WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,269
COMMITMENTS
115,156 125,268 134,241 263,380 229,130 512,777 488,638 30,493 54,631
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,511)
2,206 1,187 -3,379 3,026 5,771 1,853 3,579 -341 -2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 23.1 24.7 48.5 42.2 94.4 89.9 5.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
108 143 159 94 119 297 335
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,640,692
COMMITMENTS
274,863 154,821 512,568 678,700 686,212 1466132 1353601 174,560 287,091
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -43,603)
19,344 -7,132 -30,996 -34,999 1,408 -46,651 -36,720 3,048 -6,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.4 31.2 41.4 41.8 89.4 82.5 10.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
187 164 259 254 308 568 615
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,435
COMMITMENTS
787 1,836 983 1,244 491 3,014 3,310 421 125
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,315)
-383 84 -1,082 50 -233 -1,416 -1,232 100 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 53.4 28.6 36.2 14.3 87.7 96.3 12.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 9 11 4 7 18 19
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,904
COMMITMENTS
1,806 2,642 1,307 7,770 7,050 10,883 10,999 2,021 1,904
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -301)
316 112 -92 -281 75 -57 95 -244 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 20.5 10.1 60.2 54.6 84.3 85.2 15.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 15 10 17 11 35 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,116,839
COMMITMENTS
259,163 41,896 395,396 380,247 578,229 1034805 1015521 82,033 101,318
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,311)
2,296 -2,835 10,164 -324 9,343 12,136 16,672 5,175 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.8 35.4 34.0 51.8 92.7 90.9 7.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
257 119 270 186 219 557 520
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,673
COMMITMENTS
1,572 4,491 7,849 5,833 1,995 15,254 14,334 419 1,339
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -419)
-464 2,509 -766 739 -3,033 -491 -1,291 72 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 28.7 50.1 37.2 12.7 97.3 91.5 2.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 9 12 9 13 23 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 462,321
COMMITMENTS
67,085 102,957 107,497 253,888 217,385 428,470 427,839 33,851 34,482
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -13,747)
1,701 -2,037 -8,849 -8,293 -403 -15,440 -11,289 1,693 -2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 22.3 23.3 54.9 47.0 92.7 92.5 7.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
70 97 109 81 79 222 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 812,015
COMMITMENTS
76,912 31,906 91,773 470,218 538,657 638,903 662,336 173,112 149,679
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -22,480)
-17,898 -8,609 -1,092 -10,030 -18,134 -29,020 -27,835 6,540 5,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.9 11.3 57.9 66.3 78.7 81.6 21.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 33 41 93 93 146 140
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 347,636
COMMITMENTS
45,044 21,523 460 236,865 270,839 282,369 292,822 65,266 54,814
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -11,453)
1,665 5,323 -7,362 -100 -11,535 -5,797 -13,574 -5,657 2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.2 0.1 68.1 77.9 81.2 84.2 18.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 6 3 37 42 45 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,309
COMMITMENTS
1,748 205 899 7,226 8,832 9,873 9,936 436 373
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -987)
-60 46 -116 -850 -953 -1,026 -1,023 39 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 2.0 8.7 70.1 85.7 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 5 23 24 30 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 315,804
COMMITMENTS
97,526 7,993 71,487 97,555 208,378 266,568 287,857 49,237 27,947
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,935)
6,584 -2,136 12,765 -2,330 5,594 17,019 16,223 916 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 2.5 22.6 30.9 66.0 84.4 91.2 15.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
98 26 70 76 88 208 167
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,128
COMMITMENTS
3,072 6,569 2,668 8,792 5,635 14,532 14,871 2,596 2,257
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 220)
159 -122 413 -274 74 298 366 -78 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 38.4 15.6 51.3 32.9 84.8 86.8 15.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 23 21 29 17 64 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,373
COMMITMENTS
221,515 186,896 48,357 560,895 647,688 830,767 882,941 133,606 81,432
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -59,221)
-25,963 489 3,541 -35,587 -64,958 -58,010 -60,929 -1,211 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 19.4 5.0 58.2 67.2 86.1 91.6 13.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
38 40 27 108 99 162 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,237,466
COMMITMENTS
264,024 234,410 274,256 1400565 1411962 1938846 1920628 298,621 316,838
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -62,727)
49,476 -19,211 -5,297 -88,148 -37,799 -43,969 -62,307 -18,758 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.5 12.3 62.6 63.1 86.7 85.8 13.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
39 62 56 138 156 211 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,211,342
COMMITMENTS
186,584 144,226 59,613 738,030 765,558 984,228 969,398 227,114 241,943
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -14,654)
3,461 2,084 -110 -13,046 -2,714 -9,695 -741 -4,958 -13,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 11.9 4.9 60.9 63.2 81.3 80.0 18.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
27 37 30 88 105 136 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 577,147
COMMITMENTS
20,771 62,122 135,110 395,989 330,468 551,870 527,699 25,277 49,448
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 15,414)
-2,918 5,730 1,831 14,645 10,412 13,558 17,973 1,856 -2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.8 23.4 68.6 57.3 95.6 91.4 4.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 22 32 51 55 85 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,046
COMMITMENTS
10,212 7,576 369 23,008 27,765 33,588 35,710 6,458 4,336
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -50,799)
-830 2,158 -6,607 -37,674 -40,462 -45,111 -44,910 -5,688 -5,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 18.9 0.9 57.5 69.3 83.9 89.2 16.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 12 9 32 26 56 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,092
COMMITMENTS
20,424 15,153 737 46,016 55,531 67,177 71,421 12,916 8,672
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -53,574)
38 -2,438 -3,828 -44,571 -46,533 -48,361 -52,800 -5,212 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 18.9 0.9 57.5 69.3 83.9 89.2 16.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 12 9 32 26 56 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,591
COMMITMENTS
4,586 6,532 3,336 2,557 616 10,479 10,484 112 107
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,368)
-238 -385 2,632 55 116 2,449 2,363 -81 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 61.7 31.5 24.1 5.8 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 10 5 3 3 13 16
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,430
COMMITMENTS
1,510 2,248 45 7,674 7,070 9,229 9,363 201 67
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,089)
-43 -862 -2,104 -736 65 -2,883 -2,901 -206 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 23.8 0.5 81.4 75.0 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 7 1 6 10 13 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,308
COMMITMENTS
2,060 1,649 0 6,961 7,612 9,021 9,261 287 47
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,065)
257 -144 -461 -1,894 -1,375 -2,098 -1,980 33 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 17.7 0.0 74.8 81.8 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 0 3 14 11 21
Updated June 22, 2012