WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,422
COMMITMENTS
74,330 126,902 69,341 250,959 176,841 394,630 373,084 34,792 56,338
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 13,087)
3,394 7,791 5,881 -1,299 -2,593 7,976 11,079 5,111 2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 29.6 16.1 58.4 41.2 91.9 86.9 8.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
116 154 146 90 113 299 333
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,237,331
COMMITMENTS
367,539 125,876 120,949 600,047 751,708 1088535 998,533 148,796 238,798
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 42,624)
7,904 1,560 13,232 5,065 19,255 26,201 34,047 16,423 8,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 10.2 9.8 48.5 60.8 88.0 80.7 12.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 759)
192 164 183 215 325 507 592
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,852
COMMITMENTS
3,484 2,050 113 9,457 11,969 13,054 14,132 2,798 1,720
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 307)
132 -43 -64 186 447 254 340 53 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 12.9 0.7 59.7 75.5 82.3 89.1 17.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 9 3 16 9 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 589,267
COMMITMENTS
172,709 62,115 70,612 299,275 374,835 542,596 507,562 46,671 81,705
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 18,680)
12,678 4,444 -9,031 12,966 23,499 16,613 18,912 2,067 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 10.5 12.0 50.8 63.6 92.1 86.1 7.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
177 117 171 130 175 392 402
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 295,032
COMMITMENTS
61,572 68,374 27,868 179,941 165,170 269,381 261,412 25,651 33,620
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 73)
-2,959 -6,953 -1,214 1,784 5,348 -2,389 -2,819 2,462 2,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 23.2 9.4 61.0 56.0 91.3 88.6 8.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
66 77 63 64 65 169 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 612,289
COMMITMENTS
77,353 85,637 5,328 392,352 389,381 475,033 480,346 137,256 131,943
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -3,513)
65 -15,376 -985 -10,700 6,527 -11,620 -9,834 8,107 6,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 14.0 0.9 64.1 63.6 77.6 78.5 22.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 22 10 68 71 111 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,973
COMMITMENTS
58,296 31,969 1,117 253,321 298,479 312,734 331,565 65,239 46,408
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,858)
-17 -2,427 57 2,315 6,429 2,355 4,059 1,503 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 8.5 0.3 67.0 79.0 82.7 87.7 17.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 5 3 38 41 48 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,414
COMMITMENTS
893 789 844 8,085 8,182 9,822 9,815 592 599
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 865)
-132 547 -34 908 301 742 814 123 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 7.6 8.1 77.6 78.6 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 5 18 21 27 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 187,911
COMMITMENTS
32,638 48,334 21,344 100,502 86,796 154,484 156,474 33,427 31,437
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 977)
-3,983 1,997 273 5,247 -2,497 1,537 -227 -560 1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 25.7 11.4 53.5 46.2 82.2 83.3 17.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
44 55 37 74 56 137 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,291
COMMITMENTS
4,175 3,645 2,096 8,352 11,170 14,623 16,911 3,668 1,380
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 647)
58 103 588 -273 -33 373 658 274 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 19.9 11.5 45.7 61.1 79.9 92.5 20.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 18 20 23 16 63 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 702,756
COMMITMENTS
218,117 169,415 14,937 369,521 409,768 602,575 594,120 100,181 108,636
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 4,435)
3,852 -8,413 -875 -2,972 17,888 5 8,600 4,430 -4,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 24.1 2.1 52.6 58.3 85.7 84.5 14.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
37 45 15 77 108 124 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,494,341
COMMITMENTS
157,906 294,089 15,393 1059650 896,006 1232949 1205488 261,392 288,853
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -40,853)
20,306 -17,347 1,039 -50,230 2,266 -28,885 -14,042 -11,968 -26,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 19.7 1.0 70.9 60.0 82.5 80.7 17.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
32 51 21 112 121 160 177
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,172,962
COMMITMENTS
323,677 87,273 8,423 644,548 847,334 976,648 943,030 196,314 229,932
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -9,945)
-2,747 -9,144 1,203 -23,390 671 -24,934 -7,270 14,989 -2,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.4 0.7 55.0 72.2 83.3 80.4 16.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
39 20 13 71 97 113 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 621,992
COMMITMENTS
62,899 59,625 97,727 431,679 427,181 592,305 584,533 29,687 37,459
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,993)
-572 12,761 15,719 -13,234 -20,840 1,913 7,640 2,080 -3,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 9.6 15.7 69.4 68.7 95.2 94.0 4.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
23 22 27 59 66 91 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,365
COMMITMENTS
6,987 879 3,528 33,991 39,635 44,505 44,042 5,860 6,323
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 11,033)
-3,288 -3,387 3,499 8,991 10,792 9,202 10,904 1,832 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 1.7 7.0 67.5 78.7 88.4 87.4 11.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 3 6 37 33 61 41
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,420
COMMITMENTS
3,149 1,249 0 7,733 10,164 10,882 11,413 1,538 1,007
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 58)
180 -110 0 0 -10 180 -120 -122 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 10.1 0.0 62.3 81.8 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 7 11 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,889
COMMITMENTS
14,301 5,886 430 52,515 58,942 67,246 65,258 8,643 10,631
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -2,774)
-6,248 -2,646 372 2,515 1,256 -3,361 -1,018 587 -1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 7.8 0.6 69.2 77.7 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 5 2 35 29 55 35
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,306
COMMITMENTS
6,245 12,835 460 6,266 0 12,971 13,295 335 11
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 187)
179 179 0 -3 0 176 179 11 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 96.5 3.5 47.1 0.0 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 11 2 3 0 17 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,791
COMMITMENTS
2,055 566 366 7,095 8,732 9,516 9,664 275 127
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -266)
163 -135 103 -533 -294 -267 -326 1 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 5.8 3.7 72.5 89.2 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 4 1 5 11 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,276
COMMITMENTS
1,790 450 0 12,218 13,684 14,008 14,134 268 142
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 738)
823 -454 0 -21 1,200 802 746 -64 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 3.2 0.0 85.6 95.9 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 0 6 13 14 16
Updated October 21, 2011