WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,617
COMMITMENTS
152,334 95,486 167,152 237,885 277,183 557,370 539,821 39,247 56,796
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -4,097)
-988 -4,159 -298 -2,271 -401 -3,556 -4,858 -540 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 16.0 28.0 39.9 46.5 93.4 90.5 6.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
146 125 163 104 135 338 344
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,772,923
COMMITMENTS
382,480 58,462 578,213 642,892 859,769 1603584 1496443 169,339 276,480
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -56,811)
-11,746 -11,924 -31,640 -10,224 -16,350 -53,610 -59,913 -3,201 3,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.3 32.6 36.3 48.5 90.4 84.4 9.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 839)
245 154 257 270 399 617 715
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,248
COMMITMENTS
3,489 636 591 5,716 10,223 9,797 11,449 2,451 799
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -42)
-238 122 27 338 -219 128 -69 -170 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 5.2 4.8 46.7 83.5 80.0 93.5 20.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 9 14 12 37 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,136,216
COMMITMENTS
245,647 31,431 428,405 382,333 583,646 1056385 1043482 79,831 92,734
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -20,882)
-24,151 -24,058 -5,771 12,683 10,258 -17,239 -19,572 -3,643 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 2.8 37.7 33.6 51.4 93.0 91.8 7.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
255 148 278 181 219 545 550
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 341,651
COMMITMENTS
63,351 41,272 69,179 172,587 203,426 305,117 313,878 36,534 27,773
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -23,196)
-16,207 -1,121 -2,754 3,730 -18,788 -15,231 -22,663 -7,965 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 12.1 20.2 50.5 59.5 89.3 91.9 10.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
70 74 97 81 78 219 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,984
COMMITMENTS
40,703 56,747 49,036 413,213 389,489 502,951 495,272 150,033 157,712
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -25,766)
-1,603 13,854 -23,644 9,318 -5,682 -15,930 -15,473 -9,835 -10,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.7 7.5 63.3 59.6 77.0 75.8 23.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
28 30 37 75 76 125 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 359,116
COMMITMENTS
41,907 30,833 1,710 252,673 267,842 296,290 300,385 62,826 58,731
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,762)
94 -3,469 -832 2,855 3,098 2,117 -1,203 -4,879 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.6 0.5 70.4 74.6 82.5 83.6 17.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 6 4 35 38 43 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,522
COMMITMENTS
2,451 448 2,085 5,622 7,710 10,158 10,243 364 279
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -677)
-138 121 -93 -202 -664 -433 -636 -244 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 4.3 19.8 53.4 73.3 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 5 6 22 23 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 290,177
COMMITMENTS
63,145 10,786 82,409 100,778 172,294 246,333 265,488 43,844 24,688
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -22,656)
-11,694 -567 -9,359 4,160 -12,161 -16,893 -22,086 -5,764 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.7 28.4 34.7 59.4 84.9 91.5 15.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
78 30 63 86 80 197 155
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,910
COMMITMENTS
2,808 5,998 681 8,185 6,624 11,674 13,303 3,236 1,607
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 282)
15 182 111 104 35 230 327 52 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 40.2 4.6 54.9 44.4 78.3 89.2 21.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 26 8 24 9 48 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,048,596
COMMITMENTS
275,903 219,246 76,483 559,406 667,494 911,791 963,223 136,804 85,373
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,793)
-11,291 33,070 -3,634 10,624 -33,260 -4,301 -3,824 9,094 8,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 20.9 7.3 53.3 63.7 87.0 91.9 13.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
41 41 23 96 94 150 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,917,801
COMMITMENTS
233,172 160,164 172,949 1194479 1279277 1600600 1612390 317,201 305,411
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -101,847)
-39,410 -13,040 -68,604 -1,540 -16,433 -109,554 -98,077 7,708 -3,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.4 9.0 62.3 66.7 83.5 84.1 16.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
40 56 65 138 142 221 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,568,751
COMMITMENTS
257,944 155,811 92,068 959,720 1083178 1309731 1331056 259,020 237,695
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 158,421)
-21,496 31,943 26,963 154,620 102,639 160,088 161,544 -1,666 -3,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.9 5.9 61.2 69.0 83.5 84.8 16.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 30 30 79 104 126 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 460,357
COMMITMENTS
20,062 44,795 83,415 330,356 293,072 433,834 421,282 26,523 39,075
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 7,224)
3,542 -361 3,361 3,774 4,510 10,676 7,509 -3,452 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.7 18.1 71.8 63.7 94.2 91.5 5.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 18 28 42 42 71 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,169
COMMITMENTS
27,891 6,358 704 24,030 49,437 52,625 56,499 8,544 4,670
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -16,594)
1,805 298 -1,253 -15,995 -13,185 -15,442 -14,140 -1,152 -2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 10.4 1.2 39.3 80.8 86.0 92.4 14.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 13 8 36 28 73 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,337
COMMITMENTS
55,782 12,716 1,408 48,060 98,873 105,250 112,998 17,088 9,340
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -33,188)
3,611 597 -2,506 -31,989 -26,371 -30,885 -28,280 -2,303 -4,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 10.4 1.2 39.3 80.8 86.0 92.4 14.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 13 8 36 28 73 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,318
COMMITMENTS
5,720 6,755 1,024 1,378 537 8,122 8,316 196 2
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -5,867)
-2,505 -569 -3,378 -1 -1,916 -5,884 -5,863 17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 81.2 12.3 16.6 6.5 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 3 1 2 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,785
COMMITMENTS
1,131 5,547 5 9,479 5,185 10,615 10,737 170 48
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 359)
123 2,092 0 237 -1,715 360 377 -1 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 51.4 0.0 87.9 48.1 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 8 1 6 9 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,546
COMMITMENTS
1,668 1,401 0 11,616 12,088 13,284 13,489 262 57
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 131)
20 -690 0 27 812 47 122 84 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.3 0.0 85.8 89.2 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 0 4 14 9 20
Updated September 28, 2012