WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,472
COMMITMENTS
164,026 108,098 62,292 189,803 229,859 416,121 400,249 36,351 52,223
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 6,497)
5,372 69 1,984 -1,478 1,734 5,878 3,787 619 2,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 23.9 13.8 41.9 50.8 92.0 88.5 8.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
137 116 121 92 119 298 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,175,247
COMMITMENTS
422,311 95,424 127,255 491,492 737,392 1041058 960,071 134,189 215,176
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 12,507)
3,540 8,598 6,836 4,155 -10,415 14,531 5,019 -2,024 7,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 8.1 10.8 41.8 62.7 88.6 81.7 11.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
209 138 152 212 367 498 593
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,278
COMMITMENTS
3,722 707 57 4,937 9,851 8,716 10,615 2,562 663
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -332)
-574 -296 2 198 29 -374 -265 42 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 6.3 0.5 43.8 87.3 77.3 94.1 22.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 8 5 15 12 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 730,121
COMMITMENTS
288,794 71,757 89,155 280,804 487,686 658,753 648,598 71,368 81,523
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,916)
-8,315 4,463 -3,477 12,676 -10,046 884 -9,060 -3,800 6,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 9.8 12.2 38.5 66.8 90.2 88.8 9.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
229 133 173 157 207 469 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,536
COMMITMENTS
81,322 49,549 33,274 152,804 200,163 267,400 282,986 43,136 27,550
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -13,902)
-9,678 -197 -3,045 -2,811 -14,268 -15,534 -17,510 1,632 3,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 16.0 10.7 49.2 64.5 86.1 91.1 13.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
90 59 74 72 68 203 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 558,449
COMMITMENTS
45,807 45,879 7,898 364,865 357,452 418,570 411,229 139,879 147,220
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -14,766)
-24,025 -3,865 2,283 17,766 -29,088 -3,976 -30,670 -10,790 15,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 8.2 1.4 65.3 64.0 75.0 73.6 25.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
28 25 8 71 67 103 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 361,685
COMMITMENTS
41,813 34,290 2,524 249,818 264,744 294,155 301,558 67,530 60,127
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -17,162)
2,471 329 -10,874 -8,533 -8,228 -16,936 -18,773 -226 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.5 0.7 69.1 73.2 81.3 83.4 18.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 6 5 33 39 42 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,199
COMMITMENTS
2,589 327 2,178 5,824 8,374 10,591 10,879 608 320
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -730)
-168 198 -485 -44 -481 -697 -768 -33 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 2.9 19.4 52.0 74.8 94.6 97.1 5.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 4 6 20 22 33 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 239,569
COMMITMENTS
74,987 13,985 36,592 82,271 166,095 193,850 216,672 45,719 22,897
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 852)
-6,206 -400 1,276 6,144 1,503 1,214 2,379 -362 -1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 5.8 15.3 34.3 69.3 80.9 90.4 19.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
73 34 64 77 66 191 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,039
COMMITMENTS
3,063 5,786 135 7,719 6,503 10,917 12,424 3,122 1,615
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -62)
-103 -75 -8 -141 -11 -252 -94 190 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 41.2 1.0 55.0 46.3 77.8 88.5 22.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 19 6 24 10 45 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 948,758
COMMITMENTS
302,281 184,727 23,592 496,267 664,732 822,140 873,051 126,618 75,707
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -37,142)
-10,621 -19,936 1,922 -33,081 -15,940 -41,780 -33,954 4,638 -3,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 19.5 2.5 52.3 70.1 86.7 92.0 13.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
46 32 13 90 86 142 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,593,535
COMMITMENTS
296,979 174,543 33,337 979,493 1102852 1309809 1310732 283,726 282,803
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 22,705)
12,703 -3,173 4,315 18,081 17,723 35,099 18,865 -12,394 3,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 11.0 2.1 61.5 69.2 82.2 82.3 17.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
56 38 23 117 118 188 164
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,683
COMMITMENTS
285,205 121,270 9,579 750,757 931,607 1045541 1062456 251,142 234,227
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 40,025)
-27,690 -6,953 -3,759 54,655 48,168 23,206 37,456 16,819 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 9.4 0.7 57.9 71.8 80.6 81.9 19.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
41 25 13 76 86 121 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 429,972
COMMITMENTS
19,336 45,187 60,308 320,555 285,219 400,199 390,714 29,773 39,258
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 4,994)
3,133 -6,417 -1,705 1,744 10,186 3,172 2,064 1,822 2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 10.5 14.0 74.6 66.3 93.1 90.9 6.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 14 23 39 41 64 70
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 75,855
COMMITMENTS
25,501 5,972 1,631 39,150 61,399 66,281 69,002 9,574 6,853
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 12,881)
3,660 82 742 8,340 11,171 12,741 11,994 140 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 7.9 2.2 51.6 80.9 87.4 91.0 12.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
33 13 8 44 35 82 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 151,710
COMMITMENTS
51,001 11,944 3,262 78,299 122,798 132,562 138,004 19,148 13,706
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 25,762)
7,319 163 1,484 16,679 22,341 25,482 23,988 280 1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 7.9 2.2 51.6 80.9 87.4 91.0 12.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
33 13 8 44 35 82 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,185
COMMITMENTS
8,225 7,324 4,402 1,379 2,453 14,006 14,179 179 6
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 5,028)
1,491 957 3,389 86 682 4,966 5,028 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 51.6 31.0 9.7 17.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 6 2 2 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,426
COMMITMENTS
1,008 3,455 5 9,242 6,900 10,255 10,360 171 66
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,500)
-146 -1,602 -990 -1,318 107 -2,454 -2,485 -46 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 33.1 0.0 88.6 66.2 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 9 1 6 9 13 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,415
COMMITMENTS
1,648 2,091 0 11,589 11,276 13,237 13,367 178 48
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,607)
-49 539 -1,736 -798 -1,419 -2,583 -2,616 -24 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 15.6 0.0 86.4 84.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 0 4 14 8 19
Updated September 21, 2012