WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,755
COMMITMENTS
71,005 128,755 130,006 275,482 192,518 476,492 451,279 38,263 63,477
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -7,740)
-2,520 9,470 327 99 -12,135 -2,094 -2,337 -5,647 -5,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 25.0 25.3 53.5 37.4 92.6 87.7 7.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
103 171 174 107 121 317 370
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,897,477
COMMITMENTS
296,079 123,460 584,959 843,365 920,178 1724403 1628597 173,073 268,879
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -13,469)
-28,284 19,704 -1,180 17,726 -56,038 -11,738 -37,514 -1,731 24,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.5 30.8 44.4 48.5 90.9 85.8 9.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802)
201 198 302 302 348 660 708
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,885
COMMITMENTS
2,174 2,751 3,198 12,031 11,661 17,403 17,610 2,483 2,275
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -359)
5 348 695 -750 -1,375 -49 -332 -309 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 13.8 16.1 60.5 58.6 87.5 88.6 12.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 15 8 17 10 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 721,811
COMMITMENTS
96,016 88,083 231,194 346,684 314,098 673,894 633,376 47,916 88,435
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 19,636)
-13,417 4,463 24,270 17,112 -5,887 27,966 22,847 -8,330 -3,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.2 32.0 48.0 43.5 93.4 87.7 6.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
126 164 198 132 158 385 417
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 385,822
COMMITMENTS
50,233 70,745 84,446 222,225 194,977 356,904 350,168 28,918 35,653
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 19,885)
-7,016 5,809 7,083 22,233 4,072 22,299 16,964 -2,415 2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 18.3 21.9 57.6 50.5 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
66 92 97 76 76 203 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 810,808
COMMITMENTS
57,977 89,823 93,218 488,694 477,132 639,890 660,173 170,918 150,635
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 42,033)
-2,238 -8,368 27,368 1,481 9,838 26,612 28,839 15,421 13,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 11.1 11.5 60.3 58.8 78.9 81.4 21.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
27 30 37 83 82 131 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 411,352
COMMITMENTS
58,186 31,835 5,164 279,027 327,967 342,377 364,966 68,975 46,386
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 15,750)
2,120 2,754 2,328 13,124 6,361 17,571 11,443 -1,822 4,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 7.7 1.3 67.8 79.7 83.2 88.7 16.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 5 3 43 40 54 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,308
COMMITMENTS
1,057 1,155 972 7,514 7,474 9,543 9,601 765 707
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -840)
-123 315 -369 -25 -480 -517 -534 -323 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.2 9.4 72.9 72.5 92.6 93.1 7.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 5 19 23 29 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,592
COMMITMENTS
28,015 60,867 47,643 134,340 100,760 209,998 209,270 35,594 36,321
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,262)
-4,045 1,499 -980 8,605 1,871 3,580 2,390 -1,318 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 24.8 19.4 54.7 41.0 85.5 85.2 14.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
38 71 55 78 70 149 171
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,429
COMMITMENTS
2,805 4,359 3,198 9,727 9,495 15,730 17,052 3,699 2,376
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 639)
-188 455 519 437 -903 768 71 -129 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 22.4 16.5 50.1 48.9 81.0 87.8 19.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 29 19 27 19 61 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 808,804
COMMITMENTS
186,035 161,967 43,984 470,214 488,679 700,233 694,631 108,571 114,174
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -2,026)
-35,646 25,649 -3,019 32,585 -32,461 -6,081 -9,831 4,055 7,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 20.0 5.4 58.1 60.4 86.6 85.9 13.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
36 47 26 86 110 142 164
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,891,403
COMMITMENTS
210,385 217,749 222,725 1138496 1121214 1571607 1561688 319,796 329,715
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 81,947)
24,891 -65,281 28,795 12,782 87,491 66,468 51,004 15,479 30,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.5 11.8 60.2 59.3 83.1 82.6 16.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
49 48 62 131 147 207 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,438,760
COMMITMENTS
410,856 131,915 98,080 709,249 972,402 1218186 1202397 220,574 236,362
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 26,144)
-19,736 4,440 -4,270 39,416 25,278 15,410 25,447 10,734 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 9.2 6.8 49.3 67.6 84.7 83.6 15.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 26 38 90 111 143 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 768,845
COMMITMENTS
76,152 62,205 235,161 418,733 424,243 730,046 721,609 38,799 47,236
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -99)
8,117 836 -1,156 2,205 2,497 9,166 2,177 -9,264 -2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.1 30.6 54.5 55.2 95.0 93.9 5.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
23 25 36 57 64 96 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,642
COMMITMENTS
8,227 4,099 5,196 42,275 47,619 55,698 56,914 7,943 6,727
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 16,061)
-1,679 28 4,159 13,061 10,724 15,540 14,910 521 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.4 8.2 66.4 74.8 87.5 89.4 12.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 15 11 40 34 71 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,687
COMMITMENTS
3,019 1,218 425 12,642 13,392 16,086 15,036 1,602 2,652
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.9 2.4 71.5 75.7 90.9 85.0 9.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 3 8 8 12 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,908
COMMITMENTS
17,504 12,849 2,455 59,266 68,453 79,225 83,757 12,683 8,151
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,253)
-2,309 4,706 380 838 -5,336 -1,091 -250 -2,162 -3,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.0 2.7 64.5 74.5 86.2 91.1 13.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 13 9 37 30 67 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,040
COMMITMENTS
6,531 15,516 516 8,797 0 15,844 16,032 196 8
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,017)
133 1,157 2 1,030 0 1,165 1,159 -148 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 96.7 3.2 54.8 0.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 12 2 3 0 16 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,782
COMMITMENTS
2,148 709 0 8,367 9,935 10,515 10,644 267 138
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 753)
942 159 0 -224 574 718 733 35 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 6.6 0.0 77.6 92.1 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 0 5 11 13 15
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,028
COMMITMENTS
721 1,542 0 13,994 13,341 14,715 14,883 313 145
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -34)
-183 233 0 167 -268 -16 -35 -18 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.3 0.0 93.1 88.8 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 0 5 13 10 19
Updated November 28, 2011