WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,472
COMMITMENTS
77,803 134,123 52,914 238,964 156,629 369,681 343,666 33,791 59,806
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -10,621)
643 7,709 -2,198 -4,175 -10,959 -5,730 -5,448 -4,891 -5,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 33.2 13.1 59.2 38.8 91.6 85.2 8.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
103 158 135 89 114 274 337
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,298,708
COMMITMENTS
361,609 133,829 146,254 655,433 788,695 1163296 1068778 135,412 229,930
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -19,871)
-23,594 10,822 -3,122 10,075 -47,137 -16,641 -39,437 -3,230 19,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 10.3 11.3 50.5 60.7 89.6 82.3 10.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 742)
183 167 200 251 321 535 610
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,778
COMMITMENTS
4,508 2,710 566 9,317 11,448 14,391 14,724 2,387 2,054
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,089)
779 362 20 -1,538 -1,362 -739 -980 -350 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 16.2 3.4 55.5 68.2 85.8 87.8 14.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 11 5 17 10 34 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,610
COMMITMENTS
114,499 103,099 67,782 297,538 269,360 479,819 440,241 42,791 82,369
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -6,807)
-3,741 9,419 -3,605 8,910 -9,030 1,564 -3,216 -8,371 -3,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 19.7 13.0 56.9 51.5 91.8 84.2 8.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
120 147 136 107 141 316 364
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 309,116
COMMITMENTS
56,486 75,174 36,791 188,197 163,030 281,474 274,995 27,642 34,121
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 15,125)
-5,769 5,922 4,061 19,121 2,383 17,413 12,366 -2,288 2,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 24.3 11.9 60.9 52.7 91.1 89.0 8.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
63 85 87 70 65 189 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,958
COMMITMENTS
62,405 100,062 10,254 422,168 409,283 494,827 519,599 156,131 131,359
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 16,542)
-2,453 1,115 5,356 73 1,687 2,976 8,158 13,566 8,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 15.4 1.6 64.9 62.9 76.0 79.8 24.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 28 17 71 75 108 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 406,747
COMMITMENTS
58,186 33,273 3,219 279,027 326,219 340,432 362,711 66,315 44,036
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 14,898)
2,045 2,916 2,266 13,199 6,420 17,510 11,602 -2,612 3,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 8.2 0.8 68.6 80.2 83.7 89.2 16.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 5 3 43 40 54 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,308
COMMITMENTS
1,057 1,155 972 7,514 7,474 9,543 9,601 765 707
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -840)
-123 315 -369 -25 -480 -517 -534 -323 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 11.2 9.4 72.9 72.5 92.6 93.1 7.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 5 19 23 29 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,707
COMMITMENTS
33,877 60,978 25,112 117,258 89,343 176,247 175,433 33,460 34,274
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,697)
-5,531 1,198 616 8,806 1,250 3,891 3,064 -1,194 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 29.1 12.0 55.9 42.6 84.0 83.7 16.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
42 66 45 76 62 145 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,805
COMMITMENTS
3,621 4,299 1,915 8,663 9,302 14,199 15,516 3,606 2,289
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 299)
92 426 195 116 -893 403 -272 -104 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 24.1 10.8 48.7 52.2 79.7 87.1 20.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 24 18 24 17 57 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 755,378
COMMITMENTS
191,248 164,618 17,150 440,474 461,052 648,872 642,820 106,506 112,558
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,575)
-35,081 25,926 -4,276 31,047 -32,214 -8,310 -10,564 4,735 6,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 21.8 2.3 58.3 61.0 85.9 85.1 14.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
38 44 16 81 108 130 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,522,038
COMMITMENTS
214,024 229,315 31,317 978,571 955,657 1223912 1216289 298,126 305,749
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 41,670)
23,830 -60,421 6,150 -6,353 66,368 23,627 12,097 18,043 29,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 15.1 2.1 64.3 62.8 80.4 79.9 19.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
37 52 33 109 122 172 182
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,284,747
COMMITMENTS
413,749 141,438 23,200 635,284 894,053 1072233 1058691 212,514 226,056
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 20,581)
-22,771 1,501 3,468 28,784 15,285 9,481 20,254 11,100 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 11.0 1.8 49.4 69.6 83.5 82.4 16.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
31 30 26 72 107 119 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 597,515
COMMITMENTS
79,832 63,015 84,480 398,142 406,828 562,454 554,323 35,061 43,192
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,420)
7,763 1,237 -3,052 3,036 3,167 7,747 1,352 -9,167 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 10.5 14.1 66.6 68.1 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
23 21 24 48 59 79 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,638
COMMITMENTS
8,099 4,185 4,492 41,274 46,322 53,864 54,998 7,774 6,640
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 16,120)
-1,759 -83 4,336 13,107 10,709 15,684 14,962 436 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 6.8 7.3 67.0 75.2 87.4 89.2 12.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
22 14 7 40 33 68 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,651
COMMITMENTS
3,021 1,217 422 12,642 13,392 16,085 15,031 1,566 2,620
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 6.9 2.4 71.6 75.9 91.1 85.2 8.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 3 8 8 12 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,973
COMMITMENTS
17,246 13,027 1,048 57,264 65,859 75,558 79,934 12,415 8,039
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,063)
-2,469 4,492 737 929 -5,367 -803 -138 -2,260 -2,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 14.8 1.2 65.1 74.9 85.9 90.9 14.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 13 4 37 29 63 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,040
COMMITMENTS
6,531 15,516 516 8,797 0 15,844 16,032 196 8
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,017)
133 1,157 2 1,030 0 1,165 1,159 -148 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 96.7 3.2 54.8 0.0 98.8 100.0 1.2 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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,782
COMMITMENTS
2,148 709 0 8,367 9,935 10,515 10,644 267 138
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 753)
942 159 0 -224 574 718 733 35 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 6.6 0.0 77.6 92.1 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 0 5 11 13 15
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,028
COMMITMENTS
721 1,542 0 13,994 13,341 14,715 14,883 313 145
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -34)
-183 233 0 167 -268 -16 -35 -18 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 10.3 0.0 93.1 88.8 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 0 5 13 10 19
Updated November 28, 2011