WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,175
COMMITMENTS
73,037 125,148 42,718 221,376 144,961 337,131 312,827 32,044 56,348
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -34,297)
-4,766 -8,975 -10,196 -17,588 -11,668 -32,550 -30,839 -1,747 -3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 33.9 11.6 60.0 39.3 91.3 84.7 8.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
94 150 102 80 105 244 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,156,942
COMMITMENTS
291,709 127,401 124,494 612,130 690,977 1028333 942,872 128,609 214,070
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -141,766)
-69,900 -6,428 -21,760 -43,303 -97,718 -134,963 -125,906 -6,803 -15,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 11.0 10.8 52.9 59.7 88.9 81.5 11.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
152 155 175 209 312 462 568
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,054
COMMITMENTS
3,024 2,595 95 8,916 9,269 12,035 11,959 2,019 2,095
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,724)
-1,484 -115 -471 -401 -2,179 -2,356 -2,765 -368 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 18.5 0.7 63.4 66.0 85.6 85.1 14.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 11 2 15 7 29 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,741
COMMITMENTS
109,910 98,847 71,037 292,371 267,957 473,318 437,841 49,423 84,900
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 131)
-4,589 -4,252 3,255 -5,167 -1,403 -6,501 -2,400 6,632 2,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 18.9 13.6 55.9 51.3 90.5 83.8 9.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
121 133 147 105 142 322 360
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 320,391
COMMITMENTS
60,222 81,623 40,023 190,920 161,175 291,165 282,821 29,226 37,570
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 11,275)
3,736 6,449 3,232 2,723 -1,855 9,691 7,826 1,584 3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 25.5 12.5 59.6 50.3 90.9 88.3 9.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
66 84 83 70 68 188 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 658,141
COMMITMENTS
62,659 94,783 11,344 440,804 425,074 514,807 531,201 143,334 126,940
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 7,183)
254 -5,279 1,090 18,636 15,791 19,980 11,602 -12,797 -4,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 14.4 1.7 67.0 64.6 78.2 80.7 21.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
26 20 15 79 70 111 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,565
COMMITMENTS
54,428 32,019 7,296 275,622 321,267 337,346 360,582 68,219 44,983
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -1,182)
-3,758 -1,254 4,077 -3,405 -4,952 -3,086 -2,129 1,904 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 7.9 1.8 68.0 79.2 83.2 88.9 16.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 5 5 46 40 58 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,144
COMMITMENTS
1,061 1,509 658 7,769 7,377 9,488 9,544 656 600
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -164)
4 354 -314 255 -97 -55 -57 -109 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 14.9 6.5 76.6 72.7 93.5 94.1 6.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 3 5 20 22 30 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,361
COMMITMENTS
31,932 58,399 27,222 116,312 87,583 175,466 173,204 33,895 36,157
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -346)
-1,945 -2,579 2,110 -946 -1,760 -781 -2,229 435 1,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 27.9 13.0 55.6 41.8 83.8 82.7 16.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
44 61 50 68 57 145 149
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,229
COMMITMENTS
3,565 5,042 2,335 8,663 8,706 14,563 16,083 3,666 2,146
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 424)
-56 743 420 0 -596 364 567 60 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 27.7 12.8 47.5 47.8 79.9 88.2 20.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 28 17 22 15 53 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 740,797
COMMITMENTS
183,825 145,117 20,690 426,505 475,489 631,020 641,296 109,777 99,501
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -14,581)
-7,423 -19,501 3,540 -13,969 14,437 -17,852 -1,524 3,271 -13,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 19.6 2.8 57.6 64.2 85.2 86.6 14.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
39 39 20 81 103 134 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,556,443
COMMITMENTS
209,733 192,432 37,235 1019566 1028059 1266534 1257726 289,909 298,717
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 34,405)
-4,291 -36,883 5,918 40,995 72,402 42,622 41,437 -8,217 -7,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 12.4 2.4 65.5 66.1 81.4 80.8 18.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
44 35 27 101 121 159 169
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,337,169
COMMITMENTS
401,572 123,319 8,687 713,717 965,345 1123976 1097351 213,193 239,818
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 52,422)
-12,177 -18,119 -14,513 78,433 71,292 51,743 38,660 679 13,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.2 0.6 53.4 72.2 84.1 82.1 15.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
25 24 14 78 105 111 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 616,393
COMMITMENTS
94,454 67,554 84,909 407,085 423,599 586,448 576,062 29,945 40,331
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 18,878)
14,622 4,539 429 8,943 16,771 23,994 21,739 -5,116 -2,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 11.0 13.8 66.0 68.7 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 21 27 49 59 85 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,620
COMMITMENTS
8,186 4,842 4,096 40,379 43,484 52,660 52,422 6,960 7,198
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,018)
88 657 -396 -896 -2,838 -1,204 -2,577 -814 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 8.1 6.9 67.7 72.9 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 12 7 36 31 61 46
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,682
COMMITMENTS
3,032 1,235 422 12,642 13,387 16,096 15,044 1,586 2,638
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 31)
11 18 0 0 -5 11 13 20 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 7.0 2.4 71.5 75.7 91.0 85.1 9.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 3 8 8 12 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,875
COMMITMENTS
17,585 14,491 70 55,473 60,194 73,128 74,755 10,747 9,120
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -4,098)
339 1,464 -978 -1,791 -5,665 -2,430 -5,179 -1,668 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 17.3 0.1 66.1 71.8 87.2 89.1 12.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 13 4 33 27 56 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,942
COMMITMENTS
6,349 15,317 616 8,781 0 15,746 15,933 196 9
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -98)
-182 -199 100 -16 0 -98 -99 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 96.1 3.9 55.1 0.0 98.8 99.9 1.2 0.1
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 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,637
COMMITMENTS
2,767 1,105 287 8,311 10,109 11,365 11,501 272 136
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 855)
619 396 287 -56 174 850 857 5 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 9.5 2.5 71.4 86.9 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 1 5 11 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,572
COMMITMENTS
752 1,568 595 13,830 13,209 15,177 15,372 395 200
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 544)
31 26 595 -164 -132 462 489 82 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 10.1 3.8 88.8 84.8 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 1 5 13 12 19
Updated December 2, 2011