WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,610
COMMITMENTS
148,006 97,175 65,640 203,568 240,157 417,214 402,972 35,396 49,638
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 19,326)
15,477 1,514 4,461 -1,547 14,565 18,391 20,540 935 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 21.5 14.5 45.0 53.1 92.2 89.0 7.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
133 105 104 78 116 270 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,154,868
COMMITMENTS
327,620 108,382 111,813 570,757 734,761 1010190 954,956 144,678 199,912
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 66,209)
20,044 -4,309 13,757 24,648 58,377 58,449 67,825 7,760 -1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 9.4 9.7 49.4 63.6 87.5 82.7 12.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
191 144 176 215 349 504 589
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,076
COMMITMENTS
3,329 513 23 4,642 8,671 7,994 9,207 2,082 869
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 181)
-122 -20 -5 15 278 -112 253 293 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 5.1 0.2 46.1 86.1 79.3 91.4 20.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 7 4 13 12 31 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,271
COMMITMENTS
322,317 62,705 124,765 304,618 565,463 751,700 752,933 81,571 80,338
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 33,771)
4,240 2,450 1,956 21,536 28,633 27,732 33,039 6,039 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 7.5 15.0 36.6 67.9 90.2 90.4 9.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
259 112 194 180 220 527 462
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 339,052
COMMITMENTS
66,767 69,476 57,078 182,559 182,757 306,404 309,311 32,648 29,741
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,844)
565 -4,730 56 5,508 10,457 6,129 5,783 -285 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.5 16.8 53.8 53.9 90.4 91.2 9.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
77 68 93 74 72 209 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,253
COMMITMENTS
75,498 46,554 7,659 378,012 446,288 461,169 500,501 165,084 125,752
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -15,647)
-4,252 7,361 -480 -3,095 -19,530 -7,827 -12,649 -7,820 -2,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 7.4 1.2 60.4 71.3 73.6 79.9 26.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
33 23 10 69 76 107 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 348,652
COMMITMENTS
45,478 25,292 409 237,616 274,036 283,503 299,737 65,149 48,915
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,469)
-1,072 4,863 -33 -2,166 -9,032 -3,271 -4,202 -1,198 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 7.3 0.1 68.2 78.6 81.3 86.0 18.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 5 6 35 41 46 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,677
COMMITMENTS
2,144 157 1,914 7,944 10,263 12,002 12,334 675 343
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 874)
583 -19 410 -157 482 836 873 38 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 1.2 15.1 62.7 81.0 94.7 97.3 5.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 2 6 23 22 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 273,643
COMMITMENTS
90,971 8,786 43,836 87,299 189,724 222,106 242,346 51,537 31,297
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,580)
-2,142 878 5,324 7,986 3,555 11,168 9,757 1,412 2,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 3.2 16.0 31.9 69.3 81.2 88.6 18.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
98 25 69 68 74 201 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,883
COMMITMENTS
3,763 4,833 313 6,498 6,453 10,574 11,599 2,309 1,284
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 42)
223 -272 -61 -173 563 -11 230 53 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 37.5 2.4 50.4 50.1 82.1 90.0 17.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 25 9 21 12 49 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 991,502
COMMITMENTS
344,798 175,928 20,158 495,875 719,135 860,831 915,221 130,671 76,281
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 123,337)
85,734 -22,111 13,268 19,042 142,810 118,044 133,967 5,293 -10,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 17.7 2.0 50.0 72.5 86.8 92.3 13.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
56 36 14 91 99 153 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,803,643
COMMITMENTS
270,104 335,998 31,277 1203854 1154488 1505235 1521763 298,408 281,880
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 6,342)
19,068 48,379 5,588 -25,049 -29,984 -393 23,983 6,735 -17,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 18.6 1.7 66.7 64.0 83.5 84.4 16.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
35 72 25 102 133 153 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,133,638
COMMITMENTS
270,680 122,918 9,032 629,378 769,330 909,090 901,280 224,548 232,358
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 942)
33,812 -27,850 4,103 -40,866 18,422 -2,951 -5,325 3,893 6,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 10.8 0.8 55.5 67.9 80.2 79.5 19.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 28 11 79 95 126 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 486,461
COMMITMENTS
21,549 57,754 73,236 367,038 314,034 461,823 445,024 24,638 41,437
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,161)
-6,058 -11,781 -2,412 4,310 9,388 -4,160 -4,805 2,999 3,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 11.9 15.1 75.5 64.6 94.9 91.5 5.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 21 29 51 49 84 85
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,606
COMMITMENTS
11,573 5,298 1 22,857 32,732 34,431 38,030 7,175 3,576
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,675)
-1,653 -900 -58 219 -477 -1,492 -1,435 -183 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 12.7 0.0 54.9 78.7 82.8 91.4 17.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 9 1 32 25 54 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,211
COMMITMENTS
23,146 10,595 2 45,713 65,463 68,861 76,060 14,350 7,151
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -3,349)
-3,306 -1,799 -116 438 -954 -2,984 -2,869 -365 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 12.7 0.0 54.9 78.7 82.8 91.4 17.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 9 1 32 25 54 34
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,343
COMMITMENTS
5,842 6,277 900 1,501 1,159 8,243 8,336 100 7
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 353)
156 -233 53 140 537 349 357 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 75.2 10.8 18.0 13.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 9 2 1 3 10 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,005
COMMITMENTS
1,589 3,775 25 8,083 6,162 9,697 9,962 308 43
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -127)
183 40 -25 -297 -141 -139 -126 12 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 37.7 0.2 80.8 61.6 96.9 99.6 3.1 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,098
COMMITMENTS
1,793 3,448 0 9,947 8,625 11,740 12,073 358 25
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 14)
30 531 0 2 -480 32 51 -18 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 28.5 0.0 82.2 71.3 97.0 99.8 3.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 11 0 3 13 9 24
Updated July 20, 2012