WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,001
COMMITMENTS
150,651 107,664 78,781 196,396 229,881 425,828 416,326 39,173 48,675
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 267)
-2,423 3,722 3,656 -3,144 -6,876 -1,911 502 2,178 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 23.2 16.9 42.2 49.4 91.6 89.5 8.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
134 117 131 93 117 307 301
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,279,243
COMMITMENTS
411,922 103,291 188,039 530,750 757,263 1130711 1048593 148,532 230,650
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 282)
-21,081 3,947 11,259 8,405 -15,606 -1,417 -400 1,699 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 8.1 14.7 41.5 59.2 88.4 82.0 11.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
202 143 193 243 352 547 611
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,763
COMMITMENTS
3,628 585 29 6,328 10,740 9,985 11,354 2,778 1,409
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 438)
26 30 -35 124 312 115 307 323 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 4.6 0.2 49.6 84.1 78.2 89.0 21.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 8 7 15 11 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,789
COMMITMENTS
223,530 40,861 88,716 262,039 434,980 574,285 564,557 65,504 75,232
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -66,684)
-35,469 -13,514 -9,076 -17,843 -37,686 -62,388 -60,276 -4,296 -6,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 6.4 13.9 41.0 68.0 89.8 88.2 10.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506)
182 99 162 143 175 409 381
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,746
COMMITMENTS
56,145 78,083 60,392 177,061 153,107 293,598 291,582 34,148 36,164
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,503)
1,291 8,664 -9,452 4,422 -1,697 -3,739 -2,485 1,236 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 23.8 18.4 54.0 46.7 89.6 89.0 10.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
71 79 111 82 68 222 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 549,851
COMMITMENTS
35,646 50,966 5,308 365,122 353,241 406,076 409,515 143,775 140,336
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 6,349)
-775 -9,290 179 -3,116 6,023 -3,712 -3,088 10,061 9,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 9.3 1.0 66.4 64.2 73.9 74.5 26.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
19 37 13 67 68 97 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 354,041
COMMITMENTS
23,098 31,159 7,133 254,915 263,125 285,146 301,417 68,895 52,624
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -13,961)
-13,979 538 563 -856 -12,131 -14,272 -11,030 311 -2,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 8.8 2.0 72.0 74.3 80.5 85.1 19.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 6 5 32 38 42 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,970
COMMITMENTS
3,960 628 1,898 4,576 8,220 10,434 10,746 536 224
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 783)
407 128 94 260 571 761 793 22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 5.7 17.3 41.7 74.9 95.1 98.0 4.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 4 6 18 22 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 221,538
COMMITMENTS
76,019 18,183 21,257 80,322 161,387 177,598 200,827 43,940 20,711
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 10,264)
8,426 2,984 -500 810 7,670 8,736 10,154 1,528 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 8.2 9.6 36.3 72.8 80.2 90.7 19.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
72 25 43 78 71 168 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,527
COMMITMENTS
2,551 4,943 406 8,253 7,275 11,210 12,624 3,317 1,903
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -449)
-277 -394 -65 -119 -158 -461 -617 12 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 34.0 2.8 56.8 50.1 77.2 86.9 22.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 5 26 11 45 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 952,256
COMMITMENTS
247,803 251,048 10,666 576,971 592,564 835,440 854,278 116,816 97,978
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -28,891)
-3,224 -5,525 -2,305 10,708 7,640 5,179 -190 -34,070 -28,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 26.4 1.1 60.6 62.2 87.7 89.7 12.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
39 42 18 102 86 151 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,702,252
COMMITMENTS
356,950 187,494 50,451 1031419 1149338 1438820 1387283 263,432 314,969
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 8,119)
89,532 -628 12,359 -79,433 -24,506 22,458 -12,775 -14,339 20,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 11.0 3.0 60.6 67.5 84.5 81.5 15.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
44 54 34 113 124 179 191
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,337,485
COMMITMENTS
215,618 159,476 11,509 883,370 916,706 1110497 1087691 226,988 249,794
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -21,040)
-12,761 14,323 -5,324 -12,501 -25,608 -30,586 -16,609 9,546 -4,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.9 0.9 66.0 68.5 83.0 81.3 17.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
30 40 15 81 89 120 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 418,586
COMMITMENTS
33,513 47,784 55,550 308,895 282,150 397,958 385,484 20,628 33,102
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 30,811)
22,828 -275 1,354 8,961 34,485 33,143 35,564 -2,332 -4,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.4 13.3 73.8 67.4 95.1 92.1 4.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 14 24 39 38 64 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,837
COMMITMENTS
16,472 8,687 1,090 27,849 39,967 45,411 49,744 8,427 4,094
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,329)
-2,250 748 572 217 -2,680 -1,462 -1,361 134 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 16.1 2.0 51.7 74.2 84.3 92.4 15.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 15 7 35 22 72 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,674
COMMITMENTS
32,943 17,374 2,180 55,698 79,933 90,821 99,487 16,853 8,187
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,657)
-4,500 1,495 1,143 433 -5,359 -2,924 -2,721 267 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 16.1 2.0 51.7 74.2 84.3 92.4 15.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 15 7 35 22 72 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,756
COMMITMENTS
4,306 5,721 1,031 1,262 0 6,599 6,752 157 4
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,693)
-1,810 -1,355 -21 128 -316 -1,703 -1,692 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 84.7 15.3 18.7 0.0 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 8 3 2 0 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,000
COMMITMENTS
2,207 5,166 1 9,612 6,789 11,820 11,956 180 44
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 370)
187 91 0 179 296 366 387 4 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 43.1 0.0 80.1 56.6 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 1 5 9 13 15
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,969
COMMITMENTS
1,781 1,802 0 11,900 12,112 13,681 13,914 288 55
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 275)
126 214 0 142 37 268 251 7 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 12.9 0.0 85.2 86.7 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 0 4 14 11 19
Updated November 2, 2012