WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 414,093
COMMITMENTS
77,160 126,414 55,112 243,139 167,588 375,411 349,114 38,682 64,979
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -12,301)
141 6,756 -8,735 -2,116 -11,395 -10,710 -13,374 -1,591 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 30.5 13.3 58.7 40.5 90.7 84.3 9.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
96 160 137 91 110 279 327
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,318,579
COMMITMENTS
385,203 123,007 149,376 645,358 835,832 1179937 1108215 138,642 210,364
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 51,006)
-350 10,028 17,611 40,197 28,972 57,458 56,611 -6,452 -5,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 9.3 11.3 48.9 63.4 89.5 84.0 10.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
190 163 204 228 334 528 616
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,867
COMMITMENTS
3,729 2,348 546 10,855 12,810 15,130 15,704 2,737 2,163
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 408)
29 3 -175 774 479 628 307 -220 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 13.1 3.1 60.8 71.7 84.7 87.9 15.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 9 4 16 10 31 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 529,417
COMMITMENTS
118,240 93,680 71,387 288,628 278,390 478,255 443,457 51,162 85,960
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 13,594)
-746 20,085 1,593 8,695 -14,437 9,542 7,241 4,052 6,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 17.7 13.5 54.5 52.6 90.3 83.8 9.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
120 142 145 112 165 330 385
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 293,991
COMMITMENTS
62,255 69,252 32,730 169,076 160,647 264,061 262,629 29,930 31,362
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -6,056)
458 -1,277 -1,046 -4,894 -838 -5,482 -3,161 -574 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 23.6 11.1 57.5 54.6 89.8 89.3 10.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 76 83 70 64 195 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,416
COMMITMENTS
64,858 98,947 4,898 422,095 407,596 491,851 511,441 142,565 122,975
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 12,820)
985 985 -1,070 4,922 8,421 4,837 8,336 7,983 4,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 15.6 0.8 66.5 64.2 77.5 80.6 22.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
34 22 13 70 77 111 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 391,849
COMMITMENTS
56,141 30,357 953 265,828 319,799 322,922 351,109 68,927 40,740
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 10,612)
2,264 428 -451 5,741 13,685 7,554 13,662 3,058 -3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 7.7 0.2 67.8 81.6 82.4 89.6 17.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 4 2 44 40 54 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,148
COMMITMENTS
1,180 840 1,341 7,539 7,954 10,060 10,135 1,088 1,013
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 254)
126 2 149 -76 -116 199 35 55 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 7.5 12.0 67.6 71.3 90.2 90.9 9.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 4 5 19 25 29 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,010
COMMITMENTS
39,408 59,780 24,496 108,452 88,093 172,356 172,369 34,654 34,641
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 10,145)
2,709 9,403 1,936 7,539 923 12,184 12,262 -2,039 -2,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 28.9 11.8 52.4 42.6 83.3 83.3 16.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
46 62 46 73 61 144 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,506
COMMITMENTS
3,529 3,873 1,720 8,547 10,195 13,796 15,788 3,710 1,718
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,019)
16 592 -133 165 -908 48 -449 971 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 22.1 9.8 48.8 58.2 78.8 90.2 21.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 25 17 23 18 57 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 758,953
COMMITMENTS
226,329 138,692 21,426 409,427 493,266 657,182 653,384 101,771 105,569
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -10,869)
-10,753 9,068 732 4,971 -18,146 -5,050 -8,346 -5,819 -2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 18.3 2.8 53.9 65.0 86.6 86.1 13.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
45 41 16 82 108 137 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,480,368
COMMITMENTS
190,194 289,736 25,167 984,924 889,289 1200285 1204192 280,083 276,176
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -4,319)
5,784 9,151 8,949 -7,344 19,376 7,389 37,476 -11,708 -41,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 19.6 1.7 66.5 60.1 81.1 81.3 18.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
32 54 36 106 121 166 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,264,166
COMMITMENTS
436,520 139,937 19,732 606,500 878,768 1062752 1038437 201,414 225,729
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 522)
13,032 6,399 7,065 -17,620 -5,170 2,477 8,294 -1,955 -7,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 11.1 1.6 48.0 69.5 84.1 82.1 15.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
37 25 26 72 101 120 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 598,935
COMMITMENTS
72,069 61,778 87,532 395,106 403,661 554,707 552,971 44,228 45,964
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 11,991)
3,709 737 -2,049 -3,171 -41 -1,511 -1,353 13,502 13,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.3 14.6 66.0 67.4 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
21 23 25 50 60 81 99
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,518
COMMITMENTS
9,858 4,268 156 28,168 35,613 38,181 40,036 7,338 5,482
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,843)
2,687 -302 136 -875 2,457 1,948 2,291 896 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 9.4 0.3 61.9 78.2 83.9 88.0 16.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 9 4 35 31 60 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,036
COMMITMENTS
19,715 8,535 311 56,335 71,226 76,361 80,072 14,675 10,964
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,686)
5,373 -603 271 -1,749 4,914 3,895 4,582 1,791 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 9.4 0.3 61.9 78.2 83.9 88.0 16.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 9 4 35 31 60 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,023
COMMITMENTS
6,398 14,359 514 7,767 0 14,679 14,873 344 150
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,251)
366 1,105 0 1,027 0 1,393 1,105 -142 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 95.6 3.4 51.7 0.0 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 12 2 3 0 16 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,029
COMMITMENTS
1,206 550 0 8,591 9,361 9,797 9,911 232 118
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -678)
67 -813 0 -750 127 -683 -686 5 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 5.5 0.0 85.7 93.3 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 0 5 11 13 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,062
COMMITMENTS
904 1,309 0 13,827 13,609 14,731 14,918 331 144
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -576)
-397 -733 0 -228 196 -625 -537 49 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 8.7 0.0 91.8 90.4 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 4 0 5 12 12 16
Updated November 18, 2011