WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,119
COMMITMENTS
149,899 96,329 60,049 197,013 235,883 406,961 392,261 36,158 50,858
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -22,376)
-9,736 -3,805 -4,009 -5,994 -14,468 -19,739 -22,282 -2,637 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 21.7 13.6 44.5 53.2 91.8 88.5 8.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
133 105 115 86 118 287 283
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,210,057
COMMITMENTS
424,556 87,086 121,379 523,180 791,177 1069115 999,642 140,942 210,415
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -46,911)
-11,466 -5,274 -13,099 -21,123 -20,923 -45,688 -39,296 -1,223 -7,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 7.2 10.0 43.2 65.4 88.4 82.6 11.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 832)
219 146 173 270 393 582 642
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,927
COMMITMENTS
3,694 694 59 4,871 9,346 8,624 10,099 2,303 828
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -61)
324 71 -31 -336 -116 -43 -76 -18 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 6.4 0.5 44.6 85.5 78.9 92.4 21.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 8 5 12 10 36 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 742,076
COMMITMENTS
294,396 70,016 97,797 272,507 500,424 664,700 668,237 77,376 73,839
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -13,113)
-25,770 -1,046 9,490 -927 -21,451 -17,207 -13,007 4,094 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 9.4 13.2 36.7 67.4 89.6 90.0 10.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
244 141 177 156 215 492 456
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,193
COMMITMENTS
83,814 52,270 49,856 163,700 207,495 297,370 309,621 38,823 26,572
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,476)
9,986 -3,036 -34 -7,479 9,084 2,473 6,014 3,003 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 15.5 14.8 48.7 61.7 88.5 92.1 11.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
92 56 88 71 67 216 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,164
COMMITMENTS
57,147 61,276 14,188 406,519 417,458 477,854 492,922 163,310 148,242
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 51,844)
-6,043 18,743 7,023 40,178 14,933 41,158 40,699 10,686 11,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 9.6 2.2 63.4 65.1 74.5 76.9 25.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
20 26 14 61 67 89 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 385,001
COMMITMENTS
43,325 25,020 10,574 254,329 282,078 308,228 317,672 76,773 67,329
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 23,118)
1,256 3,661 10,102 2,536 -2,531 13,894 11,232 9,224 11,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 6.5 2.7 66.1 73.3 80.1 82.5 19.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 5 31 39 41 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,981
COMMITMENTS
2,047 202 2,856 6,462 8,654 11,365 11,712 616 269
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 67)
-89 50 -129 268 96 50 17 17 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 1.7 23.8 53.9 72.2 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 4 8 20 21 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 257,606
COMMITMENTS
85,762 10,757 44,730 78,673 176,496 209,165 231,983 48,441 25,623
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -10,380)
-6,070 1,667 -2,288 -115 -10,912 -8,473 -11,533 -1,907 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 4.2 17.4 30.5 68.5 81.2 90.1 18.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
88 32 83 76 71 215 166
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,564
COMMITMENTS
3,370 4,418 1,253 7,082 7,692 11,705 13,363 2,859 1,201
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 509)
-195 65 334 26 69 165 468 344 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 30.3 8.6 48.6 52.8 80.4 91.8 19.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 24 12 24 11 56 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 974,362
COMMITMENTS
267,557 142,796 31,625 540,311 706,128 839,493 880,549 134,869 93,813
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -30,046)
-47,857 -3,868 2,080 1,363 -39,052 -44,414 -40,840 14,368 10,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 14.7 3.2 55.5 72.5 86.2 90.4 13.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 32 21 103 99 155 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,604,899
COMMITMENTS
222,643 171,951 51,338 1008919 1063704 1282900 1286993 321,999 317,906
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -26,972)
-47,320 -472 11,362 -33,941 -45,716 -69,899 -34,826 42,927 7,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 10.7 3.2 62.9 66.3 79.9 80.2 20.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
40 45 35 104 123 160 187
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,213
COMMITMENTS
230,218 104,640 28,352 786,270 914,269 1044840 1047261 251,373 248,952
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 33,544)
22,773 -2,953 10,365 -25,178 24,367 7,960 31,779 25,584 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 8.1 2.2 60.7 70.5 80.6 80.8 19.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
35 29 23 82 93 129 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 483,138
COMMITMENTS
32,261 62,380 62,557 358,822 322,011 453,640 446,948 29,498 36,190
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 25,489)
8,054 4,660 1,094 10,904 17,732 20,052 23,486 5,437 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 12.9 12.9 74.3 66.6 93.9 92.5 6.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 14 25 43 44 71 77
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,876
COMMITMENTS
22,042 5,087 616 27,061 48,104 49,719 53,807 9,158 5,070
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,239)
1,231 -1,912 490 647 5,139 2,367 3,716 -128 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 8.6 1.0 46.0 81.7 84.4 91.4 15.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 9 3 34 24 73 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,752
COMMITMENTS
44,084 10,174 1,232 54,121 96,207 99,437 107,613 18,315 10,139
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,478)
2,461 -3,824 979 1,294 10,277 4,734 7,432 -256 -2,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 8.6 1.0 46.0 81.7 84.4 91.4 15.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 9 3 34 24 73 34
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,432
COMMITMENTS
6,040 6,429 954 1,293 1,044 8,287 8,427 145 5
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -69)
106 -22 -28 -155 -18 -77 -68 8 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.6 76.2 11.3 15.3 12.4 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 10 3 1 2 11 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,619
COMMITMENTS
1,241 3,794 7 9,115 6,752 10,363 10,553 256 66
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 145)
143 12 0 5 109 148 121 -3 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 35.7 0.1 85.8 63.6 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 7 1 6 9 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,524
COMMITMENTS
1,888 2,977 101 12,292 11,305 14,281 14,383 243 141
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -214)
-339 -226 101 65 -198 -173 -323 -41 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 20.5 0.7 84.6 77.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 1 5 13 12 18
Updated August 31, 2012