WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,548
COMMITMENTS
70,297 112,710 136,746 281,634 217,002 488,676 466,458 37,872 60,090
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 12,803)
397 -7,247 9,666 2,548 9,050 12,610 11,468 193 1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.4 26.0 53.5 41.2 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
117 167 175 106 120 330 367
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,912,911
COMMITMENTS
295,094 96,265 639,610 794,863 893,803 1729566 1629678 183,345 283,233
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 68,572)
-34,918 9,170 63,224 37,600 -3,441 65,906 68,953 2,666 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.0 33.4 41.6 46.7 90.4 85.2 9.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 834)
240 167 299 290 372 661 719
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,637
COMMITMENTS
2,207 2,284 1,784 10,824 11,424 14,815 15,491 2,822 2,145
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 914)
-297 205 159 974 248 836 613 78 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.9 10.1 61.4 64.8 84.0 87.8 16.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 13 7 15 9 32 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 889,103
COMMITMENTS
110,107 51,819 328,356 395,932 413,389 834,394 793,563 54,709 95,540
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 65,190)
-12,729 4,074 59,277 21,239 -2,211 67,787 61,139 -2,597 4,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.8 36.9 44.5 46.5 93.8 89.3 6.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
156 174 259 134 186 448 495
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,968
COMMITMENTS
16,352 3,071 186 9 4,198 16,547 7,455 3,421 12,513
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -215)
-645 80 86 1 177 -558 343 343 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 15.4 0.9 0.0 21.0 82.9 37.3 17.1 62.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 11 5 2 11 19 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,395
COMMITMENTS
57,326 64,727 81,933 206,562 192,687 345,821 339,347 28,574 35,048
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 31,241)
-2,800 6,135 20,687 12,747 3,423 30,633 30,245 607 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 17.3 21.9 55.2 51.5 92.4 90.6 7.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
66 82 79 72 73 189 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 809,615
COMMITMENTS
64,178 87,230 99,357 497,711 472,031 661,245 658,617 148,369 150,997
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 32,370)
-1,373 -3,105 21,292 15,175 5,441 35,094 23,629 -2,724 8,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 10.8 12.3 61.5 58.3 81.7 81.3 18.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
40 26 44 81 80 139 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,106
COMMITMENTS
55,693 35,908 3,257 255,549 294,753 314,499 333,919 68,608 49,188
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,938)
1,753 -5,659 668 -789 3,948 1,632 -1,043 305 2,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.4 0.9 66.7 76.9 82.1 87.2 17.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
7 6 3 43 42 52 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,872
COMMITMENTS
1,114 275 586 6,690 7,538 8,390 8,399 482 473
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -293)
308 -136 -334 -292 214 -318 -256 25 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.1 6.6 75.4 85.0 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 4 18 22 26 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,479
COMMITMENTS
35,040 41,827 41,970 104,621 100,048 181,631 183,844 33,848 31,635
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 11,084)
-3,287 7,252 8,632 4,685 -6,992 10,031 8,892 1,054 2,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 19.4 19.5 48.6 46.4 84.3 85.3 15.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 52 54 79 66 156 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,102
COMMITMENTS
3,794 3,737 2,116 9,787 12,003 15,696 17,856 3,406 1,246
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 608)
-362 77 620 803 -308 1,061 388 -453 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 19.6 11.1 51.2 62.8 82.2 93.5 17.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 25 18 28 19 69 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 788,966
COMMITMENTS
198,328 181,386 45,448 439,204 430,375 682,980 657,209 105,985 131,757
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -23,139)
-15,230 -961 -2,919 -229 -30,441 -18,379 -34,321 -4,760 11,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.0 5.8 55.7 54.5 86.6 83.3 13.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
36 53 27 87 105 142 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,785,252
COMMITMENTS
147,143 258,549 160,235 1165397 1046725 1472775 1465509 312,477 319,742
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -31,077)
-7,145 5,912 12,219 -25,805 -30,008 -20,730 -11,877 -10,347 -19,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 14.5 9.0 65.3 58.6 82.5 82.1 17.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
40 38 47 122 139 178 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,356,358
COMMITMENTS
373,907 115,216 77,442 710,336 926,580 1161684 1119238 194,674 237,120
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -50,363)
-28,174 13,310 11,598 -32,269 -52,547 -48,846 -27,640 -1,518 -22,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 8.5 5.7 52.4 68.3 85.6 82.5 14.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
40 27 34 79 107 132 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 817,949
COMMITMENTS
59,903 46,481 249,373 474,018 476,561 783,295 772,415 34,655 45,534
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -110,940)
1,346 -14,647 -59,306 -50,694 -41,911 -108,654 -115,864 -2,286 4,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.7 30.5 58.0 58.3 95.8 94.4 4.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
30 24 40 66 71 113 121
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,699
COMMITMENTS
8,619 1,885 4,904 33,267 40,053 46,790 46,842 5,909 5,857
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,864)
2,842 -1,483 -40 -1,081 4,492 1,721 2,969 1,143 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.6 9.3 63.1 76.0 88.8 88.9 11.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 9 11 38 32 63 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,424
COMMITMENTS
2,964 1,359 5 7,733 10,174 10,702 11,538 1,722 886
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,272)
6 10 1 -1,543 -1,399 -1,536 -1,388 264 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.9 0.0 62.2 81.9 86.1 92.9 13.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 7 7 11 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,551
COMMITMENTS
18,012 7,753 3,098 51,067 59,759 72,177 70,609 8,374 9,942
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 8,272)
6,635 -2,022 -1,046 924 11,781 6,514 8,713 1,758 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 9.6 3.8 63.4 74.2 89.6 87.7 10.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 10 10 36 28 60 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,432
COMMITMENTS
5,454 10,803 546 5,008 0 11,008 11,349 424 83
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,119)
1,230 2,186 -148 1,026 0 2,108 2,038 11 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 94.5 4.8 43.8 0.0 96.3 99.3 3.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 11 2 3 0 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,970
COMMITMENTS
1,802 1,765 40 8,815 9,105 10,657 10,910 313 60
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -414)
-48 -453 31 -379 7 -396 -415 -18 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 16.1 0.4 80.4 83.0 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 6 2 5 13 14 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,434
COMMITMENTS
859 770 0 13,244 13,539 14,103 14,309 331 125
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -389)
345 -355 0 -802 -101 -457 -456 68 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.3 0.0 91.8 93.8 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 0 7 12 13 15
Updated October 7, 2011