WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,814
COMMITMENTS
93,437 150,109 78,062 254,056 181,513 425,555 409,684 38,259 54,130
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 14,748)
6,446 10,225 5,844 2,289 2,217 14,579 18,286 169 -3,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 32.4 16.8 54.8 39.1 91.8 88.3 8.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
114 143 148 81 101 290 311
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,312,513
COMMITMENTS
349,784 136,139 222,104 609,242 706,707 1181130 1064950 131,383 247,563
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -3,383)
-13,767 -1,571 7,435 -2,156 -5,824 -8,488 40 5,105 -3,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 10.4 16.9 46.4 53.8 90.0 81.1 10.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 689)
191 140 212 208 294 498 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,396
COMMITMENTS
2,592 1,410 74 6,954 8,324 9,620 9,808 1,776 1,588
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -658)
-401 -29 4 -327 -237 -724 -262 66 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 12.4 0.6 61.0 73.0 84.4 86.1 15.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 3 14 8 26 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 544,143
COMMITMENTS
160,084 53,055 88,224 246,395 318,172 494,703 459,451 49,440 84,692
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -4,956)
7,924 -7,506 -2,886 -9,585 6,244 -4,547 -4,148 -409 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 9.8 16.2 45.3 58.5 90.9 84.4 9.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
177 96 150 116 157 366 347
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,764
COMMITMENTS
75,289 55,974 40,642 163,100 187,310 279,031 283,926 34,733 29,838
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -871)
4,192 -8,580 -2,100 -4,361 11,552 -2,269 872 1,398 -1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 17.8 13.0 52.0 59.7 88.9 90.5 11.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
77 72 80 61 62 192 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 598,173
COMMITMENTS
74,495 92,400 6,680 380,428 348,373 461,603 447,453 136,570 150,720
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -6,872)
2,555 5,690 1,809 -11,014 -24,564 -6,650 -17,065 -222 10,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 15.4 1.1 63.6 58.2 77.2 74.8 22.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 36 23 73 68 114 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 375,738
COMMITMENTS
47,105 31,749 5,380 265,853 288,349 318,338 325,478 57,400 50,260
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -2,337)
-469 -1,474 -1,006 -4,091 -1,597 -5,566 -4,077 3,229 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 8.4 1.4 70.8 76.7 84.7 86.6 15.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 8 6 43 37 53 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,268
COMMITMENTS
1,333 206 1,654 7,514 8,746 10,501 10,606 767 662
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 276)
34 -31 292 51 -109 377 152 -101 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 1.8 14.7 66.7 77.6 93.2 94.1 6.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 1 7 23 24 38 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,614
COMMITMENTS
42,486 28,679 23,801 83,984 107,254 150,271 159,734 33,343 23,880
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 945)
6,240 -6,666 -708 -4,811 9,152 721 1,778 224 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 15.6 13.0 45.7 58.4 81.8 87.0 18.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
51 41 54 69 61 153 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,170
COMMITMENTS
3,494 5,732 1,234 7,748 6,174 12,476 13,140 2,694 2,030
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 37)
14 -114 80 -186 344 -92 310 129 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 37.8 8.1 51.1 40.7 82.2 86.6 17.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 24 13 21 19 50 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 860,803
COMMITMENTS
189,195 162,464 13,889 543,800 578,449 746,884 754,802 113,919 106,001
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -31,320)
-40,489 23,811 3,761 9,048 -58,573 -27,680 -31,001 -3,640 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 18.9 1.6 63.2 67.2 86.8 87.7 13.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
39 41 25 89 103 140 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,882,600
COMMITMENTS
217,886 283,171 22,476 1367490 1257256 1607852 1562903 274,748 319,697
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 79,248)
6,588 27,473 -2,327 90,417 58,937 94,678 84,083 -15,430 -4,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 15.0 1.2 72.6 66.8 85.4 83.0 14.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
35 63 41 125 139 183 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,544
COMMITMENTS
370,622 150,517 11,440 806,110 1000125 1188172 1162082 216,372 242,462
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -31,590)
-1,674 9,230 956 -8,746 -50,061 -9,464 -39,875 -22,126 8,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 10.7 0.8 57.4 71.2 84.6 82.7 15.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
32 32 21 78 94 118 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 546,520
COMMITMENTS
81,989 71,654 69,929 363,820 366,456 515,738 508,039 30,782 38,481
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 20,186)
-7,403 10,106 2,209 22,279 6,708 17,085 19,023 3,101 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 13.1 12.8 66.6 67.1 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 20 24 42 48 72 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,157
COMMITMENTS
19,310 5,083 75 27,015 42,916 46,399 48,073 6,758 5,084
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -837)
804 -541 51 -1,304 -224 -449 -714 -388 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 9.6 0.1 50.8 80.7 87.3 90.4 12.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 14 5 28 31 61 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,313
COMMITMENTS
38,619 10,166 149 54,029 85,831 92,797 96,146 13,516 10,167
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,673)
1,607 -1,082 102 -2,607 -447 -898 -1,427 -775 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 9.6 0.1 50.8 80.7 87.3 90.4 12.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 14 5 28 31 61 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,519
COMMITMENTS
14,033 6,718 1,065 1,361 8,610 16,459 16,393 60 126
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 207)
125 -687 77 0 717 202 107 5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.0 40.7 6.4 8.2 52.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 10 2 1 3 14 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,554
COMMITMENTS
2,679 294 10 7,588 10,145 10,277 10,449 277 105
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 579)
454 -1 0 95 585 549 584 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 2.8 0.1 71.9 96.1 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 4 1 6 11 17 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,935
COMMITMENTS
2,715 911 0 9,954 11,978 12,669 12,889 266 46
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 245)
354 422 0 -128 -61 226 361 19 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 7.0 0.0 77.0 92.6 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 0 4 13 10 21
Updated February 24, 2012