WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,862
COMMITMENTS
155,108 97,990 72,376 200,743 242,733 428,227 413,099 38,635 53,763
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 14,252)
7,102 815 6,736 -2,825 2,576 11,013 10,127 3,239 4,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 21.0 15.5 43.0 52.0 91.7 88.5 8.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
134 103 109 75 116 272 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,199,304
COMMITMENTS
361,858 96,883 134,596 571,352 762,459 1067806 993,938 131,498 205,366
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 44,436)
34,238 -11,499 22,783 595 27,698 57,616 38,982 -13,180 5,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 8.1 11.2 47.6 63.6 89.0 82.9 11.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
200 137 176 214 348 502 586
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,346
COMMITMENTS
3,236 428 96 4,738 8,944 8,070 9,468 2,276 878
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 270)
-93 -85 73 96 273 76 261 194 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 4.1 0.9 45.8 86.4 78.0 91.5 22.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 7 4 13 13 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,596
COMMITMENTS
319,518 63,559 113,417 307,586 559,951 740,521 736,927 71,075 74,669
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -21,675)
-2,799 854 -11,348 2,968 -5,512 -11,179 -16,006 -10,496 -5,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 7.8 14.0 37.9 69.0 91.2 90.8 8.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
249 111 184 184 212 511 444
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,775
COMMITMENTS
67,273 68,379 40,460 183,257 184,335 290,990 293,174 27,785 25,601
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -20,277)
506 -1,097 -16,618 698 1,578 -15,414 -16,137 -4,863 -4,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 21.5 12.7 57.5 57.8 91.3 92.0 8.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 68 75 72 72 193 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,706
COMMITMENTS
80,131 49,644 6,592 395,787 456,408 482,510 512,644 162,196 132,062
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 18,453)
4,633 3,090 -1,067 17,775 10,120 21,341 12,143 -2,888 6,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 7.7 1.0 61.4 70.8 74.8 79.5 25.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 24 10 67 79 106 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 349,099
COMMITMENTS
45,004 23,633 394 231,398 273,496 276,796 297,523 72,303 51,576
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 447)
-474 -1,659 -15 -6,218 -540 -6,707 -2,214 7,154 2,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 6.8 0.1 66.3 78.3 79.3 85.2 20.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 4 5 33 41 43 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,068
COMMITMENTS
1,592 275 2,602 7,166 8,965 11,360 11,842 708 226
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -609)
-552 118 688 -778 -1,298 -642 -492 33 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 2.3 21.6 59.4 74.3 94.1 98.1 5.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 4 7 20 22 33 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,346
COMMITMENTS
83,897 7,295 45,244 84,147 180,206 213,288 232,745 47,058 27,601
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -13,297)
-7,074 -1,491 1,408 -3,152 -9,518 -8,818 -9,601 -4,479 -3,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 2.8 17.4 32.3 69.2 81.9 89.4 18.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
99 23 73 69 69 205 150
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,086
COMMITMENTS
3,754 4,832 326 6,643 6,544 10,723 11,702 2,363 1,384
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 203)
-9 -1 13 145 91 149 103 54 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 36.9 2.5 50.8 50.0 81.9 89.4 18.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 23 8 21 12 49 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,017,880
COMMITMENTS
355,224 162,189 22,014 508,705 759,311 885,943 943,514 131,937 74,366
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 26,378)
10,426 -13,739 1,856 12,830 40,176 25,112 28,293 1,266 -1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 15.9 2.2 50.0 74.6 87.0 92.7 13.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
58 38 16 98 101 163 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,810,150
COMMITMENTS
255,738 333,152 30,030 1216038 1154896 1501806 1518078 308,344 292,072
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 6,507)
-14,366 -2,846 -1,247 12,184 408 -3,429 -3,685 9,936 10,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.4 1.7 67.2 63.8 83.0 83.9 17.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
34 71 33 103 132 161 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,135,700
COMMITMENTS
246,330 117,866 13,796 628,083 772,243 888,209 903,905 247,491 231,795
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,062)
-24,350 -5,052 4,764 -1,295 2,913 -20,881 2,625 22,943 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 10.4 1.2 55.3 68.0 78.2 79.6 21.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
39 28 11 78 100 121 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 493,089
COMMITMENTS
17,619 53,200 73,555 374,951 329,780 466,125 456,535 26,964 36,554
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 6,628)
-3,930 -4,554 319 7,913 15,746 4,302 11,511 2,326 -4,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 10.8 14.9 76.0 66.9 94.5 92.6 5.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 19 28 49 49 79 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,580
COMMITMENTS
10,655 7,239 38 21,709 28,249 32,401 35,525 7,179 4,055
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,026)
-919 1,941 37 -1,148 -4,483 -2,030 -2,506 4 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 18.3 0.1 54.8 71.4 81.9 89.8 18.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 16 4 29 22 51 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,159
COMMITMENTS
21,309 14,477 75 43,417 56,497 64,801 71,049 14,358 8,110
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4,052)
-1,837 3,882 73 -2,296 -8,966 -4,060 -5,011 8 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 18.3 0.1 54.8 71.4 81.9 89.8 18.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 16 4 29 22 51 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,339
COMMITMENTS
5,881 6,239 900 1,448 1,192 8,229 8,331 110 8
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4)
39 -38 0 -53 33 -14 -5 10 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 74.8 10.8 17.4 14.3 98.7 99.9 1.3 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 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,370
COMMITMENTS
1,576 2,796 26 8,443 6,017 10,045 8,839 325 1,531
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 365)
-13 -979 1 360 -145 348 -1,123 17 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 27.0 0.3 81.4 58.0 96.9 85.2 3.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 8 1 6 9 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,214
COMMITMENTS
1,923 3,515 0 11,973 10,674 13,896 14,189 318 25
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,116)
130 67 0 2,026 2,049 2,156 2,116 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 24.7 0.0 84.2 75.1 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 0 4 14 10 25
Updated July 27, 2012