WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 549,844
COMMITMENTS
90,956 150,536 135,992 281,467 204,946 508,415 491,474 41,429 58,370
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 19,938)
5,253 14,219 7,819 6,946 1,534 20,018 23,572 -80 -3,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 27.4 24.7 51.2 37.3 92.5 89.4 7.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
115 158 177 93 110 321 344
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,770,174
COMMITMENTS
341,856 133,508 529,218 737,754 821,593 1608828 1484318 161,346 285,855
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -8,856)
-18,212 2,128 2,674 1,923 -9,669 -13,615 -4,868 4,759 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 7.5 29.9 41.7 46.4 90.9 83.9 9.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727)
193 170 270 258 315 573 647
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,882
COMMITMENTS
1,960 1,357 1,084 7,928 8,763 10,972 11,205 1,910 1,677
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -689)
-462 -25 30 -325 -294 -756 -288 67 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 10.5 8.4 61.5 68.0 85.2 87.0 14.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 7 15 10 27 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 763,912
COMMITMENTS
157,890 42,445 254,039 296,403 374,369 708,332 670,854 55,579 93,058
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 7,638)
11,443 -3,824 1,523 -5,204 10,046 7,762 7,745 -124 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.6 33.3 38.8 49.0 92.7 87.8 7.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
189 113 207 137 168 422 407
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,981
COMMITMENTS
75,578 50,124 79,556 185,602 216,613 340,736 346,293 36,245 30,687
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 5,011)
5,302 -6,830 -1,154 -613 14,699 3,536 6,716 1,475 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.3 21.1 49.2 57.5 90.4 91.9 9.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
73 80 95 66 69 204 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,722
COMMITMENTS
72,219 85,821 59,510 446,008 418,729 577,737 564,059 154,984 168,663
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -670)
1,570 5,134 1,311 -6,660 -16,701 -3,780 -10,256 3,110 9,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.7 8.1 60.9 57.1 78.8 77.0 21.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 36 40 79 76 132 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,401
COMMITMENTS
47,105 31,715 5,452 265,861 288,365 318,419 325,532 58,982 51,869
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -2,431)
-469 -1,427 -1,065 -4,088 -1,592 -5,622 -4,084 3,191 1,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 8.4 1.4 70.4 76.4 84.4 86.3 15.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 8 6 43 37 53 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,268
COMMITMENTS
1,333 206 1,654 7,514 8,746 10,501 10,606 767 662
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 276)
34 -31 292 51 -109 377 152 -101 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.8 14.7 66.7 77.6 93.2 94.1 6.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 1 7 23 24 38 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,257
COMMITMENTS
42,249 28,148 42,134 92,010 115,848 176,393 186,130 34,864 25,127
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 947)
6,088 -7,282 -74 -5,093 9,266 920 1,910 27 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.3 19.9 43.6 54.8 83.5 88.1 16.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
58 38 59 72 67 161 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,106
COMMITMENTS
2,785 5,803 2,004 8,600 6,201 13,389 14,007 2,718 2,100
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 330)
-216 -56 298 159 329 241 571 89 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 36.0 12.4 53.4 38.5 83.1 87.0 16.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 29 16 25 20 54 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 905,840
COMMITMENTS
182,407 159,762 45,587 561,706 591,191 789,701 796,540 116,139 109,300
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -16,865)
-42,008 23,641 14,031 14,652 -54,696 -13,325 -17,024 -3,540 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.6 5.0 62.0 65.3 87.2 87.9 12.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
41 40 33 98 106 154 164
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,247,896
COMMITMENTS
199,694 263,022 205,478 1541827 1426948 1946999 1895448 300,897 352,449
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 90,262)
2,122 29,163 -485 100,195 58,973 101,832 87,651 -11,570 2,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.7 9.1 68.6 63.5 86.6 84.3 13.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
40 63 65 146 161 221 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,554,967
COMMITMENTS
353,849 147,208 96,827 875,131 1055980 1325807 1300014 229,160 254,953
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -31,188)
-2,633 11,786 1,431 -6,658 -51,744 -7,859 -38,528 -23,329 7,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 9.5 6.2 56.3 67.9 85.3 83.6 14.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
34 34 36 88 105 138 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 634,682
COMMITMENTS
81,118 66,493 146,933 374,426 380,853 602,477 594,279 32,205 40,403
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 21,105)
-6,654 9,752 2,504 22,320 7,372 18,170 19,628 2,935 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.5 23.2 59.0 60.0 94.9 93.6 5.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
19 23 34 46 52 81 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,130
COMMITMENTS
19,296 4,493 1,071 27,921 44,396 48,287 49,960 6,842 5,169
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -886)
757 -555 50 -1,335 -230 -528 -734 -358 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 8.1 1.9 50.6 80.5 87.6 90.6 12.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 13 8 31 32 66 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,259
COMMITMENTS
38,591 8,986 2,142 55,842 88,793 96,574 99,921 13,685 10,339
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,772)
1,515 -1,109 100 -2,671 -459 -1,055 -1,468 -716 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 8.1 1.9 50.6 80.5 87.6 90.6 12.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 13 8 31 32 66 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,519
COMMITMENTS
14,033 6,718 1,065 1,361 8,610 16,459 16,393 60 126
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 207)
125 -687 77 0 717 202 107 5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.0 40.7 6.4 8.2 52.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 10 2 1 3 14 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,554
COMMITMENTS
2,679 294 10 7,588 10,145 10,277 10,449 277 105
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 579)
454 -1 0 95 585 549 584 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 2.8 0.1 71.9 96.1 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 4 1 6 11 17 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,935
COMMITMENTS
2,715 911 0 9,954 11,978 12,669 12,889 266 46
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 245)
354 422 0 -128 -61 226 361 19 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 7.0 0.0 77.0 92.6 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 0 4 13 10 21
Updated February 24, 2012