WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,104
COMMITMENTS
116,681 130,149 60,540 219,709 180,933 396,930 371,622 28,174 53,482
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -4,254)
4,956 4,799 815 -10,255 -10,773 -4,484 -5,159 230 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 30.6 14.2 51.7 42.6 93.4 87.4 6.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
100 145 129 81 101 265 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,157,512
COMMITMENTS
264,059 169,331 185,009 579,544 569,642 1028612 923,982 128,900 233,530
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -20,876)
-4,377 -5,539 12,741 -28,424 -27,905 -20,060 -20,703 -816 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 14.6 16.0 50.1 49.2 88.9 79.8 11.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
149 175 202 211 290 481 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,637
COMMITMENTS
2,479 2,545 127 6,816 6,711 9,422 9,383 2,215 2,254
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2)
-301 -12 -22 523 -29 200 -63 -202 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 21.9 1.1 58.6 57.7 81.0 80.6 19.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 10 5 15 11 31 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 771,728
COMMITMENTS
285,354 51,428 131,304 287,606 500,220 704,264 682,952 67,464 88,776
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 8,980)
15,220 -5,010 3,832 -16,891 9,377 2,161 8,199 6,819 781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 6.7 17.0 37.3 64.8 91.3 88.5 8.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
231 106 193 160 205 476 447
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 393,109
COMMITMENTS
83,109 103,994 65,270 213,576 187,780 361,955 357,044 31,154 36,065
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2,788)
10,070 8,397 -1,756 -8,972 -6,478 -658 163 -2,130 -2,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 26.5 16.6 54.3 47.8 92.1 90.8 7.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
82 86 107 76 68 228 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 676,851
COMMITMENTS
99,825 46,949 5,578 425,687 499,731 531,090 552,258 145,761 124,593
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -28,621)
6,893 -5,027 316 -24,744 -10,101 -17,535 -14,812 -11,086 -13,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 6.9 0.8 62.9 73.8 78.5 81.6 21.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 25 11 73 76 117 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,835
COMMITMENTS
43,379 16,200 7,822 236,644 281,182 287,845 305,204 68,990 51,631
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -14,606)
672 2,256 426 -20,494 -14,345 -19,396 -11,663 4,790 -2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 4.5 2.2 66.3 78.8 80.7 85.5 19.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 4 4 38 42 46 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,296
COMMITMENTS
1,808 159 1,015 8,076 9,785 10,899 10,959 397 337
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -1,421)
-1,501 31 38 -61 -1,548 -1,524 -1,479 103 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 1.4 9.0 71.5 86.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 2 5 25 26 34 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 244,223
COMMITMENTS
93,142 11,174 21,539 84,557 187,990 199,238 220,703 44,985 23,520
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 7,018)
6,713 -649 -98 -3,370 7,695 3,245 6,948 3,773 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 4.6 8.8 34.6 77.0 81.6 90.4 18.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
101 26 51 71 74 193 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,755
COMMITMENTS
3,698 6,674 1,253 8,214 5,477 13,165 13,404 2,590 2,351
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 120)
-193 478 -185 524 -110 146 183 -26 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 42.4 8.0 52.1 34.8 83.6 85.1 16.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 24 19 25 16 59 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 980,758
COMMITMENTS
242,790 181,645 17,844 586,902 703,203 847,536 902,692 133,222 78,066
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 6,373)
-28,799 34,319 -4,983 46,917 -2,304 13,135 27,032 -6,762 -20,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 18.5 1.8 59.8 71.7 86.4 92.0 13.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
48 33 16 101 94 156 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,804,110
COMMITMENTS
215,210 310,595 27,290 1268398 1178813 1510898 1516698 293,212 287,412
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -71,439)
-55,927 1,566 -9,269 -531 -54,988 -65,727 -62,691 -5,712 -8,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 17.2 1.5 70.3 65.3 83.7 84.1 16.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
28 68 22 103 141 142 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,134,244
COMMITMENTS
187,682 140,827 6,726 713,803 739,246 908,211 886,799 226,033 247,445
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -94,823)
-175,028 -3,187 -5,899 107,976 -90,501 -72,951 -99,587 -21,872 4,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 12.4 0.6 62.9 65.2 80.1 78.2 19.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 25 13 78 91 122 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 497,662
COMMITMENTS
24,547 60,602 80,732 370,984 305,223 476,263 446,557 21,399 51,105
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,487)
-3,623 -509 479 5,277 4,144 2,133 4,114 1,354 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 12.2 16.2 74.5 61.3 95.7 89.7 4.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 15 26 50 51 78 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 88,781
COMMITMENTS
11,108 5,832 6,045 59,680 66,828 76,832 78,704 11,949 10,077
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16,529)
1,208 -411 1,498 11,860 13,154 14,566 14,240 1,963 2,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 6.6 6.8 67.2 75.3 86.5 88.6 13.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 9 16 42 43 72 66
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 23,920
COMMITMENTS
5,331 1,129 153 15,388 17,195 20,872 18,477 3,048 5,443
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,434)
105 -11 153 1,504 1,600 1,762 1,742 1,672 1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 4.7 0.6 64.3 71.9 87.3 77.2 12.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 2 8 9 14 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,721
COMMITMENTS
20,518 18,369 2,819 88,583 99,265 111,920 120,453 17,801 9,268
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 26,189)
2,376 -630 2,519 20,712 23,107 25,607 24,996 582 1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 14.2 2.2 68.3 76.5 86.3 92.9 13.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 12 14 38 41 65 64
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,223
COMMITMENTS
4,824 6,917 704 2,502 500 8,030 8,121 193 102
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -755)
-193 -844 0 -645 0 -838 -844 83 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 84.1 8.6 30.4 6.1 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 10 2 3 1 12 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,519
COMMITMENTS
1,553 3,110 2,149 8,410 7,005 12,112 12,264 407 255
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,806)
122 1,892 2,061 1,481 -329 3,664 3,624 142 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 24.8 17.2 67.2 56.0 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 3 6 11 15 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,373
COMMITMENTS
1,803 1,793 461 8,855 8,987 11,119 11,241 254 132
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -703)
-1,357 -903 -720 1,432 813 -645 -810 -58 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 15.8 4.1 77.9 79.0 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 5 1 4 15 12 20
Updated June 15, 2012