WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 462,288
COMMITMENTS
144,207 104,308 75,969 204,465 230,791 424,641 411,068 37,647 51,220
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 8,548)
-5,387 956 3,278 10,547 2,042 8,438 6,276 110 2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 22.6 16.4 44.2 49.9 91.9 88.9 8.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
138 114 124 90 115 297 296
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,252,825
COMMITMENTS
422,857 95,804 160,652 525,387 767,934 1108896 1024390 143,929 228,435
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 50,978)
13,922 3,735 10,112 24,232 31,483 48,266 45,330 2,712 5,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 7.6 12.8 41.9 61.3 88.5 81.8 11.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779)
212 138 180 226 360 526 613
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,691
COMMITMENTS
3,139 690 70 6,177 9,892 9,386 10,652 2,305 1,039
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 579)
906 -32 11 -531 442 386 421 193 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.9 0.6 52.8 84.6 80.3 91.1 19.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 7 3 15 10 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 715,100
COMMITMENTS
258,808 54,657 98,946 291,893 478,539 649,647 632,142 65,453 82,958
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -3,406)
-2,544 1,140 6,961 -4,270 -14,392 147 -6,291 -3,553 2,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 7.6 13.8 40.8 66.9 90.8 88.4 9.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
204 132 195 160 190 460 453
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 335,376
COMMITMENTS
56,390 67,771 71,722 173,378 158,350 301,490 297,843 33,886 37,533
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 18,964)
-3,693 8,782 12,190 9,158 -1,819 17,655 19,153 1,309 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 20.2 21.4 51.7 47.2 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
70 83 119 84 76 235 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 569,927
COMMITMENTS
60,429 57,210 2,596 371,222 374,411 434,247 434,217 135,680 135,710
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -7,797)
-4,105 -8,152 -2,057 -2,786 -3,630 -8,948 -13,839 1,151 6,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 10.0 0.5 65.1 65.7 76.2 76.2 23.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
25 36 9 67 80 100 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 371,187
COMMITMENTS
38,402 32,379 8,775 251,327 274,288 298,504 315,442 72,683 55,745
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 569)
2,028 2,885 1,541 -2,445 -1,656 1,124 2,770 -555 -2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.7 2.4 67.7 73.9 80.4 85.0 19.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 6 5 29 37 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,281
COMMITMENTS
3,299 282 1,715 4,724 8,027 9,738 10,024 543 257
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -178)
-19 -160 38 -247 -42 -228 -164 50 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 2.7 16.7 45.9 78.1 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 4 5 22 23 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 208,969
COMMITMENTS
67,650 11,348 25,452 75,909 151,583 169,011 188,383 39,958 20,586
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,776)
5,386 -664 -2,630 -1,112 8,074 1,644 4,780 1,132 -2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 5.4 12.2 36.3 72.5 80.9 90.1 19.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
67 25 46 78 72 169 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,390
COMMITMENTS
3,089 5,391 797 8,219 7,379 12,105 13,567 3,285 1,823
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -2)
-425 -125 70 212 -50 -143 -105 141 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 35.0 5.2 53.4 47.9 78.7 88.2 21.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 19 9 26 10 49 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 952,587
COMMITMENTS
292,106 245,936 13,453 510,489 613,737 816,048 873,126 136,539 79,461
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 24,352)
-10,211 25,555 20 36,902 780 26,711 26,355 -2,359 -2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 25.8 1.4 53.6 64.4 85.7 91.7 14.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
51 39 13 97 89 153 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,680,993
COMMITMENTS
327,263 191,298 36,584 1033241 1163836 1397088 1391718 283,905 289,275
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 9,515)
30,395 12,720 -1,433 1,493 -11,838 30,455 -551 -20,940 10,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 11.4 2.2 61.5 69.2 83.1 82.8 16.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
46 56 30 116 127 183 192
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,412,528
COMMITMENTS
275,291 171,575 9,957 894,785 994,966 1180033 1176498 232,495 236,030
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -13,606)
-32,031 4,967 -1,741 29,043 -21,012 -4,729 -17,786 -8,877 4,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 12.1 0.7 63.3 70.4 83.5 83.3 16.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
36 39 11 74 91 116 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 379,837
COMMITMENTS
7,821 46,452 50,757 291,938 243,884 350,516 341,093 29,321 38,744
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 5,544)
-264 2,421 -1,999 8,214 5,820 5,951 6,242 -407 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 12.2 13.4 76.9 64.2 92.3 89.8 7.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 15 18 38 39 58 64
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,449
COMMITMENTS
25,678 6,472 6 26,580 48,347 52,263 54,825 8,186 5,625
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,643)
2,455 249 -231 -265 2,312 1,959 2,329 684 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 10.7 0.0 44.0 80.0 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
39 12 3 29 31 70 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,898
COMMITMENTS
51,355 12,944 12 53,159 96,693 104,526 109,649 16,372 11,249
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 5,285)
4,909 497 -462 -529 4,623 3,918 4,658 1,367 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 10.7 0.0 44.0 80.0 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
39 12 3 29 31 70 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,419
COMMITMENTS
6,116 6,945 1,042 1,134 431 8,292 8,418 127 1
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -64)
147 -19 -20 -193 -25 -66 -64 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 82.5 12.4 13.5 5.1 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 9 3 1 2 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,506
COMMITMENTS
2,069 5,013 1 9,257 6,432 11,327 11,446 179 60
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -500)
914 -877 0 -1,430 366 -516 -511 16 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 43.6 0.0 80.5 55.9 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 5 10 13 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,631
COMMITMENTS
1,683 1,493 0 11,676 12,101 13,359 13,594 272 37
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -330)
-561 -436 0 213 107 -348 -329 18 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 11.0 0.0 85.7 88.8 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 7 0 4 15 10 22
Updated June 29, 2007