WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 406,585
COMMITMENTS
74,796 105,002 63,105 236,003 182,243 373,904 350,350 32,681 56,235
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 5,498)
-2,511 15,804 1,594 5,013 -12,498 4,096 4,900 1,402 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 25.8 15.5 58.0 44.8 92.0 86.2 8.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
104 144 120 79 112 268 311
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,213,565
COMMITMENTS
481,904 112,679 83,176 507,491 781,525 1072571 977,380 140,994 236,185
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -26,002)
-21,054 2,044 -7,369 4,362 -17,289 -24,061 -22,614 -1,941 -3,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 9.3 6.9 41.8 64.4 88.4 80.5 11.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 842)
244 171 141 176 363 483 623
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,822
COMMITMENTS
3,219 1,048 499 7,276 11,094 10,994 12,641 2,828 1,181
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 111)
-446 454 -41 434 -629 -53 -216 164 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 7.6 3.6 52.6 80.3 79.5 91.5 20.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 5 3 12 8 30 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 605,003
COMMITMENTS
237,456 54,896 63,290 242,826 417,088 543,572 535,274 61,431 69,729
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 6,107)
-13,486 3,195 -4,773 27,922 9,136 9,663 7,558 -3,556 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 9.1 10.5 40.1 68.9 89.8 88.5 10.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
231 111 144 102 204 405 410
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,713
COMMITMENTS
19,253 2,051 46 8 4,319 19,307 6,416 3,406 16,297
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -3,094)
-3,007 -750 -108 0 -1,928 -3,115 -2,786 21 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.8 9.0 0.2 0.0 19.0 85.0 28.2 15.0 71.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 7 6 1 10 23 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,794
COMMITMENTS
77,090 38,501 35,282 149,171 197,908 261,543 271,691 33,251 23,103
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 12,401)
-937 2,325 1,472 12,975 9,660 13,510 13,457 -1,109 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 13.1 12.0 50.6 67.1 88.7 92.2 11.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
93 58 62 60 67 192 162
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 643,314
COMMITMENTS
59,603 97,020 9,615 422,090 406,673 491,308 513,308 152,006 130,006
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 734)
4,884 879 920 1,575 7,628 7,379 9,427 -6,645 -8,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 15.1 1.5 65.6 63.2 76.4 79.8 23.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
31 29 10 70 72 106 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 396,468
COMMITMENTS
54,580 45,168 6,247 269,572 300,979 330,399 352,394 66,069 44,074
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -15,843)
4,012 4,983 -9,535 -11,759 -17,146 -17,282 -21,698 1,439 5,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 11.4 1.6 68.0 75.9 83.3 88.9 16.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 8 2 40 41 47 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,469
COMMITMENTS
1,067 908 795 8,114 8,435 9,976 10,138 493 331
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -45)
15 43 -2 -39 -114 -26 -73 -19 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 8.7 7.6 77.5 80.6 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 4 4 23 25 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 189,553
COMMITMENTS
73,927 22,507 14,317 64,360 132,979 152,604 169,803 36,949 19,750
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -17,140)
-5,627 1,667 -6,474 -3,959 -11,445 -16,060 -16,252 -1,080 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 11.9 7.6 34.0 70.2 80.5 89.6 19.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
76 32 43 61 60 163 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,833
COMMITMENTS
5,873 3,419 371 6,997 13,012 13,241 16,802 4,592 1,031
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 186)
113 314 -211 414 144 316 247 -130 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 19.2 2.1 39.2 73.0 74.2 94.2 25.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
40 18 10 20 15 64 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 751,824
COMMITMENTS
167,457 171,663 20,000 456,346 441,887 643,803 633,550 108,021 118,274
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -18,462)
16,901 -12,936 3,126 -26,612 -7,800 -6,585 -17,610 -11,877 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 22.8 2.7 60.7 58.8 85.6 84.3 14.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
35 52 14 80 111 125 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,649,923
COMMITMENTS
161,297 244,198 20,322 1163778 1074070 1345397 1338590 304,526 311,333
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -116,293)
-43,960 2,989 -3,484 -75,570 -106,039 -123,014 -106,534 6,721 -9,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 14.8 1.2 70.5 65.1 81.5 81.1 18.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
34 42 17 101 120 144 170
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,336,571
COMMITMENTS
383,303 116,359 16,326 728,462 952,771 1128091 1085456 208,480 251,115
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -14,805)
-9,761 2,788 -5,937 10,134 -10,423 -5,564 -13,572 -9,241 -1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 8.7 1.2 54.5 71.3 84.4 81.2 15.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
36 25 15 70 109 113 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 708,104
COMMITMENTS
89,407 64,817 98,337 483,544 502,332 671,288 665,486 36,816 42,618
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -3,318)
2,258 277 -87 -6,984 -3,276 -4,813 -3,086 1,495 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 9.2 13.9 68.3 70.9 94.8 94.0 5.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 25 32 62 69 104 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,157
COMMITMENTS
8,306 2,987 4,666 40,408 45,923 53,380 53,576 8,777 8,581
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 10,555)
94 657 1,346 7,080 7,571 8,520 9,574 2,035 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 4.8 7.5 65.0 73.9 85.9 86.2 14.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
18 10 12 42 37 65 58
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,829
COMMITMENTS
2,172 2,482 933 9,819 10,541 12,924 13,956 2,905 1,873
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,627)
-296 22 899 817 820 1,420 1,741 207 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.7 5.9 62.0 66.6 81.6 88.2 18.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 2 9 8 13 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,656
COMMITMENTS
18,731 7,473 1,003 61,178 70,764 80,912 79,240 11,744 13,416
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 17,855)
1,299 1,790 374 12,526 13,501 14,199 15,665 3,656 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 8.1 1.1 66.0 76.4 87.3 85.5 12.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 12 8 41 35 62 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,874
COMMITMENTS
5,230 6,325 1,736 4,501 3,813 11,467 11,874 407 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -107)
0 -55 70 -30 0 40 15 -147 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 53.3 14.6 37.9 32.1 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 11 2 3 1 14 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,719
COMMITMENTS
3,009 622 0 7,438 10,032 10,447 10,654 272 65
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -1,024)
650 218 -490 -1,132 -737 -972 -1,009 -52 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 5.8 0.0 69.4 93.6 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 5 0 7 14 15 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,103
COMMITMENTS
1,706 695 0 19,154 20,340 20,860 21,035 243 68
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -1,366)
-1,910 -588 -207 771 -588 -1,346 -1,383 -20 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 3.3 0.0 90.8 96.4 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 3 0 8 15 14 18
Updated September 16, 2011