WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,690
COMMITMENTS
151,399 105,636 73,999 198,685 237,206 424,083 416,841 42,607 49,849
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,689)
748 -2,028 -4,782 2,289 7,325 -1,745 515 3,434 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 22.6 15.9 42.6 50.8 90.9 89.3 9.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
149 113 128 89 112 315 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,286,309
COMMITMENTS
411,787 106,979 180,440 546,263 769,135 1138490 1056554 147,819 229,755
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 7,066)
-135 3,688 -7,599 15,513 11,872 7,779 7,961 -713 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.3 14.0 42.5 59.8 88.5 82.1 11.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
209 142 202 249 362 559 628
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,892
COMMITMENTS
2,322 481 155 6,860 9,935 9,337 10,571 2,555 1,321
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -871)
-1,306 -104 126 532 -805 -648 -783 -223 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 4.0 1.3 57.7 83.5 78.5 88.9 21.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 6 9 14 11 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 620,361
COMMITMENTS
220,529 43,252 86,194 250,466 422,457 557,189 551,903 63,172 68,458
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -19,428)
-3,001 2,391 -2,522 -11,573 -12,523 -17,096 -12,654 -2,332 -6,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 7.0 13.9 40.4 68.1 89.8 89.0 10.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
176 104 156 134 174 383 382
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,993
COMMITMENTS
57,689 92,339 79,213 194,057 156,690 330,959 328,242 34,034 36,751
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 37,247)
1,544 14,256 18,821 16,996 3,583 37,361 36,660 -114 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 25.3 21.7 53.2 42.9 90.7 89.9 9.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
68 95 132 80 68 239 254
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 555,028
COMMITMENTS
37,486 60,140 5,185 377,374 350,993 420,045 416,318 134,983 138,710
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 5,177)
1,840 9,174 -123 12,252 -2,248 13,969 6,803 -8,792 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 10.8 0.9 68.0 63.2 75.7 75.0 24.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
19 39 19 68 73 101 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 346,068
COMMITMENTS
18,692 38,494 2,196 255,894 252,930 276,782 293,620 69,286 52,448
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,973)
-4,406 7,335 -4,937 979 -10,195 -8,364 -7,797 391 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 11.1 0.6 73.9 73.1 80.0 84.8 20.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 7 5 33 36 43 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,058
COMMITMENTS
3,956 423 1,883 4,608 8,367 10,447 10,673 611 385
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 88)
-4 -205 -15 32 147 13 -73 75 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 3.8 17.0 41.7 75.7 94.5 96.5 5.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 4 18 19 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,845
COMMITMENTS
73,968 20,905 25,513 77,015 154,547 176,496 200,965 46,349 21,880
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,307)
-2,051 2,722 4,256 -3,307 -6,840 -1,102 138 2,409 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 9.4 11.4 34.6 69.4 79.2 90.2 20.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
65 34 51 77 68 170 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,799
COMMITMENTS
2,714 4,977 112 7,820 6,869 10,646 11,958 3,153 1,841
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -728)
163 34 -294 -433 -406 -564 -666 -164 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 36.1 0.8 56.7 49.8 77.2 86.7 22.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 15 3 25 9 43 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 963,711
COMMITMENTS
255,582 251,437 15,585 571,808 603,195 842,975 870,217 120,736 93,494
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 11,455)
7,779 389 4,919 -5,163 10,631 7,535 15,939 3,920 -4,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 26.1 1.6 59.3 62.6 87.5 90.3 12.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 40 20 99 86 155 135
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,694,764
COMMITMENTS
319,557 209,200 47,970 1069319 1120048 1436846 1377218 257,918 317,546
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,488)
-37,393 21,706 -2,481 37,900 -29,290 -1,974 -10,065 -5,514 2,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 12.3 2.8 63.1 66.1 84.8 81.3 15.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
43 62 38 114 128 183 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,347,859
COMMITMENTS
223,187 150,329 12,707 898,450 924,449 1134344 1087485 213,515 260,374
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 10,374)
7,569 -9,147 1,198 15,080 7,743 23,847 -206 -13,473 10,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 11.2 0.9 66.7 68.6 84.2 80.7 15.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
32 34 15 85 98 125 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 360,034
COMMITMENTS
14,944 49,053 52,280 271,518 224,861 338,742 326,194 21,292 33,840
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -58,552)
-18,569 1,269 -3,270 -37,377 -57,289 -59,216 -59,290 664 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 13.6 14.5 75.4 62.5 94.1 90.6 5.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 14 20 38 37 59 63
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,112
COMMITMENTS
14,735 6,462 1,859 26,955 38,500 43,549 46,820 7,564 4,293
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,725)
-1,737 -2,226 769 -894 -1,467 -1,862 -2,924 -863 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 12.6 3.6 52.7 75.3 85.2 91.6 14.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 14 6 36 27 65 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,224
COMMITMENTS
29,470 12,923 3,717 53,910 76,999 87,097 93,639 15,127 8,585
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -5,450)
-3,473 -4,451 1,537 -1,788 -2,934 -3,724 -5,848 -1,726 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 12.6 3.6 52.7 75.3 85.2 91.6 14.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 14 6 36 27 65 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,150
COMMITMENTS
4,887 6,138 994 1,143 0 7,024 7,132 126 18
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 394)
581 417 -37 -119 0 425 380 -31 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 85.8 13.9 16.0 0.0 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 3 2 0 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,529
COMMITMENTS
1,254 4,223 1 10,055 7,265 11,310 11,489 219 40
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -471)
-953 -943 0 443 476 -510 -467 39 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 36.6 0.0 87.2 63.0 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 1 5 12 14 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,020
COMMITMENTS
1,450 2,276 0 12,331 11,690 13,781 13,966 239 54
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 51)
-331 474 0 431 -422 100 52 -49 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 16.2 0.0 88.0 83.4 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 7 0 4 15 10 22
Updated November 9, 2012