WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,143
COMMITMENTS
156,712 99,594 65,114 203,205 248,359 425,031 413,067 38,112 50,076
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -4,424)
2,190 -11 -6,515 -1,079 1,072 -5,404 -5,454 980 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 21.5 14.1 43.9 53.6 91.8 89.2 8.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
143 103 121 77 116 292 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,187,048
COMMITMENTS
389,066 97,753 114,381 550,272 763,720 1053719 975,854 133,329 211,194
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,014)
8,220 -1,715 261 -9,284 -4,386 -803 -5,840 -2,211 2,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 8.2 9.6 46.4 64.3 88.8 82.2 11.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
203 135 169 235 365 524 595
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,154
COMMITMENTS
3,001 475 131 4,830 8,819 7,962 9,425 2,192 729
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -326)
-91 -44 12 -102 -125 -181 -157 -145 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 4.7 1.3 47.6 86.9 78.4 92.8 21.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 6 5 12 11 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,907
COMMITMENTS
303,279 71,002 94,705 287,530 518,557 685,514 684,264 67,393 68,643
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -7,452)
-5,100 5,749 1,115 -383 -12,882 -4,368 -6,018 -3,084 -1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 9.4 12.6 38.2 68.9 91.0 90.9 9.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
226 130 177 162 213 478 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 331,467
COMMITMENTS
69,132 66,365 42,013 191,842 191,738 302,987 300,116 28,480 31,351
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 5,149)
2,584 11,578 -5,142 6,600 -6,485 4,042 -49 1,107 5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 20.0 12.7 57.9 57.8 91.4 90.5 8.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
76 70 76 74 65 192 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,807
COMMITMENTS
84,257 57,326 7,992 352,590 407,761 444,839 473,079 160,968 132,728
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -10,881)
4,080 6,856 2,749 -21,576 -23,475 -14,747 -13,870 3,866 2,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 9.5 1.3 58.2 67.3 73.4 78.1 26.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 25 12 67 74 106 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,260
COMMITMENTS
47,260 25,696 649 241,259 268,270 289,168 294,615 63,092 57,645
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,266)
-634 4,254 46 -4,011 -11,424 -4,599 -7,124 1,333 3,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 7.3 0.2 68.5 76.2 82.1 83.6 17.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 5 3 33 38 43 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,399
COMMITMENTS
2,378 189 2,834 6,540 9,193 11,752 12,216 647 183
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 286)
318 27 193 -145 137 366 357 -80 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 1.5 22.9 52.7 74.1 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 4 8 21 22 37 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 244,787
COMMITMENTS
80,753 8,137 41,995 77,348 168,212 200,096 218,344 44,691 26,443
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,709)
1,449 -68 643 -2,448 -1,287 -356 -712 -1,353 -997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 3.3 17.2 31.6 68.7 81.7 89.2 18.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
86 21 70 68 65 192 142
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,046
COMMITMENTS
4,297 4,505 442 6,634 7,903 11,373 12,850 2,673 1,196
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 463)
529 -49 -5 -114 609 410 555 53 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 32.1 3.1 47.2 56.3 81.0 91.5 19.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 23 9 22 12 50 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,702
COMMITMENTS
365,317 154,919 20,517 517,786 786,631 903,620 962,067 134,082 75,635
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -25,117)
-23,216 1,194 20 589 -19,532 -22,607 -18,318 -2,510 -6,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 14.9 2.0 49.9 75.8 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 34 14 95 103 155 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,655,120
COMMITMENTS
229,847 244,442 37,259 1116056 1075623 1383162 1357324 271,958 297,796
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -102,566)
-52,438 -35,788 2,293 -33,348 -44,284 -83,493 -77,779 -19,073 -24,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.8 2.3 67.4 65.0 83.6 82.0 16.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
26 68 34 109 137 161 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,509
COMMITMENTS
235,683 109,313 16,527 706,254 826,624 958,464 952,464 230,045 236,045
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 13,593)
-38,484 -10,313 3,041 63,449 31,030 28,006 23,758 -14,413 -10,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 9.2 1.4 59.4 69.6 80.6 80.1 19.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 30 20 81 97 131 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 435,302
COMMITMENTS
14,289 48,672 61,338 333,318 285,792 408,945 395,802 26,357 39,500
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -68,212)
-7,743 -11,198 -6,516 -53,343 -52,403 -67,602 -70,117 -610 1,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 11.2 14.1 76.6 65.7 93.9 90.9 6.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 15 24 43 43 70 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,382
COMMITMENTS
19,835 5,857 104 24,328 40,359 44,266 46,319 8,117 6,063
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 3,287)
1,546 0 6 1,872 2,866 3,423 2,872 -137 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 11.2 0.2 46.4 77.0 84.5 88.4 15.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 13 3 30 27 61 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,764
COMMITMENTS
39,669 11,713 207 48,655 80,718 88,531 92,638 16,233 12,126
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 6,573)
3,091 0 12 3,743 5,732 6,846 5,744 -273 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 11.2 0.2 46.4 77.0 84.5 88.4 15.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 13 3 30 27 61 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,360
COMMITMENTS
5,898 6,325 900 1,448 1,130 8,246 8,355 114 5
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -165)
-171 -2 0 0 -163 -171 -165 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 75.7 10.8 17.3 13.5 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 9 2 1 2 10 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,009
COMMITMENTS
1,322 4,937 40 9,317 5,994 10,679 10,971 330 38
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,058)
38 1,196 -30 1,041 -108 1,049 1,058 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 44.8 0.4 84.6 54.4 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 7 1 6 10 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,038
COMMITMENTS
2,256 2,342 0 12,474 12,664 14,730 15,006 308 32
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 660)
58 -865 0 606 1,537 664 672 -4 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 15.6 0.0 82.9 84.2 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 0 4 15 12 23
Updated August 10, 2012