WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,394
COMMITMENTS
77,019 119,658 63,847 245,255 178,983 386,121 362,488 40,273 63,906
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -6,931)
1,086 -8,059 -5,221 -8,602 72 -12,737 -13,208 5,806 6,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 28.1 15.0 57.5 42.0 90.6 85.0 9.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
100 151 142 93 113 290 326
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,267,573
COMMITMENTS
385,553 112,979 131,765 605,161 806,860 1122479 1051604 145,094 215,969
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 35,749)
1,777 -1,524 17,514 15,775 34,162 35,066 50,152 683 -14,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 8.9 10.4 47.7 63.7 88.6 83.0 11.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 754)
193 157 198 225 333 521 606
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,459
COMMITMENTS
3,700 2,345 721 10,081 12,331 14,502 15,397 2,957 2,062
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,322)
-44 252 492 878 610 1,326 1,354 -4 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 13.4 4.1 57.7 70.6 83.1 88.2 16.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 9 4 15 9 33 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 515,823
COMMITMENTS
118,986 73,595 69,794 279,933 292,827 468,713 436,216 47,110 79,607
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,982)
-948 6,360 -517 -1,150 -9,571 -2,615 -3,728 -367 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 14.3 13.5 54.3 56.8 90.9 84.6 9.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
117 129 150 111 172 320 388
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 300,047
COMMITMENTS
61,797 70,529 33,776 173,970 161,485 269,543 265,790 30,504 34,257
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -8,213)
1,662 -3,989 2,606 -14,621 -8,968 -10,353 -10,351 2,140 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 23.5 11.3 58.0 53.8 89.8 88.6 10.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
69 77 81 67 65 190 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,596
COMMITMENTS
63,873 97,962 5,968 417,173 399,175 487,014 503,105 134,582 118,491
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -778)
-113 4,700 27 466 -3,868 380 859 -1,158 -1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.8 1.0 67.1 64.2 78.3 80.9 21.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 23 18 68 74 108 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,237
COMMITMENTS
53,877 29,929 1,404 260,087 306,114 315,368 337,447 65,869 43,790
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,332)
-1,615 -2,275 55 -1,849 1,786 -3,409 -434 5,741 2,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 7.9 0.4 68.2 80.3 82.7 88.5 17.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 4 3 40 42 50 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,894
COMMITMENTS
1,054 838 1,192 7,615 8,070 9,861 10,100 1,033 794
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 205)
107 -79 60 -158 131 9 112 196 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 7.7 10.9 69.9 74.1 90.5 92.7 9.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 5 6 18 22 29 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,865
COMMITMENTS
36,699 50,377 22,560 100,913 87,170 160,172 160,107 36,693 36,758
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 7,999)
3,522 1,941 2,575 -3,027 -4,316 3,070 200 4,929 7,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 25.6 11.5 51.3 44.3 81.4 81.3 18.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
40 60 49 69 59 141 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,487
COMMITMENTS
3,513 3,281 1,853 8,382 11,103 13,748 16,237 2,739 250
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -859)
-507 -64 58 481 -150 32 -156 -891 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 19.9 11.2 50.8 67.3 83.4 98.5 16.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 19 19 25 17 62 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 769,822
COMMITMENTS
237,082 129,624 20,694 404,456 511,412 662,232 661,730 107,590 108,092
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 57,403)
38,296 -9,720 530 17,516 63,584 56,342 54,394 1,061 3,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 16.8 2.7 52.5 66.4 86.0 86.0 14.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
48 43 14 85 107 142 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,484,687
COMMITMENTS
184,410 280,585 16,218 992,268 869,913 1192896 1166716 291,791 317,971
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 31,146)
5,342 -27,176 -30 16,470 28,983 21,782 1,777 9,364 29,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 18.9 1.1 66.8 58.6 80.3 78.6 19.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
29 57 31 103 121 155 186
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,263,644
COMMITMENTS
423,488 133,538 12,667 624,120 883,938 1060275 1030143 203,369 233,501
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 41,813)
52,728 14,809 -3,334 -8,518 33,150 40,876 44,625 937 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 10.6 1.0 49.4 70.0 83.9 81.5 16.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
33 28 22 72 107 117 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 586,944
COMMITMENTS
68,360 61,041 89,581 398,277 403,702 556,218 554,324 30,726 32,620
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -9,645)
3,629 87 -1,906 -6,242 -6,807 -4,519 -8,626 -5,126 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 10.4 15.3 67.9 68.8 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 23 26 52 62 84 102
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,675
COMMITMENTS
7,171 4,569 20 29,042 33,156 36,233 37,745 6,442 4,930
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -14,110)
-783 2,102 -4,099 -7,273 -8,749 -12,154 -10,746 -1,956 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 10.7 0.0 68.1 77.7 84.9 88.4 15.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 10 1 36 30 54 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,350
COMMITMENTS
14,342 9,138 40 58,084 66,312 72,466 75,490 12,884 9,860
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,441)
-2,183 -474 -667 4,541 2,058 1,691 917 -250 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 10.7 0.0 68.1 77.7 84.9 88.4 15.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 10 1 36 30 54 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,772
COMMITMENTS
6,032 13,254 514 6,740 0 13,286 13,768 486 4
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 136)
-101 143 0 84 0 -17 143 153 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 96.2 3.7 48.9 0.0 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 12 2 3 0 16 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,707
COMMITMENTS
1,139 1,363 0 9,341 9,234 10,480 10,597 227 110
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 561)
115 591 -1 453 -29 567 561 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 12.7 0.0 87.2 86.2 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 0 5 11 12 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,638
COMMITMENTS
1,301 2,042 0 14,055 13,413 15,356 15,455 282 183
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 786)
805 390 0 -53 348 752 738 34 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 13.1 0.0 89.9 85.8 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 0 5 12 13 15
Updated November 14, 2011