WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,469
COMMITMENTS
145,389 84,022 213,917 250,629 295,031 609,935 592,971 42,535 59,499
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 28,752)
3,826 -2,257 21,150 647 6,348 25,623 25,241 3,130 3,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 12.9 32.8 38.4 45.2 93.5 90.9 6.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
134 121 142 100 131 316 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,007,418
COMMITMENTS
362,167 55,761 733,152 724,216 954,123 1819535 1743036 187,883 264,382
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 90,498)
30,979 -18,166 66,770 7,545 32,523 105,295 81,127 -14,797 9,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 2.8 36.5 36.1 47.5 90.6 86.8 9.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 798)
234 144 263 273 383 612 692
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,451
COMMITMENTS
3,164 138 748 5,200 9,596 9,113 10,483 2,338 967
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 227)
-121 -77 64 99 224 42 211 185 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 1.2 6.5 45.4 83.8 79.6 91.6 20.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 4 8 14 14 36 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,259,806
COMMITMENTS
293,543 48,098 472,115 410,474 652,518 1176132 1172731 83,673 87,075
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,184)
-15,244 -4,201 18,561 9,634 -4,857 12,951 9,504 -10,768 -7,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 3.8 37.5 32.6 51.8 93.4 93.1 6.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647)
286 119 260 195 222 563 523
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 380,006
COMMITMENTS
56,273 67,426 82,005 212,517 203,735 350,794 353,166 29,212 26,840
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -19,372)
-5,121 -2,072 -15,023 5,707 1,694 -14,437 -15,402 -4,935 -3,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.7 21.6 55.9 53.6 92.3 92.9 7.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
67 82 91 79 80 207 208
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,397
COMMITMENTS
72,261 45,163 77,858 454,196 505,462 604,315 628,483 180,083 155,914
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 40,855)
2,395 272 12,075 28,036 16,312 42,507 28,659 -1,652 12,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.8 9.9 57.9 64.4 77.0 80.1 23.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
25 33 35 85 90 135 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 350,205
COMMITMENTS
45,004 23,683 469 231,400 273,507 276,873 297,659 73,332 52,545
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 755)
-474 -1,641 -1 -6,219 -548 -6,694 -2,190 7,449 2,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.8 0.1 66.1 78.1 79.1 85.0 20.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 4 5 33 41 43 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,068
COMMITMENTS
1,592 275 2,602 7,166 8,965 11,360 11,842 708 226
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -609)
-552 118 688 -778 -1,298 -642 -492 33 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.3 21.6 59.4 74.3 94.1 98.1 5.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 4 7 20 22 33 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 328,687
COMMITMENTS
81,703 4,756 98,105 98,147 195,976 277,955 298,837 50,732 29,849
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4,878)
-8,125 -105 7,940 -226 -8,994 -410 -1,158 -4,467 -3,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 1.4 29.8 29.9 59.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
102 24 79 72 77 211 163
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,786
COMMITMENTS
3,706 4,846 685 6,935 6,815 11,326 12,347 2,460 1,440
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 288)
-39 47 67 203 63 232 177 56 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 35.2 5.0 50.3 49.4 82.2 89.6 17.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 26 10 24 13 53 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,206,757
COMMITMENTS
373,368 185,936 110,040 588,647 831,827 1072054 1127803 134,703 78,955
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 57,675)
23,084 -4,769 9,733 23,097 53,748 55,913 58,712 1,762 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 15.4 9.1 48.8 68.9 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
55 46 30 107 109 180 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,259,544
COMMITMENTS
259,477 278,604 257,150 1412855 1402915 1929482 1938669 330,063 320,875
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 62,611)
-9,402 -11,822 19,332 38,463 36,500 48,394 44,010 14,217 18,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.3 11.4 62.5 62.1 85.4 85.8 14.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
40 67 63 133 152 211 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,676
COMMITMENTS
239,929 110,780 91,074 661,768 809,555 992,771 1011409 261,905 243,267
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 25,875)
-27,229 -6,875 22,121 5,420 9,234 311 24,480 25,563 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 8.8 7.3 52.7 64.5 79.1 80.6 20.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
37 32 31 90 108 142 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 533,408
COMMITMENTS
14,925 50,564 107,647 383,241 338,423 505,813 496,634 27,595 36,774
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 6,800)
-3,390 -3,263 -144 7,953 15,123 4,419 11,716 2,381 -4,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.5 20.2 71.8 63.4 94.8 93.1 5.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 21 30 51 50 83 86
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,795
COMMITMENTS
11,042 7,262 278 22,111 29,132 33,431 36,673 7,364 4,123
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,341)
-1,014 1,926 46 -1,439 -4,748 -2,407 -2,776 66 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 17.8 0.7 54.2 71.4 81.9 89.9 18.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 16 8 31 24 55 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,591
COMMITMENTS
22,083 14,524 557 44,223 58,265 66,863 73,345 14,728 8,245
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4,682)
-2,028 3,852 92 -2,878 -9,496 -4,814 -5,552 132 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 17.8 0.7 54.2 71.4 81.9 89.9 18.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 16 8 31 24 55 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,339
COMMITMENTS
5,881 6,239 900 1,448 1,192 8,229 8,331 110 8
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4)
39 -38 0 -53 33 -14 -5 10 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 74.8 10.8 17.4 14.3 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 9 2 1 3 10 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,370
COMMITMENTS
1,576 2,796 26 8,443 6,017 10,045 8,839 325 1,531
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 365)
-13 -979 1 360 -145 348 -1,123 17 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 27.0 0.3 81.4 58.0 96.9 85.2 3.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 8 1 6 9 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,214
COMMITMENTS
1,923 3,515 0 11,973 10,674 13,896 14,189 318 25
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,116)
130 67 0 2,026 2,049 2,156 2,116 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 24.7 0.0 84.2 75.1 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 0 4 14 10 25
Updated July 27, 2012