WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,170
COMMITMENTS
73,774 116,951 139,917 282,264 217,889 495,955 474,757 41,215 62,413
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -4,708)
3,207 -4,074 -5,746 -3,873 2,028 -6,411 -7,791 1,704 3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 21.8 26.0 52.5 40.6 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
113 168 183 113 125 344 367
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,843,331
COMMITMENTS
303,417 89,921 586,991 769,602 895,012 1660011 1571924 183,320 271,407
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -77,803)
7,706 -21,259 -51,181 -27,372 1,271 -70,847 -71,168 -6,956 -6,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.9 31.8 41.8 48.6 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807)
216 177 310 289 358 655 714
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,239
COMMITMENTS
2,707 2,084 1,583 10,978 12,612 15,267 16,278 2,972 1,961
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 414)
59 34 42 224 276 325 352 89 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.4 8.7 60.2 69.1 83.7 89.2 16.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 6 16 9 31 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 696,883
COMMITMENTS
117,298 53,721 186,081 338,352 368,915 641,731 608,716 55,153 88,167
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -181,005)
-6,327 -4,831 -107,351 -66,160 -67,577 -179,838 -179,759 -1,166 -1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 7.7 26.7 48.6 52.9 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
139 110 186 149 180 379 403
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 380,477
COMMITMENTS
54,263 68,615 79,482 220,471 197,953 354,216 346,050 26,261 34,427
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 9,264)
-3,027 4,977 1,838 10,667 2,467 9,478 9,283 -214 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.0 20.9 57.9 52.0 93.1 91.0 6.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
69 86 86 72 72 194 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,262
COMMITMENTS
79,503 85,276 60,891 440,398 454,044 580,792 600,210 149,470 130,052
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -16,930)
11,346 3,287 -15,236 -11,472 7,652 -15,361 -4,297 -1,569 -12,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.7 8.3 60.3 62.2 79.5 82.2 20.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
33 27 38 80 80 132 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,307
COMMITMENTS
56,139 32,057 4,398 251,190 299,133 311,727 335,588 65,580 41,719
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -5,370)
-2,157 1,206 1,772 -3,174 -2,307 -3,558 672 -1,812 -6,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.5 1.2 66.6 79.3 82.6 88.9 17.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 5 4 39 43 49 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,833
COMMITMENTS
913 1,000 917 8,001 7,933 9,831 9,850 1,002 983
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 419)
20 211 73 -84 -249 9 35 410 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 9.2 8.5 73.9 73.2 90.8 90.9 9.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 6 19 22 29 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 216,888
COMMITMENTS
29,799 44,556 39,036 112,597 100,136 181,433 183,727 35,455 33,161
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,330)
939 -2,595 452 142 3,074 1,533 930 -203 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 20.5 18.0 51.9 46.2 83.7 84.7 16.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 54 53 74 68 146 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,082
COMMITMENTS
3,693 3,517 2,789 8,698 11,663 15,180 17,969 3,902 1,113
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -785)
171 -156 -540 -539 212 -907 -484 122 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 18.4 14.6 45.6 61.1 79.5 94.2 20.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 18 22 27 20 67 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 773,132
COMMITMENTS
220,001 167,210 40,814 401,185 452,893 662,001 660,918 111,131 112,214
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,383)
8,304 -3,221 -5,099 -2,833 15,331 372 7,011 8,012 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 21.6 5.3 51.9 58.6 85.6 85.5 14.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
40 48 28 79 109 138 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,743,174
COMMITMENTS
199,105 269,014 130,743 1116355 1002307 1446203 1402064 296,971 341,109
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -102,887)
65,547 -26,619 -53,468 -127,674 -54,198 -115,595 -134,285 12,708 31,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 15.4 7.5 64.0 57.5 83.0 80.4 17.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
36 50 49 129 139 193 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,941
COMMITMENTS
385,451 94,919 70,173 714,601 964,914 1170225 1130006 198,716 238,936
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 25,386)
55,376 7,834 -29,658 3,060 46,175 28,779 24,352 -3,392 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 6.9 5.1 52.2 70.5 85.5 82.5 14.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
29 30 32 84 110 132 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 834,511
COMMITMENTS
60,852 57,948 264,263 470,777 467,677 795,892 789,888 38,620 44,624
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 18,391)
1,564 -1,863 939 11,420 16,584 13,924 15,660 4,467 2,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.9 31.7 56.4 56.0 95.4 94.7 4.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 27 41 67 70 111 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,707
COMMITMENTS
6,680 2,473 4,583 36,019 39,707 47,282 46,763 8,425 8,944
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,202)
-499 1,560 345 945 -1,139 791 766 2,411 2,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.4 8.2 64.7 71.3 84.9 83.9 15.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
19 14 12 40 37 68 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,447
COMMITMENTS
3,297 1,249 204 9,145 9,380 12,646 10,833 1,801 3,614
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,980)
151 0 201 1,412 -784 1,764 -583 216 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 8.6 1.4 63.3 64.9 87.5 75.0 12.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 8 8 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,521
COMMITMENTS
13,845 9,527 1,679 53,748 60,654 69,272 71,860 13,249 10,661
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 2,443)
-759 3,662 -253 -935 -710 -1,946 2,699 4,389 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.5 2.0 65.1 73.5 83.9 87.1 16.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 14 10 37 32 63 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,404
COMMITMENTS
6,110 12,888 505 6,413 0 13,028 13,393 376 11
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 98)
-135 53 45 147 0 57 98 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 96.2 3.8 47.8 0.0 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 11 2 3 0 17 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,502
COMMITMENTS
1,586 428 1 7,635 8,960 9,222 9,389 280 113
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -289)
-469 -138 -365 540 228 -294 -275 5 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.5 0.0 80.4 94.3 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 1 5 11 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,135
COMMITMENTS
1,124 455 0 12,718 13,525 13,842 13,980 293 155
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -141)
-666 5 0 500 -159 -166 -154 25 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.2 0.0 90.0 95.7 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 3 0 5 14 12 17
Updated October 28, 2011