WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,635
COMMITMENTS
76,324 130,025 52,355 218,205 141,941 346,884 324,321 32,751 55,314
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 4,119)
-2,256 -646 2,713 1,969 987 2,426 3,054 1,693 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 34.3 13.8 57.5 37.4 91.4 85.4 8.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
101 152 120 77 101 259 307
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,165,319
COMMITMENTS
290,323 156,046 153,762 588,654 625,141 1032739 934,949 132,580 230,370
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -836)
-9,643 -1,962 13,847 -7,861 -15,019 -3,657 -3,134 2,821 2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 13.4 13.2 50.5 53.6 88.6 80.2 11.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
159 156 172 195 295 444 556
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,808
COMMITMENTS
2,645 2,113 55 8,212 8,828 10,912 10,996 1,896 1,812
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 7)
-186 -80 7 194 83 15 10 -8 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 16.5 0.4 64.1 68.9 85.2 85.9 14.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 11 4 16 7 29 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,238
COMMITMENTS
111,979 88,074 88,810 285,913 279,709 486,702 456,593 45,536 75,645
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -26,040)
-3,654 -7,650 -3,874 -18,847 -10,366 -26,375 -21,890 335 -4,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 16.5 16.7 53.7 52.6 91.4 85.8 8.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
136 119 173 109 144 347 377
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 303,836
COMMITMENTS
63,954 81,654 37,913 175,212 152,100 277,079 271,667 26,757 32,169
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -11,032)
-1,261 1,824 1,743 -12,790 -11,461 -12,308 -7,894 1,276 -3,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 26.9 12.5 57.7 50.1 91.2 89.4 8.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
64 76 75 63 64 175 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 599,053
COMMITMENTS
59,143 92,418 2,576 401,372 385,669 463,091 480,663 135,962 118,390
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -2,657)
-125 6,180 -697 -1,618 876 -2,440 6,359 -217 -9,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 15.4 0.4 67.0 64.4 77.3 80.2 22.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
26 25 8 68 67 98 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 367,285
COMMITMENTS
59,028 34,824 1,103 244,798 289,742 304,929 325,669 62,356 41,616
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -13,943)
4,170 1,858 -17 -17,928 -14,197 -13,775 -12,356 -168 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 9.5 0.3 66.7 78.9 83.0 88.7 17.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 4 43 37 53 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,872
COMMITMENTS
1,134 1,219 934 7,164 7,200 9,232 9,353 640 519
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -266)
-83 27 -30 -141 -214 -254 -217 -12 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 12.3 9.5 72.6 72.9 93.5 94.7 6.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 5 20 20 29 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 204,488
COMMITMENTS
29,497 54,945 28,345 116,571 90,211 174,413 173,501 30,075 30,987
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -8,654)
-1,542 -7,412 -270 -4,858 863 -6,670 -6,819 -1,984 -1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 26.9 13.9 57.0 44.1 85.3 84.8 14.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 55 47 71 62 137 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,300
COMMITMENTS
3,800 5,438 2,037 8,393 7,363 14,230 14,838 3,070 2,462
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -485)
-43 291 -128 -133 -448 -304 -285 -181 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 31.4 11.8 48.5 42.6 82.3 85.8 17.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 24 16 20 17 55 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 717,198
COMMITMENTS
196,548 120,280 14,453 397,874 487,770 608,875 622,503 108,323 94,695
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,773)
-17,007 1,218 -111 8,038 675 -9,080 1,782 5,307 -5,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 16.8 2.0 55.5 68.0 84.9 86.8 15.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
30 41 13 79 100 120 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,464,761
COMMITMENTS
177,468 200,009 21,255 997,779 964,094 1196502 1185358 268,259 279,403
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 11,771)
-27,949 6,384 6,488 54,992 341 33,531 13,213 -21,760 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 13.7 1.5 68.1 65.8 81.7 80.9 18.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
34 46 19 99 117 143 172
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,228,328
COMMITMENTS
382,743 142,568 9,482 624,610 860,119 1016835 1012169 211,493 216,159
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -86,178)
9,975 5,100 -2,494 -77,187 -98,926 -69,706 -96,320 -16,472 10,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 11.6 0.8 50.9 70.0 82.8 82.4 17.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
24 30 11 72 100 100 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 565,916
COMMITMENTS
90,756 71,250 70,239 376,865 387,515 537,860 529,004 28,056 36,912
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -7,502)
5,865 7,845 -5,708 -7,255 -8,968 -7,098 -6,831 -404 -671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 12.6 12.4 66.6 68.5 95.0 93.5 5.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 18 24 48 53 79 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,509
COMMITMENTS
14,449 3,798 161 25,595 37,341 40,204 41,300 5,305 4,210
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -60,658)
1,771 376 -10,265 -48,489 -46,485 -56,983 -56,375 -3,676 -4,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 8.3 0.4 56.2 82.1 88.3 90.8 11.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 8 3 31 25 59 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,018
COMMITMENTS
28,898 7,596 321 51,189 74,682 80,408 82,599 10,610 8,419
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -67,684)
3,347 -4,378 -5,961 -61,181 -54,668 -63,795 -65,007 -3,889 -2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 8.3 0.4 56.2 82.1 88.3 90.8 11.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 8 3 31 25 59 35
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,214
COMMITMENTS
7,114 15,621 512 8,368 58 15,994 16,191 220 23
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -730)
-345 32 -833 364 58 -814 -743 84 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 96.3 3.2 51.6 0.4 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 13 4 3 2 15 15
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,464
COMMITMENTS
1,195 1,917 25 9,002 8,443 10,222 10,385 242 79
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,320)
-13 -385 -311 -158 175 -482 -521 -838 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 18.3 0.2 86.0 80.7 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 1 6 12 13 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,415
COMMITMENTS
1,022 839 0 10,983 11,350 12,005 12,189 410 226
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,885)
180 -70 -969 -1,122 -863 -1,911 -1,902 26 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 6.8 0.0 88.5 91.4 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 5 0 7 12 15 17
Updated December 23, 2011