19.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 9 4 41 43 51 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,870
COMMITMENTS
1,492 316 896 6,762 8,167 9,150 9,379 720 491
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -124)
-295 18 183 -80 -438 -192 -237 68 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.2 9.1 68.5 82.7 92.7 95.0 7.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 7 6 21 25 35 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 307,233
COMMITMENTS
84,238 32,221 53,186 120,445 197,781 257,869 283,188 49,364 24,045
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 13,349)
4,547 -3,304 4,656 -1,510 14,459 7,693 15,810 5,656 -2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.5 17.3 39.2 64.4 83.9 92.2 16.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
86 49 73 83 85 203 181
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,253
COMMITMENTS
1,936 5,436 602 6,944 4,464 9,482 10,502 2,771 1,751
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 159)
-15 132 110 -49 -178 46 65 113 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 44.4 4.9 56.7 36.4 77.4 85.7 22.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 18 10 24 15 46 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 995,753
COMMITMENTS
240,655 195,285 81,305 546,242 628,010 868,202 904,600 127,551 91,154
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -19,767)
-18,737 -3,744 7,791 -3,070 -30,203 -14,016 -26,156 -5,751 6,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 19.6 8.2 54.9 63.1 87.2 90.8 12.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
44 34 33 88 92 147 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,018,219
COMMITMENTS
378,482 340,714 434,779 1876181 1817879 2689443 2593372 328,777 424,848
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 72,889)
10,165 -6,174 33,948 44,796 55,682 88,909 83,456 -16,021 -10,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.3 14.4 62.2 60.2 89.1 85.9 10.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
59 75 87 160 182 270 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,140,548
COMMITMENTS
337,757 190,233 267,585 1280899 1398471 1886241 1856290 254,307 284,258
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 54,361)
-7,057 1,941 37,419 18,231 7,650 48,593 47,010 5,768 7,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.9 12.5 59.8 65.3 88.1 86.7 11.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 37 41 92 112 153 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 344,959
COMMITMENTS
19,433 33,006 75,114 230,095 198,725 324,642 306,846 20,317 38,114
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 15,650)
2,370 3,809 5,059 9,138 4,856 16,567 13,724 -918 1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.6 21.8 66.7 57.6 94.1 89.0 5.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 18 19 32 37 55 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,639
COMMITMENTS
20,303 4,223 1,793 28,360 43,422 50,456 49,438 10,183 11,200
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -2,649)
-2,268 -300 246 -1,299 -3,113 -3,321 -3,168 671 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.0 3.0 46.8 71.6 83.2 81.5 16.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
36 13 13 37 30 77 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,277
COMMITMENTS
40,606 8,445 3,586 56,720 86,845 100,912 98,877 20,365 22,401
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -5,299)
-4,535 -600 491 -2,597 -6,227 -6,641 -6,335 1,343 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.0 3.0 46.8 71.6 83.2 81.5 16.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
36 13 13 37 30 77 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,148
COMMITMENTS
7,747 8,692 1,190 1,046 244 9,983 10,126 165 22
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 33)
-71 11 105 -36 -83 -2 33 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 85.7 11.7 10.3 2.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 3 2 1 14 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,740
COMMITMENTS
2,830 6,585 44 7,780 3,974 10,654 10,603 86 137
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,980)
1,941 1,814 0 74 155 2,015 1,969 -35 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 61.3 0.4 72.4 37.0 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 2 4 7 11 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,564
COMMITMENTS
2,405 5,374 2,269 16,848 13,809 21,522 21,452 42 112
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,060)
-301 2,181 177 3,149 690 3,025 3,048 35 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 24.9 10.5 78.1 64.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 2 8 10 12 17
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,036
COMMITMENTS
0 2,641 76 11,941 9,231 12,017 11,948 19 88
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -113)
-629 577 -424 939 -266 -114 -113 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.9 0.6 99.2 76.7 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 6 1 5 9 6 15
Updated May 24, 2013