WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 508,587
COMMITMENTS
71,709 110,096 127,660 270,355 209,515 469,724 447,272 38,863 61,316
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 17,798)
-656 12,282 8,243 7,786 -5,045 15,373 15,480 2,425 2,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 21.6 25.1 53.2 41.2 92.4 87.9 7.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
114 156 173 101 118 321 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,892,130
COMMITMENTS
366,240 79,615 602,791 738,476 929,113 1707507 1611519 184,624 280,611
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -13,132)
-50,178 -11,201 7,577 32,916 -5,000 -9,685 -8,624 -3,447 -4,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 4.2 31.9 39.0 49.1 90.2 85.2 9.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 882)
273 166 292 265 395 658 747
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,668
COMMITMENTS
2,521 1,364 1,695 8,511 11,132 12,727 14,192 2,941 1,476
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -6)
-187 173 109 49 -395 -29 -113 23 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.7 10.8 54.3 71.1 81.2 90.6 18.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 9 6 15 12 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,514
COMMITMENTS
155,482 38,744 246,523 347,473 445,515 749,477 730,782 63,036 81,732
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -24,040)
-48,540 -4,386 -967 32,290 -22,077 -17,217 -27,430 -6,822 3,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.8 30.3 42.8 54.8 92.2 89.9 7.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
210 145 247 129 206 460 495
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,106
COMMITMENTS
17,812 2,445 13 8 4,057 17,833 6,515 3,273 14,591
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,607)
-1,441 394 -33 0 -262 -1,474 99 -133 -1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.4 11.6 0.1 0.0 19.2 84.5 30.9 15.5 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 9 4 1 10 19 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 334,341
COMMITMENTS
70,240 40,542 60,290 173,348 207,365 303,878 308,196 30,463 26,145
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -4,644)
-5,999 6,915 -2,543 7,319 -11,505 -1,223 -7,132 -3,421 2,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.1 18.0 51.8 62.0 90.9 92.2 9.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
89 63 81 72 74 204 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 831,895
COMMITMENTS
66,805 94,427 106,933 501,597 495,132 675,334 696,492 156,561 135,403
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 24,837)
9,625 199 8,931 13,678 23,424 32,234 32,554 -7,397 -7,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.4 12.9 60.3 59.5 81.2 83.7 18.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
27 39 44 78 82 133 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 382,748
COMMITMENTS
52,670 45,477 3,154 259,567 290,162 315,392 338,793 67,357 43,956
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -18,368)
-1,910 1,134 -4,726 -11,374 -13,534 -18,010 -17,126 -359 -1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.9 0.8 67.8 75.8 82.4 88.5 17.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 8 3 43 41 51 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,868
COMMITMENTS
810 935 865 7,607 7,663 9,282 9,463 586 405
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -601)
-257 27 70 -507 -772 -694 -675 93 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.5 8.8 77.1 77.7 94.1 95.9 5.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 4 4 22 24 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 199,938
COMMITMENTS
51,900 26,363 30,205 82,988 118,645 165,092 175,212 34,846 24,726
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -15,439)
-17,506 5,685 -3,056 9,523 -21,872 -11,040 -19,243 -4,400 3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.2 15.1 41.5 59.3 82.6 87.6 17.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
63 35 44 70 66 158 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,711
COMMITMENTS
5,298 3,418 1,069 7,674 13,096 14,041 17,583 4,670 1,128
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -551)
-611 12 -109 356 -479 -365 -576 -186 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 18.3 5.7 41.0 70.0 75.0 94.0 25.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
35 21 12 29 20 71 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 830,153
COMMITMENTS
240,075 166,086 46,505 437,606 497,812 724,186 710,403 105,967 119,750
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 32,674)
68,717 -1,120 -2,177 -30,335 35,917 36,204 32,620 -3,530 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 20.0 5.6 52.7 60.0 87.2 85.6 12.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
41 50 24 83 127 141 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,907,366
COMMITMENTS
144,222 245,036 201,850 1253539 1127539 1599611 1574425 307,754 332,940
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -52,183)
-6,633 15,937 22,197 -46,701 -89,212 -31,137 -51,078 -21,047 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.8 10.6 65.7 59.1 83.9 82.5 16.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
41 41 53 124 137 185 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,457,186
COMMITMENTS
396,821 105,052 90,474 755,859 1003712 1243154 1199238 214,032 257,949
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 5,245)
12,602 -10,374 13,273 -19,275 5,721 6,600 8,620 -1,355 -3,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 7.2 6.2 51.9 68.9 85.3 82.3 14.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 23 35 83 113 133 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 952,287
COMMITMENTS
61,729 63,875 318,487 532,519 525,946 912,734 908,308 39,552 43,979
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,291)
-16,701 728 9,228 11,493 -5,462 4,020 4,495 -1,729 -2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.7 33.4 55.9 55.2 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
26 34 44 71 75 123 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,318
COMMITMENTS
7,554 2,912 414 22,605 25,912 30,573 29,237 3,746 5,081
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -30,332)
-749 -84 -5,126 -19,133 -21,439 -25,009 -26,650 -5,324 -3,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.5 1.2 65.9 75.5 89.1 85.2 10.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 9 5 33 30 44 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,636
COMMITMENTS
15,108 5,823 828 45,209 51,824 61,145 58,475 7,491 10,162
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -28,858)
-3,619 -1,660 -1,923 -18,628 -21,796 -24,169 -25,379 -4,689 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.5 1.2 65.9 75.5 89.1 85.2 10.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 9 5 33 30 44 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,381
COMMITMENTS
5,142 6,214 4,337 4,498 3,813 13,977 14,364 404 17
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,507)
-88 -111 2,601 -3 0 2,510 2,490 -3 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 43.2 30.2 31.3 26.5 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 10 5 3 1 17 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,807
COMMITMENTS
2,437 582 4 8,046 10,140 10,487 10,726 320 81
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 88)
-572 -40 4 608 108 40 72 48 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 5.4 0.0 74.5 93.8 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 4 1 6 13 15 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,557
COMMITMENTS
1,480 435 0 13,749 15,074 15,229 15,509 328 48
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -5,546)
-226 -260 0 -5,405 -5,266 -5,631 -5,526 85 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.8 0.0 88.4 96.9 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 0 6 13 12 15
Updated September 23, 2011