WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,559
COMMITMENTS
86,350 128,032 79,345 255,104 194,177 420,799 401,554 37,760 57,005
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -10,614)
-6,193 -6,372 -1,336 -6,226 -2,479 -13,755 -10,187 3,141 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 27.9 17.3 55.6 42.3 91.8 87.6 8.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
107 147 149 81 106 297 308
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,278,749
COMMITMENTS
362,429 133,841 200,520 585,652 695,794 1148601 1030155 130,148 248,594
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 43,208)
17,747 1,323 14,425 7,495 17,525 39,667 33,273 3,541 9,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 10.5 15.7 45.8 54.4 89.8 80.6 10.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
171 148 198 210 294 488 557
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,551
COMMITMENTS
2,860 1,838 78 7,676 8,673 10,614 10,589 1,937 1,962
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,098)
249 -1,176 24 -955 332 -682 -820 -416 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 14.6 0.6 61.2 69.1 84.6 84.4 15.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 3 15 8 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 515,753
COMMITMENTS
138,856 65,194 79,192 249,886 292,046 467,934 436,432 47,819 79,321
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 15,161)
13,197 -5,077 232 -3,711 19,453 9,718 14,608 5,443 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 12.6 15.4 48.5 56.6 90.7 84.6 9.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
154 110 150 104 149 339 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 13,398
COMMITMENTS
9,195 1,630 176 320 1,611 9,691 3,417 3,707 9,981
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 415)
-99 -145 -153 -26 -457 -278 -755 693 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 12.2 1.3 2.4 12.0 72.3 25.5 27.7 74.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 3 1 4 12 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,496
COMMITMENTS
71,646 74,121 38,801 174,537 173,338 284,984 286,260 30,512 29,236
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -10,768)
707 -11,466 -2,916 -12,423 6,733 -14,632 -7,649 3,864 -3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 23.5 12.3 55.3 54.9 90.3 90.7 9.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
75 69 84 67 63 197 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,121
COMMITMENTS
81,549 93,366 4,006 396,959 378,855 482,514 476,227 138,607 144,894
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,313)
5,823 459 -1,111 344 -1,243 5,056 -1,895 -3,743 3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.0 0.6 63.9 61.0 77.7 76.7 22.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
31 35 21 71 68 116 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,563
COMMITMENTS
45,892 35,171 977 275,247 293,079 322,116 329,227 56,447 49,336
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 107)
106 3,874 42 5,334 -1,649 5,482 2,267 -5,375 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 9.3 0.3 72.7 77.4 85.1 87.0 14.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 9 4 42 37 50 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,140
COMMITMENTS
1,442 204 1,286 7,585 9,116 10,313 10,606 827 534
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 532)
242 22 -97 262 550 407 475 125 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 1.8 11.5 68.1 81.8 92.6 95.2 7.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 1 6 22 25 35 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 188,968
COMMITMENTS
36,852 36,898 25,888 95,509 101,749 158,249 164,535 30,719 24,433
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -13,382)
3,478 -4,501 -869 -18,259 -7,223 -15,650 -12,593 2,268 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 19.5 13.7 50.5 53.8 83.7 87.1 16.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
47 42 53 66 62 147 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,373
COMMITMENTS
3,330 6,425 1,232 8,015 5,484 12,577 13,141 2,796 2,232
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 433)
133 272 320 -141 -427 312 165 121 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 41.8 8.0 52.1 35.7 81.8 85.5 18.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 27 12 21 16 51 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 926,616
COMMITMENTS
293,345 120,736 9,952 509,766 698,410 813,063 829,098 113,553 97,518
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -8,050)
-32,206 -4,658 1,734 32,608 -5,156 2,136 -8,080 -10,186 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 13.0 1.1 55.0 75.4 87.7 89.5 12.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
49 39 16 85 103 142 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,792,717
COMMITMENTS
211,279 254,739 21,233 1280704 1171127 1513216 1447099 279,501 345,618
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 28,806)
-6,038 7,839 -4,995 39,357 13,747 28,324 16,591 482 12,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 14.2 1.2 71.4 65.3 84.4 80.7 15.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
30 60 36 110 129 168 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,464,817
COMMITMENTS
408,754 135,961 10,756 817,640 1094635 1237150 1241352 227,667 223,465
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -12,741)
-47,357 -17,265 358 41,643 -3,533 -5,356 -20,440 -7,385 7,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 9.3 0.7 55.8 74.7 84.5 84.7 15.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
37 30 23 76 103 125 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 510,111
COMMITMENTS
81,580 58,716 68,751 325,086 344,625 475,417 472,092 34,694 38,019
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -38,610)
-4,155 -8,840 -4,277 -27,046 -25,481 -35,478 -38,598 -3,132 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 11.5 13.5 63.7 67.6 93.2 92.5 6.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 16 23 42 45 72 77
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,890
COMMITMENTS
19,704 5,388 24 27,993 45,092 47,720 50,503 7,170 4,387
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,055)
2,260 870 -106 817 2,530 2,971 3,294 84 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 9.8 0.0 51.0 82.1 86.9 92.0 13.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 15 3 26 32 58 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,780
COMMITMENTS
39,408 10,776 47 55,985 90,183 95,440 101,006 14,340 8,774
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 6,109)
4,520 1,739 -211 1,633 5,060 5,942 6,588 167 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 9.8 0.0 51.0 82.1 86.9 92.0 13.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 15 3 26 32 58 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,336
COMMITMENTS
13,944 7,954 683 1,361 7,678 15,988 16,315 348 21
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -40)
185 234 -227 0 -46 -42 -39 2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.4 48.7 4.2 8.3 47.0 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 11 3 1 2 13 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,519
COMMITMENTS
1,597 594 33 7,667 8,798 9,297 9,425 222 94
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -52)
209 -104 3 -254 62 -42 -39 -10 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 6.2 0.3 80.5 92.4 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 6 11 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,177
COMMITMENTS
2,079 1,043 0 10,841 12,010 12,920 13,053 257 124
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -395)
970 -740 0 -1,356 345 -386 -395 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.9 0.0 82.3 91.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 0 5 13 13 21
Updated February 10, 2012