WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 417,381
COMMITMENTS
76,810 116,991 64,981 241,179 177,281 382,970 359,253 34,411 58,128
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 10,796)
2,014 11,989 1,876 5,176 -4,962 9,066 8,903 1,730 1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 28.0 15.6 57.8 42.5 91.8 86.1 8.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
100 151 125 82 107 269 312
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,211,618
COMMITMENTS
449,428 98,150 90,232 533,596 787,890 1073256 976,272 138,362 235,346
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,947)
-32,476 -14,529 7,056 26,105 6,365 685 -1,108 -2,632 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 8.1 7.4 44.0 65.0 88.6 80.6 11.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 824)
249 148 148 177 357 497 599
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,938
COMMITMENTS
3,039 1,343 588 7,469 10,699 11,096 12,630 2,842 1,308
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 116)
-180 295 89 193 -395 102 -11 14 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 9.6 4.2 53.6 76.8 79.6 90.6 20.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 7 3 13 9 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,691
COMMITMENTS
194,803 42,888 70,586 263,817 397,476 529,206 510,950 55,485 73,741
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -20,312)
-42,653 -12,008 7,296 20,991 -19,612 -14,366 -24,324 -5,946 4,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 7.3 12.1 45.1 68.0 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
209 98 149 109 190 388 394
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,106
COMMITMENTS
17,812 2,445 13 8 4,057 17,833 6,515 3,273 14,591
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,607)
-1,441 394 -33 0 -262 -1,474 99 -133 -1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.4 11.6 0.1 0.0 19.2 84.5 30.9 15.5 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 9 4 1 10 19 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,781
COMMITMENTS
70,946 43,340 31,586 151,603 183,546 254,135 258,472 29,646 25,309
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -11,013)
-6,144 4,839 -3,696 2,432 -14,362 -7,408 -13,219 -3,605 2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 15.3 11.1 53.4 64.7 89.6 91.1 10.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
81 64 68 66 64 192 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 651,563
COMMITMENTS
72,397 97,232 9,882 425,810 424,590 508,089 531,704 143,474 119,859
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,249)
12,794 212 267 3,720 17,917 16,781 18,396 -8,532 -10,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 14.9 1.5 65.4 65.2 78.0 81.6 22.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
32 31 13 68 72 108 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,572
COMMITMENTS
52,670 46,414 1,475 256,944 286,544 311,089 334,433 65,483 42,139
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -19,896)
-1,910 1,246 -4,772 -12,628 -14,435 -19,310 -17,961 -586 -1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 12.3 0.4 68.2 76.1 82.6 88.8 17.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 8 2 40 40 47 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,868
COMMITMENTS
810 935 865 7,607 7,663 9,282 9,463 586 405
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -601)
-257 27 70 -507 -772 -694 -675 93 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.5 8.8 77.1 77.7 94.1 95.9 5.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 4 4 22 24 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,657
COMMITMENTS
57,776 27,064 11,212 71,706 111,927 140,694 150,203 32,963 23,454
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -15,896)
-16,151 4,557 -3,105 7,346 -21,052 -11,910 -19,600 -3,986 3,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 15.6 6.5 41.3 64.5 81.0 86.5 19.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
65 31 37 68 59 153 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,367
COMMITMENTS
5,496 3,361 233 7,164 12,712 12,893 16,306 4,474 1,061
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -466)
-377 -58 -138 167 -300 -348 -496 -118 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 19.4 1.3 41.3 73.2 74.2 93.9 25.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 17 7 23 17 59 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 780,592
COMMITMENTS
235,207 172,653 19,454 421,983 471,163 676,644 663,270 103,948 117,322
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 28,768)
67,750 990 -546 -34,363 29,276 32,841 29,720 -4,073 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 22.1 2.5 54.1 60.4 86.7 85.0 13.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
38 52 13 79 124 126 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,566,935
COMMITMENTS
153,064 266,245 19,455 1112265 970,063 1284784 1255763 282,151 311,172
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -82,988)
-8,233 22,047 -867 -51,513 -104,007 -60,613 -82,827 -22,375 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 17.0 1.2 71.0 61.9 82.0 80.1 18.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
30 49 17 104 120 142 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,323,971
COMMITMENTS
399,551 105,209 14,678 704,268 956,388 1118497 1076275 205,474 247,696
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -12,600)
16,248 -11,150 -1,648 -24,194 3,617 -9,594 -9,181 -3,006 -3,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 7.9 1.1 53.2 72.2 84.5 81.3 15.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
37 25 16 74 102 117 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 707,947
COMMITMENTS
77,864 72,291 100,003 495,283 494,860 673,150 667,154 34,797 40,793
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -157)
-11,543 7,474 1,666 11,739 -7,472 1,862 1,668 -2,019 -1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 10.2 14.1 70.0 69.9 95.1 94.2 4.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 28 34 65 69 105 118
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,752
COMMITMENTS
7,428 2,708 21 21,685 25,047 29,133 27,775 3,619 4,977
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -29,405)
-879 -279 -4,646 -18,723 -20,877 -24,247 -25,801 -5,158 -3,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 8.3 0.1 66.2 76.5 89.0 84.8 11.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 8 2 31 28 40 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,504
COMMITMENTS
14,855 5,416 41 43,370 50,093 58,266 55,550 7,238 9,954
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -27,152)
-3,876 -2,057 -962 -17,808 -20,671 -22,646 -23,690 -4,506 -3,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 8.3 0.1 66.2 76.5 89.0 84.8 11.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 8 2 31 28 40 37
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,381
COMMITMENTS
5,142 6,214 4,337 4,498 3,813 13,977 14,364 404 17
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,507)
-88 -111 2,601 -3 0 2,510 2,490 -3 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 43.2 30.2 31.3 26.5 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 10 5 3 1 17 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,807
COMMITMENTS
2,437 582 4 8,046 10,140 10,487 10,726 320 81
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 88)
-572 -40 4 608 108 40 72 48 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 5.4 0.0 74.5 93.8 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 4 1 6 13 15 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,557
COMMITMENTS
1,480 435 0 13,749 15,074 15,229 15,509 328 48
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -5,546)
-226 -260 0 -5,405 -5,266 -5,631 -5,526 85 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 2.8 0.0 88.4 96.9 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 0 6 13 12 15
Updated September 23, 2011