WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,623
COMMITMENTS
123,593 100,496 195,261 277,065 288,092 595,918 583,849 42,704 54,774
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,288)
-19,753 -3,379 6,955 13,479 1,487 681 5,062 1,607 -2,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 15.7 30.6 43.4 45.1 93.3 91.4 6.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
159 140 182 110 133 361 375
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,880,049
COMMITMENTS
364,117 71,359 617,829 716,295 925,129 1698241 1614318 181,808 265,731
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -23,394)
22,458 -20,972 -28,755 -16,355 32,325 -22,651 -17,402 -742 -5,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.8 32.9 38.1 49.2 90.3 85.9 9.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 860)
225 193 307 305 396 688 758
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,256
COMMITMENTS
2,194 222 697 6,951 9,800 9,841 10,719 2,415 1,536
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -406)
133 -95 -32 -253 -132 -153 -259 -253 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 1.8 5.7 56.7 80.0 80.3 87.5 19.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 3 12 17 11 39 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 874,049
COMMITMENTS
177,845 47,336 313,903 314,182 439,572 805,929 800,811 68,119 73,238
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 13,321)
-10,214 3,398 19,754 5,619 -7,497 15,159 15,654 -1,838 -2,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 5.4 35.9 35.9 50.3 92.2 91.6 7.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
178 139 220 150 179 438 439
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 426,242
COMMITMENTS
48,080 104,452 114,890 228,694 168,504 391,664 387,846 34,579 38,396
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -21,613)
-802 5,976 -17,454 -4,272 -6,678 -22,527 -18,155 914 -3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 24.5 27.0 53.7 39.5 91.9 91.0 8.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
51 108 121 91 81 235 255
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,805
COMMITMENTS
81,960 43,756 64,013 429,004 467,509 574,978 575,278 171,827 171,527
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,231)
11,170 -1,226 -942 -9,559 9,150 670 6,982 10,561 4,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 5.9 8.6 57.4 62.6 77.0 77.0 23.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 34 44 87 95 149 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 357,205
COMMITMENTS
24,352 52,586 1,877 259,427 244,979 285,656 299,443 71,549 57,763
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -917)
484 558 85 -2,672 -4,509 -2,103 -3,866 1,186 2,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 14.7 0.5 72.6 68.6 80.0 83.8 20.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 4 32 36 43 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,408
COMMITMENTS
2,617 247 2,584 5,574 8,380 10,775 11,211 633 197
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -72)
-1,338 -214 648 534 -414 -156 20 84 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 2.2 22.7 48.9 73.5 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 6 15 19 25 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 280,286
COMMITMENTS
56,778 20,682 69,662 105,379 159,983 231,820 250,327 48,466 29,959
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,709)
-2,606 -1,493 -5,285 7,292 4,513 -599 -2,266 -1,110 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 7.4 24.9 37.6 57.1 82.7 89.3 17.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
55 37 52 88 78 172 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,974
COMMITMENTS
2,645 5,421 541 8,510 6,960 11,697 12,922 3,277 2,051
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 134)
12 155 31 84 -148 127 38 7 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 36.2 3.6 56.8 46.5 78.1 86.3 21.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 19 5 26 12 45 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,223,724
COMMITMENTS
309,439 273,339 112,589 656,032 759,614 1078060 1145542 145,664 78,182
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 57,149)
53,369 -17,158 9,498 -18,516 71,251 44,351 63,591 12,798 -6,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 22.3 9.2 53.6 62.1 88.1 93.6 11.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
46 42 35 114 101 182 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,238,859
COMMITMENTS
408,983 208,304 270,814 1243244 1393802 1923041 1872920 315,818 365,939
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 76,087)
43,115 39,485 9,390 25,805 22,833 78,310 71,707 -2,223 4,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 9.3 12.1 55.5 62.3 85.9 83.7 14.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
54 64 77 148 160 248 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,748,215
COMMITMENTS
321,516 176,966 185,044 970,418 1115854 1476977 1477863 271,237 270,352
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 45,781)
35,095 28,532 -21,963 8,089 31,853 21,221 38,422 24,560 7,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 10.1 10.6 55.5 63.8 84.5 84.5 15.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
36 43 36 91 114 149 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 394,867
COMMITMENTS
16,386 46,594 67,393 283,976 248,162 367,755 362,149 27,112 32,718
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 9,468)
2,036 -2,026 1,000 2,868 11,168 5,904 10,143 3,564 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 11.8 17.1 71.9 62.8 93.1 91.7 6.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 18 24 39 39 64 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,227
COMMITMENTS
9,396 10,887 3,070 27,985 30,159 40,451 44,116 8,776 5,111
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,047)
-3,188 2,165 -263 1,656 -6,025 -1,795 -4,123 -1,252 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 22.1 6.2 56.8 61.3 82.2 89.6 17.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 20 9 34 25 62 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,455
COMMITMENTS
18,792 21,774 6,140 55,970 60,318 80,902 88,232 17,553 10,223
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -6,093)
-6,376 4,330 -527 3,313 -12,049 -3,589 -8,246 -2,504 2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 22.1 6.2 56.8 61.3 82.2 89.6 17.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 20 9 34 25 62 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,153
COMMITMENTS
4,921 5,764 986 1,121 394 7,028 7,144 125 9
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -953)
-958 -1,353 33 -28 367 -953 -953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 80.6 13.8 15.7 5.5 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 8 3 2 1 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,356
COMMITMENTS
950 4,119 1 11,188 8,159 12,139 12,279 217 77
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 609)
-138 -220 0 761 815 623 595 -14 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 33.3 0.0 90.5 66.0 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 1 5 12 13 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,606
COMMITMENTS
1,111 2,102 0 12,239 11,455 13,350 13,557 256 49
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -441)
-301 -232 0 -98 -219 -399 -451 -42 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 15.4 0.0 90.0 84.2 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 0 4 15 10 21
Updated November 26, 2012