WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,734
COMMITMENTS
153,074 103,942 75,125 199,540 236,757 427,739 415,824 36,995 48,910
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 2,446)
8,867 -366 -844 -4,925 5,966 3,098 4,756 -652 -2,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 22.4 16.2 42.9 50.9 92.0 89.5 8.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
148 109 123 92 118 308 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,278,961
COMMITMENTS
433,003 99,344 176,780 522,345 772,869 1132128 1048993 146,833 229,968
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 26,136)
10,146 3,540 16,128 -3,042 4,935 23,232 24,603 2,904 1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 7.8 13.8 40.8 60.4 88.5 82.0 11.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786)
221 139 190 226 366 537 627
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,325
COMMITMENTS
3,602 555 64 6,204 10,428 9,870 11,047 2,455 1,278
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 634)
463 -135 -6 27 536 484 395 150 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 4.5 0.5 50.3 84.6 80.1 89.6 19.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 8 7 15 10 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 706,473
COMMITMENTS
258,999 54,375 97,792 279,882 472,666 636,673 624,833 69,800 81,640
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -8,627)
191 -282 -1,154 -12,011 -5,873 -12,974 -7,309 4,347 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 7.7 13.8 39.6 66.9 90.1 88.4 9.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
211 133 194 157 185 468 442
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,249
COMMITMENTS
54,854 69,419 69,844 172,639 154,804 297,337 294,067 32,912 36,182
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -5,127)
-1,536 1,648 -1,878 -739 -3,546 -4,153 -3,776 -974 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 21.0 21.1 52.3 46.9 90.0 89.0 10.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
69 83 122 81 69 232 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 543,502
COMMITMENTS
36,421 60,256 5,129 368,238 347,218 409,788 412,603 133,714 130,899
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -26,425)
-24,008 3,046 2,533 -2,984 -27,193 -24,459 -21,614 -1,966 -4,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 11.1 0.9 67.8 63.9 75.4 75.9 24.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
23 35 13 69 71 103 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 368,002
COMMITMENTS
37,077 30,621 6,570 255,771 275,256 299,418 312,447 68,584 55,555
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -3,185)
-1,325 -1,758 -2,205 4,444 968 914 -2,995 -4,099 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.3 1.8 69.5 74.8 81.4 84.9 18.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 6 5 30 37 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,187
COMMITMENTS
3,553 500 1,804 4,316 7,649 9,673 9,953 514 234
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -94)
254 218 89 -408 -378 -65 -71 -29 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 4.9 17.7 42.4 75.1 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 5 6 21 21 34 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,274
COMMITMENTS
67,593 15,199 21,757 79,512 153,717 168,862 190,673 42,412 20,601
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 2,305)
-57 3,851 -3,695 3,603 2,134 -149 2,290 2,454 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.2 10.3 37.6 72.8 79.9 90.2 20.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
68 24 44 83 72 172 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,976
COMMITMENTS
2,828 5,337 471 8,372 7,433 11,671 13,241 3,305 1,735
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -414)
-261 -54 -326 153 54 -434 -326 20 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 35.6 3.1 55.9 49.6 77.9 88.4 22.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 18 10 26 10 49 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 981,147
COMMITMENTS
251,027 256,573 12,971 566,263 584,924 830,261 854,468 150,886 126,679
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 28,560)
-41,079 10,637 -482 55,774 -28,813 14,213 -18,658 14,347 47,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 26.2 1.3 57.7 59.6 84.6 87.1 15.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
45 42 17 99 88 153 138
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,694,133
COMMITMENTS
267,418 188,122 38,092 1110852 1173844 1416362 1400058 277,771 294,075
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 13,140)
-59,845 -3,176 1,508 77,611 10,008 19,274 8,340 -6,134 4,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 11.1 2.2 65.6 69.3 83.6 82.6 16.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
49 51 38 121 124 194 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,358,525
COMMITMENTS
228,379 145,153 16,833 895,871 942,314 1141083 1104300 217,442 254,225
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -54,003)
-46,912 -26,422 6,876 1,086 -52,652 -38,950 -72,198 -15,053 18,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 10.7 1.2 65.9 69.4 84.0 81.3 16.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
36 34 16 80 92 125 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 387,775
COMMITMENTS
10,685 48,059 54,196 299,934 247,665 364,815 349,920 22,960 37,855
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 7,938)
2,864 1,607 3,439 7,996 3,781 14,299 8,827 -6,361 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 12.4 14.0 77.3 63.9 94.1 90.2 5.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 14 19 37 37 58 62
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,166
COMMITMENTS
18,722 7,940 519 27,633 42,646 46,873 51,104 8,293 4,062
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -5,284)
-6,956 1,468 513 1,053 -5,701 -5,391 -3,721 107 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 14.4 0.9 50.1 77.3 85.0 92.6 15.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 14 4 33 23 71 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,331
COMMITMENTS
37,443 15,879 1,037 55,265 85,292 93,745 102,208 16,586 8,123
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10,567)
-13,912 2,935 1,025 2,106 -11,401 -10,781 -7,441 214 -3,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 14.4 0.9 50.1 77.3 85.0 92.6 15.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 14 4 33 23 71 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,449
COMMITMENTS
6,116 7,076 1,052 1,134 316 8,302 8,444 147 5
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 30)
0 131 10 0 -115 10 26 20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.4 83.7 12.5 13.4 3.7 98.3 99.9 1.7 0.1
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,630
COMMITMENTS
2,020 5,075 1 9,433 6,493 11,454 11,569 176 61
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 124)
-49 62 0 176 61 127 123 -3 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 43.6 0.0 81.1 55.8 98.5 99.5 1.5 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,694
COMMITMENTS
1,655 1,588 0 11,758 12,075 13,413 13,663 281 31
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 63)
-28 95 0 82 -26 54 69 9 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 11.6 0.0 85.9 88.2 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 0 4 14 10 19
Updated October 26, 2012