WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,207
COMMITMENTS
80,045 127,723 49,346 215,071 144,074 344,462 321,143 29,745 53,064
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,032)
7,008 2,575 6,628 -6,305 -887 7,331 8,316 -2,299 -3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 34.1 13.2 57.5 38.5 92.1 85.8 7.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
101 144 111 73 108 244 305
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,146,906
COMMITMENTS
294,147 148,089 133,634 586,959 644,300 1014740 926,023 132,166 220,883
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -10,036)
2,438 20,688 9,140 -25,171 -46,677 -13,593 -16,849 3,557 6,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 12.9 11.7 51.2 56.2 88.5 80.7 11.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
161 143 166 196 304 444 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,946
COMMITMENTS
2,995 2,494 17 8,138 8,701 11,150 11,212 1,796 1,734
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,108)
-29 -101 -78 -778 -568 -885 -747 -223 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 19.3 0.1 62.9 67.2 86.1 86.6 13.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 13 3 15 7 29 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,370
COMMITMENTS
109,928 101,342 76,627 305,966 278,127 492,521 456,096 48,849 85,274
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,629)
18 2,495 5,590 13,595 10,170 19,203 18,255 -574 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 18.7 14.2 56.5 51.4 91.0 84.2 9.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
119 144 159 107 136 328 373
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,566
COMMITMENTS
62,436 79,761 34,795 193,112 166,830 290,343 281,386 25,223 34,180
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,825)
2,214 -1,862 -5,228 2,192 5,655 -822 -1,435 -4,003 -3,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 25.3 11.0 61.2 52.9 92.0 89.2 8.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
62 78 72 65 63 176 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 591,861
COMMITMENTS
60,828 90,939 3,370 393,785 369,241 457,983 463,550 133,878 128,311
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -66,280)
-1,831 -3,844 -7,974 -47,019 -55,833 -56,824 -67,651 -9,456 1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.4 0.6 66.5 62.4 77.4 78.3 22.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 24 10 77 64 106 93
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,421
COMMITMENTS
51,700 36,639 6,814 284,045 321,882 342,559 365,335 62,862 40,086
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -144)
-2,728 4,620 -482 8,423 615 5,213 4,753 -5,357 -4,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 9.0 1.7 70.1 79.4 84.5 90.1 15.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 8 4 45 41 54 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,072
COMMITMENTS
1,167 1,340 786 7,475 7,385 9,428 9,511 644 561
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -72)
106 -169 128 -294 8 -60 -33 -12 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 7.8 74.2 73.3 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 3 5 19 22 30 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,046
COMMITMENTS
30,020 61,039 26,511 118,381 86,635 174,912 174,185 32,134 32,861
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,315)
-1,912 2,640 -711 2,069 -948 -554 981 -1,761 -3,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 29.5 12.8 57.2 41.8 84.5 84.1 15.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 60 47 69 63 138 151
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,114
COMMITMENTS
3,779 4,993 2,365 8,562 8,437 14,706 15,795 3,408 2,319
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -115)
214 -49 30 -101 -269 143 -288 -258 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.6 13.1 47.3 46.6 81.2 87.2 18.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 23 19 23 16 61 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 669,366
COMMITMENTS
162,022 113,871 4,869 402,092 448,889 568,983 567,629 100,383 101,737
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -71,431)
-21,803 -31,246 -15,821 -24,413 -26,600 -62,037 -73,667 -9,394 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 17.0 0.7 60.1 67.1 85.0 84.8 15.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 34 14 80 102 124 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,406,900
COMMITMENTS
198,523 188,744 22,373 913,045 914,904 1133941 1126021 272,959 280,879
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -149,543)
-11,210 -3,688 -14,862 -106,521 -113,155 -132,593 -131,705 -16,950 -17,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.4 1.6 64.9 65.0 80.6 80.0 19.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 37 26 101 112 158 163
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,244,361
COMMITMENTS
349,423 116,671 10,389 676,969 900,682 1036781 1027742 207,580 216,619
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -92,808)
-52,149 -6,648 1,702 -36,748 -64,663 -87,195 -69,609 -5,613 -23,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 9.4 0.8 54.4 72.4 83.3 82.6 16.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
24 24 13 72 100 101 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 559,953
COMMITMENTS
80,608 60,202 72,409 379,543 385,703 532,560 518,314 27,393 41,639
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -56,440)
-13,846 -7,352 -12,500 -27,542 -37,896 -53,888 -57,748 -2,552 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 10.8 12.9 67.8 68.9 95.1 92.6 4.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
25 18 24 47 54 77 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,743
COMMITMENTS
11,207 2,785 3,989 43,777 52,209 58,972 58,982 7,771 7,761
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 7,124)
3,021 -2,057 -107 3,398 8,725 6,312 6,561 812 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 4.2 6.0 65.6 78.2 88.4 88.4 11.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 10 7 39 35 65 48
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 18,720
COMMITMENTS
3,008 1,256 438 13,642 14,368 17,088 16,062 1,632 2,658
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,038)
-24 21 16 1,000 981 992 1,018 46 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 6.7 2.3 72.9 76.8 91.3 85.8 8.7 14.2
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,046
COMMITMENTS
23,427 10,087 72 60,269 75,681 83,768 85,840 12,278 10,206
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,171)
5,842 -4,404 2 4,796 15,487 10,640 11,085 1,531 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 10.5 0.1 62.8 78.8 87.2 89.4 12.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 10 3 36 31 58 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,882
COMMITMENTS
7,406 15,808 1,065 8,223 0 16,694 16,873 188 9
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 940)
1,057 491 449 -558 0 948 940 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 93.6 6.3 48.7 0.0 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 13 3 3 0 16 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,027
COMMITMENTS
1,166 1,227 756 8,836 8,936 10,758 10,919 269 108
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -610)
-1,601 122 469 525 -1,173 -607 -582 -3 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 11.1 6.9 80.1 81.0 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 1 5 12 12 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,769
COMMITMENTS
846 1,326 0 12,515 12,246 13,361 13,572 408 197
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,803)
94 -242 -595 -1,315 -963 -1,816 -1,800 13 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 9.6 0.0 90.9 88.9 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 0 5 13 11 19
Updated December 9, 2011