WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,272
COMMITMENTS
146,667 96,330 175,117 240,800 276,592 562,584 548,039 39,688 54,233
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 5,655)
-5,667 843 7,965 2,915 -591 5,213 8,218 442 -2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.0 29.1 40.0 45.9 93.4 91.0 6.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
152 125 171 103 131 343 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,843,335
COMMITMENTS
383,520 60,951 621,849 664,156 885,086 1669525 1567886 173,810 275,449
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 70,411)
1,040 2,489 43,636 21,264 25,318 65,940 71,443 4,471 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.3 33.7 36.0 48.0 90.6 85.1 9.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
243 158 269 289 404 638 733
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,115
COMMITMENTS
2,126 650 606 6,983 9,999 9,715 11,255 2,400 860
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -134)
-1,363 15 14 1,267 -224 -82 -195 -52 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.4 5.0 57.6 82.5 80.2 92.9 19.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 6 9 14 12 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,125,249
COMMITMENTS
234,573 35,501 416,367 398,871 584,121 1049810 1035989 75,438 89,260
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,968)
-11,074 4,070 -12,038 16,537 475 -6,575 -7,494 -4,393 -3,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.2 37.0 35.4 51.9 93.3 92.1 6.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
252 154 277 180 216 542 553
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,453
COMMITMENTS
53,302 50,956 86,387 185,102 187,858 324,790 325,201 33,662 33,252
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 16,801)
-10,049 9,683 17,208 12,514 -15,568 19,673 11,323 -2,871 5,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.2 24.1 51.6 52.4 90.6 90.7 9.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
59 92 113 91 81 231 232
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,006
COMMITMENTS
52,620 52,201 60,498 416,176 416,743 529,293 529,441 156,713 156,565
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 33,022)
11,917 -4,547 11,462 2,963 27,254 26,342 34,169 6,680 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.6 8.8 60.7 60.7 77.2 77.2 22.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
24 34 40 83 84 132 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,398
COMMITMENTS
42,834 30,453 2,619 260,484 280,130 305,937 313,202 64,461 57,196
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 11,283)
927 -380 909 7,811 12,288 9,647 12,817 1,636 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 8.2 0.7 70.3 75.6 82.6 84.6 17.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 6 4 33 40 42 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,699
COMMITMENTS
3,002 459 1,765 5,426 8,117 10,193 10,341 506 358
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 177)
551 11 -320 -196 407 35 98 142 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 4.3 16.5 50.7 75.9 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 4 4 19 22 31 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 277,138
COMMITMENTS
59,753 11,401 76,703 99,788 165,935 236,244 254,039 40,894 23,099
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -13,039)
-3,392 615 -5,706 -991 -6,358 -10,089 -11,449 -2,950 -1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.1 27.7 36.0 59.9 85.2 91.7 14.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
70 33 55 87 82 187 149
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,672
COMMITMENTS
3,224 5,592 1,007 8,202 7,319 12,433 13,917 3,240 1,756
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 763)
416 -406 325 18 694 759 613 4 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 35.7 6.4 52.3 46.7 79.3 88.8 20.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 21 9 27 9 52 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,019,878
COMMITMENTS
287,319 219,598 78,581 515,394 641,877 881,295 940,056 138,583 79,822
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -28,718)
11,417 352 2,098 -44,012 -25,617 -30,497 -23,167 1,779 -5,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 21.5 7.7 50.5 62.9 86.4 92.2 13.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
48 42 24 96 91 159 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,040,582
COMMITMENTS
322,853 157,692 193,488 1195923 1377227 1712264 1728407 328,318 312,176
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 122,781)
89,681 -2,472 20,539 1,444 97,949 111,664 116,017 11,117 6,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.7 9.5 58.6 67.5 83.9 84.7 16.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
53 51 68 138 144 230 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,595,452
COMMITMENTS
302,858 160,070 110,738 929,268 1092480 1342864 1363288 252,588 232,164
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 26,701)
44,914 4,259 18,671 -30,452 9,302 33,133 32,232 -6,432 -5,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 10.0 6.9 58.2 68.5 84.2 85.4 15.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
36 32 30 82 108 134 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 386,748
COMMITMENTS
3,923 43,101 71,935 288,474 234,552 364,333 349,588 22,415 37,160
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -73,609)
-16,139 -1,694 -11,480 -41,882 -58,520 -69,501 -71,694 -4,108 -1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.1 18.6 74.6 60.6 94.2 90.4 5.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 21 24 41 40 66 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,178
COMMITMENTS
27,413 5,277 1,168 26,681 52,576 55,262 59,021 7,916 4,157
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,009)
-478 -1,081 464 2,651 3,139 2,637 2,522 -628 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 8.4 1.8 42.2 83.2 87.5 93.4 12.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
43 10 11 36 31 83 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,355
COMMITMENTS
54,826 10,555 2,335 53,362 105,152 110,524 118,042 15,831 8,313
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 4,018)
-956 -2,161 927 5,303 6,279 5,275 5,044 -1,257 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 8.4 1.8 42.2 83.2 87.5 93.4 12.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
43 10 11 36 31 83 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,269
COMMITMENTS
5,769 6,699 1,048 1,327 520 8,144 8,267 125 2
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -49)
49 -56 24 -51 -17 22 -49 -71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 81.0 12.7 16.0 6.3 98.5 100.0 1.5 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,681
COMMITMENTS
1,165 5,638 5 10,346 5,993 11,516 11,636 165 45
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 896)
34 91 0 867 808 901 899 -5 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 48.3 0.0 88.6 51.3 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 7 10 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,560
COMMITMENTS
1,785 1,371 0 11,490 12,149 13,275 13,520 285 40
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 14)
117 -30 0 -126 61 -9 31 23 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 10.1 0.0 84.7 89.6 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 6 0 4 15 11 21
Updated October 5, 2012