WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,663
COMMITMENTS
73,709 129,018 67,501 231,286 156,284 372,496 352,803 35,167 54,860
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 21,262)
771 11,987 5,234 12,480 2,980 18,485 20,201 2,777 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 31.6 16.6 56.7 38.3 91.4 86.5 8.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
98 160 132 78 104 268 315
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,211,479
COMMITMENTS
338,493 115,075 160,089 575,641 689,411 1074223 964,575 137,256 246,904
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 35,470)
29,854 -2,835 4,162 -4,251 27,840 29,765 29,167 5,705 6,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 9.5 13.2 47.5 56.9 88.7 79.6 11.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696)
176 152 174 182 308 447 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,912
COMMITMENTS
2,387 2,609 47 8,242 8,300 10,676 10,956 2,236 1,956
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 22)
-301 127 9 49 -252 -243 -116 265 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 20.2 0.4 63.8 64.3 82.7 84.9 17.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 9 2 16 8 28 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,749
COMMITMENTS
111,684 63,034 66,367 239,280 259,348 417,331 388,749 42,418 71,000
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -901)
1,465 -7,774 -1,207 -28 8,140 230 -841 -1,131 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 13.7 14.4 52.0 56.4 90.8 84.6 9.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
138 100 127 94 147 306 321
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 11,792
COMMITMENTS
8,289 180 265 356 2,384 8,910 2,829 2,882 8,963
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.3 1.5 2.2 3.0 20.2 75.6 24.0 24.4 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
14 1 5 1 5 15 11
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,806
COMMITMENTS
68,023 60,437 28,401 152,940 158,704 249,364 247,542 28,442 30,264
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,352)
6,560 -3,386 -2,736 -19 7,601 3,805 1,479 547 2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 21.8 10.2 55.1 57.1 89.8 89.1 10.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
73 64 65 63 61 176 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 599,203
COMMITMENTS
67,515 107,265 3,465 374,335 354,882 445,315 465,612 153,888 133,591
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 13,675)
4,048 10,251 621 -6,707 -9,716 -2,038 1,156 15,713 12,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 17.9 0.6 62.5 59.2 74.3 77.7 25.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
26 31 11 68 64 100 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 373,606
COMMITMENTS
58,920 33,369 677 255,956 292,366 315,553 326,412 58,053 47,194
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 11,314)
-199 1,370 122 11,463 2,752 11,386 4,244 -72 7,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 8.9 0.2 68.5 78.3 84.5 87.4 15.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 7 4 41 38 51 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,246
COMMITMENTS
1,083 498 1,253 7,322 8,009 9,658 9,760 588 486
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 196)
-26 -470 213 -11 502 176 245 20 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 4.9 12.2 71.5 78.2 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 6 19 17 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,589
COMMITMENTS
30,526 42,006 23,591 102,582 94,932 156,699 160,529 26,890 23,060
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -11,768)
538 -6,093 -4,262 -5,387 3,506 -9,111 -6,849 -2,657 -4,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 22.9 12.8 55.9 51.7 85.4 87.4 14.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
37 46 49 67 62 137 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,100
COMMITMENTS
2,761 5,405 721 7,985 6,144 11,467 12,270 2,633 1,830
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -599)
-287 50 -216 -2 -214 -505 -380 -94 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 38.3 5.1 56.6 43.6 81.3 87.0 18.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 20 10 17 14 44 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 678,937
COMMITMENTS
162,169 138,001 5,135 402,444 429,955 569,748 573,091 109,189 105,846
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -18,475)
1,571 -4,126 -85 -17,897 -18,131 -16,411 -22,342 -2,064 3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 20.3 0.8 59.3 63.3 83.9 84.4 16.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 42 16 78 99 125 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,578,979
COMMITMENTS
242,671 222,395 25,372 1033830 1018169 1301873 1265936 277,106 313,043
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 81,423)
30,944 16,904 5,439 40,840 35,638 77,223 57,981 4,200 23,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.1 1.6 65.5 64.5 82.5 80.2 17.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
40 56 27 101 118 159 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,330,530
COMMITMENTS
426,281 122,589 8,907 656,453 967,262 1091641 1098758 238,889 231,772
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 44,061)
44,984 -6,835 836 -17,540 39,643 28,280 33,644 15,781 10,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 9.2 0.7 49.3 72.7 82.0 82.6 18.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
30 21 13 63 99 99 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 516,316
COMMITMENTS
83,320 68,138 66,741 329,919 346,505 479,980 481,384 36,336 34,932
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,125)
3,953 1,088 633 -5,831 329 -1,245 2,050 4,370 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 13.2 12.9 63.9 67.1 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 18 22 43 45 73 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,249
COMMITMENTS
13,413 3,894 540 28,790 41,516 42,742 45,950 7,507 4,300
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,287)
-403 30 360 925 1,265 882 1,655 1,406 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.7 1.1 57.3 82.6 85.1 91.4 14.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 10 5 30 27 59 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,498
COMMITMENTS
26,826 7,788 1,079 57,579 83,032 85,484 91,899 15,014 8,599
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,574)
-806 60 720 1,849 2,530 1,763 3,310 2,811 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.7 1.1 57.3 82.6 85.1 91.4 14.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 10 5 30 27 59 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,641
COMMITMENTS
13,599 9,566 497 1,331 5,563 15,427 15,626 2,214 2,015
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,010)
0 -4,814 7 0 4,816 7 9 2,003 2,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.1 54.2 2.8 7.5 31.5 87.4 88.6 12.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 15 3 1 2 11 17
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,313
COMMITMENTS
1,294 1,954 27 8,722 8,267 10,043 10,248 270 65
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -262)
85 -559 2 -347 322 -260 -235 -2 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.9 0.3 84.6 80.2 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 6 1 6 12 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,283
COMMITMENTS
1,389 2,305 0 10,480 9,785 11,869 12,090 414 193
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -39)
203 1,511 0 -215 -1,554 -12 -43 -27 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 18.8 0.0 85.3 79.7 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 0 5 12 14 18
Updated January 13, 2012