WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 375,516
COMMITMENTS
78,580 130,671 49,642 216,236 140,954 344,458 321,267 31,058 54,249
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,309)
-1,465 2,948 296 1,165 -3,120 -4 124 1,313 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 34.8 13.2 57.6 37.5 91.7 85.6 8.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
107 150 116 73 105 255 312
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,166,155
COMMITMENTS
299,966 158,008 139,915 596,515 640,160 1036396 938,083 129,759 228,072
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 19,249)
5,819 9,919 6,281 9,556 -4,140 21,656 12,060 -2,407 7,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 13.5 12.0 51.2 54.9 88.9 80.4 11.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
166 161 164 191 303 444 565
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,801
COMMITMENTS
2,831 2,193 48 8,018 8,745 10,897 10,986 1,904 1,815
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -145)
-164 -301 31 -120 44 -253 -226 108 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 17.1 0.4 62.6 68.3 85.1 85.8 14.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 10 3 15 7 27 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 558,278
COMMITMENTS
115,633 95,724 92,684 304,760 290,075 513,077 478,483 45,201 79,795
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 16,908)
5,705 -5,618 16,057 -1,206 11,948 20,556 22,387 -3,648 -5,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 17.1 16.6 54.6 52.0 91.9 85.7 8.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
136 128 184 104 138 352 390
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 11,218
COMMITMENTS
7,109 1,501 448 389 2,137 7,946 4,086 3,272 7,132
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.4 13.4 4.0 3.5 19.0 70.8 36.4 29.2 63.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 6 1 4 11 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 314,868
COMMITMENTS
65,215 79,830 36,170 188,002 163,561 289,387 279,561 25,481 35,307
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -698)
2,779 69 1,375 -5,110 -3,269 -956 -1,825 258 1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 25.4 11.5 59.7 51.9 91.9 88.8 8.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
63 78 75 66 67 178 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 601,710
COMMITMENTS
59,268 86,238 3,273 402,990 384,793 465,531 474,304 136,179 127,406
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 9,849)
-1,560 -4,701 -97 9,205 15,552 7,548 10,754 2,301 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 14.3 0.5 67.0 63.9 77.4 78.8 22.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 23 10 71 65 101 93
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,228
COMMITMENTS
54,858 32,966 1,120 262,726 303,939 318,704 338,025 62,524 43,203
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -24,193)
3,158 -3,673 -5,694 -21,319 -17,943 -23,855 -27,310 -338 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 8.6 0.3 68.9 79.7 83.6 88.7 16.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 6 3 42 40 50 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138
COMMITMENTS
1,217 1,192 964 7,305 7,414 9,486 9,570 652 568
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 66)
50 -148 178 -170 29 58 59 8 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 11.8 9.5 72.1 73.1 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 3 5 19 20 30 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 213,142
COMMITMENTS
31,039 62,357 28,615 121,429 89,348 181,083 180,320 32,059 32,822
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,096)
1,019 1,318 2,104 3,048 2,713 6,171 6,135 -75 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 29.3 13.4 57.0 41.9 85.0 84.6 15.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
33 64 52 66 62 139 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,785
COMMITMENTS
3,843 5,147 2,165 8,526 7,811 14,534 15,123 3,251 2,662
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -329)
64 154 -200 -36 -626 -172 -672 -157 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 28.9 12.2 47.9 43.9 81.7 85.0 18.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 23 16 22 17 59 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 720,971
COMMITMENTS
213,555 119,062 14,564 389,836 487,095 617,955 620,721 103,016 100,250
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 51,605)
51,533 5,191 9,695 -12,256 38,206 48,972 53,092 2,633 -1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 16.5 2.0 54.1 67.6 85.7 86.1 14.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
36 43 16 81 102 129 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,452,990
COMMITMENTS
205,417 193,625 14,767 942,787 963,753 1162971 1172145 290,019 280,845
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 46,090)
6,894 4,881 -7,606 29,742 48,849 29,030 46,124 17,060 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.3 1.0 64.9 66.3 80.0 80.7 20.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
39 46 24 97 117 149 174
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,314,506
COMMITMENTS
372,768 137,468 11,976 701,797 959,045 1086541 1108489 227,965 206,017
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 70,145)
23,345 20,797 1,587 24,828 58,363 49,760 80,747 20,385 -10,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 10.5 0.9 53.4 73.0 82.7 84.3 17.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
26 26 11 68 98 100 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 573,418
COMMITMENTS
84,891 63,405 75,947 384,120 396,483 544,958 535,835 28,460 37,583
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 13,465)
4,283 3,203 3,538 4,577 10,780 12,398 17,521 1,067 -4,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 11.1 13.2 67.0 69.1 95.0 93.4 5.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
24 17 23 49 54 79 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 106,167
COMMITMENTS
12,678 3,423 10,426 74,083 83,826 97,187 97,674 8,981 8,493
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 39,424)
1,471 638 6,437 30,307 31,618 38,215 38,692 1,210 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 3.2 9.8 69.8 79.0 91.5 92.0 8.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
21 16 18 46 40 81 65
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,816
COMMITMENTS
3,228 761 3,959 17,898 19,151 25,085 23,871 1,731 2,945
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 8,096)
220 -495 3,521 4,256 4,783 7,997 7,809 99 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 2.8 14.8 66.7 71.4 93.5 89.0 6.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 2 7 13 13 21 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 158,702
COMMITMENTS
25,551 11,974 6,282 112,370 129,350 144,203 147,606 14,499 11,096
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 62,656)
2,124 1,887 6,210 52,101 53,669 60,435 61,766 2,221 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 7.5 4.0 70.8 81.5 90.9 93.0 9.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 18 18 41 35 75 60
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,944
COMMITMENTS
7,459 15,589 1,345 8,004 0 16,808 16,934 136 10
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 62)
53 -219 280 -219 0 114 61 -52 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 92.0 7.9 47.2 0.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 13 5 3 0 18 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,784
COMMITMENTS
1,208 2,302 336 9,160 8,268 10,704 10,906 1,080 878
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 757)
42 1,075 -420 324 -668 -54 -13 811 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 19.5 2.9 77.7 70.2 90.8 92.5 9.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 1 6 11 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,300
COMMITMENTS
842 909 969 12,105 12,213 13,916 14,091 384 209
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 531)
-4 -417 969 -410 -33 555 519 -24 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 6.4 6.8 84.7 85.4 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 2 7 12 14 19
Updated December 16, 2011