WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,641
COMMITMENTS
75,009 129,506 92,192 233,247 155,652 400,448 377,350 34,193 57,291
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,590)
-1,998 2,680 3,019 2,916 -1,461 3,937 4,238 1,653 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 29.8 21.2 53.7 35.8 92.1 86.8 7.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
98 168 159 93 114 293 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,544,339
COMMITMENTS
296,214 156,526 390,674 696,142 735,213 1383030 1282413 161,309 261,926
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 45,053)
9,022 10,833 22,417 15,198 2,680 46,636 35,929 -1,583 9,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 10.1 25.3 45.1 47.6 89.6 83.0 10.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
160 197 236 239 319 532 637
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,894
COMMITMENTS
2,360 2,176 732 8,781 8,942 11,873 11,851 2,021 2,043
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -145)
-129 -307 17 -152 56 -265 -235 120 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 15.7 5.3 63.2 64.4 85.5 85.3 14.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 9 4 15 8 27 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,702
COMMITMENTS
99,015 82,058 262,627 354,076 335,625 715,718 680,311 51,983 87,391
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 26,297)
3,003 -5,615 24,557 1,923 13,305 29,484 32,247 -3,187 -5,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.7 34.2 46.1 43.7 93.2 88.6 6.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503)
141 157 246 129 150 418 448
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 11,218
COMMITMENTS
7,109 1,501 448 389 2,137 7,946 4,086 3,272 7,132
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 13.4 4.0 3.5 19.0 70.8 36.4 29.2 63.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 6 1 4 11 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 363,495
COMMITMENTS
62,574 72,870 68,737 205,236 185,328 336,547 326,935 26,948 36,560
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,275)
2,809 -973 2,138 -3,903 -1,401 1,044 -236 231 1,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 20.0 18.9 56.5 51.0 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
65 80 80 69 80 183 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 681,946
COMMITMENTS
57,948 82,291 41,667 435,484 418,524 535,099 542,483 146,847 139,464
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 18,134)
-1,830 -5,323 4,187 14,465 19,359 16,822 18,223 1,312 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 12.1 6.1 63.9 61.4 78.5 79.5 21.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
25 26 30 82 72 125 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,700
COMMITMENTS
54,858 32,949 1,183 262,726 303,939 318,767 338,071 62,933 43,629
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -24,141)
3,158 -3,716 -5,674 -21,340 -18,022 -23,856 -27,412 -285 3,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 8.6 0.3 68.8 79.6 83.5 88.6 16.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 6 3 42 40 50 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138
COMMITMENTS
1,217 1,192 964 7,305 7,414 9,486 9,570 652 568
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 66)
50 -148 178 -170 29 58 59 8 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.8 9.5 72.1 73.1 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 3 5 19 20 30 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,500
COMMITMENTS
29,947 63,869 40,394 130,392 95,470 200,733 199,733 33,767 34,767
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,823)
1,640 1,372 1,918 3,445 3,739 7,002 7,029 -180 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 27.2 17.2 55.6 40.7 85.6 85.2 14.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
34 66 57 71 67 147 164
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,644
COMMITMENTS
2,794 5,202 3,704 9,831 8,016 16,329 16,922 3,316 2,722
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -22)
-168 167 65 219 -611 116 -378 -138 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 26.5 18.9 50.0 40.8 83.1 86.1 16.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 28 20 25 19 64 59
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 740,340
COMMITMENTS
212,864 116,136 29,347 393,742 492,726 635,952 638,209 104,388 102,131
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 64,491)
49,312 2,338 21,866 -8,536 42,387 62,643 66,591 1,848 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 15.7 4.0 53.2 66.6 85.9 86.2 14.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
39 41 24 83 103 140 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,714,868
COMMITMENTS
208,637 188,629 146,616 1050818 1079765 1406072 1415011 308,796 299,857
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 79,594)
12,711 479 7,374 41,515 71,874 61,599 79,728 17,995 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.0 8.5 61.3 63.0 82.0 82.5 18.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
37 53 61 119 128 191 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,448,658
COMMITMENTS
364,464 124,171 79,815 764,451 1029108 1208730 1233094 239,928 215,564
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 109,515)
22,281 15,763 23,444 41,027 82,441 86,752 121,649 22,763 -12,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 8.6 5.5 52.8 71.0 83.4 85.1 16.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
32 21 30 81 104 126 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 717,354
COMMITMENTS
85,278 64,443 200,125 399,776 411,475 685,178 676,043 32,176 41,311
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 14,844)
4,142 4,377 4,133 5,380 10,489 13,654 18,998 1,190 -4,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 9.0 27.9 55.7 57.4 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
21 24 36 58 60 97 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 107,998
COMMITMENTS
12,735 3,183 11,171 74,978 85,019 98,884 99,373 9,115 8,626
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 39,307)
1,476 634 6,391 30,219 31,559 38,086 38,584 1,221 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.9 10.3 69.4 78.7 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
22 17 21 46 41 83 68
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,843
COMMITMENTS
3,228 761 3,961 17,898 19,151 25,087 23,873 1,757 2,970
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 8,096)
221 -495 3,521 4,256 4,783 7,998 7,809 98 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.8 14.8 66.7 71.3 93.5 88.9 6.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 2 7 13 13 21 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 162,310
COMMITMENTS
25,666 11,494 7,769 114,160 131,736 147,594 150,999 14,716 11,312
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 62,421)
2,134 1,884 6,115 51,926 53,552 60,175 61,550 2,246 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.1 4.8 70.3 81.2 90.9 93.0 9.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
23 18 21 41 36 77 63
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,944
COMMITMENTS
7,459 15,589 1,345 8,004 0 16,808 16,934 136 10
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 62)
53 -219 280 -219 0 114 61 -52 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 92.0 7.9 47.2 0.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 13 5 3 0 18 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,784
COMMITMENTS
1,208 2,302 336 9,160 8,268 10,704 10,906 1,080 878
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 757)
42 1,075 -420 324 -668 -54 -13 811 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 19.5 2.9 77.7 70.2 90.8 92.5 9.2 7.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,300
COMMITMENTS
842 909 969 12,105 12,213 13,916 14,091 384 209
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 531)
-4 -417 969 -410 -33 555 519 -24 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.4 6.8 84.7 85.4 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 2 7 12 14 19
Updated December 16, 2011