WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,744
COMMITMENTS
69,900 119,957 127,080 279,086 207,952 476,066 454,989 37,678 58,755
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 5,157)
-1,809 9,861 -580 8,731 -1,563 6,342 7,718 -1,185 -2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 23.3 24.7 54.3 40.5 92.7 88.6 7.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
117 162 164 104 116 319 354
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,844,339
COMMITMENTS
330,011 87,095 576,386 757,263 897,244 1663660 1560726 180,679 283,613
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -47,791)
-36,229 7,480 -26,404 18,787 -31,869 -43,846 -50,794 -3,945 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.7 31.3 41.1 48.6 90.2 84.6 9.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 833)
236 173 286 270 374 637 716
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,722
COMMITMENTS
2,503 2,078 1,624 9,851 11,176 13,978 14,878 2,744 1,844
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,055)
-17 714 -71 1,339 43 1,251 687 -197 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.4 9.7 58.9 66.8 83.6 89.0 16.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 7 15 9 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 823,913
COMMITMENTS
122,835 47,745 269,079 374,693 415,600 766,607 732,424 57,306 91,489
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 11,399)
-32,646 9,001 22,556 27,221 -29,914 17,130 1,642 -5,731 9,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 5.8 32.7 45.5 50.4 93.0 88.9 7.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
178 160 252 128 197 439 499
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,183
COMMITMENTS
16,997 2,991 100 8 4,021 17,105 7,112 3,078 13,071
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -923)
-815 546 87 0 -36 -728 597 -195 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.2 14.8 0.5 0.0 19.9 84.7 35.2 15.3 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 11 6 1 10 20 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 343,155
COMMITMENTS
60,126 58,592 61,246 193,815 189,264 315,188 309,102 27,967 34,052
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 8,814)
-10,115 18,051 957 20,468 -18,101 11,310 906 -2,496 7,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 17.1 17.8 56.5 55.2 91.8 90.1 8.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
65 83 69 74 73 183 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 777,245
COMMITMENTS
65,551 90,334 78,065 482,536 466,590 626,151 634,989 151,094 142,256
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -54,650)
-1,254 -4,093 -28,868 -19,061 -28,542 -49,183 -61,503 -5,468 6,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.6 10.0 62.1 60.0 80.6 81.7 19.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 32 38 77 78 127 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,169
COMMITMENTS
53,940 41,567 2,589 256,338 290,806 312,867 334,961 68,302 46,208
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,580)
1,270 -3,910 -566 -3,230 644 -2,525 -3,832 946 2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.9 0.7 67.3 76.3 82.1 87.9 17.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 8 3 41 38 49 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,165
COMMITMENTS
806 411 920 6,982 7,324 8,708 8,655 457 510
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -703)
-4 -524 55 -625 -339 -574 -808 -129 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.5 10.0 76.2 79.9 95.0 94.4 5.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 4 22 24 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 204,395
COMMITMENTS
38,327 34,575 33,338 99,936 107,040 171,601 174,952 32,794 29,443
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 4,457)
-13,572 8,212 3,133 16,948 -11,606 6,509 -260 -2,052 4,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.9 16.3 48.9 52.4 84.0 85.6 16.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
45 52 47 75 68 149 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,494
COMMITMENTS
4,156 3,661 1,496 8,984 12,312 14,636 17,468 3,859 1,026
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -217)
-1,142 242 427 1,310 -784 595 -115 -811 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 19.8 8.1 48.6 66.6 79.1 94.5 20.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
25 25 16 28 19 66 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 812,105
COMMITMENTS
213,559 182,347 48,367 439,433 460,816 701,359 691,530 110,746 120,575
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -18,048)
-26,516 16,261 1,861 1,828 -36,996 -22,827 -18,873 4,779 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 22.5 6.0 54.1 56.7 86.4 85.2 13.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
40 55 27 83 109 142 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,816,329
COMMITMENTS
154,287 252,637 148,016 1191202 1076733 1493505 1477386 322,823 338,942
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -91,037)
10,065 7,601 -53,834 -62,337 -50,806 -106,106 -97,039 15,069 6,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 13.9 8.1 65.6 59.3 82.2 81.3 17.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
30 40 46 120 135 171 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,406,721
COMMITMENTS
402,081 101,907 65,844 742,605 979,127 1210530 1146878 196,191 259,844
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -50,465)
5,260 -3,145 -24,629 -13,254 -24,585 -32,624 -52,360 -17,841 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 7.2 4.7 52.8 69.6 86.1 81.5 13.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 29 32 76 110 123 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 928,889
COMMITMENTS
58,557 61,128 308,679 524,713 518,471 891,949 888,279 36,941 40,610
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -23,397)
-3,172 -2,747 -9,808 -7,806 -7,474 -20,786 -20,028 -2,611 -3,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.6 33.2 56.5 55.8 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 32 44 70 74 119 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,836
COMMITMENTS
5,777 3,367 4,945 34,347 35,562 45,069 43,874 4,766 5,962
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 15,517)
-1,777 456 4,531 11,743 9,650 14,497 14,636 1,021 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.8 9.9 68.9 71.4 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 17 11 33 35 52 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,696
COMMITMENTS
2,958 1,349 4 9,276 11,573 12,238 12,926 1,458 770
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,207)
790 -1,133 -933 -543 1,032 -686 -1,034 -1,521 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.8 0.0 67.7 84.5 89.4 94.4 10.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 7 7 11 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,279
COMMITMENTS
11,377 9,774 4,143 50,143 47,978 65,663 61,895 6,616 10,383
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,642)
-3,731 3,951 3,315 4,934 -3,846 4,518 3,421 -875 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 13.5 5.7 69.4 66.4 90.8 85.6 9.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 18 10 31 31 49 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,313
COMMITMENTS
4,224 8,617 694 3,982 0 8,900 9,311 413 2
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -5,068)
-918 2,403 -3,643 -516 -3,813 -5,077 -5,053 9 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 92.5 7.5 42.8 0.0 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 10 2 3 0 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,384
COMMITMENTS
1,850 2,218 9 9,194 9,098 11,053 11,325 331 59
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 577)
-587 1,636 5 1,148 -1,042 566 599 11 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 19.5 0.1 80.8 79.9 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 5 1 6 12 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,823
COMMITMENTS
514 1,125 0 14,046 13,640 14,560 14,765 263 58
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -734)
-966 690 0 297 -1,434 -669 -744 -65 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.6 0.0 94.8 92.0 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 0 6 13 12 16
Updated September 30, 2011