WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,444
COMMITMENTS
121,501 94,674 81,514 203,134 217,067 406,149 393,255 38,295 51,189
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -17,202)
-8,746 -2,914 -540 -4,262 -13,742 -13,548 -17,196 -3,654 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 21.3 18.3 45.7 48.8 91.4 88.5 8.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
127 104 95 90 113 264 269
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,203,365
COMMITMENTS
427,726 68,453 146,511 489,624 777,938 1063861 992,902 139,504 210,463
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -37,238)
34,039 5,152 -17,501 -38,460 -10,142 -21,922 -22,491 -15,316 -14,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 5.7 12.2 40.7 64.6 88.4 82.5 11.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748)
186 142 169 211 361 489 597
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,833
COMMITMENTS
2,033 878 14 5,505 8,034 7,552 8,926 2,281 907
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -877)
-213 807 -80 -118 -690 -411 37 -466 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 8.9 0.1 56.0 81.7 76.8 90.8 23.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 7 2 16 12 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,935
COMMITMENTS
183,808 60,989 88,348 259,716 375,369 531,872 524,706 62,063 69,229
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -9,451)
-3,623 -4,253 -1,309 -4,864 -6,268 -9,796 -11,830 345 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 10.3 14.9 43.7 63.2 89.6 88.3 10.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
153 95 156 117 152 347 350
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,022
COMMITMENTS
65,824 97,926 43,690 167,880 130,138 277,394 271,754 32,628 38,268
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -9,534)
4,190 707 -5,656 -6,074 -3,287 -7,540 -8,236 -1,994 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 31.6 14.1 54.2 42.0 89.5 87.7 10.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
66 95 87 70 62 193 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 654,492
COMMITMENTS
100,366 42,462 19,347 387,421 446,195 507,134 508,004 147,358 146,488
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -34,259)
25,002 -7,078 -12,853 -21,984 -1,589 -9,835 -21,520 -24,424 -12,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 6.5 3.0 59.2 68.2 77.5 77.6 22.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 24 16 68 77 115 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,644
COMMITMENTS
23,968 53,249 4,076 282,473 269,179 310,517 326,504 70,127 54,140
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,816)
2,077 141 -4,437 15,486 13,058 13,126 8,762 -21,942 -17,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 14.0 1.1 74.2 70.7 81.6 85.8 18.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 8 6 30 36 42 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,778
COMMITMENTS
1,493 179 2,869 5,822 7,589 10,184 10,637 594 141
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 17)
-316 -1 27 266 87 -23 113 40 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 1.7 26.6 54.0 70.4 94.5 98.7 5.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 2 6 17 21 28 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 216,689
COMMITMENTS
63,952 23,099 24,168 85,387 144,401 173,507 191,668 43,182 25,021
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,423)
3,050 899 2,353 2,984 5,944 8,387 9,196 -2,964 -3,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 10.7 11.2 39.4 66.6 80.1 88.5 19.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
62 34 56 75 66 167 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,684
COMMITMENTS
3,107 4,955 397 7,892 7,504 11,396 12,856 3,288 1,828
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 311)
204 -466 184 -196 678 192 396 119 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 33.7 2.7 53.7 51.1 77.6 87.6 22.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 15 6 25 13 48 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 996,272
COMMITMENTS
270,580 256,581 24,191 563,928 631,098 858,699 911,870 137,573 84,402
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -93,044)
-13,111 1,073 -25,135 -26,413 -44,676 -64,659 -68,738 -28,385 -24,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 25.8 2.4 56.6 63.3 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
51 36 20 99 96 159 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,701,606
COMMITMENTS
383,374 180,683 55,670 968,712 1114991 1407756 1351344 293,850 350,262
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -147,281)
5,352 -9,685 -41,625 -95,250 -79,843 -131,523 -131,153 -15,758 -16,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 10.6 3.3 56.9 65.5 82.7 79.4 17.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
42 53 32 98 131 156 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,521,475
COMMITMENTS
301,939 185,908 18,807 936,924 1075375 1257670 1280090 263,805 241,385
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -77,246)
-19,303 1,983 -8,432 -38,657 -44,203 -66,392 -50,652 -10,854 -26,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 12.2 1.2 61.6 70.7 82.7 84.1 17.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
35 38 12 83 102 125 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 330,886
COMMITMENTS
15,164 47,966 50,697 242,254 197,834 308,115 296,497 22,771 34,389
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -62,009)
-11,177 -103 -4,284 -44,630 -60,524 -60,091 -64,911 -1,918 2,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 14.5 15.3 73.2 59.8 93.1 89.6 6.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 16 20 34 36 55 62
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,680
COMMITMENTS
10,533 6,824 1,214 27,242 35,031 38,988 43,068 8,692 4,612
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -431)
2,430 -3,858 -1,270 -2,107 4,992 -947 -136 517 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 14.3 2.5 57.1 73.5 81.8 90.3 18.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 11 9 38 26 69 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,359
COMMITMENTS
21,066 13,647 2,427 54,483 70,061 77,976 86,135 17,383 9,224
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -861)
4,859 -7,716 -2,539 -4,214 9,984 -1,894 -271 1,033 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 14.3 2.5 57.1 73.5 81.8 90.3 18.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 11 9 38 26 69 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,296
COMMITMENTS
7,163 7,025 979 1,024 1,283 9,166 9,287 130 9
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -35)
-31 -393 -6 0 364 -37 -35 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.1 75.6 10.5 11.0 13.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 3 1 2 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,089
COMMITMENTS
1,216 4,495 349 11,322 8,172 12,887 13,016 202 73
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 212)
234 -101 348 -355 -8 227 239 -15 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 34.3 2.7 86.5 62.4 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 2 5 12 13 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,293
COMMITMENTS
809 1,514 121 12,114 11,598 13,044 13,233 249 60
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 95)
56 -95 109 -62 114 103 128 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 11.4 0.9 91.1 87.2 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 5 1 4 15 13 20
Updated December 7, 2012