WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 429,051
COMMITMENTS
77,008 126,827 89,172 230,330 157,113 396,510 373,112 32,541 55,939
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,681)
6,957 3,255 11,776 -4,045 652 14,688 15,682 -2,008 -3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 29.6 20.8 53.7 36.6 92.4 87.0 7.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
105 147 151 91 113 279 340
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,499,287
COMMITMENTS
287,192 145,693 368,257 680,945 732,533 1336394 1246483 162,892 252,803
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 20,022)
1,406 19,569 30,877 -18,983 -40,565 13,299 9,881 6,723 10,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 9.7 24.6 45.4 48.9 89.1 83.1 10.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
159 175 229 240 322 525 621
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,039
COMMITMENTS
2,490 2,484 715 8,933 8,887 12,138 12,086 1,901 1,953
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,025)
21 -129 -78 -754 -483 -812 -690 -214 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 17.7 5.1 63.6 63.3 86.5 86.1 13.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 12 4 15 8 29 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 741,404
COMMITMENTS
96,012 87,674 238,070 352,153 322,320 686,234 648,064 55,170 93,341
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 21,009)
283 1,554 8,010 12,727 10,050 21,020 19,613 -11 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.8 32.1 47.5 43.5 92.6 87.4 7.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484)
128 166 219 130 150 392 427
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 362,220
COMMITMENTS
59,764 73,843 66,600 209,139 186,729 335,503 327,172 26,717 35,048
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,944)
2,245 -2,035 -4,817 1,581 5,684 -991 -1,168 -3,953 -3,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 20.4 18.4 57.7 51.6 92.6 90.3 7.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
58 87 78 70 76 182 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 663,813
COMMITMENTS
59,778 87,614 37,481 421,019 399,165 518,278 524,260 145,535 139,553
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -67,829)
-1,579 -2,606 -14,543 -42,973 -51,208 -59,095 -68,356 -8,734 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 13.2 5.6 63.4 60.1 78.1 79.0 21.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
29 21 29 84 75 126 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 405,841
COMMITMENTS
51,700 36,665 6,857 284,066 321,961 342,623 365,483 63,218 40,358
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 29)
-2,728 4,673 -506 8,401 637 5,167 4,805 -5,138 -4,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.0 1.7 70.0 79.3 84.4 90.1 15.6 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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 227,677
COMMITMENTS
28,308 62,497 38,477 126,946 91,731 193,731 192,704 33,947 34,973
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,242)
-1,629 2,786 -284 2,391 -565 479 1,937 -1,720 -3,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 27.4 16.9 55.8 40.3 85.1 84.6 14.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
31 69 52 72 66 143 159
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,666
COMMITMENTS
2,962 5,034 3,639 9,611 8,627 16,212 17,301 3,454 2,365
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -180)
248 -55 -13 -118 -274 118 -342 -298 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 25.6 18.5 48.9 43.9 82.4 88.0 17.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 26 22 26 18 67 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 675,850
COMMITMENTS
163,551 113,798 7,481 402,277 450,339 573,310 571,618 102,540 104,232
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -70,882)
-21,606 -31,503 -15,568 -24,436 -26,425 -61,610 -73,496 -9,272 2,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.8 1.1 59.5 66.6 84.8 84.6 15.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
35 34 16 80 102 127 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,635,274
COMMITMENTS
195,926 188,150 139,242 1009304 1007891 1344472 1335283 290,801 299,991
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -134,274)
-13,355 -6,668 -15,222 -92,500 -99,382 -121,076 -121,272 -13,198 -13,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.5 8.5 61.7 61.6 82.2 81.7 17.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
40 47 56 114 121 181 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,339,143
COMMITMENTS
342,183 108,408 56,370 723,424 946,667 1121978 1111446 217,165 227,698
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -86,549)
-56,676 -7,658 10,364 -34,633 -65,989 -80,945 -63,284 -5,604 -23,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 8.1 4.2 54.0 70.7 83.8 83.0 16.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
28 20 26 83 103 121 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 702,510
COMMITMENTS
81,135 60,066 195,992 394,397 400,986 671,524 657,045 30,986 45,465
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -82,282)
-9,414 -6,571 -37,642 -32,689 -39,186 -79,745 -83,399 -2,537 1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 8.6 27.9 56.1 57.1 95.6 93.5 4.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
23 24 36 56 59 95 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 68,692
COMMITMENTS
11,260 2,549 4,780 44,759 53,460 60,798 60,789 7,894 7,903
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 7,156)
2,973 -2,112 -39 3,481 8,699 6,415 6,548 741 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.7 7.0 65.2 77.8 88.5 88.5 11.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 10 10 40 35 68 50
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 18,747
COMMITMENTS
3,006 1,256 440 13,642 14,368 17,088 16,064 1,659 2,683
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,032)
-23 20 15 1,000 981 992 1,016 40 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.7 2.3 72.8 76.6 91.2 85.7 8.8 14.3
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
OPTION AND FUTURES COMBINED 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: 99,890
COMMITMENTS
23,532 9,610 1,654 62,233 78,184 87,420 89,449 12,470 10,441
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,248)
5,745 -4,511 138 4,963 15,437 10,847 11,064 1,401 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 9.6 1.7 62.3 78.3 87.5 89.5 12.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 10 8 37 31 63 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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