WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,646
COMMITMENTS
130,247 97,588 82,054 207,396 230,809 419,697 410,451 41,949 51,195
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -32,728)
-10,858 -10,342 -7,880 -17,802 -14,414 -36,540 -32,636 3,812 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 21.1 17.8 44.9 50.0 90.9 88.9 9.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
139 104 122 93 119 300 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,240,603
COMMITMENTS
393,687 63,301 164,012 528,084 788,080 1085783 1015393 154,820 225,210
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -60,903)
-14,871 -31,248 -25,403 -23,995 104 -64,269 -56,547 3,366 -4,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 5.1 13.2 42.6 63.5 87.5 81.8 12.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753)
193 132 178 251 366 539 604
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,710
COMMITMENTS
2,246 71 94 5,623 8,724 7,963 8,889 2,747 1,821
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -735)
7 -255 -144 -994 -660 -1,131 -1,059 396 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 0.7 0.9 52.5 81.5 74.4 83.0 25.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 3 4 16 10 33 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,386
COMMITMENTS
187,431 65,242 89,657 264,580 381,637 541,668 536,536 61,718 66,850
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -305)
-4,936 5,570 -740 3,273 -6,039 -2,403 -1,209 2,098 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 10.8 14.9 43.8 63.2 89.8 88.9 10.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
161 104 154 130 157 367 363
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,556
COMMITMENTS
61,634 97,219 49,346 173,954 133,425 284,934 279,990 34,622 39,566
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -25,357)
652 -4,364 -14,621 -12,886 -8,252 -26,855 -27,237 1,498 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 30.4 15.4 54.4 41.8 89.2 87.6 10.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
61 84 86 76 64 195 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 688,751
COMMITMENTS
75,364 49,540 32,200 409,405 447,784 516,969 529,524 171,782 159,227
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 55,566)
-7,304 -3,357 24,781 24,458 24,500 41,935 45,924 13,631 9,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 7.2 4.7 59.4 65.0 75.1 76.9 24.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
32 23 20 63 72 108 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 389,460
COMMITMENTS
21,891 53,108 8,513 266,987 256,121 297,391 317,742 92,069 71,718
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 32,744)
-2,461 528 6,645 7,560 11,142 11,744 18,315 21,000 14,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 13.6 2.2 68.6 65.8 76.4 81.6 23.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 6 8 30 36 44 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,761
COMMITMENTS
1,809 180 2,842 5,556 7,502 10,207 10,524 554 237
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -647)
-808 -67 258 -18 -878 -568 -687 -79 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 1.7 26.4 51.6 69.7 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 6 15 19 26 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,266
COMMITMENTS
60,902 22,200 21,815 82,403 138,457 165,120 182,472 46,146 28,794
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -6,732)
-3,793 1,603 -1,335 -2,669 -7,802 -7,797 -7,534 1,065 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 10.5 10.3 39.0 65.5 78.2 86.4 21.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
55 33 50 72 61 155 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,373
COMMITMENTS
2,903 5,421 213 8,088 6,826 11,204 12,460 3,169 1,913
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 96)
81 0 71 6 89 158 160 -62 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 37.7 1.5 56.3 47.5 78.0 86.7 22.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 18 4 25 11 47 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,089,316
COMMITMENTS
283,691 255,508 49,326 590,341 675,774 923,358 980,608 165,958 108,708
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -4,416)
-52,762 1,565 18,348 7,970 -55,817 -26,444 -35,904 22,028 31,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 23.5 4.5 54.2 62.0 84.8 90.0 15.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
54 31 26 101 96 164 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,848,887
COMMITMENTS
378,022 190,368 97,295 1063962 1194834 1539279 1482497 309,608 366,390
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -8,113)
-39,622 -65,863 43,603 -28,739 -10,805 -24,758 -33,065 16,645 24,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 10.3 5.3 57.5 64.6 83.3 80.2 16.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
47 52 39 103 133 170 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,598,721
COMMITMENTS
321,242 183,925 27,239 975,581 1119578 1324062 1330742 274,659 267,979
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 86,126)
-8,484 -17,764 6,563 72,556 88,430 70,635 77,229 15,491 8,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 11.5 1.7 61.0 70.0 82.8 83.2 17.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
33 38 16 86 101 131 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 392,895
COMMITMENTS
26,341 48,069 54,981 286,884 258,358 368,206 361,408 24,689 31,487
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 11,075)
7,767 886 -797 6,183 11,982 13,153 12,071 -2,078 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 12.2 14.0 73.0 65.8 93.7 92.0 6.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 15 22 39 40 64 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,110
COMMITMENTS
8,104 10,682 2,483 29,349 30,039 39,935 43,203 8,175 4,907
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -39)
-1,284 -545 -42 1,722 520 397 -67 -435 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 22.2 5.2 61.0 62.4 83.0 89.8 17.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 24 5 37 23 60 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,220
COMMITMENTS
16,207 21,363 4,966 58,697 60,077 79,870 86,406 16,350 9,814
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -77)
-2,567 -1,090 -83 3,443 1,039 793 -134 -870 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 22.2 5.2 61.0 62.4 83.0 89.8 17.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 24 5 37 23 60 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,331
COMMITMENTS
7,194 7,418 985 1,024 919 9,203 9,322 128 9
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,178)
2,273 1,654 -1 -97 525 2,175 2,178 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.1 79.5 10.6 11.0 9.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 3 1 2 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,877
COMMITMENTS
982 4,596 1 11,677 8,180 12,660 12,777 217 100
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 521)
32 477 0 489 21 521 498 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 35.7 0.0 90.7 63.5 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 8 1 5 11 12 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,198
COMMITMENTS
753 1,609 12 12,176 11,484 12,941 13,105 257 93
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -408)
-358 -493 12 -63 29 -409 -452 1 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 12.2 0.1 92.3 87.0 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 5 1 4 15 11 20
Updated December 5, 2012