WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 605,344
COMMITMENTS
132,850 96,731 179,145 251,613 274,237 563,608 550,113 41,736 55,231
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 5,205)
-4,356 377 1,972 7,436 835 5,052 3,184 153 2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 16.0 29.6 41.6 45.3 93.1 90.9 6.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
161 119 174 107 132 344 361
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,897,016
COMMITMENTS
372,672 64,349 651,539 693,097 904,583 1717308 1620471 179,708 276,545
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 46,928)
2,323 5,295 14,495 29,344 26,556 46,162 46,347 767 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 3.4 34.3 36.5 47.7 90.5 85.4 9.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 848)
254 158 285 289 394 652 740
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,710
COMMITMENTS
3,132 497 608 6,594 10,482 10,334 11,586 2,376 1,124
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 600)
976 -41 -5 -557 491 414 446 186 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 3.9 4.8 51.9 82.5 81.3 91.2 18.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 5 9 15 12 36 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,126,262
COMMITMENTS
216,332 33,884 435,013 399,216 566,307 1050561 1035203 75,701 91,059
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -4,804)
-12,947 -223 10,273 1,651 -15,488 -1,023 -5,437 -3,781 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.0 38.6 35.4 50.3 93.3 91.9 6.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
241 160 286 176 201 540 543
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 399,354
COMMITMENTS
50,344 67,405 112,100 201,814 181,461 364,258 360,966 35,096 38,388
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 18,797)
-4,410 10,519 11,404 11,226 -2,939 18,220 18,985 577 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 16.9 28.1 50.5 45.4 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
62 94 130 94 89 250 261
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,698
COMMITMENTS
60,842 52,024 65,231 419,517 425,373 545,590 542,629 151,107 154,069
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -7,985)
-4,712 -8,659 -621 -2,178 -2,808 -7,511 -12,088 -475 4,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.5 9.4 60.2 61.1 78.3 77.9 21.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
33 32 44 88 93 147 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 371,376
COMMITMENTS
38,402 32,410 8,777 251,327 274,288 298,506 315,475 72,870 55,901
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 672)
2,028 2,916 1,543 -2,445 -1,656 1,126 2,803 -455 -2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.7 2.4 67.7 73.9 80.4 84.9 19.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 6 5 29 37 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,281
COMMITMENTS
3,299 282 1,715 4,724 8,027 9,738 10,024 543 257
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -178)
-19 -160 38 -247 -42 -228 -164 50 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 2.7 16.7 45.9 78.1 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 4 5 22 23 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 277,390
COMMITMENTS
63,972 11,571 74,252 95,798 168,558 234,022 254,380 43,368 23,009
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,102)
2,484 166 -2,911 1,242 6,757 815 4,012 1,288 -1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.2 26.8 34.5 60.8 84.4 91.7 15.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
65 30 50 84 79 177 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,182
COMMITMENTS
2,809 5,424 1,305 8,728 7,613 12,842 14,342 3,340 1,839
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 245)
-544 -92 202 446 28 104 138 140 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 33.5 8.1 53.9 47.0 79.4 88.6 20.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 22 10 28 12 51 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,047,391
COMMITMENTS
256,085 246,449 81,659 572,161 638,912 909,906 967,021 137,486 80,371
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 26,226)
-13,770 26,867 2,811 39,456 -1,359 28,497 28,319 -2,270 -2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 23.5 7.8 54.6 61.0 86.9 92.3 13.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
45 47 26 103 93 163 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,064,012
COMMITMENTS
324,147 175,960 201,005 1229568 1368529 1754720 1745494 309,292 318,518
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 35,998)
37,703 5,182 2,221 16,139 16,104 56,064 23,507 -20,066 12,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.5 9.7 59.6 66.3 85.0 84.6 15.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
47 58 70 144 155 235 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,616,158
COMMITMENTS
277,134 159,002 146,170 950,620 1064128 1373923 1369299 242,235 246,859
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 31,963)
-28,277 2,815 32,233 38,579 -7,746 42,534 27,302 -10,571 4,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 9.8 9.0 58.8 65.8 85.0 84.7 15.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
42 35 37 84 104 142 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 395,730
COMMITMENTS
5,285 45,656 64,844 295,952 246,273 366,082 356,772 29,649 38,958
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 5,135)
-240 2,267 -2,255 7,787 5,667 5,292 5,678 -157 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.5 16.4 74.8 62.2 92.5 90.2 7.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 18 22 41 39 65 66
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,702
COMMITMENTS
25,976 6,218 431 26,968 49,302 53,376 55,951 8,326 5,751
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,697)
2,518 255 -268 -233 2,364 2,017 2,350 681 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 10.1 0.7 43.7 79.9 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
40 11 9 33 32 77 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,404
COMMITMENTS
51,952 12,436 862 53,937 98,605 106,751 111,902 16,652 11,501
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 5,395)
5,036 510 -536 -466 4,727 4,033 4,701 1,361 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 10.1 0.7 43.7 79.9 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
40 11 9 33 32 77 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,419
COMMITMENTS
6,116 6,945 1,042 1,134 431 8,292 8,418 127 1
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -64)
147 -19 -20 -193 -25 -66 -64 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.6 82.5 12.4 13.5 5.1 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 9 3 1 2 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,506
COMMITMENTS
2,069 5,013 1 9,257 6,432 11,327 11,446 179 60
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -500)
914 -877 0 -1,430 366 -516 -511 16 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 43.6 0.0 80.5 55.9 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 5 10 13 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,631
COMMITMENTS
1,683 1,493 0 11,676 12,101 13,359 13,594 272 37
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -330)
-561 -436 0 213 107 -348 -329 18 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.0 0.0 85.7 88.8 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 7 0 4 15 10 22
Updated June 29, 2007