WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,863
COMMITMENTS
85,774 145,157 83,150 258,171 177,319 427,095 405,626 37,768 59,237
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 20,949)
9,378 6,216 5,388 4,231 11,301 18,997 22,905 1,952 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 31.2 17.9 55.5 38.1 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
104 165 147 68 95 269 325
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,214,461
COMMITMENTS
329,958 150,504 175,502 566,561 640,638 1072021 966,644 142,440 247,817
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 9,040)
-3,837 15,637 8,285 6,442 -13,633 10,890 10,289 -1,850 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 12.4 14.5 46.7 52.8 88.3 79.6 11.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
176 158 198 204 295 484 568
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,713
COMMITMENTS
2,658 2,853 55 8,817 8,585 11,530 11,493 2,183 2,220
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 257)
152 186 5 165 109 322 300 -65 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 20.8 0.4 64.3 62.6 84.1 83.8 15.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 2 16 7 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,304
COMMITMENTS
121,112 68,870 76,905 238,408 257,085 436,425 402,860 41,879 75,444
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 279)
8,278 -812 1,039 -7,982 -93 1,335 134 -1,056 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 14.4 16.1 49.8 53.7 91.2 84.2 8.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
140 114 143 102 145 325 340
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,852
COMMITMENTS
9,199 1,310 407 349 2,437 9,955 4,154 2,897 8,698
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 129)
240 -475 -16 -6 -4 218 -495 -89 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.6 10.2 3.2 2.7 19.0 77.5 32.3 22.5 67.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 3 8 1 5 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,325
COMMITMENTS
68,363 79,807 37,974 181,772 167,407 288,109 285,188 27,216 30,137
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 20,713)
8,531 7,222 8,354 3,516 6,987 20,401 22,563 312 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 25.3 12.0 57.6 53.1 91.4 90.4 8.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
69 75 86 67 64 191 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,696
COMMITMENTS
72,085 113,666 4,309 411,882 374,693 488,276 492,668 136,420 132,028
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -16,689)
-18,103 6,126 335 12,472 -32,675 -5,296 -26,214 -11,393 9,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 18.2 0.7 65.9 60.0 78.2 78.9 21.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
30 32 19 76 70 116 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 372,317
COMMITMENTS
58,020 33,268 463 253,696 291,219 312,179 324,950 60,138 47,367
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,201)
-1,145 -587 -3 198 -3,086 -950 -3,676 -1,251 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 8.9 0.1 68.1 78.2 83.8 87.3 16.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 7 3 40 37 48 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,232
COMMITMENTS
1,042 212 1,470 7,077 8,030 9,589 9,712 643 520
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 162)
-125 75 15 247 -8 137 82 25 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.1 14.4 69.2 78.5 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 2 6 19 18 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,968
COMMITMENTS
32,012 42,539 24,248 115,537 109,701 171,797 176,488 30,171 25,480
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,438)
3,005 -4,798 2,407 2,595 12,624 8,007 10,233 3,431 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 21.1 12.0 57.2 54.3 85.1 87.4 14.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
41 52 47 68 63 141 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,185
COMMITMENTS
2,987 5,641 649 7,873 6,001 11,509 12,291 2,676 1,894
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 45)
82 155 -49 -239 -187 -206 -81 251 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 39.8 4.6 55.5 42.3 81.1 86.6 18.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 21 9 19 16 47 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 845,260
COMMITMENTS
295,674 137,186 6,966 420,283 600,194 722,923 744,346 122,337 100,914
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 57,848)
-6,890 -6,024 820 61,368 63,842 55,298 58,638 2,550 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 16.2 0.8 49.7 71.0 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
42 44 12 79 102 129 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,708,405
COMMITMENTS
221,031 264,908 18,405 1212317 1073872 1451753 1357185 256,652 351,220
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 20,012)
-65,415 70,965 -1,427 118,229 -69,966 51,387 -428 -31,375 20,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 15.5 1.1 71.0 62.9 85.0 79.4 15.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
42 51 27 108 120 164 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,446,476
COMMITMENTS
408,365 151,663 18,967 798,466 1052270 1225798 1222900 220,678 223,576
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 21,276)
-53,608 -5,719 9,822 82,116 7,896 38,330 11,999 -17,054 9,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 10.5 1.3 55.2 72.7 84.7 84.5 15.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
31 23 16 70 102 108 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 530,229
COMMITMENTS
81,104 59,720 73,797 333,941 357,597 488,842 491,114 41,387 39,115
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 9,549)
-712 -4,956 2,955 3,970 7,721 6,213 5,720 3,336 3,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 11.3 13.9 63.0 67.4 92.2 92.6 7.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 14 23 39 43 70 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,716
COMMITMENTS
16,294 4,558 98 27,813 41,910 44,204 46,565 7,512 5,151
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 831)
2,354 231 -714 -878 596 762 113 69 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 8.8 0.2 53.8 81.0 85.5 90.0 14.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 14 4 28 32 58 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,432
COMMITMENTS
32,587 9,115 196 55,625 83,819 88,408 93,130 15,024 10,302
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,661)
4,707 462 -1,427 -1,756 1,191 1,524 226 137 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 8.8 0.2 53.8 81.0 85.5 90.0 14.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 14 4 28 32 58 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,354
COMMITMENTS
13,759 7,738 907 1,331 7,696 15,997 16,341 357 13
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 206)
50 -311 67 0 452 117 208 89 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 47.3 5.5 8.1 47.1 97.8 99.9 2.2 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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,664
COMMITMENTS
1,539 668 30 7,868 8,901 9,437 9,599 227 65
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 199)
248 -377 0 -36 598 212 221 -13 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 6.9 0.3 81.4 92.1 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 6 11 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,575
COMMITMENTS
2,285 1,556 0 9,974 10,902 12,259 12,458 316 117
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 147)
237 -211 0 -15 436 222 225 -75 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 12.4 0.0 79.3 86.7 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 5 0 5 13 16 18
Updated January 27, 2012