WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,567
COMMITMENTS
154,522 99,605 71,629 204,284 247,287 430,435 418,521 37,132 49,046
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 705)
-586 1,615 -747 3,541 4,554 2,208 5,422 -1,503 -4,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 21.3 15.3 43.7 52.9 92.1 89.5 7.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
141 100 124 81 116 294 279
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,190,062
COMMITMENTS
380,846 99,468 114,120 559,556 768,106 1054522 981,694 135,540 208,368
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -9,242)
18,988 2,585 -20,476 -11,796 5,647 -13,284 -12,244 4,042 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.4 9.6 47.0 64.5 88.6 82.5 11.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 757)
208 129 169 218 357 508 588
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,480
COMMITMENTS
3,092 519 119 4,932 8,944 8,143 9,582 2,337 898
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 134)
-144 91 23 194 0 73 114 61 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 5.0 1.1 47.1 85.3 77.7 91.4 22.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 7 4 13 12 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 760,359
COMMITMENTS
308,379 65,253 93,590 287,913 531,439 689,882 690,282 70,477 70,077
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -51,237)
-11,139 1,694 -19,827 -19,673 -28,512 -50,639 -46,645 -598 -4,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 8.6 12.3 37.9 69.9 90.7 90.8 9.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
239 119 176 167 208 488 436
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,318
COMMITMENTS
66,548 54,787 47,155 185,242 198,223 298,945 300,165 27,373 26,153
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 7,543)
-725 -13,592 6,695 1,985 13,888 7,955 6,991 -412 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.8 14.5 56.8 60.7 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
78 65 92 70 66 205 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,688
COMMITMENTS
80,177 50,470 5,243 374,166 431,236 459,586 486,949 157,102 129,739
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -28,018)
46 826 -1,349 -21,621 -25,172 -22,924 -25,695 -5,094 -2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 8.2 0.9 60.7 69.9 74.5 79.0 25.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
30 24 12 67 77 103 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 355,526
COMMITMENTS
47,894 21,442 603 245,270 279,694 293,767 301,739 61,759 53,787
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 6,427)
2,890 -2,191 209 13,872 6,198 16,971 4,216 -10,544 2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 6.0 0.2 69.0 78.7 82.6 84.9 17.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 4 3 37 41 47 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,113
COMMITMENTS
2,060 162 2,641 6,685 9,056 11,386 11,859 727 254
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 45)
468 -113 39 -481 91 26 17 19 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 1.3 21.8 55.2 74.8 94.0 97.9 6.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 9 21 21 37 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,496
COMMITMENTS
79,304 8,205 41,352 79,796 169,499 200,452 219,056 46,044 27,440
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -13,850)
-4,593 910 -3,892 -4,351 -10,707 -12,836 -13,689 -1,014 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 3.3 16.8 32.4 68.8 81.3 88.9 18.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
91 24 69 70 63 199 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,583
COMMITMENTS
3,768 4,554 447 6,748 7,294 10,963 12,295 2,620 1,288
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 497)
14 -278 121 105 750 240 593 257 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 33.5 3.3 49.7 53.7 80.7 90.5 19.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 23 9 21 12 48 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,062,819
COMMITMENTS
388,533 153,725 20,497 517,197 806,163 926,227 980,385 136,592 82,434
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 44,939)
33,309 -8,464 -1,517 8,492 46,852 40,284 36,871 4,655 8,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 14.5 1.9 48.7 75.9 87.1 92.2 12.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
62 35 16 96 102 166 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,757,686
COMMITMENTS
282,285 280,230 34,966 1149404 1119907 1466655 1435103 291,031 322,583
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -52,464)
26,547 -52,922 4,936 -66,634 -34,989 -35,151 -82,975 -17,313 30,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 15.9 2.0 65.4 63.7 83.4 81.6 16.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
32 62 31 104 132 156 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,174,916
COMMITMENTS
274,167 119,626 13,486 642,805 795,594 930,458 928,706 244,458 246,210
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 39,216)
27,837 1,760 -310 14,722 23,351 42,249 24,801 -3,033 14,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 10.2 1.1 54.7 67.7 79.2 79.0 20.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 30 20 79 98 130 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 503,514
COMMITMENTS
22,032 59,870 67,854 386,661 338,195 476,547 465,919 26,967 37,595
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 10,425)
4,413 6,670 -5,701 11,710 8,415 10,422 9,384 3 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 11.9 13.5 76.8 67.2 94.6 92.5 5.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 18 27 49 49 79 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,096
COMMITMENTS
18,289 5,857 98 22,456 37,493 40,843 43,447 8,253 5,649
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 9,516)
7,635 -1,382 60 748 9,245 8,442 7,923 1,074 1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.9 0.2 45.7 76.4 83.2 88.5 16.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 11 4 27 26 58 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,191
COMMITMENTS
36,578 11,713 195 44,912 74,986 81,685 86,894 16,506 11,297
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 19,032)
15,269 -2,764 120 1,495 18,489 16,884 15,845 2,148 3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.9 0.2 45.7 76.4 83.2 88.5 16.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 11 4 27 26 58 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,525
COMMITMENTS
6,069 6,327 900 1,448 1,293 8,417 8,520 108 5
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 186)
188 88 0 0 101 188 189 -2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.2 74.2 10.6 17.0 15.2 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 8 2 1 3 11 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,951
COMMITMENTS
1,284 3,741 70 8,276 6,102 9,630 9,913 321 38
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -419)
-292 945 44 -167 85 -415 1,074 -4 -1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 37.6 0.7 83.2 61.3 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 7 1 6 10 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,378
COMMITMENTS
2,198 3,207 0 11,868 11,127 14,066 14,334 312 44
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 164)
275 -308 0 -105 453 170 145 -6 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 22.3 0.0 82.5 77.4 97.8 99.7 2.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 7 0 4 15 12 22
Updated August 3, 2012