WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,534
COMMITMENTS
146,843 86,365 199,489 259,858 306,613 606,190 592,467 42,344 56,068
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 27,495)
1,895 1,614 12,959 11,815 14,276 26,669 28,850 826 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 13.3 30.8 40.1 47.3 93.5 91.4 6.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
149 125 165 97 133 334 346
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,073,500
COMMITMENTS
431,357 55,556 727,381 721,140 1012663 1879878 1795601 193,622 277,900
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 106,650)
35,431 2,937 47,862 14,455 50,771 97,748 101,570 8,902 5,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.7 35.1 34.8 48.8 90.7 86.6 9.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 903)
275 163 301 316 421 704 781
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,423
COMMITMENTS
1,251 1,062 1,514 366 702 3,131 3,278 291 145
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 31.0 44.2 10.7 20.5 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 6 10 6 7 19 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,350
COMMITMENTS
3,294 148 972 5,632 10,332 9,898 11,452 2,452 899
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 710)
269 -33 139 196 573 603 679 107 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 1.2 7.9 45.6 83.7 80.1 92.7 19.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 8 14 13 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,231,055
COMMITMENTS
307,433 52,835 467,894 367,945 621,743 1143272 1142472 87,783 88,583
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 90,506)
24,459 1,270 58,763 -527 26,076 82,695 86,110 7,811 4,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.3 38.0 29.9 50.5 92.9 92.8 7.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682)
271 163 273 181 230 575 551
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,665
COMMITMENTS
73,432 47,999 92,089 189,282 223,665 354,804 363,754 36,861 27,911
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 6,579)
11,016 -4,409 4,813 -14,245 8,643 1,584 9,047 4,995 -2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.3 23.5 48.3 57.1 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
75 79 112 87 78 241 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,258
COMMITMENTS
53,828 39,747 67,191 408,148 441,033 529,166 547,970 175,092 156,288
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 9,470)
-19,626 -17,527 2,957 25,899 14,487 9,230 -83 240 9,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.6 9.5 58.0 62.6 75.1 77.8 24.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
31 22 35 79 87 125 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 362,324
COMMITMENTS
42,069 21,394 507 251,797 284,651 294,373 306,553 67,951 55,771
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,234)
-3,268 -4,282 -11 3,252 3,228 -27 -1,064 2,261 3,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.9 0.1 69.5 78.6 81.2 84.6 18.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 3 36 42 44 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,914
COMMITMENTS
2,136 152 2,985 6,194 8,558 11,315 11,695 599 219
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -312)
-235 -184 126 -231 -254 -340 -312 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 1.3 25.1 52.0 71.8 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 2 8 24 24 41 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 349,656
COMMITMENTS
88,317 6,742 110,353 95,933 205,369 294,603 322,464 55,053 27,192
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 26,416)
4,563 333 11,536 6,690 15,403 22,789 27,272 3,627 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 1.9 31.6 27.4 58.7 84.3 92.2 15.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
101 24 88 78 79 221 176
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,787
COMMITMENTS
3,625 4,273 1,357 7,200 7,969 12,182 13,599 2,605 1,188
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 251)
-320 -190 472 58 -100 210 182 41 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 28.9 9.2 48.7 53.9 82.4 92.0 17.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 21 15 25 12 60 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,142,490
COMMITMENTS
293,716 153,058 116,303 611,123 785,925 1021143 1055287 121,348 87,204
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -7,538)
-18,605 -32,502 6,288 8,983 13,179 -3,334 -13,035 -4,204 5,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 13.4 10.2 53.5 68.8 89.4 92.4 10.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
46 39 31 108 112 171 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,148,082
COMMITMENTS
230,749 167,797 291,085 1316472 1354107 1838307 1812989 309,775 335,092
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 28,805)
7,298 -17,513 21,000 -2,004 7,788 26,293 11,275 2,511 17,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.8 13.6 61.3 63.0 85.6 84.4 14.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
44 53 63 151 161 228 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,381,822
COMMITMENTS
201,120 114,828 75,249 862,190 931,756 1138559 1121833 243,263 259,990
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 74,562)
-13,116 2,088 10,151 70,553 47,512 67,588 59,750 6,975 14,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 8.3 5.4 62.4 67.4 82.4 81.2 17.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
26 41 36 89 106 139 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 486,647
COMMITMENTS
22,065 57,851 84,714 355,574 309,776 462,353 452,341 24,294 34,306
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 13,194)
4,665 12,707 1,760 6,067 5,639 12,492 20,106 702 -6,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 11.9 17.4 73.1 63.7 95.0 93.0 5.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 14 28 47 45 77 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,000
COMMITMENTS
21,358 7,044 327 26,910 43,896 48,594 51,267 9,406 6,733
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,417)
2,698 933 72 1,050 2,429 3,820 3,434 597 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 12.1 0.6 46.4 75.7 83.8 88.4 16.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 19 8 36 27 73 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,000
COMMITMENTS
42,715 14,088 653 53,820 87,793 97,188 102,534 18,813 13,467
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 8,834)
5,396 1,866 145 2,100 4,858 7,640 6,869 1,194 1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 12.1 0.6 46.4 75.7 83.8 88.4 16.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 19 8 36 27 73 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,501
COMMITMENTS
5,934 6,451 982 1,448 1,062 8,364 8,495 137 6
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 70)
20 0 82 0 -13 102 69 -32 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 75.9 11.6 17.0 12.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 10 3 1 2 10 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,474
COMMITMENTS
1,098 3,782 7 9,110 6,643 10,215 10,432 259 42
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -371)
-240 -766 -43 -29 437 -312 -372 -59 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 36.1 0.1 87.0 63.4 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 7 1 6 9 13 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,738
COMMITMENTS
2,227 3,203 0 12,227 11,503 14,454 14,706 284 32
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -208)
22 -55 0 -242 -144 -220 -199 12 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 21.7 0.0 83.0 78.0 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 0 5 13 12 20
Updated August 24, 2012