WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,142
COMMITMENTS
157,905 102,336 59,514 191,697 232,820 409,116 394,670 36,026 50,472
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,023)
8,006 6,007 -535 -5,316 -3,063 2,155 2,409 -132 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 23.0 13.4 43.1 52.3 91.9 88.7 8.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
134 104 114 80 118 276 283
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,178,391
COMMITMENTS
430,977 82,874 114,251 495,467 772,568 1040695 969,693 137,696 208,698
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -31,666)
6,421 -4,212 -7,128 -27,713 -18,609 -28,420 -29,949 -3,246 -1,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 7.0 9.7 42.0 65.6 88.3 82.3 11.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 813)
220 139 152 217 383 512 614
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,588
COMMITMENTS
4,485 870 74 4,564 9,881 9,123 10,825 2,465 763
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 661)
791 176 15 -307 535 499 726 162 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 7.5 0.6 39.4 85.3 78.7 93.4 21.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 8 5 11 11 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 742,721
COMMITMENTS
303,032 70,387 94,059 267,934 501,699 665,025 666,145 77,696 76,576
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 645)
8,636 371 -3,738 -4,573 1,275 325 -2,092 320 2,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 9.5 12.7 36.1 67.5 89.5 89.7 10.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
252 131 176 150 211 488 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 337,865
COMMITMENTS
90,380 48,659 43,981 159,126 220,256 293,487 312,896 44,378 24,969
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,672)
6,566 -3,611 -5,875 -4,574 12,761 -3,883 3,275 5,555 -1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 14.4 13.0 47.1 65.2 86.9 92.6 13.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
94 64 81 70 67 216 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,505
COMMITMENTS
65,314 50,683 8,271 388,940 415,537 462,525 474,491 151,980 140,014
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -26,659)
8,167 -10,593 -5,917 -17,579 -1,921 -15,329 -18,431 -11,330 -8,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.2 1.3 63.3 67.6 75.3 77.2 24.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
23 25 9 61 69 89 98
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,613
COMMITMENTS
43,649 33,089 9,545 263,266 282,218 316,460 324,852 67,153 58,761
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,388)
324 8,069 -1,029 8,937 140 8,232 7,180 -9,620 -8,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 8.6 2.5 68.6 73.6 82.5 84.7 17.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 7 5 38 41 48 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,246
COMMITMENTS
1,983 190 2,645 5,999 8,139 10,627 10,974 619 272
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -735)
-64 -12 -211 -463 -515 -738 -738 3 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 1.7 23.5 53.3 72.4 94.5 97.6 5.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 3 8 21 21 36 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,907
COMMITMENTS
85,410 11,914 41,485 76,521 174,607 203,416 228,006 48,491 23,901
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -5,699)
-352 1,157 -3,245 -2,152 -1,889 -5,749 -3,977 50 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 4.7 16.5 30.4 69.3 80.8 90.5 19.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
87 31 73 77 70 207 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,267
COMMITMENTS
3,060 5,106 213 7,182 6,654 10,455 11,973 2,812 1,294
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,297)
-310 688 -1,040 100 -1,038 -1,250 -1,390 -47 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 38.5 1.6 54.1 50.2 78.8 90.2 21.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 18 9 24 9 51 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,012,922
COMMITMENTS
319,601 175,491 23,610 535,641 740,415 878,852 939,516 134,070 73,406
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 38,560)
52,044 32,695 -8,015 -4,670 34,287 39,359 58,967 -799 -20,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 17.3 2.3 52.9 73.1 86.8 92.8 13.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
49 30 15 92 91 147 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,585,291
COMMITMENTS
293,736 185,051 31,652 956,614 1087588 1282002 1304291 303,289 281,000
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -19,608)
71,093 13,100 -19,686 -52,305 23,884 -898 17,298 -18,710 -36,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 11.7 2.0 60.3 68.6 80.9 82.3 19.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
37 50 23 101 131 151 191
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,264,148
COMMITMENTS
276,658 135,672 18,049 721,157 864,145 1015864 1017866 248,284 246,282
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -32,065)
46,440 31,032 -10,303 -65,113 -50,124 -28,976 -29,395 -3,089 -2,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 10.7 1.4 57.0 68.4 80.4 80.5 19.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
39 29 18 72 90 120 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 413,277
COMMITMENTS
12,481 52,418 62,660 314,002 263,786 389,143 378,864 24,134 34,413
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -69,861)
-19,780 -9,962 103 -44,820 -58,225 -64,497 -68,084 -5,364 -1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 12.7 15.2 76.0 63.8 94.2 91.7 5.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 21 26 40 41 68 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,223
COMMITMENTS
18,913 6,026 744 28,104 44,347 47,760 51,117 8,463 5,107
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,653)
-3,130 939 128 1,044 -3,757 -1,959 -2,690 -695 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 10.7 1.3 50.0 78.9 84.9 90.9 15.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 11 4 32 25 64 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,446
COMMITMENTS
37,825 12,052 1,487 56,208 88,694 95,520 102,233 16,926 10,213
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -5,306)
-6,259 1,878 255 2,087 -7,513 -3,917 -5,380 -1,389 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 10.7 1.3 50.0 78.9 84.9 90.9 15.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 11 4 32 25 64 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,614
COMMITMENTS
6,222 6,614 954 1,293 1,041 8,469 8,609 145 5
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 182)
182 185 0 0 -3 182 182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 76.8 11.1 15.0 12.1 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 3 1 2 12 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,736
COMMITMENTS
1,225 4,841 33 10,232 6,796 11,490 11,670 246 66
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,117)
-16 1,047 26 1,117 44 1,127 1,117 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 41.2 0.3 87.2 57.9 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 8 2 6 9 15 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,645
COMMITMENTS
1,792 2,818 323 12,336 11,480 14,451 14,621 194 24
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 121)
-96 -159 222 44 175 170 238 -49 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 19.2 2.2 84.2 78.4 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 2 4 15 10 23
Updated September 4, 2012