WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,390
COMMITMENTS
117,175 134,056 59,161 228,076 187,500 404,412 380,717 27,978 51,673
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 7,286)
494 3,907 -1,379 8,367 6,567 7,482 9,095 -196 -1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 31.0 13.7 52.7 43.4 93.5 88.0 6.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
103 133 116 79 107 252 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,117,515
COMMITMENTS
274,943 169,579 164,037 547,808 554,152 986,788 887,768 130,727 229,747
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -39,997)
10,884 248 -20,972 -31,736 -15,490 -41,824 -36,214 1,827 -3,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 15.2 14.7 49.0 49.6 88.3 79.4 11.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
156 160 195 205 283 479 538
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,529
COMMITMENTS
2,590 2,666 182 6,809 6,762 9,581 9,610 1,948 1,919
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -108)
111 121 55 -7 51 159 227 -267 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 23.1 1.6 59.1 58.7 83.1 83.4 16.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 13 5 15 10 32 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 783,333
COMMITMENTS
282,996 49,355 141,972 285,469 502,740 710,437 694,067 72,896 89,266
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 11,605)
-2,358 -2,073 10,668 -2,137 2,520 6,173 11,115 5,432 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 6.3 18.1 36.4 64.2 90.7 88.6 9.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
239 99 194 172 205 500 439
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,621
COMMITMENTS
83,997 103,470 54,698 206,019 185,691 344,714 343,859 32,907 33,762
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -15,488)
888 -524 -10,572 -7,557 -2,089 -17,241 -13,185 1,753 -2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.4 14.5 54.6 49.2 91.3 91.1 8.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
79 83 97 75 70 211 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 649,558
COMMITMENTS
82,269 37,859 5,633 410,140 479,321 498,042 522,813 151,516 126,745
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -27,293)
-17,556 -9,090 55 -15,547 -20,410 -33,048 -29,445 5,755 2,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 5.8 0.9 63.1 73.8 76.7 80.5 23.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 24 9 76 78 113 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 345,539
COMMITMENTS
45,044 21,523 460 236,634 269,665 282,138 291,648 63,401 53,891
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -11,296)
1,665 5,323 -7,362 -10 -11,517 -5,707 -13,556 -5,589 2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 6.2 0.1 68.5 78.0 81.7 84.4 18.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 6 3 37 41 45 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,309
COMMITMENTS
1,748 205 899 7,226 8,832 9,873 9,936 436 373
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -987)
-60 46 -116 -850 -953 -1,026 -1,023 39 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 2.0 8.7 70.1 85.7 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 5 23 24 30 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 259,367
COMMITMENTS
100,578 9,295 31,443 81,195 192,833 213,216 233,571 46,151 25,796
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 15,144)
7,436 -1,879 9,904 -3,362 4,843 13,978 12,868 1,166 2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 3.6 12.1 31.3 74.3 82.2 90.1 17.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
101 19 61 72 79 198 151
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,051
COMMITMENTS
3,723 6,564 1,753 8,037 5,484 13,513 13,801 2,538 2,250
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 296)
25 -110 500 -177 7 348 397 -52 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 40.9 10.9 50.1 34.2 84.2 86.0 15.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 22 19 27 16 61 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 912,151
COMMITMENTS
218,013 181,519 19,859 542,205 632,120 780,077 833,498 132,074 78,653
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -68,607)
-24,777 -126 2,015 -44,697 -71,083 -67,459 -69,194 -1,148 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 19.9 2.2 59.4 69.3 85.5 91.4 14.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
42 34 17 103 93 153 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,759,586
COMMITMENTS
273,224 296,221 24,249 1185613 1145893 1483086 1466363 276,500 293,223
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -44,524)
58,014 -14,374 -3,041 -82,785 -32,920 -27,812 -50,335 -16,712 5,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 16.8 1.4 67.4 65.1 84.3 83.3 15.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
31 67 22 101 133 146 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,115,987
COMMITMENTS
189,449 143,228 5,774 700,645 731,718 895,868 880,720 220,119 235,267
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -18,257)
1,767 2,401 -952 -13,158 -7,528 -12,343 -6,079 -5,914 -12,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 12.8 0.5 62.8 65.6 80.3 78.9 19.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
36 26 10 80 91 122 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 515,363
COMMITMENTS
22,919 66,801 82,849 386,480 317,132 492,248 466,782 23,115 48,581
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,701)
-1,628 6,199 2,117 15,496 11,909 15,985 20,225 1,716 -2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 13.0 16.1 75.0 61.5 95.5 90.6 4.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 19 28 50 53 81 90
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,715
COMMITMENTS
9,785 7,545 158 22,432 26,752 32,374 34,454 6,341 4,261
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -50,066)
-1,324 1,713 -5,887 -37,248 -40,076 -44,458 -44,250 -5,608 -5,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.5 0.4 57.9 69.1 83.6 89.0 16.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 12 4 29 24 50 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,430
COMMITMENTS
19,569 15,089 316 44,863 53,503 64,748 68,908 12,682 8,522
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -52,291)
-949 -3,280 -2,503 -43,720 -45,762 -47,172 -51,545 -5,119 -746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.5 0.4 57.9 69.1 83.6 89.0 16.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 12 4 29 24 50 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,591
COMMITMENTS
4,586 6,532 3,336 2,557 616 10,479 10,484 112 107
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,368)
-238 -385 2,632 55 116 2,449 2,363 -81 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 61.7 31.5 24.1 5.8 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 10 5 3 3 13 16
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,430
COMMITMENTS
1,510 2,248 45 7,674 7,070 9,229 9,363 201 67
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,089)
-43 -862 -2,104 -736 65 -2,883 -2,901 -206 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 23.8 0.5 81.4 75.0 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 7 1 6 10 13 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,308
COMMITMENTS
2,060 1,649 0 6,961 7,612 9,021 9,261 287 47
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,065)
257 -144 -461 -1,894 -1,375 -2,098 -1,980 33 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 17.7 0.0 74.8 81.8 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 0 3 14 11 21
Updated June 22, 2012