WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,975
COMMITMENTS
158,654 108,029 60,308 191,281 228,125 410,243 396,462 35,732 49,513
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 833)
749 5,693 794 -416 -4,695 1,127 1,792 -294 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 24.2 13.5 42.9 51.2 92.0 88.9 8.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
138 110 115 85 117 287 287
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,162,740
COMMITMENTS
418,771 86,826 120,419 487,337 747,807 1026527 955,052 136,213 207,688
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -15,651)
-12,206 3,952 6,168 -8,130 -24,761 -14,168 -14,641 -1,483 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 7.5 10.4 41.9 64.3 88.3 82.1 11.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800)
216 140 154 211 368 508 599
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,610
COMMITMENTS
4,296 1,003 55 4,739 9,822 9,090 10,880 2,520 730
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 22)
-189 133 -19 175 -59 -33 55 55 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 8.6 0.5 40.8 84.6 78.3 93.7 21.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 9 4 13 12 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,037
COMMITMENTS
297,109 67,294 92,632 268,128 497,732 657,869 657,658 75,168 75,379
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -9,684)
-5,923 -3,093 -1,427 194 -3,967 -7,156 -8,487 -2,528 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 9.2 12.6 36.6 67.9 89.7 89.7 10.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
251 133 176 149 213 485 453
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 324,438
COMMITMENTS
91,000 49,746 36,319 155,615 214,431 282,934 300,496 41,504 23,942
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -13,427)
620 1,087 -7,662 -3,511 -5,825 -10,553 -12,400 -2,874 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 15.3 11.2 48.0 66.1 87.2 92.6 12.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
101 58 75 72 68 216 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 573,215
COMMITMENTS
69,832 49,744 5,615 347,099 386,540 422,546 441,899 150,669 131,316
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -41,290)
4,518 -939 -2,656 -41,841 -28,997 -39,979 -32,592 -1,311 -8,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.7 1.0 60.6 67.4 73.7 77.1 26.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
23 23 5 64 71 91 95
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,847
COMMITMENTS
39,342 33,961 13,398 258,351 272,972 311,091 320,331 67,756 58,516
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -4,766)
-4,307 872 3,853 -4,915 -9,246 -5,369 -4,521 603 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 9.0 3.5 68.2 72.1 82.1 84.6 17.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 7 5 36 41 46 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,929
COMMITMENTS
2,757 129 2,663 5,868 8,855 11,288 11,647 641 282
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 683)
774 -61 18 -131 716 661 673 22 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 1.1 22.3 49.2 74.2 94.6 97.6 5.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 3 7 23 23 38 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 238,717
COMMITMENTS
81,193 14,385 35,316 76,127 164,592 192,636 214,293 46,081 24,424
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -13,190)
-4,217 2,471 -6,169 -394 -10,015 -10,780 -13,713 -2,410 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 6.0 14.8 31.9 68.9 80.7 89.8 19.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
82 31 71 76 68 201 150
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,101
COMMITMENTS
3,166 5,861 143 7,860 6,514 11,169 12,518 2,932 1,583
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 834)
106 755 -70 678 -140 714 545 120 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 41.6 1.0 55.7 46.2 79.2 88.8 20.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 20 6 25 9 47 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 985,900
COMMITMENTS
312,902 204,663 21,670 529,348 680,672 863,920 907,005 121,980 78,895
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -27,022)
-6,699 29,172 -1,940 -6,293 -59,743 -14,932 -32,511 -12,090 5,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 20.8 2.2 53.7 69.0 87.6 92.0 12.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
48 29 15 98 88 150 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,570,830
COMMITMENTS
284,276 177,716 29,022 961,412 1085129 1274710 1291867 296,120 278,963
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -14,461)
-9,460 -7,335 -2,630 4,798 -2,459 -7,292 -12,424 -7,169 -2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 11.3 1.8 61.2 69.1 81.1 82.2 18.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
50 45 28 103 124 168 182
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,256,658
COMMITMENTS
312,895 128,223 13,338 696,102 883,439 1022335 1025000 234,323 231,658
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -7,490)
36,237 -7,449 -4,711 -25,055 19,294 6,471 7,134 -13,961 -14,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 10.2 1.1 55.4 70.3 81.4 81.6 18.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
46 26 14 82 84 132 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 424,978
COMMITMENTS
16,203 51,604 62,013 318,811 275,033 397,027 388,650 27,951 36,328
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 11,701)
3,722 -814 -647 4,809 11,247 7,884 9,786 3,817 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 12.1 14.6 75.0 64.7 93.4 91.5 6.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 17 25 41 40 68 72
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,974
COMMITMENTS
21,841 5,891 889 30,810 50,229 53,540 57,008 9,434 5,966
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 6,751)
2,929 -136 146 2,706 5,882 5,780 5,892 971 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 9.4 1.4 48.9 79.8 85.0 90.5 15.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 14 4 30 27 67 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 125,948
COMMITMENTS
43,682 11,781 1,778 61,620 100,457 107,080 114,016 18,868 11,932
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 13,502)
5,857 -271 291 5,412 11,763 11,560 11,783 1,942 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 9.4 1.4 48.9 79.8 85.0 90.5 15.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 14 4 30 27 67 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,157
COMMITMENTS
6,734 6,367 1,013 1,293 1,771 9,040 9,151 117 6
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 543)
512 -247 59 0 730 571 542 -28 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 69.5 11.1 14.1 19.3 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 3 1 2 14 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,926
COMMITMENTS
1,154 5,057 995 10,560 6,793 12,709 12,845 217 81
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,190)
-71 216 962 328 -3 1,219 1,175 -29 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 39.1 7.7 81.7 52.6 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 4 6 8 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,022
COMMITMENTS
1,697 1,552 1,736 12,387 12,695 15,820 15,983 202 39
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,377)
-95 -1,266 1,413 51 1,215 1,369 1,362 8 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 9.7 10.8 77.3 79.2 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 6 1 5 15 11 21
Updated September 14, 2012