WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,284
COMMITMENTS
132,529 95,661 61,179 205,115 225,592 398,823 382,432 34,461 50,852
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 9,733)
7,587 -3,186 -1,178 154 12,099 6,563 7,735 3,170 1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 22.1 14.1 47.3 52.1 92.0 88.3 8.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
127 108 104 76 114 266 270
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,088,659
COMMITMENTS
307,576 112,691 98,056 546,109 676,384 951,741 887,131 136,918 201,528
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 52,221)
15,614 3,310 -5,995 39,051 53,278 48,670 50,593 3,551 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 10.4 9.0 50.2 62.1 87.4 81.5 12.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
179 131 153 195 332 461 548
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,895
COMMITMENTS
3,451 533 28 4,627 8,393 8,106 8,954 1,789 941
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 917)
829 200 13 -36 867 806 1,080 111 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 5.4 0.3 46.8 84.8 81.9 90.5 18.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 6 3 14 12 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 799,500
COMMITMENTS
318,077 60,255 122,809 283,082 536,830 723,968 719,894 75,532 79,606
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 24,343)
7,822 10,433 -1,238 15,388 18,723 21,972 27,918 2,371 -3,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 7.5 15.4 35.4 67.1 90.6 90.0 9.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
252 108 180 170 214 505 447
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,208
COMMITMENTS
66,202 74,206 57,022 177,051 172,300 300,275 303,528 32,933 29,680
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -4,756)
354 -14,277 2,854 -8,621 6,997 -5,413 -4,426 657 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 22.3 17.1 53.1 51.7 90.1 91.1 9.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
78 65 84 75 73 202 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,900
COMMITMENTS
79,750 39,193 8,139 381,107 465,818 468,996 513,150 172,904 128,750
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 15,398)
-1,166 -1,796 -114 1,502 10,018 222 8,108 15,176 7,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 6.1 1.3 59.4 72.6 73.1 79.9 26.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 18 10 68 77 108 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 353,121
COMMITMENTS
46,550 20,429 442 239,782 283,068 286,774 303,939 66,347 49,182
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 5,957)
46 -1,517 16 3,384 4,685 3,446 3,184 2,511 2,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 5.8 0.1 67.9 80.2 81.2 86.1 18.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 5 5 35 41 45 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,803
COMMITMENTS
1,561 176 1,504 8,101 9,781 11,166 11,461 637 342
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 737)
378 52 23 203 617 604 692 133 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 1.5 12.7 68.6 82.9 94.6 97.1 5.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 5 24 23 33 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 261,063
COMMITMENTS
93,113 7,908 38,512 79,313 186,169 210,938 232,589 50,125 28,474
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -5,468)
-3,448 303 -1,201 -3,471 -3,720 -8,120 -4,618 2,652 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 3.0 14.8 30.4 71.3 80.8 89.1 19.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
94 24 73 65 69 200 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,841
COMMITMENTS
3,540 5,105 374 6,671 5,890 10,585 11,369 2,256 1,472
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -285)
487 -140 -413 -335 393 -261 -160 -24 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 39.8 2.9 52.0 45.9 82.4 88.5 17.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 24 16 23 12 57 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 868,165
COMMITMENTS
259,064 198,039 6,890 476,833 576,325 742,787 781,254 125,378 86,911
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 72,464)
67,627 23,345 -2,941 8,143 53,955 72,829 74,359 -365 -1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 22.8 0.8 54.9 66.4 85.6 90.0 14.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
49 37 13 91 96 146 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,797,301
COMMITMENTS
251,036 287,619 25,689 1228903 1184472 1505628 1497780 291,673 299,521
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 26,811)
23,757 -13,038 -556 7,533 36,830 30,734 23,236 -3,923 3,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 16.0 1.4 68.4 65.9 83.8 83.3 16.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
35 66 24 102 128 152 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,132,696
COMMITMENTS
236,868 150,768 4,929 670,244 750,908 912,041 906,605 220,655 226,091
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -5,800)
-4,075 -14,322 -253 -2,310 7,666 -6,638 -6,909 838 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 13.3 0.4 59.2 66.3 80.5 80.0 19.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
37 31 12 83 100 127 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 487,622
COMMITMENTS
27,607 69,535 75,648 362,728 304,646 465,983 449,829 21,639 37,793
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,642)
-1,265 -614 -303 5,106 7,571 3,538 6,654 -1,896 -5,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 14.3 15.5 74.4 62.5 95.6 92.2 4.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
18 23 28 48 53 82 90
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,280
COMMITMENTS
13,226 6,197 59 22,638 33,209 35,923 39,465 7,358 3,816
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -2,173)
-1,985 1,127 -104 95 -2,941 -1,994 -1,919 -179 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 14.3 0.1 52.3 76.7 83.0 91.2 17.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 13 4 32 22 58 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,560
COMMITMENTS
26,452 12,394 118 45,275 66,417 71,845 78,929 14,715 7,631
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -4,345)
-3,969 2,253 -208 189 -5,882 -3,988 -3,837 -357 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 14.3 0.1 52.3 76.7 83.0 91.2 17.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 13 4 32 22 58 37
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,132
COMMITMENTS
1,406 3,735 50 8,380 6,303 9,836 10,088 296 44
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 137)
-138 73 0 239 66 101 139 36 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 36.9 0.5 82.7 62.2 97.1 99.6 2.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 7 1 6 9 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,084
COMMITMENTS
1,763 2,917 0 9,945 9,105 11,708 12,022 376 62
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -229)
-254 -493 0 0 270 -254 -223 25 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 24.1 0.0 82.3 75.3 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 10 0 3 14 9 24
Updated July 13, 2012