WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,834
COMMITMENTS
73,272 121,848 144,011 287,556 217,404 504,839 483,263 38,996 60,571
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 6,664)
-502 4,897 4,095 5,291 -486 8,884 8,506 -2,220 -1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 22.4 26.5 52.9 40.0 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
118 162 180 112 125 338 371
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,862,592
COMMITMENTS
318,791 94,705 579,831 780,049 919,759 1678671 1594294 183,921 268,297
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 19,261)
15,374 4,784 -7,160 10,447 24,747 18,660 22,370 601 -3,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.1 31.1 41.9 49.4 90.1 85.6 9.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
220 179 297 289 359 650 706
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,084
COMMITMENTS
2,742 2,112 1,760 10,558 11,998 15,060 15,870 3,024 2,214
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -155)
35 28 177 -420 -614 -207 -408 51 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.7 9.7 58.4 66.3 83.3 87.8 16.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 11 8 16 9 34 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 680,576
COMMITMENTS
112,347 59,208 195,570 319,008 341,081 626,924 595,858 53,651 84,717
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -16,307)
-4,951 5,487 9,489 -19,344 -27,834 -14,806 -12,858 -1,501 -3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.7 28.7 46.9 50.1 92.1 87.6 7.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
140 116 189 136 186 370 423
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 386,447
COMMITMENTS
53,111 69,727 82,863 221,296 200,681 357,271 353,271 29,176 33,176
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,970)
-1,151 1,112 3,381 825 2,728 3,055 7,221 2,916 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.0 21.4 57.3 51.9 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 82 93 74 76 201 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,826
COMMITMENTS
58,893 93,878 67,264 478,945 456,701 605,102 617,843 150,724 137,984
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 25,565)
-20,611 8,602 6,373 38,547 2,657 24,310 17,633 1,254 7,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.4 8.9 63.4 60.4 80.1 81.7 19.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 25 35 79 74 128 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,162
COMMITMENTS
55,492 31,021 2,929 262,006 306,147 320,427 340,097 62,736 43,066
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,856)
-647 -1,037 -1,469 10,816 7,015 8,700 4,509 -2,844 1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.1 0.8 68.4 79.9 83.6 88.8 16.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 5 3 39 42 49 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,689
COMMITMENTS
947 917 1,132 7,773 7,939 9,852 9,988 837 701
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -144)
34 -83 215 -228 6 21 138 -165 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.6 10.6 72.7 74.3 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 7 18 21 29 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 218,180
COMMITMENTS
28,444 47,620 37,870 118,074 102,213 184,388 187,703 33,793 30,478
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,292)
-1,355 3,064 -1,166 5,477 2,078 2,955 3,975 -1,663 -2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 21.8 17.4 54.1 46.8 84.5 86.0 15.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
34 59 52 74 68 143 158
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,323
COMMITMENTS
3,888 3,364 2,376 8,353 11,580 14,617 17,320 3,706 1,003
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -759)
195 -153 -413 -346 -84 -563 -649 -196 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 18.4 13.0 45.6 63.2 79.8 94.5 20.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 19 17 27 20 64 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 762,055
COMMITMENTS
194,808 138,674 42,542 414,663 474,048 652,012 655,263 110,043 106,792
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -11,077)
-25,193 -28,536 1,727 13,477 21,155 -9,989 -5,654 -1,088 -5,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 18.2 5.6 54.4 62.2 85.6 86.0 14.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
43 46 26 81 104 141 160
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,783,752
COMMITMENTS
173,662 292,798 178,775 1123541 992,746 1475979 1464319 307,773 319,433
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 40,579)
-25,442 23,784 48,032 7,186 -9,561 29,776 62,255 10,802 -21,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 16.4 10.0 63.0 55.7 82.7 82.1 17.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
32 60 59 129 141 199 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,390,164
COMMITMENTS
369,420 108,139 104,946 706,499 930,843 1180865 1143928 209,299 246,236
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 21,223)
-16,031 13,220 34,773 -8,102 -34,070 10,640 13,922 10,583 7,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.8 7.5 50.8 67.0 84.9 82.3 15.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
29 28 34 83 104 129 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 765,748
COMMITMENTS
59,747 60,597 239,225 426,758 428,478 725,730 728,300 40,017 37,447
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -68,764)
-1,105 2,649 -25,038 -44,019 -39,199 -70,162 -61,588 1,398 -7,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.9 31.2 55.7 56.0 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
17 31 39 61 67 102 116
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,965
COMMITMENTS
8,045 2,314 4,988 37,349 43,227 50,382 50,529 8,583 8,436
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,258)
1,365 -159 405 1,330 3,520 3,100 3,766 158 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 3.9 8.5 63.3 73.3 85.4 85.7 14.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
23 13 13 41 35 71 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,874
COMMITMENTS
3,251 1,224 205 9,543 9,778 12,999 11,207 1,875 3,666
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 427)
-46 -25 1 398 398 353 374 74 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 8.2 1.4 64.2 65.7 87.4 75.3 12.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 8 8 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,184
COMMITMENTS
16,707 9,299 2,447 55,612 66,898 74,767 78,644 13,417 9,540
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,662)
2,862 -228 767 1,865 6,244 5,494 6,783 168 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 10.5 2.8 63.1 75.9 84.8 89.2 15.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 12 12 38 30 67 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,636
COMMITMENTS
6,133 13,111 514 6,656 0 13,303 13,625 333 11
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 232)
23 223 9 243 0 275 232 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 96.1 3.8 48.8 0.0 97.6 99.9 2.4 0.1
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 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,146
COMMITMENTS
1,024 772 1 8,888 9,263 9,913 10,036 233 110
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 644)
-562 344 0 1,253 303 691 647 -47 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.6 0.0 87.6 91.3 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 1 5 12 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,852
COMMITMENTS
496 1,652 0 14,108 13,065 14,604 14,717 248 135
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 717)
-628 1,197 0 1,390 -460 762 737 -45 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.1 0.0 95.0 88.0 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 7 0 5 14 9 21
Updated November 10, 2011