WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,914
COMMITMENTS
76,396 138,941 77,762 253,940 166,018 408,098 382,721 35,816 61,193
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 36,251)
2,687 9,923 10,261 22,654 9,734 35,602 29,918 649 6,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 31.3 17.5 57.2 37.4 91.9 86.2 8.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
91 173 137 76 99 264 323
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,205,421
COMMITMENTS
333,795 134,867 167,217 560,119 654,271 1061131 956,355 144,290 249,066
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -6,058)
-4,698 19,792 7,128 -15,522 -35,140 -13,092 -8,220 7,034 2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 11.2 13.9 46.5 54.3 88.0 79.3 12.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
173 157 191 192 300 468 568
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,456
COMMITMENTS
2,506 2,667 50 8,652 8,476 11,208 11,193 2,248 2,263
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 544)
119 58 3 410 176 532 237 12 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 19.8 0.4 64.3 63.0 83.3 83.2 16.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 2 16 7 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,025
COMMITMENTS
112,834 69,682 75,866 246,390 257,178 435,090 402,726 42,935 75,299
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 18,276)
1,150 6,648 9,499 7,110 -2,170 17,759 13,977 517 4,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 14.6 15.9 51.5 53.8 91.0 84.2 9.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
127 122 136 99 143 312 337
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,723
COMMITMENTS
8,959 1,785 423 355 2,441 9,737 4,649 2,986 8,074
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 931)
670 1,605 158 -1 57 827 1,820 104 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.4 14.0 3.3 2.8 19.2 76.5 36.5 23.5 63.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 5 6 1 5 13 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,612
COMMITMENTS
59,832 72,585 29,620 178,256 160,420 267,708 262,625 26,904 31,987
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 16,806)
-8,191 12,148 1,219 25,316 1,716 18,344 15,083 -1,538 1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 24.6 10.1 60.5 54.5 90.9 89.1 9.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
63 77 68 69 64 178 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,385
COMMITMENTS
90,188 107,540 3,974 399,410 407,368 493,572 518,882 147,813 122,503
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 42,182)
22,673 275 509 25,075 52,486 48,257 53,270 -6,075 -11,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 16.8 0.6 62.3 63.5 77.0 80.9 23.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
29 34 17 69 78 108 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 374,518
COMMITMENTS
59,165 33,855 466 253,498 294,305 313,129 328,626 61,389 45,892
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 912)
245 486 -211 -2,458 1,939 -2,424 2,214 3,336 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.0 0.1 67.7 78.6 83.6 87.7 16.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 3 40 38 49 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,070
COMMITMENTS
1,167 137 1,455 6,830 8,038 9,452 9,630 618 440
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -176)
84 -361 202 -492 29 -206 -130 30 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 1.4 14.4 67.8 79.8 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 2 6 18 20 29 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 190,530
COMMITMENTS
29,007 47,337 21,841 112,942 97,077 163,790 166,255 26,740 24,275
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,941)
-1,519 5,331 -1,750 10,360 2,145 7,091 5,726 -150 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 24.8 11.5 59.3 51.0 86.0 87.3 14.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 57 45 68 62 136 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,140
COMMITMENTS
2,905 5,486 698 8,112 6,188 11,715 12,372 2,425 1,768
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 40)
144 81 -23 127 44 248 102 -208 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 38.8 4.9 57.4 43.8 82.9 87.5 17.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 21 10 17 14 45 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 787,412
COMMITMENTS
302,564 143,210 6,146 358,915 536,352 667,625 685,708 119,787 101,704
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 108,475)
140,395 5,209 1,011 -43,529 106,397 97,877 112,617 10,598 -4,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 18.2 0.8 45.6 68.1 84.8 87.1 15.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
43 40 11 78 103 128 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,688,393
COMMITMENTS
286,446 193,943 19,832 1094088 1143838 1400366 1357613 288,027 330,780
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 109,414)
43,775 -28,452 -5,540 60,258 125,669 98,493 91,677 10,921 17,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 11.5 1.2 64.8 67.7 82.9 80.4 17.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
44 46 27 104 119 161 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,425,200
COMMITMENTS
461,973 157,382 9,145 716,350 1044374 1187468 1210901 237,732 214,299
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 94,670)
35,692 34,793 238 59,897 77,112 95,827 112,143 -1,157 -17,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 11.0 0.6 50.3 73.3 83.3 85.0 16.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 23 13 68 107 106 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 520,680
COMMITMENTS
81,816 64,676 70,842 329,971 349,876 482,629 485,394 38,051 35,286
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 4,364)
-1,504 -3,462 4,101 52 3,371 2,649 4,010 1,715 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 12.4 13.6 63.4 67.2 92.7 93.2 7.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 18 23 40 42 72 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,886
COMMITMENTS
13,940 4,327 812 28,691 41,314 43,442 46,452 7,444 4,434
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 637)
527 433 272 -99 -202 700 503 -64 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 8.5 1.6 56.4 81.2 85.4 91.3 14.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 12 5 28 28 58 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,771
COMMITMENTS
27,880 8,653 1,623 57,381 82,628 86,884 92,904 14,887 8,867
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,273)
1,054 865 544 -198 -404 1,400 1,005 -127 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 8.5 1.6 56.4 81.2 85.4 91.3 14.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 12 5 28 28 58 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,148
COMMITMENTS
13,709 8,049 840 1,331 7,244 15,880 16,133 268 15
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -1,493)
110 -1,517 343 0 1,681 453 507 -1,946 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.9 49.8 5.2 8.2 44.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 13 3 1 2 11 16
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,465
COMMITMENTS
1,291 1,045 30 7,904 8,303 9,225 9,378 240 87
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -848)
-3 -909 3 -818 36 -818 -870 -30 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 11.0 0.3 83.5 87.7 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 6 10 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,428
COMMITMENTS
2,048 1,767 0 9,989 10,466 12,037 12,233 391 195
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 145)
659 -538 0 -491 681 168 143 -23 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 14.2 0.0 80.4 84.2 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 0 5 12 16 17
Updated January 20, 2012