WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,266
COMMITMENTS
74,525 118,042 65,545 247,216 179,368 387,286 362,955 32,980 57,311
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 160)
-506 -7,066 1,830 -683 4,090 641 -1,146 -481 1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 28.1 15.6 58.8 42.7 92.2 86.4 7.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
113 157 132 88 110 285 328
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,202,658
COMMITMENTS
379,544 107,874 100,579 582,314 758,392 1062437 966,845 140,221 235,813
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 8,507)
-29,891 7,231 4,534 31,727 300 6,370 12,065 2,137 -3,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 9.0 8.4 48.4 63.1 88.3 80.4 11.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783)
201 163 166 215 339 504 597
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,420
COMMITMENTS
3,271 2,233 196 9,207 11,127 12,674 13,556 2,746 1,864
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 664)
-78 176 -44 698 281 576 413 88 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 14.5 1.3 59.7 72.2 82.2 87.9 17.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 11 5 15 5 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 573,569
COMMITMENTS
162,308 51,737 85,606 279,658 352,492 527,572 489,835 45,997 83,734
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,187)
-4,729 4,857 5,849 1,310 -13,880 2,430 -3,174 -3,617 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 9.0 14.9 48.8 61.5 92.0 85.4 8.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
159 132 175 115 170 376 413
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,968
COMMITMENTS
16,352 3,071 186 9 4,198 16,547 7,455 3,421 12,513
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -215)
-645 80 86 1 177 -558 343 343 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.9 15.4 0.9 0.0 21.0 82.9 37.3 17.1 62.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 11 5 2 11 19 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,854
COMMITMENTS
64,321 67,446 27,839 168,300 158,924 260,460 254,209 27,394 33,645
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,826)
1,573 8,311 2,180 2,873 -4,370 6,626 6,121 200 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 23.4 9.7 58.5 55.2 90.5 88.3 9.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
65 78 68 67 64 179 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,846
COMMITMENTS
65,916 91,883 5,933 421,612 393,991 493,461 491,807 133,385 135,039
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -11,444)
-3,708 -1,098 -2,485 -1,913 -11,982 -8,106 -15,565 -3,338 4,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 14.7 0.9 67.3 62.9 78.7 78.5 21.3 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
28 36 12 67 69 104 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,982
COMMITMENTS
55,693 36,976 1,520 253,613 290,990 310,826 329,486 66,156 47,496
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -266)
1,753 -5,827 416 -2,457 1,913 -288 -3,498 22 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 9.8 0.4 67.3 77.2 82.5 87.4 17.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 6 3 42 40 51 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,872
COMMITMENTS
1,114 275 586 6,690 7,538 8,390 8,399 482 473
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -293)
308 -136 -334 -292 214 -318 -256 25 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 3.1 6.6 75.4 85.0 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 4 18 22 26 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 184,653
COMMITMENTS
39,564 40,239 22,618 90,619 91,823 152,801 154,680 31,852 29,973
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 7,075)
-2,934 5,761 6,896 1,980 -7,490 5,942 5,167 1,133 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 21.8 12.2 49.1 49.7 82.8 83.8 17.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 50 41 74 60 145 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,388
COMMITMENTS
4,522 3,655 867 8,662 11,664 14,051 16,186 3,337 1,202
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 393)
-176 89 423 537 -360 784 152 -391 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 21.0 5.0 49.8 67.1 80.8 93.1 19.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 18 15 23 14 58 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 735,257
COMMITMENTS
203,527 178,081 16,780 410,477 410,456 630,784 605,317 104,473 129,940
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -24,075)
-14,240 -960 -2,632 -2,250 -31,642 -19,122 -35,234 -4,953 11,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 24.2 2.3 55.8 55.8 85.8 82.3 14.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
37 50 16 81 102 127 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,496,381
COMMITMENTS
154,499 268,513 15,972 1036473 915,360 1206944 1199845 289,437 296,536
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -58,952)
-10,987 8,082 -1,505 -37,887 -46,296 -50,379 -39,719 -8,573 -19,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 17.9 1.1 69.3 61.2 80.7 80.2 19.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
25 50 17 98 119 133 176
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,228,941
COMMITMENTS
373,793 118,550 8,590 656,964 870,673 1039347 997,813 189,594 231,128
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -65,232)
-26,477 16,236 1,044 -38,657 -60,231 -64,090 -42,951 -1,142 -22,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 9.6 0.7 53.5 70.8 84.6 81.2 15.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
32 33 12 68 101 105 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 623,049
COMMITMENTS
61,555 48,100 86,254 444,415 446,914 592,224 581,268 30,825 41,781
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -65,716)
-10,350 -23,668 -7,059 -46,375 -39,987 -63,784 -70,714 -1,932 4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 7.7 13.8 71.3 71.7 95.1 93.3 4.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 20 28 58 67 93 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,342
COMMITMENTS
8,763 1,882 4,036 31,919 38,754 44,718 44,672 5,624 5,670
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,514)
2,937 -1,425 -175 -1,333 4,234 1,429 2,634 1,085 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 3.7 8.0 63.4 77.0 88.8 88.7 11.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 7 9 35 31 59 46
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,362
COMMITMENTS
2,969 1,359 0 7,733 10,174 10,702 11,533 1,660 829
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,280)
7 10 0 -1,543 -1,399 -1,536 -1,389 256 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 11.0 0.0 62.6 82.3 86.6 93.3 13.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 7 11 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,959
COMMITMENTS
17,736 7,194 1,924 48,371 57,159 68,031 66,277 7,928 9,682
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 7,587)
6,602 -2,127 -1,092 420 11,265 5,930 8,046 1,657 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.5 2.5 63.7 75.2 89.6 87.3 10.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 9 6 33 27 54 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,432
COMMITMENTS
5,454 10,803 546 5,008 0 11,008 11,349 424 83
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,119)
1,230 2,186 -148 1,026 0 2,108 2,038 11 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 94.5 4.8 43.8 0.0 96.3 99.3 3.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 11 2 3 0 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,970
COMMITMENTS
1,802 1,765 40 8,815 9,105 10,657 10,910 313 60
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -414)
-48 -453 31 -379 7 -396 -415 -18 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 16.1 0.4 80.4 83.0 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 6 2 5 13 14 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,434
COMMITMENTS
859 770 0 13,244 13,539 14,103 14,309 331 125
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -389)
345 -355 0 -802 -101 -457 -456 68 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 5.3 0.0 91.8 93.8 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 0 7 12 13 15
Updated October 7, 2011