WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,066
COMMITMENTS
86,991 139,884 72,218 251,767 179,296 410,976 391,398 38,090 57,668
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -9,493)
641 11,852 -7,127 -3,337 -14,881 -9,823 -10,156 330 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 31.1 16.1 56.1 39.9 91.5 87.2 8.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
102 146 151 78 102 284 307
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,315,896
COMMITMENTS
363,551 137,710 214,669 611,398 712,531 1189618 1064910 126,278 250,986
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 37,147)
1,122 3,869 14,149 25,746 16,737 41,017 34,755 -3,870 2,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 10.5 16.3 46.5 54.1 90.4 80.9 9.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 689)
179 151 215 210 292 500 571
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,054
COMMITMENTS
2,993 1,439 70 7,281 8,561 10,344 10,070 1,710 1,984
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -497)
133 -399 -8 -395 -112 -270 -519 -227 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 11.9 0.6 60.4 71.0 85.8 83.5 14.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 10 3 15 8 28 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 549,099
COMMITMENTS
152,160 60,561 91,110 255,980 311,928 499,250 463,599 49,849 85,500
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 33,346)
13,304 -4,633 11,918 6,094 19,882 31,316 27,167 2,030 6,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 11.0 16.6 46.6 56.8 90.9 84.4 9.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
170 102 166 111 156 367 367
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 14,508
COMMITMENTS
10,838 1,465 250 302 1,762 11,390 3,477 3,118 11,031
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,110)
1,643 -165 74 -18 151 1,699 60 -589 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 10.1 1.7 2.1 12.1 78.5 24.0 21.5 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 4 5 1 4 14 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 314,635
COMMITMENTS
71,097 64,554 42,742 167,461 175,758 281,300 283,054 33,335 31,581
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -861)
-549 -9,567 3,941 -7,076 2,420 -3,684 -3,206 2,823 2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 20.5 13.6 53.2 55.9 89.4 90.0 10.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
73 73 83 60 66 187 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,045
COMMITMENTS
71,940 86,710 4,871 391,442 372,937 468,253 464,518 136,792 140,527
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -16,076)
-9,609 -6,656 865 -5,517 -5,918 -14,261 -11,709 -1,815 -4,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 14.3 0.8 64.7 61.6 77.4 76.8 22.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
29 39 23 73 75 117 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,075
COMMITMENTS
47,574 33,223 6,386 269,944 289,946 323,904 329,555 54,171 48,520
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -488)
1,682 -1,948 5,409 -5,303 -3,133 1,788 328 -2,276 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 8.8 1.7 71.4 76.7 85.7 87.2 14.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 9 6 43 38 53 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,992
COMMITMENTS
1,299 237 1,362 7,463 8,855 10,124 10,454 868 538
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -148)
-143 33 76 -122 -261 -189 -152 41 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 2.2 12.4 67.9 80.6 92.1 95.1 7.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 2 6 21 24 36 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,669
COMMITMENTS
36,246 35,345 24,509 88,795 98,102 149,550 157,956 33,119 24,713
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -6,299)
-606 -1,553 -1,379 -6,714 -3,647 -8,699 -6,579 2,400 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 19.3 13.4 48.6 53.7 81.9 86.5 18.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
49 42 52 65 60 144 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,133
COMMITMENTS
3,480 5,846 1,154 7,934 5,830 12,568 12,830 2,565 2,303
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -240)
150 -579 -78 -81 346 -9 -311 -231 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 38.6 7.6 52.4 38.5 83.1 84.8 16.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 24 12 21 17 50 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 892,123
COMMITMENTS
229,684 138,653 10,128 534,752 637,022 774,564 785,803 117,559 106,320
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -34,493)
-63,661 17,917 176 24,986 -61,388 -38,499 -43,295 4,006 8,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 15.5 1.1 59.9 71.4 86.8 88.1 13.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
47 41 22 90 100 147 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,803,352
COMMITMENTS
211,298 255,698 24,803 1277073 1198319 1513174 1478820 290,178 324,532
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,635)
19 959 3,570 -3,631 27,192 -42 31,721 10,677 -21,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.2 1.4 70.8 66.4 83.9 82.0 16.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
37 59 34 113 132 172 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,436,134
COMMITMENTS
372,296 141,287 10,484 814,856 1050186 1197636 1201957 238,498 234,177
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -28,683)
-36,458 5,326 -272 -2,784 -44,449 -39,514 -39,395 10,831 10,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 9.8 0.7 56.7 73.1 83.4 83.7 16.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
37 28 24 76 98 124 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 526,334
COMMITMENTS
89,392 61,548 67,720 341,541 359,748 498,653 489,016 27,681 37,318
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 16,223)
7,812 2,832 -1,031 16,455 15,123 23,236 16,924 -7,013 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 11.7 12.9 64.9 68.3 94.7 92.9 5.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 18 23 43 47 72 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,993
COMMITMENTS
18,506 5,624 24 28,318 43,139 46,848 48,787 7,146 5,207
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -897)
-1,198 236 0 326 -1,953 -873 -1,717 -25 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 10.4 0.0 52.4 79.9 86.8 90.4 13.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 16 3 29 28 58 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,986
COMMITMENTS
37,012 11,248 47 56,636 86,278 93,695 97,573 14,291 10,413
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -1,794)
-2,396 472 0 651 -3,905 -1,745 -3,433 -49 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 10.4 0.0 52.4 79.9 86.8 90.4 13.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 16 3 29 28 58 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,312
COMMITMENTS
13,908 7,405 988 1,361 7,893 16,257 16,286 55 26
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -24)
-36 -549 305 0 215 269 -29 -293 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.3 45.4 6.1 8.3 48.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 11 3 1 2 14 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,975
COMMITMENTS
2,225 295 10 7,493 9,560 9,728 9,865 247 110
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 456)
628 -299 -23 -174 762 431 440 25 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 3.0 0.1 75.1 95.8 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 4 1 6 11 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,690
COMMITMENTS
2,361 489 0 10,082 12,039 12,443 12,528 247 162
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -487)
282 -554 0 -759 29 -477 -525 -10 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 3.9 0.0 79.4 94.9 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 0 4 13 11 18
Updated February 17, 2012