WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,551
COMMITMENTS
124,942 98,847 62,357 204,961 213,493 392,260 374,697 31,291 48,854
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 10,935)
2,251 -3,729 11,146 -3,700 4,754 9,697 12,171 1,238 -1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 23.3 14.7 48.4 50.4 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
118 113 102 70 112 254 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,036,438
COMMITMENTS
291,962 109,381 104,051 507,058 623,106 903,071 836,538 133,367 199,900
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -21,334)
21,766 -33,334 -20,167 -21,417 44,351 -19,818 -9,150 -1,516 -12,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 10.6 10.0 48.9 60.1 87.1 80.7 12.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
179 129 153 193 322 461 533
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,978
COMMITMENTS
2,622 333 15 4,663 7,526 7,300 7,874 1,678 1,104
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -484)
408 -1,060 0 -703 1,038 -295 -22 -189 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 3.7 0.2 51.9 83.8 81.3 87.7 18.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 6 2 14 12 30 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 775,157
COMMITMENTS
310,255 49,822 124,047 267,694 518,107 701,996 691,976 73,161 83,181
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 7,420)
23,324 373 -3,061 -8,121 15,323 12,142 12,635 -4,722 -5,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 6.4 16.0 34.5 66.8 90.6 89.3 9.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
258 93 184 167 211 500 440
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 337,964
COMMITMENTS
65,848 88,483 54,168 185,672 165,303 305,688 307,954 32,276 30,010
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -12,370)
-1,048 -7,934 -632 -9,588 313 -11,268 -8,253 -1,102 -4,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 26.2 16.0 54.9 48.9 90.4 91.1 9.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
74 83 84 70 70 192 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,502
COMMITMENTS
80,916 40,989 8,253 379,605 455,800 468,774 505,042 157,728 121,460
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,825)
1,440 2,289 -2,032 -6,010 -4,210 -6,602 -3,953 -223 -2,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 6.5 1.3 60.6 72.8 74.8 80.6 25.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
35 19 9 69 78 107 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 347,164
COMMITMENTS
46,504 21,946 426 236,398 278,383 283,328 300,755 63,836 46,409
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -279)
746 -2,092 -2 1,743 4,770 2,487 2,676 -2,766 -2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 6.3 0.1 68.1 80.2 81.6 86.6 18.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 6 5 34 43 44 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,066
COMMITMENTS
1,183 124 1,481 7,898 9,164 10,562 10,769 504 297
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 508)
-1,367 -72 650 1,133 22 416 600 92 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 1.1 13.4 71.4 82.8 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 5 23 24 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 266,531
COMMITMENTS
96,561 7,605 39,713 82,784 189,889 219,058 237,207 47,473 29,324
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,917)
-4,584 -1,303 2,030 -1,917 -6,794 -4,471 -6,067 -1,446 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 2.9 14.9 31.1 71.2 82.2 89.0 17.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
101 20 71 70 72 208 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,126
COMMITMENTS
3,053 5,245 787 7,006 5,497 10,846 11,529 2,280 1,597
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,782)
-53 -683 -332 -1,039 -392 -1,424 -1,407 -358 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 40.0 6.0 53.4 41.9 82.6 87.8 17.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 23 14 24 13 53 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 795,701
COMMITMENTS
191,437 174,694 9,831 468,690 522,370 669,958 706,895 125,743 88,806
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -88,441)
-26,358 -29,024 -6,025 -67,283 -65,310 -99,666 -100,359 11,225 11,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 22.0 1.2 58.9 65.6 84.2 88.8 15.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
42 35 15 97 89 146 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,770,490
COMMITMENTS
227,279 300,657 26,245 1221370 1147642 1474894 1474544 295,596 295,946
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 32,480)
6,987 24,726 -7,274 34,991 18,696 34,704 36,148 -2,224 -3,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 17.0 1.5 69.0 64.8 83.3 83.3 16.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
24 67 17 92 123 126 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,496
COMMITMENTS
240,943 165,090 5,182 672,554 743,242 918,679 913,514 219,817 224,982
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,036)
54,153 25,361 306 -67,646 -5,801 -13,187 19,866 12,151 -20,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 14.5 0.5 59.1 65.3 80.7 80.2 19.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
36 30 11 83 93 126 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 485,980
COMMITMENTS
28,872 70,149 75,951 357,622 297,075 462,445 443,175 23,535 42,805
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -40,610)
-3,122 3,788 -4,496 -31,215 -36,309 -38,833 -37,017 -1,777 -3,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 14.4 15.6 73.6 61.1 95.2 91.2 4.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 21 28 49 51 82 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,453
COMMITMENTS
15,211 5,071 163 22,543 36,150 37,917 41,383 7,536 4,070
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 146)
-2,440 69 103 1,952 -40 -385 132 531 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 11.2 0.4 49.6 79.5 83.4 91.0 16.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 10 4 29 27 58 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,905
COMMITMENTS
30,421 10,141 326 45,086 72,299 75,833 82,766 15,072 8,139
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 292)
-4,879 138 205 3,904 -80 -770 263 1,062 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 11.2 0.4 49.6 79.5 83.4 91.0 16.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 10 4 29 27 58 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,990
COMMITMENTS
5,686 6,510 847 1,361 622 7,894 7,979 96 11
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,601)
1,100 -22 -2,489 -1,196 6 -2,585 -2,505 -16 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.2 81.5 10.6 17.0 7.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 11 2 1 2 8 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,995
COMMITMENTS
1,544 3,662 50 8,141 6,237 9,735 9,949 260 46
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 690)
24 569 0 667 125 691 694 -1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 36.6 0.5 81.5 62.4 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 7 1 6 9 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,313
COMMITMENTS
2,017 3,410 0 9,945 8,835 11,962 12,245 351 68
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,199)
217 -377 0 956 1,565 1,173 1,188 26 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 27.7 0.0 80.8 71.8 97.1 99.4 2.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 0 3 14 11 20
Updated July 3, 2012