WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 380,892
COMMITMENTS
74,449 119,190 55,246 219,603 152,962 349,298 327,398 31,594 53,494
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,257)
-1,875 -10,835 2,891 1,398 11,021 2,414 3,077 -1,157 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 31.3 14.5 57.7 40.2 91.7 86.0 8.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
98 144 125 76 101 259 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,153,978
COMMITMENTS
293,731 138,924 146,892 578,234 633,727 1018857 919,543 135,121 234,435
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -11,341)
3,408 -17,122 -6,870 -10,420 8,586 -13,882 -15,406 2,541 4,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 12.0 12.7 50.1 54.9 88.3 79.7 11.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
166 137 159 190 297 432 531
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,618
COMMITMENTS
2,600 2,104 49 8,136 8,695 10,785 10,848 1,833 1,770
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -190)
-45 -9 -6 -76 -133 -127 -148 -63 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 16.7 0.4 64.5 68.9 85.5 86.0 14.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 4 16 7 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,007
COMMITMENTS
104,823 75,814 70,462 257,041 257,615 432,326 403,891 47,681 76,116
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -52,231)
-7,156 -12,260 -18,348 -28,872 -22,094 -54,376 -52,702 2,145 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 15.8 14.7 53.5 53.7 90.1 84.1 9.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
120 106 149 103 141 317 342
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,339
COMMITMENTS
64,023 72,216 33,740 164,044 153,527 261,807 259,483 28,532 30,856
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -13,497)
69 -9,438 -4,173 -11,168 1,427 -15,272 -12,184 1,775 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 24.9 11.6 56.5 52.9 90.2 89.4 9.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
69 66 71 67 66 181 178
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 581,902
COMMITMENTS
60,024 92,496 2,371 384,265 367,110 446,660 461,977 135,242 119,925
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -17,151)
881 78 -205 -17,107 -18,559 -16,431 -18,686 -720 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.9 0.4 66.0 63.1 76.8 79.4 23.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
26 23 9 63 64 95 90
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 368,614
COMMITMENTS
59,028 35,464 1,146 247,659 293,229 307,833 329,839 60,781 38,775
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,329)
0 640 43 2,861 3,487 2,904 4,170 -1,575 -2,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 9.6 0.3 67.2 79.5 83.5 89.5 16.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 7 4 43 40 53 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,798
COMMITMENTS
1,114 1,134 952 7,138 7,205 9,204 9,291 594 507
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -74)
-20 -85 18 -26 5 -28 -62 -46 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 11.6 9.7 72.9 73.5 93.9 94.8 6.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 5 19 18 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,580
COMMITMENTS
30,789 48,240 26,674 110,416 93,243 167,879 168,157 28,701 28,423
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -7,908)
1,292 -6,705 -1,671 -6,155 3,032 -6,534 -5,344 -1,374 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 24.5 13.6 56.2 47.4 85.4 85.5 14.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
34 44 49 70 61 139 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,632
COMMITMENTS
2,970 5,642 1,927 8,525 6,674 13,422 14,243 3,210 2,389
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -668)
-830 204 -110 132 -689 -808 -595 140 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 33.9 11.6 51.3 40.1 80.7 85.6 19.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 27 16 20 17 52 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 691,704
COMMITMENTS
172,800 127,800 9,201 402,513 452,656 584,514 589,657 107,190 102,047
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -25,494)
-23,748 7,520 -5,252 4,639 -35,114 -24,361 -32,846 -1,133 7,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 18.5 1.3 58.2 65.4 84.5 85.2 15.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
30 39 13 79 98 119 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,475,878
COMMITMENTS
206,185 209,166 15,913 992,181 964,583 1214279 1189662 261,599 286,216
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 11,117)
28,717 9,157 -5,342 -5,598 489 17,777 4,304 -6,660 6,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 14.2 1.1 67.2 65.4 82.3 80.6 17.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
34 42 15 95 105 138 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,223,689
COMMITMENTS
370,371 146,697 8,200 648,011 850,312 1026582 1005209 197,107 218,480
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -4,639)
-12,372 4,129 -1,282 23,401 -9,807 9,747 -6,960 -14,386 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 12.0 0.7 53.0 69.5 83.9 82.1 16.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
24 26 12 70 96 99 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 575,653
COMMITMENTS
97,375 71,666 69,357 382,308 398,248 549,040 539,271 26,613 36,382
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,737)
6,619 416 -882 5,443 10,733 11,180 10,267 -1,443 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 12.4 12.0 66.4 69.2 95.4 93.7 4.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
25 18 23 48 53 79 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,765
COMMITMENTS
12,651 4,184 285 26,733 36,408 39,668 40,877 5,097 3,888
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -745)
-1,799 386 125 1,138 -933 -536 -423 -209 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 9.3 0.6 59.7 81.3 88.6 91.3 11.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 11 6 31 25 58 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,529
COMMITMENTS
25,301 8,367 570 53,465 72,816 79,336 81,753 10,193 7,776
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,489)
-3,597 771 249 2,276 -1,866 -1,072 -846 -417 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 9.3 0.6 59.7 81.3 88.6 91.3 11.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 11 6 31 25 58 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,062
COMMITMENTS
13,784 15,369 685 1,385 0 15,854 16,054 208 8
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -152)
6,670 -252 173 -6,983 -58 -140 -137 -12 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.8 95.7 4.3 8.6 0.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 3 3 0 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,483
COMMITMENTS
1,204 1,912 25 9,006 8,452 10,235 10,389 248 94
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 19)
9 -5 0 4 9 13 4 6 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 18.2 0.2 85.9 80.6 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 1 6 11 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,939
COMMITMENTS
891 579 0 10,689 11,171 11,580 11,750 359 189
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -476)
-131 -260 0 -294 -179 -425 -439 -51 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 4.8 0.0 89.5 93.6 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 0 5 12 14 17
Updated December 30, 2011