WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,864
COMMITMENTS
114,206 107,168 79,323 209,958 201,260 403,487 387,751 37,377 53,113
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -3,580)
-7,295 12,494 -2,191 6,824 -15,807 -2,662 -5,504 -918 1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 24.3 18.0 47.6 45.7 91.5 88.0 8.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
125 117 103 89 106 263 283
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,193,445
COMMITMENTS
403,691 81,081 154,716 500,044 755,065 1058451 990,862 134,994 202,583
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -9,920)
-24,035 12,628 8,205 10,420 -22,873 -5,410 -2,040 -4,510 -7,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 6.8 13.0 41.9 63.3 88.7 83.0 11.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741)
192 130 172 206 357 489 590
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,912
COMMITMENTS
3,369 1,178 53 5,112 8,699 8,534 9,930 2,378 982
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,079)
1,336 300 39 -393 665 982 1,004 97 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 10.8 0.5 46.8 79.7 78.2 91.0 21.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 2 16 12 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 599,332
COMMITMENTS
189,746 58,275 93,540 252,221 380,107 535,507 531,922 63,825 67,410
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 5,397)
5,938 -2,714 5,192 -7,495 4,738 3,635 7,216 1,762 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 9.7 15.6 42.1 63.4 89.4 88.8 10.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
158 103 175 122 153 372 364
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,008
COMMITMENTS
64,049 88,330 51,472 162,328 133,901 277,849 273,703 33,159 37,305
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 986)
-1,775 -9,596 7,782 -5,552 3,763 455 1,949 531 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 28.4 16.6 52.2 43.1 89.3 88.0 10.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
64 90 90 71 63 197 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,970
COMMITMENTS
87,470 55,040 12,287 354,240 392,854 453,997 460,181 148,973 142,789
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -51,522)
-12,896 12,578 -7,060 -33,181 -53,341 -53,137 -47,823 1,615 -3,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 9.1 2.0 58.7 65.2 75.3 76.3 24.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 24 11 64 72 106 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,490
COMMITMENTS
26,437 50,720 2,634 273,986 259,391 303,057 312,745 67,433 57,745
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -10,154)
2,469 -2,529 -1,442 -8,487 -9,788 -7,460 -13,759 -2,694 3,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 13.7 0.7 74.0 70.0 81.8 84.4 18.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 6 3 29 35 40 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,738
COMMITMENTS
1,227 840 1,728 6,102 6,802 9,057 9,370 681 368
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,040)
-266 661 -1,141 280 -787 -1,127 -1,267 87 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 8.6 17.7 62.7 69.9 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 7 18 19 30 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,860
COMMITMENTS
70,843 21,696 20,977 85,783 156,505 177,603 199,178 45,257 23,682
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 6,171)
6,891 -1,403 -3,191 396 12,104 4,096 7,510 2,075 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 9.7 9.4 38.5 70.2 79.7 89.4 20.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
67 35 50 73 65 165 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,938
COMMITMENTS
3,497 4,510 623 7,743 8,075 11,863 13,208 3,075 1,730
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 254)
390 -445 226 -149 571 467 352 -213 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 30.2 4.2 51.8 54.1 79.4 88.4 20.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 16 6 25 15 50 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 984,794
COMMITMENTS
274,896 214,505 24,778 552,214 661,450 851,888 900,733 132,906 84,061
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -11,478)
4,316 -42,076 587 -11,714 30,352 -6,811 -11,137 -4,667 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 21.8 2.5 56.1 67.2 86.5 91.5 13.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
51 36 15 96 89 153 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,727,989
COMMITMENTS
355,349 218,370 46,577 1016324 1157459 1418250 1422406 309,739 305,583
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 26,383)
-28,025 37,687 -9,093 47,612 42,468 10,494 71,062 15,889 -44,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 12.6 2.7 58.8 67.0 82.1 82.3 17.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
39 59 31 103 130 161 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,484,349
COMMITMENTS
283,811 172,536 20,123 934,645 1056589 1238579 1249248 245,770 235,101
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -37,126)
-18,128 -13,372 1,316 -2,279 -18,786 -19,091 -30,842 -18,035 -6,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 11.6 1.4 63.0 71.2 83.4 84.2 16.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
35 40 17 85 98 129 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 344,013
COMMITMENTS
19,827 46,246 50,624 250,649 210,786 321,100 307,656 22,913 36,357
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 13,127)
4,663 -1,720 -73 8,395 12,952 12,985 11,159 142 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 13.4 14.7 72.9 61.3 93.3 89.4 6.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 14 20 34 36 55 63
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,665
COMMITMENTS
12,947 7,715 148 29,762 36,724 42,857 44,587 7,808 6,078
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,985)
2,414 891 -1,066 2,520 1,694 3,869 1,519 -884 1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 15.2 0.3 58.7 72.5 84.6 88.0 15.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 16 4 37 29 67 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,329
COMMITMENTS
25,894 15,429 296 59,523 73,448 85,713 89,173 15,616 12,156
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 5,970)
4,828 1,782 -2,131 5,040 3,387 7,737 3,038 -1,767 2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 15.2 0.3 58.7 72.5 84.6 88.0 15.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 16 4 37 29 67 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,530
COMMITMENTS
7,394 7,249 981 1,024 1,295 9,399 9,525 131 5
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 234)
231 224 2 0 12 233 238 1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.6 76.1 10.3 10.7 13.6 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 3 1 2 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,353
COMMITMENTS
2,403 4,899 311 10,403 8,047 13,117 13,257 236 96
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 264)
1,187 404 -38 -919 -125 230 241 34 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 36.7 2.3 77.9 60.3 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 2 5 12 12 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,695
COMMITMENTS
896 1,377 593 11,022 10,654 12,511 12,624 184 71
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -598)
87 -137 472 -1,092 -944 -533 -609 -65 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 10.8 4.7 86.8 83.9 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 1 3 14 10 18
Updated December 14, 2012