WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 490,790
COMMITMENTS
72,365 97,814 119,417 262,569 214,560 454,351 431,792 36,438 58,998
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 7,869)
-5,852 17,263 3,373 8,217 -13,009 5,738 7,627 2,131 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.9 24.3 53.5 43.7 92.6 88.0 7.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
118 147 166 99 120 318 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,905,262
COMMITMENTS
416,418 90,817 595,214 705,560 934,113 1717192 1620143 188,070 285,119
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -56,472)
-28,388 -281 -25,413 1,492 -24,493 -52,309 -50,188 -4,163 -6,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 4.8 31.2 37.0 49.0 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 905)
274 187 291 262 401 657 765
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,674
COMMITMENTS
2,707 1,191 1,586 8,462 11,528 12,756 14,305 2,918 1,369
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 320)
-730 541 124 793 -723 186 -58 133 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.6 10.1 54.0 73.5 81.4 91.3 18.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 9 6 14 13 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 836,554
COMMITMENTS
204,022 43,130 247,490 315,183 467,592 766,695 758,212 69,859 78,342
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 3,776)
-15,694 3,624 -8,317 31,984 10,432 7,972 5,738 -4,196 -1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.2 29.6 37.7 55.9 91.6 90.6 8.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623)
235 147 234 127 216 476 499
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 338,985
COMMITMENTS
76,239 33,626 62,832 166,029 218,870 305,101 315,328 33,884 23,657
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 14,224)
-356 916 2,437 13,204 11,906 15,286 15,258 -1,062 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.9 18.5 49.0 64.6 90.0 93.0 10.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
102 55 77 68 77 208 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 807,058
COMMITMENTS
57,180 94,229 98,002 487,918 471,708 643,100 663,938 163,958 143,120
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -16,158)
7,310 2,645 -14,444 -2,384 4,606 -9,519 -7,193 -6,640 -8,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.7 12.1 60.5 58.4 79.7 82.3 20.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 25 40 82 79 133 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 401,117
COMMITMENTS
54,580 44,343 7,880 270,942 303,696 333,402 355,919 67,715 45,198
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -16,384)
4,012 5,003 -9,461 -11,810 -16,931 -17,259 -21,389 876 5,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 11.1 2.0 67.5 75.7 83.1 88.7 16.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 8 3 42 41 50 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 215,377
COMMITMENTS
69,406 20,678 33,260 73,465 140,517 176,132 194,455 39,246 20,922
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -18,595)
-7,663 1,173 -5,889 -4,285 -12,769 -17,837 -17,485 -759 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 9.6 15.4 34.1 65.2 81.8 90.3 18.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
81 27 46 66 66 171 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,262
COMMITMENTS
5,910 3,406 1,178 7,318 13,575 14,406 18,159 4,856 1,103
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 176)
127 265 -213 398 179 313 231 -137 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 17.7 6.1 38.0 70.5 74.8 94.3 25.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
43 22 14 26 17 76 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 797,479
COMMITMENTS
171,358 167,205 48,683 467,941 461,894 687,982 677,783 109,498 119,697
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -10,681)
16,382 -13,911 7,017 -22,039 -3,036 1,360 -9,930 -12,041 -752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 21.0 6.1 58.7 57.9 86.3 85.0 13.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
39 50 26 84 115 142 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,959,549
COMMITMENTS
150,856 229,100 179,653 1300240 1216751 1630748 1625503 328,801 334,046
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -104,114)
-38,079 -2,728 3,576 -75,014 -97,554 -109,516 -96,705 5,402 -7,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 11.7 9.2 66.4 62.1 83.2 83.0 16.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
46 34 50 121 133 183 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,451,942
COMMITMENTS
384,219 115,426 77,201 775,134 997,991 1236554 1190618 215,387 261,324
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,773)
-8,172 2,430 2,835 17,404 143 12,066 5,409 -10,293 -3,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.9 5.3 53.4 68.7 85.2 82.0 14.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
36 26 33 80 115 131 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 949,995
COMMITMENTS
78,430 63,147 309,259 521,026 531,407 908,715 903,813 41,281 46,182
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 3,827)
-756 -2,933 7,947 -5,135 -1,132 2,057 3,882 1,770 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.6 32.6 54.8 55.9 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
29 30 44 68 74 120 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 64,650
COMMITMENTS
8,304 2,996 5,540 41,738 47,351 55,581 55,887 9,069 8,764
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 10,710)
145 635 1,391 7,142 7,694 8,677 9,720 2,032 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.6 8.6 64.6 73.2 86.0 86.4 14.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 11 15 43 38 67 62
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 15,903
COMMITMENTS
2,168 2,482 937 9,819 10,541 12,924 13,960 2,979 1,943
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,634)
-296 22 899 817 820 1,420 1,741 214 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.6 5.9 61.7 66.3 81.3 87.8 18.7 12.2
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
OPTION AND FUTURES COMBINED 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: 97,495
COMMITMENTS
18,727 7,483 2,750 63,837 73,620 85,315 83,854 12,180 13,641
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 18,150)
1,402 1,747 462 12,650 13,748 14,514 15,957 3,636 2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.7 2.8 65.5 75.5 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 12 11 42 36 64 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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