WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,518
COMMITMENTS
67,809 113,028 137,220 285,139 216,809 490,168 467,058 34,350 57,460
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -2,030)
-2,488 318 474 3,505 -193 1,492 600 -3,522 -2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 21.5 26.2 54.4 41.3 93.5 89.0 6.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
107 175 177 105 123 331 370
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,925,148
COMMITMENTS
296,467 115,772 646,392 804,463 891,280 1747321 1653444 177,827 271,704
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 12,237)
1,373 19,507 6,782 9,600 -2,523 17,755 23,765 -5,518 -11,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 6.0 33.6 41.8 46.3 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 827)
217 188 294 296 365 662 709
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,540
COMMITMENTS
2,509 2,093 1,584 10,609 11,933 14,702 15,610 2,838 1,930
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -97)
302 -190 -200 -215 509 -113 118 16 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.9 9.0 60.5 68.0 83.8 89.0 16.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 12 7 16 10 33 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 870,469
COMMITMENTS
111,902 56,701 309,763 396,209 413,122 817,874 779,587 52,595 90,883
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -18,633)
1,795 4,882 -18,592 277 -267 -16,520 -13,977 -2,114 -4,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.5 35.6 45.5 47.5 94.0 89.6 6.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
155 181 259 136 186 447 497
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,164
COMMITMENTS
14,696 2,353 214 62 3,638 14,972 6,205 3,192 11,959
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,804)
-1,656 -718 28 53 -560 -1,575 -1,250 -229 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.9 13.0 1.2 0.3 20.0 82.4 34.2 17.6 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 8 7 2 9 17 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,211
COMMITMENTS
60,742 70,621 79,521 208,746 191,234 349,009 341,376 24,202 31,835
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,185)
3,417 5,894 -2,413 2,184 -1,452 3,188 2,029 -4,373 -3,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.9 21.3 55.9 51.2 93.5 91.5 6.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
77 82 80 73 77 192 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,918
COMMITMENTS
71,070 95,588 81,599 462,741 444,291 615,409 621,478 142,508 136,440
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -51,697)
6,892 8,359 -17,758 -34,970 -27,740 -45,836 -37,140 -5,861 -14,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 12.6 10.8 61.1 58.6 81.2 82.0 18.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
40 29 44 83 82 142 136
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,964
COMMITMENTS
58,313 33,250 2,548 252,102 295,013 312,964 330,811 66,000 48,153
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -4,142)
2,620 -2,658 -709 -3,446 259 -1,535 -3,107 -2,607 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.8 0.7 66.5 77.8 82.6 87.3 17.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 6 2 40 42 49 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,549
COMMITMENTS
1,025 242 878 7,177 7,881 9,080 9,001 469 548
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 677)
-89 -33 292 487 343 690 602 -13 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.5 9.2 75.2 82.5 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 2 5 19 21 28 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,760
COMMITMENTS
31,161 45,696 39,733 108,584 98,843 179,478 184,271 36,282 31,489
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 281)
-3,879 3,869 -2,237 3,963 -1,205 -2,153 427 2,434 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.2 18.4 50.3 45.8 83.2 85.4 16.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
42 56 47 79 66 147 150
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,391
COMMITMENTS
3,243 3,588 2,893 9,728 11,477 15,863 17,958 3,527 1,432
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 289)
-551 -150 777 -59 -526 167 102 121 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.5 14.9 50.2 59.2 81.8 92.6 18.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 21 20 27 20 69 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 765,710
COMMITMENTS
206,057 183,804 51,710 410,134 415,049 667,901 650,563 97,809 115,147
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -23,256)
7,729 2,417 6,262 -29,071 -15,326 -15,080 -6,646 -8,177 -16,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 24.0 6.8 53.6 54.2 87.2 85.0 12.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
36 52 28 87 106 143 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,877,815
COMMITMENTS
124,150 307,720 180,517 1268599 1045589 1573266 1533826 304,549 343,989
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 92,564)
-22,993 49,171 20,282 103,202 -1,136 100,491 68,317 -7,927 24,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 16.4 9.6 67.6 55.7 83.8 81.7 16.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
36 47 52 134 144 192 221
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,330,760
COMMITMENTS
327,706 98,421 80,925 734,016 909,805 1142648 1089152 188,112 241,608
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -25,598)
-46,201 -16,795 3,484 23,680 -16,775 -19,037 -30,086 -6,561 4,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.4 6.1 55.2 68.4 85.9 81.8 14.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
30 32 35 79 105 126 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 813,099
COMMITMENTS
60,972 45,330 245,701 474,235 476,355 780,907 767,386 32,191 45,712
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -4,851)
1,068 -1,152 -3,672 216 -205 -2,388 -5,029 -2,463 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.6 30.2 58.3 58.6 96.0 94.4 4.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
29 24 39 66 70 112 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,399
COMMITMENTS
10,410 4,303 712 26,126 30,066 37,248 35,081 4,151 6,318
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -11,300)
1,791 2,419 -4,193 -7,141 -9,987 -9,542 -11,761 -1,758 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 10.4 1.7 63.1 72.6 90.0 84.7 10.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 13 9 36 25 55 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,799
COMMITMENTS
20,821 8,606 1,423 52,252 60,133 74,496 70,162 8,303 12,637
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,248)
2,809 854 -1,674 1,185 374 2,319 -447 -71 2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 10.4 1.7 63.1 72.6 90.0 84.7 10.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 13 9 36 25 55 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,119
COMMITMENTS
6,066 12,656 460 6,269 0 12,795 13,116 324 3
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,687)
612 1,853 -86 1,261 0 1,787 1,767 -100 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 96.5 3.5 47.8 0.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 11 2 3 0 17 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,057
COMMITMENTS
1,892 701 263 7,628 9,026 9,783 9,990 274 67
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -913)
90 -1,064 223 -1,187 -79 -874 -920 -39 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 7.0 2.6 75.8 89.7 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 2 5 13 15 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,538
COMMITMENTS
967 904 0 12,239 12,484 13,206 13,388 332 150
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -896)
108 134 0 -1,005 -1,055 -897 -921 1 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.7 0.0 90.4 92.2 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 0 6 12 12 16
Updated October 14, 2011