WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,799
COMMITMENTS
155,000 99,465 60,231 197,897 238,740 413,128 398,436 37,671 52,363
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -12,344)
-1,712 -129 -4,883 -5,308 -9,619 -11,903 -14,631 -441 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 22.1 13.4 43.9 53.0 91.6 88.4 8.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
134 110 118 86 117 290 285
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,212,846
COMMITMENTS
406,578 90,481 126,747 540,811 780,437 1074136 997,665 138,710 215,181
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 25,798)
17,512 -7,272 12,366 -9,461 16,717 20,417 21,811 5,381 3,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 7.5 10.5 44.6 64.3 88.6 82.3 11.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794)
215 137 182 249 378 553 624
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,457
COMMITMENTS
3,146 548 69 4,993 9,063 8,208 9,680 2,249 777
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 303)
145 73 -62 163 244 246 255 57 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 5.2 0.7 47.7 86.7 78.5 92.6 21.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 7 4 13 12 33 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 741,673
COMMITMENTS
300,245 69,947 89,639 283,358 508,877 673,242 668,463 68,431 73,210
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -11,234)
-3,034 -1,055 -5,066 -4,172 -9,680 -12,272 -15,801 1,038 4,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 9.4 12.1 38.2 68.6 90.8 90.1 9.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
224 121 163 153 211 455 434
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 331,417
COMMITMENTS
68,400 55,748 50,782 181,618 195,548 300,800 302,078 30,617 29,339
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -50)
-732 -10,617 8,769 -10,224 3,810 -2,187 1,962 2,137 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 16.8 15.3 54.8 59.0 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
79 67 93 76 65 213 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,175
COMMITMENTS
81,020 60,212 9,128 349,428 396,966 439,576 466,306 156,599 129,869
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -9,632)
-3,237 2,886 1,136 -3,162 -10,795 -5,263 -6,773 -4,369 -2,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 10.1 1.5 58.6 66.6 73.7 78.2 26.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
29 32 16 69 79 108 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 359,604
COMMITMENTS
45,337 25,635 483 248,427 281,376 294,247 307,494 65,357 52,110
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 7,344)
-1,923 -61 -166 7,168 13,106 5,079 12,879 2,265 -5,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 7.1 0.1 69.1 78.2 81.8 85.5 18.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 5 3 34 42 43 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,226
COMMITMENTS
2,371 336 2,859 6,425 8,812 11,655 12,007 571 219
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -173)
-7 147 25 -115 -381 -97 -209 -76 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 2.7 23.4 52.6 72.1 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 3 7 24 23 41 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 253,617
COMMITMENTS
87,786 7,743 44,185 74,357 175,795 206,328 227,723 47,289 25,894
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,830)
7,033 -394 2,190 -2,991 7,583 6,232 9,379 2,598 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 3.1 17.4 29.3 69.3 81.4 89.8 18.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
85 25 72 65 66 193 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,865
COMMITMENTS
3,944 4,496 506 6,934 7,770 11,384 12,772 2,481 1,093
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -181)
-353 -9 64 300 -133 11 -78 -192 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 32.4 3.6 50.0 56.0 82.1 92.1 17.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 25 12 22 11 54 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,012,471
COMMITMENTS
327,482 178,366 25,663 534,892 729,632 888,037 933,661 124,434 78,810
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -25,231)
-37,835 23,447 5,146 17,106 -56,999 -15,583 -28,406 -9,648 3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 17.6 2.5 52.8 72.1 87.7 92.2 12.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
49 32 15 95 105 151 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,647,982
COMMITMENTS
243,115 210,779 40,450 1082256 1105008 1365821 1356237 282,161 291,745
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -7,138)
13,268 -33,663 3,191 -33,800 29,385 -17,341 -1,087 10,203 -6,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 12.8 2.5 65.7 67.1 82.9 82.3 17.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
36 58 36 115 135 176 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,207,505
COMMITMENTS
221,620 111,990 10,284 752,056 848,407 983,960 970,681 223,545 236,824
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 18,996)
-14,063 2,677 -6,243 45,802 21,783 25,496 18,217 -6,500 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 9.3 0.9 62.3 70.3 81.5 80.4 18.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
36 25 19 81 93 124 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 444,832
COMMITMENTS
19,423 44,867 60,237 341,930 298,640 421,590 403,744 23,242 41,088
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,530)
5,134 -3,805 -1,101 8,612 12,848 12,645 7,942 -3,115 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 10.1 13.5 76.9 67.1 94.8 90.8 5.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 15 24 45 45 75 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,112
COMMITMENTS
18,140 6,048 30 25,260 40,485 43,429 46,563 8,683 5,550
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -270)
-1,695 191 -74 932 126 -837 244 567 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 11.6 0.1 48.5 77.7 83.3 89.4 16.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 15 5 30 26 61 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,224
COMMITMENTS
36,279 12,095 60 50,519 80,970 86,858 93,125 17,366 11,099
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -540)
-3,390 382 -147 1,864 252 -1,673 487 1,133 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 11.6 0.1 48.5 77.7 83.3 89.4 16.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 15 5 30 26 61 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,431
COMMITMENTS
5,914 6,451 900 1,448 1,075 8,262 8,426 169 5
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 71)
16 126 0 0 -55 16 71 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 76.5 10.7 17.2 12.8 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 10 2 1 2 9 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,845
COMMITMENTS
1,338 4,548 50 9,139 6,206 10,527 10,804 318 41
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -164)
16 -389 10 -178 212 -152 -167 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 41.9 0.5 84.3 57.2 97.1 99.6 2.9 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,946
COMMITMENTS
2,205 3,258 0 12,469 11,647 14,674 14,905 272 41
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -92)
-51 916 0 -5 -1,017 -56 -101 -36 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 21.8 0.0 83.4 77.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 0 4 14 11 21
Updated August 17, 2012