WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,335
COMMITMENTS
70,936 119,111 63,460 252,258 179,434 386,654 362,005 29,681 54,330
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,931)
-3,589 1,069 -2,085 5,042 66 -632 -950 -3,299 -2,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 28.6 15.2 60.6 43.1 92.9 87.0 7.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
110 153 139 85 111 288 327
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,194,707
COMMITMENTS
359,635 124,316 107,717 594,982 732,453 1062334 964,486 132,373 230,221
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -7,951)
-19,909 16,442 7,138 12,668 -25,939 -103 -2,359 -7,848 -5,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 10.4 9.0 49.8 61.3 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 778)
203 162 170 223 328 516 588
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,545
COMMITMENTS
3,352 2,093 177 9,271 11,522 12,800 13,792 2,745 1,753
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 125)
81 -140 -19 64 395 126 236 -1 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 13.5 1.1 59.6 74.1 82.3 88.7 17.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 11 4 16 8 33 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,587
COMMITMENTS
160,031 57,671 79,643 286,309 351,336 525,983 488,650 44,604 81,937
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -2,982)
-2,277 5,934 -5,963 6,651 -1,156 -1,589 -1,185 -1,393 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 10.1 14.0 50.2 61.6 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
162 132 171 115 171 377 409
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,164
COMMITMENTS
14,696 2,353 214 62 3,638 14,972 6,205 3,192 11,959
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,804)
-1,656 -718 28 53 -560 -1,575 -1,250 -229 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.9 13.0 1.2 0.3 20.0 82.4 34.2 17.6 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 8 7 2 9 17 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,959
COMMITMENTS
64,531 75,327 29,082 178,157 159,822 271,770 264,231 23,189 30,728
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 7,105)
210 7,881 1,243 9,857 898 11,310 10,022 -4,205 -2,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 25.5 9.9 60.4 54.2 92.1 89.6 7.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
73 80 65 67 67 178 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,802
COMMITMENTS
77,288 101,013 6,313 403,052 382,854 486,653 490,180 129,149 125,622
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -11,044)
11,372 9,130 380 -18,560 -11,137 -6,808 -1,627 -4,236 -9,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 16.4 1.0 65.5 62.2 79.0 79.6 21.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 33 12 64 71 107 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 374,115
COMMITMENTS
58,313 34,396 1,060 251,006 292,050 310,379 327,506 63,736 46,609
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -2,867)
2,620 -2,580 -460 -2,607 1,060 -447 -1,980 -2,420 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 9.2 0.3 67.1 78.1 83.0 87.5 17.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 6 2 40 41 49 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,549
COMMITMENTS
1,025 242 878 7,177 7,881 9,080 9,001 469 548
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 677)
-89 -33 292 487 343 690 602 -13 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 2.5 9.2 75.2 82.5 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 2 5 19 21 28 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 186,934
COMMITMENTS
36,621 46,337 21,071 95,255 89,293 152,947 156,701 33,987 30,233
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,281)
-2,943 6,098 -1,547 4,636 -2,530 146 2,021 2,135 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 24.8 11.3 51.0 47.8 81.8 83.8 18.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 51 37 74 57 137 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,644
COMMITMENTS
4,117 3,542 1,508 8,625 11,203 14,250 16,253 3,394 1,391
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 256)
-405 -113 641 -37 -461 199 67 57 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 20.1 8.5 48.9 63.5 80.8 92.1 19.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 16 17 24 15 60 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 698,321
COMMITMENTS
214,265 177,828 15,812 372,493 391,880 602,570 585,520 95,751 112,801
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -36,936)
10,738 -253 -968 -37,984 -18,576 -28,214 -19,797 -8,722 -17,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 25.5 2.3 53.3 56.1 86.3 83.8 13.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
39 48 17 82 101 132 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,535,194
COMMITMENTS
137,600 311,436 14,354 1109880 893,740 1261834 1219530 273,360 315,664
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 38,813)
-16,899 42,923 -1,618 73,407 -21,620 54,890 19,685 -16,077 19,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 20.3 0.9 72.3 58.2 82.2 79.4 17.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
29 50 16 105 121 144 177
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,182,907
COMMITMENTS
326,424 96,417 7,220 667,938 846,663 1001582 950,300 181,325 232,607
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -46,034)
-47,369 -22,133 -1,370 10,974 -24,010 -37,765 -47,513 -8,269 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 8.2 0.6 56.5 71.6 84.7 80.3 15.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 25 12 69 98 106 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 617,999
COMMITMENTS
63,471 46,864 82,008 444,913 448,021 590,392 576,893 27,607 41,106
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -5,050)
1,916 -1,236 -4,246 498 1,107 -1,832 -4,375 -3,218 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.6 13.3 72.0 72.5 95.5 93.3 4.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
22 23 27 58 66 92 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,332
COMMITMENTS
10,275 4,266 29 25,000 28,843 35,304 33,138 4,028 6,194
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -11,010)
1,512 2,384 -4,007 -6,919 -9,911 -9,414 -11,534 -1,596 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 10.8 0.1 63.6 73.3 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 11 4 34 24 49 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,663
COMMITMENTS
20,549 8,532 58 50,000 57,686 70,607 66,276 8,056 12,387
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,704)
2,813 1,338 -1,866 1,629 527 2,576 -1 128 2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 10.8 0.1 63.6 73.3 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 11 4 34 24 49 36
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,119
COMMITMENTS
6,066 12,656 460 6,269 0 12,795 13,116 324 3
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,687)
612 1,853 -86 1,261 0 1,787 1,767 -100 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 96.5 3.5 47.8 0.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 11 2 3 0 17 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,057
COMMITMENTS
1,892 701 263 7,628 9,026 9,783 9,990 274 67
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -913)
90 -1,064 223 -1,187 -79 -874 -920 -39 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 7.0 2.6 75.8 89.7 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 2 5 13 15 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,538
COMMITMENTS
967 904 0 12,239 12,484 13,206 13,388 332 150
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -896)
108 134 0 -1,005 -1,055 -897 -921 1 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.7 0.0 90.4 92.2 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 0 6 12 12 16
Updated October 14, 2011