WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,878
COMMITMENTS
70,567 121,025 145,662 286,137 215,862 502,366 482,549 39,512 59,329
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 17,360)
2,758 7,997 8,442 998 -948 12,198 15,491 5,162 1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 22.3 26.9 52.8 39.8 92.7 89.1 7.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
117 169 184 111 125 344 374
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,921,134
COMMITMENTS
295,711 111,180 638,172 796,974 893,741 1730857 1643092 190,277 278,042
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -4,014)
-755 -4,592 -8,220 -7,488 2,460 -16,464 -10,352 12,450 6,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.8 33.2 41.5 46.5 90.1 85.5 9.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
221 183 301 290 360 655 711
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,825
COMMITMENTS
2,648 2,050 1,541 10,754 12,336 14,942 15,927 2,883 1,898
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 285)
139 -43 -43 144 403 240 317 45 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 11.5 8.6 60.3 69.2 83.8 89.3 16.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 10 6 17 10 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,888
COMMITMENTS
123,625 58,552 293,432 404,512 436,492 821,569 788,476 56,319 89,412
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 7,418)
11,723 1,851 -16,332 8,303 23,370 3,695 8,889 3,724 -1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.7 33.4 46.1 49.7 93.6 89.8 6.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
179 157 250 149 189 450 490
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 371,213
COMMITMENTS
57,290 63,637 77,644 209,804 195,485 344,738 336,767 26,475 34,446
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,998)
-3,453 -6,983 -1,877 1,058 4,251 -4,271 -4,609 2,273 2,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.1 20.9 56.5 52.7 92.9 90.7 7.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
70 80 78 71 75 185 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 747,192
COMMITMENTS
68,157 81,989 76,127 451,870 446,392 596,154 604,507 151,039 142,685
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -10,726)
-2,913 -13,599 -5,472 -10,871 2,101 -19,256 -16,971 8,530 6,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 11.0 10.2 60.5 59.7 79.8 80.9 20.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
36 28 40 84 83 140 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 382,677
COMMITMENTS
58,296 30,851 2,626 254,363 301,440 315,285 334,916 67,392 47,761
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,713)
-17 -2,399 77 2,261 6,427 2,321 4,105 1,392 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.1 0.7 66.5 78.8 82.4 87.5 17.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 5 3 38 42 48 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,414
COMMITMENTS
893 789 844 8,085 8,182 9,822 9,815 592 599
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 865)
-132 547 -34 908 301 742 814 123 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 7.6 8.1 77.6 78.6 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 5 18 21 27 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,558
COMMITMENTS
28,860 47,151 38,585 112,455 97,062 179,900 182,798 35,658 32,760
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -202)
-2,301 1,456 -1,148 3,871 -1,781 422 -1,474 -624 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.9 17.9 52.2 45.0 83.5 84.8 16.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
42 58 46 80 66 147 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,867
COMMITMENTS
3,521 3,673 3,328 9,237 11,452 16,087 18,453 3,780 1,414
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 477)
279 85 435 -490 -26 224 494 253 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 18.5 16.8 46.5 57.6 81.0 92.9 19.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 22 23 27 21 73 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 764,749
COMMITMENTS
211,697 170,431 45,914 404,019 437,562 661,629 653,907 103,120 110,842
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -961)
5,639 -13,373 -5,796 -6,115 22,513 -6,272 3,344 5,311 -4,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 22.3 6.0 52.8 57.2 86.5 85.5 13.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
34 49 25 83 109 135 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,846,060
COMMITMENTS
133,558 295,633 184,211 1244029 1056505 1561798 1536349 284,262 309,711
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -31,755)
9,409 -12,087 3,694 -24,570 10,916 -11,468 2,523 -20,287 -34,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 16.0 10.0 67.4 57.2 84.6 83.2 15.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
36 51 57 138 147 203 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,343,555
COMMITMENTS
330,075 87,085 99,831 711,541 918,738 1141446 1105654 202,109 237,901
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 12,795)
2,369 -11,336 18,905 -22,476 8,933 -1,201 16,502 13,996 -3,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.5 7.4 53.0 68.4 85.0 82.3 15.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
31 29 37 83 109 130 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 816,121
COMMITMENTS
59,287 59,811 263,324 459,357 451,093 781,968 774,227 34,152 41,893
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,022)
-1,684 14,481 17,623 -14,877 -25,263 1,061 6,841 1,961 -3,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.3 32.3 56.3 55.3 95.8 94.9 4.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
26 26 40 67 70 111 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,506
COMMITMENTS
7,179 913 4,238 35,074 40,846 46,491 45,997 6,014 6,509
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 11,106)
-3,232 -3,390 3,527 8,948 10,780 9,243 10,916 1,863 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 1.7 8.1 66.8 77.8 88.5 87.6 11.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 6 10 39 34 66 46
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,466
COMMITMENTS
3,146 1,249 3 7,733 10,164 10,882 11,416 1,584 1,050
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 42)
182 -110 -2 0 -10 180 -122 -138 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 10.0 0.0 62.0 81.5 87.3 91.6 12.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 7 7 11 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,078
COMMITMENTS
14,604 5,865 1,932 54,682 61,364 71,219 69,161 8,859 10,917
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -2,721)
-6,217 -2,741 509 2,430 1,231 -3,277 -1,000 557 -1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.3 2.4 68.3 76.6 88.9 86.4 11.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 7 8 37 30 62 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,306
COMMITMENTS
6,245 12,835 460 6,266 0 12,971 13,295 335 11
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 187)
179 179 0 -3 0 176 179 11 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 96.5 3.5 47.1 0.0 97.5 99.9 2.5 0.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,791
COMMITMENTS
2,055 566 366 7,095 8,732 9,516 9,664 275 127
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -266)
163 -135 103 -533 -294 -267 -326 1 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.8 3.7 72.5 89.2 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 4 1 5 11 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,276
COMMITMENTS
1,790 450 0 12,218 13,684 14,008 14,134 268 142
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 738)
823 -454 0 -21 1,200 802 746 -64 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.2 0.0 85.6 95.9 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 0 6 13 14 16
Updated October 21, 2011