WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 508,698
COMMITMENTS
119,596 91,412 126,295 221,008 236,739 466,900 454,446 41,798 54,252
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -13,205)
-9,137 -3,133 2,552 -3,652 -12,321 -10,237 -12,903 -2,967 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 18.0 24.8 43.4 46.5 91.8 89.3 8.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
144 121 132 100 121 306 314
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,531,416
COMMITMENTS
399,882 78,110 368,311 598,231 844,806 1366424 1291227 164,992 240,189
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,401)
27,758 6,742 1,910 -25,782 -4,515 3,886 4,136 -14,287 -14,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 5.1 24.1 39.1 55.2 89.2 84.3 10.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780)
192 165 232 259 386 575 668
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,191
COMMITMENTS
2,002 839 215 5,655 8,189 7,873 9,244 2,319 948
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -860)
-200 834 -100 -101 -694 -401 39 -459 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 8.2 2.1 55.5 80.4 77.2 90.7 22.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 7 7 18 13 37 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,291
COMMITMENTS
172,256 49,835 297,559 307,871 424,280 777,686 771,674 71,605 77,617
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,972)
-3,884 -4,114 11,642 -3,599 -5,367 4,160 2,161 1,812 3,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 5.9 35.0 36.3 50.0 91.6 90.9 8.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
184 115 214 137 164 414 413
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,309
COMMITMENTS
54,128 99,166 79,976 192,802 142,502 326,906 321,644 34,403 39,665
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,909)
3,777 -2,079 -3,119 -7,852 -2,343 -7,195 -7,542 -1,715 -1,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 27.4 22.1 53.4 39.4 90.5 89.0 9.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
54 110 103 77 72 207 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,899
COMMITMENTS
98,653 41,663 55,628 420,926 473,899 575,206 571,189 157,693 161,710
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -20,419)
24,116 -6,439 -8,392 -11,745 5,301 3,979 -9,529 -24,398 -10,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.7 7.6 57.4 64.7 78.5 77.9 21.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
41 23 39 80 82 139 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,925
COMMITMENTS
23,968 53,242 4,088 282,473 269,179 310,529 326,509 70,396 54,415
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,678)
2,077 139 -4,433 15,486 13,058 13,130 8,764 -21,808 -17,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 14.0 1.1 74.2 70.7 81.5 85.7 18.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 8 6 30 36 42 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,778
COMMITMENTS
1,493 179 2,869 5,822 7,589 10,184 10,637 594 141
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 17)
-316 -1 27 266 87 -23 113 40 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.7 26.6 54.0 70.4 94.5 98.7 5.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 2 6 17 21 28 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,574
COMMITMENTS
58,641 24,255 55,228 100,812 154,658 214,681 234,141 45,893 26,434
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 7,226)
3,340 742 2,935 3,945 7,442 10,220 11,120 -2,994 -3,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.3 21.2 38.7 59.4 82.4 89.9 17.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
67 31 63 80 74 175 149
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,299
COMMITMENTS
3,125 4,922 717 8,085 7,768 11,928 13,408 3,372 1,892
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 306)
339 -499 160 -341 731 158 391 149 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 32.2 4.7 52.8 50.8 78.0 87.6 22.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 14 7 27 15 52 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,080,903
COMMITMENTS
265,925 269,280 82,069 593,816 644,892 941,810 996,242 139,093 84,661
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -77,082)
-14,324 1,014 -10,757 -20,953 -41,715 -46,033 -51,458 -31,049 -25,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 24.9 7.6 54.9 59.7 87.1 92.2 12.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
45 44 34 103 100 167 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,961,328
COMMITMENTS
379,554 165,533 193,522 1072734 1225685 1645810 1584740 315,518 376,588
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -90,342)
2,345 -21,281 -6,459 -73,175 -49,392 -77,289 -77,132 -13,053 -13,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.4 9.9 54.7 62.5 83.9 80.8 16.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
53 46 61 122 136 204 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,669,890
COMMITMENTS
299,011 173,455 137,720 963,148 1111701 1399880 1422876 270,010 247,014
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -21,834)
-19,334 -4,786 37,976 -31,036 -28,158 -12,393 5,032 -9,440 -26,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 10.4 8.2 57.7 66.6 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
42 33 30 91 107 147 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 340,793
COMMITMENTS
12,893 47,356 59,751 245,276 199,176 317,920 306,284 22,874 34,510
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -65,028)
-11,020 85 -6,987 -44,860 -60,926 -62,868 -67,828 -2,161 2,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 13.9 17.5 72.0 58.4 93.3 89.9 6.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 20 22 36 38 59 65
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,066
COMMITMENTS
10,535 6,302 1,952 27,681 35,917 40,168 44,171 8,898 4,895
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -228)
2,440 -3,986 -1,152 -2,054 5,179 -766 41 539 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 12.8 4.0 56.4 73.2 81.9 90.0 18.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 12 12 38 28 70 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,133
COMMITMENTS
21,070 12,605 3,904 55,363 71,834 80,336 88,343 17,797 9,790
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -455)
4,880 -7,972 -2,304 -4,108 10,358 -1,533 81 1,078 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 12.8 4.0 56.4 73.2 81.9 90.0 18.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 12 12 38 28 70 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,296
COMMITMENTS
7,163 7,025 979 1,024 1,283 9,166 9,287 130 9
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -35)
-31 -393 -6 0 364 -37 -35 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.1 75.6 10.5 11.0 13.8 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,089
COMMITMENTS
1,216 4,495 349 11,322 8,172 12,887 13,016 202 73
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 212)
234 -101 348 -355 -8 227 239 -15 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 34.3 2.7 86.5 62.4 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 2 5 12 13 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,293
COMMITMENTS
809 1,514 121 12,114 11,598 13,044 13,233 249 60
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 95)
56 -95 109 -62 114 103 128 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.4 0.9 91.1 87.2 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 5 1 4 15 13 20
Updated December 7, 2012