WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,614
COMMITMENTS
72,877 112,442 117,092 237,822 176,365 427,791 405,899 35,823 57,715
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 12,193)
-793 -5,384 13,502 -1,622 3,592 11,088 11,710 1,105 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 24.3 25.3 51.3 38.0 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
106 150 168 92 112 299 342
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,615,568
COMMITMENTS
317,297 112,994 443,612 687,905 777,710 1448813 1334315 166,754 281,252
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 56,650)
18,856 -27,360 35,917 3,701 38,575 58,475 47,131 -1,825 9,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.0 27.5 42.6 48.1 89.7 82.6 10.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
160 192 242 241 320 539 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,096
COMMITMENTS
2,167 2,475 790 9,058 8,759 12,015 12,025 2,081 2,072
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 338)
-62 379 62 165 -228 165 213 174 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.6 5.6 64.3 62.1 85.2 85.3 14.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 8 4 16 8 30 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,183
COMMITMENTS
110,227 60,861 200,913 275,112 296,354 586,251 558,128 48,932 77,055
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -4,746)
6,989 -3,842 8,181 -16,251 -4,091 -1,081 247 -3,665 -4,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.6 31.6 43.3 46.7 92.3 87.9 7.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
130 139 199 113 153 364 397
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 322,173
COMMITMENTS
60,045 54,462 64,722 167,418 173,896 292,185 293,080 29,988 29,093
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -12,045)
-527 -10,221 1,082 -12,390 83 -11,836 -9,057 -210 -2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.9 20.1 52.0 54.0 90.7 91.0 9.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
66 68 76 66 73 177 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 656,997
COMMITMENTS
64,849 93,577 33,288 411,635 399,196 509,772 526,061 147,225 130,936
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,448)
5,259 5,717 -3,376 -1,927 -1,497 -44 844 1,492 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 14.2 5.1 62.7 60.8 77.6 80.1 22.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
25 31 36 75 68 123 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 362,623
COMMITMENTS
59,119 31,986 569 244,493 289,614 304,181 322,169 58,442 40,454
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,272)
91 -3,473 -583 -3,166 -3,615 -3,658 -7,672 -2,614 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 8.8 0.2 67.4 79.9 83.9 88.8 16.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 7 5 39 39 50 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,050
COMMITMENTS
1,109 968 1,040 7,333 7,507 9,482 9,515 568 535
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 252)
-5 -166 88 195 302 278 224 -26 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.6 10.3 73.0 74.7 94.3 94.7 5.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 5 19 18 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,724
COMMITMENTS
29,608 47,820 40,124 114,820 98,482 184,552 186,426 31,172 29,298
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -140)
-339 -806 1,754 -2,438 -675 -1,022 274 882 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 22.2 18.6 53.2 45.7 85.6 86.4 14.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 47 61 69 63 148 148
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,426
COMMITMENTS
2,805 5,356 1,421 8,403 6,561 12,628 13,339 2,798 2,087
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,003)
109 -329 -986 -647 -316 -1,524 -1,631 -479 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 34.7 9.2 54.5 42.5 81.9 86.5 18.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 23 17 21 15 55 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 716,202
COMMITMENTS
158,657 140,345 20,498 424,105 451,022 603,259 611,865 112,943 104,337
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,549)
-12,214 13,126 -5,146 17,364 -4,681 4 3,300 3,545 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 19.6 2.9 59.2 63.0 84.2 85.4 15.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
36 40 21 83 100 134 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,687,564
COMMITMENTS
206,625 197,479 113,713 1079245 1072578 1399583 1383770 287,981 303,794
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 33,088)
-1,464 -13,395 14,887 7,872 27,860 21,295 29,352 11,793 3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.7 6.7 64.0 63.6 82.9 82.0 17.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
33 52 47 115 122 179 190
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,390,013
COMMITMENTS
374,919 120,714 60,684 721,638 975,638 1157241 1157035 232,772 232,978
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 77,710)
7,122 -20,980 13,445 29,086 80,317 49,654 72,782 28,057 4,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 8.7 4.4 51.9 70.2 83.3 83.2 16.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
28 24 26 70 103 113 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 597,174
COMMITMENTS
78,575 65,370 139,856 344,792 356,011 563,223 561,237 33,951 35,937
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -121,764)
-17,645 -6,779 -53,944 -54,369 -56,940 -125,958 -117,663 4,194 -4,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 10.9 23.4 57.7 59.6 94.3 94.0 5.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 21 28 49 50 78 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,422
COMMITMENTS
14,334 3,883 389 28,509 41,356 43,232 45,628 6,190 3,794
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,356)
1,232 -301 -80 1,173 3,916 2,325 3,534 1,031 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 7.9 0.8 57.7 83.7 87.5 92.3 12.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 11 7 31 30 60 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,845
COMMITMENTS
28,668 7,767 777 57,019 82,712 86,464 91,256 12,380 7,588
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,712)
2,464 -603 -160 2,346 7,832 4,650 7,068 2,062 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 7.9 0.8 57.7 83.7 87.5 92.3 12.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 11 7 31 30 60 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,631
COMMITMENTS
13,599 14,380 490 1,331 747 15,420 15,617 211 14
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -431)
-185 -989 -195 -54 747 -434 -437 3 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 92.0 3.1 8.5 4.8 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 14 3 1 2 11 16
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,575
COMMITMENTS
1,209 2,513 25 9,069 7,945 10,303 10,483 272 92
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 92)
5 601 0 63 -507 68 94 24 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 23.8 0.2 85.8 75.1 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 1 6 11 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,322
COMMITMENTS
1,186 794 0 10,695 11,339 11,881 12,133 441 189
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 383)
295 215 0 6 168 301 383 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.4 0.0 86.8 92.0 96.4 98.5 3.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 6 0 6 12 14 18
Updated January 6, 2012