WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,325
COMMITMENTS
75,933 127,717 69,068 253,857 178,911 398,858 375,696 34,467 57,629
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,383)
-1,386 3,788 2,798 5,173 -771 6,585 5,815 -2,202 -1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 29.5 15.9 58.6 41.3 92.0 86.7 8.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
110 155 143 94 113 295 333
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,231,824
COMMITMENTS
383,776 114,503 114,251 589,386 772,698 1087413 1001452 144,411 230,372
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 11,062)
7,895 3,455 -6,422 9,051 15,785 10,524 12,818 538 -1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 9.3 9.3 47.8 62.7 88.3 81.3 11.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
201 153 186 221 325 513 591
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,137
COMMITMENTS
3,744 2,093 229 9,203 11,721 13,176 14,043 2,961 2,094
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -179)
145 21 75 -467 -595 -247 -499 68 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 13.0 1.4 57.0 72.6 81.7 87.0 18.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 9 4 15 7 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,805
COMMITMENTS
119,934 67,235 70,311 281,083 302,398 471,328 439,944 47,477 78,861
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -24,121)
-4,263 7,357 1,268 -19,331 -29,114 -22,326 -20,489 -1,795 -3,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 13.0 13.6 54.2 58.3 90.8 84.8 9.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
118 114 140 108 173 314 375
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 308,260
COMMITMENTS
60,135 74,518 31,170 188,591 170,453 279,896 276,141 28,364 32,119
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,608)
-435 1,739 1,244 -214 2,053 595 5,036 3,013 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 24.2 10.1 61.2 55.3 90.8 89.6 9.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
69 75 78 68 68 186 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,374
COMMITMENTS
63,986 93,262 5,941 416,707 403,043 486,634 502,246 135,740 120,128
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,854)
-21,985 8,387 -3,857 29,281 -4,772 3,439 -242 -1,585 2,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.0 1.0 67.0 64.8 78.2 80.7 21.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 23 12 68 68 105 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,905
COMMITMENTS
55,492 32,204 1,349 261,936 304,328 318,777 337,881 60,128 41,024
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,088)
-647 -1,007 -1,572 10,803 6,986 8,584 4,407 -3,496 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 8.5 0.4 69.1 80.3 84.1 89.2 15.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 5 3 39 42 49 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,689
COMMITMENTS
947 917 1,132 7,773 7,939 9,852 9,988 837 701
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -144)
34 -83 215 -228 6 21 138 -165 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 8.6 10.6 72.7 74.3 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 7 18 21 29 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 188,866
COMMITMENTS
33,177 48,436 19,985 103,940 91,486 157,102 159,907 31,764 28,959
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,135)
-818 2,326 -964 4,300 2,495 2,518 3,857 -1,383 -2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 25.6 10.6 55.0 48.4 83.2 84.7 16.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
36 55 42 72 62 135 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,346
COMMITMENTS
4,020 3,345 1,795 7,901 11,253 13,716 16,393 3,630 953
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -881)
270 -181 -511 -506 -67 -747 -759 -134 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 19.3 10.3 45.5 64.9 79.1 94.5 20.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 18 17 24 17 60 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 712,419
COMMITMENTS
198,786 139,344 20,164 386,940 447,828 605,890 607,336 106,529 105,083
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -10,611)
-27,755 -28,731 2,858 16,071 21,067 -8,826 -4,806 -1,785 -5,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 19.6 2.8 54.3 62.9 85.0 85.2 15.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
44 45 16 77 103 131 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,453,541
COMMITMENTS
179,068 307,761 16,248 975,798 840,930 1171114 1164939 282,427 288,602
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -50,627)
-25,243 37,570 -8,010 -25,014 -51,319 -58,267 -21,759 7,640 -28,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 21.2 1.1 67.1 57.9 80.6 80.1 19.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
25 61 32 101 120 150 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,221,831
COMMITMENTS
370,760 118,729 16,001 632,638 850,788 1019399 985,518 202,432 236,313
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -27,286)
-22,050 17,806 9,947 -24,517 -61,852 -36,620 -34,099 9,334 6,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 9.7 1.3 51.8 69.6 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
31 26 23 74 95 116 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 596,589
COMMITMENTS
64,731 60,954 91,487 404,519 410,509 560,737 562,950 35,852 33,639
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -45,315)
-827 2,799 -7,900 -38,289 -33,499 -47,016 -38,600 1,701 -6,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 10.2 15.3 67.8 68.8 94.0 94.4 6.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
19 24 27 53 64 84 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,785
COMMITMENTS
7,954 2,467 4,119 36,315 41,905 48,387 48,491 8,398 8,294
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,136)
1,382 -141 317 1,324 3,482 3,022 3,658 114 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 4.3 7.3 64.0 73.8 85.2 85.4 14.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 12 9 40 34 67 52
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,830
COMMITMENTS
3,254 1,224 202 9,543 9,778 12,999 11,204 1,831 3,626
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 424)
-45 -25 0 398 398 353 373 71 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 8.3 1.4 64.3 65.9 87.7 75.5 12.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 8 8 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,909
COMMITMENTS
16,525 9,612 707 53,543 64,254 70,775 74,573 13,134 9,336
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,423)
2,840 -245 647 1,851 6,168 5,338 6,570 85 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 11.5 0.8 63.8 76.6 84.3 88.9 15.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 12 6 37 29 61 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,636
COMMITMENTS
6,133 13,111 514 6,656 0 13,303 13,625 333 11
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 232)
23 223 9 243 0 275 232 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 96.1 3.8 48.8 0.0 97.6 99.9 2.4 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 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,146
COMMITMENTS
1,024 772 1 8,888 9,263 9,913 10,036 233 110
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 644)
-562 344 0 1,253 303 691 647 -47 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 7.6 0.0 87.6 91.3 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 1 5 12 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,852
COMMITMENTS
496 1,652 0 14,108 13,065 14,604 14,717 248 135
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 717)
-628 1,197 0 1,390 -460 762 737 -45 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 11.1 0.0 95.0 88.0 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 7 0 5 14 9 21
Updated November 10, 2011