WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,421
COMMITMENTS
73,670 117,826 103,590 239,444 172,773 416,704 394,189 34,718 57,232
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 6,424)
-31 -11,397 5,453 2,224 13,639 7,645 7,694 -1,221 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.1 22.9 53.0 38.3 92.3 87.3 7.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
93 157 160 93 112 293 336
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,558,918
COMMITMENTS
298,440 140,354 407,695 684,203 739,135 1390338 1287184 168,580 271,734
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -9,176)
5,202 -18,900 -8,199 -9,609 12,134 -12,606 -14,965 3,430 5,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 9.0 26.2 43.9 47.4 89.2 82.6 10.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 694)
155 178 224 242 315 519 604
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,758
COMMITMENTS
2,229 2,096 729 8,893 8,987 11,850 11,812 1,908 1,946
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -172)
35 15 -62 -84 -47 -111 -94 -62 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 15.2 5.3 64.6 65.3 86.1 85.9 13.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 10 5 16 8 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,929
COMMITMENTS
103,238 64,703 192,732 291,363 300,446 587,332 557,881 52,597 82,048
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -99,383)
8,161 -10,225 -64,273 -43,581 -24,072 -99,693 -98,571 310 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 10.1 30.1 45.5 46.9 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
118 131 192 126 153 363 391
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 334,218
COMMITMENTS
60,572 64,684 63,640 179,808 173,813 304,021 302,137 30,198 32,081
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -20,098)
-1,786 -9,631 -7,781 -12,476 -1,257 -22,044 -18,669 1,945 -1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 19.4 19.0 53.8 52.0 91.0 90.4 9.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
61 77 80 70 76 187 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 655,549
COMMITMENTS
59,590 87,860 36,664 413,562 400,694 509,816 525,217 145,733 130,331
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -47,921)
945 -60 -14,641 -34,175 -35,022 -47,870 -49,723 -51 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 13.4 5.6 63.1 61.1 77.8 80.1 22.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 25 30 75 70 117 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 368,895
COMMITMENTS
59,028 35,459 1,153 247,659 293,229 307,840 329,840 61,055 39,055
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,104)
0 714 -44 2,861 3,487 2,817 4,157 -1,713 -3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.6 0.3 67.1 79.5 83.4 89.4 16.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 7 4 43 40 53 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,798
COMMITMENTS
1,114 1,134 952 7,138 7,205 9,204 9,291 594 507
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -74)
-20 -85 18 -26 5 -28 -62 -46 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.6 9.7 72.9 73.5 93.9 94.8 6.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 5 19 18 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,864
COMMITMENTS
29,947 48,626 38,370 117,257 99,156 185,574 186,152 30,290 29,712
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -10,589)
1,464 -6,844 -2,526 -7,834 1,716 -8,895 -7,654 -1,693 -2,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 22.5 17.8 54.3 45.9 86.0 86.2 14.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
32 49 53 74 63 145 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,429
COMMITMENTS
2,695 5,685 2,407 9,050 6,877 14,152 14,970 3,277 2,459
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,640)
-102 237 -1,137 -544 -687 -1,784 -1,588 145 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 32.6 13.8 51.9 39.5 81.2 85.9 18.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 31 16 22 18 55 58
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 712,654
COMMITMENTS
170,871 127,219 25,644 406,741 455,703 603,255 608,566 109,398 104,088
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -25,068)
-24,626 10,969 -5,061 4,403 -38,432 -25,283 -32,524 215 7,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 17.9 3.6 57.1 63.9 84.6 85.4 15.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
34 36 19 82 100 129 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,654,477
COMMITMENTS
208,089 210,874 98,826 1071373 1044718 1378288 1354418 276,188 300,058
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -80,007)
26,719 24,108 -60,754 -35,316 -45,621 -69,352 -82,267 -10,655 2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.7 6.0 64.8 63.1 83.3 81.9 16.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
30 47 44 114 117 173 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,312,303
COMMITMENTS
367,797 141,694 47,238 692,552 895,321 1107588 1084253 204,715 228,050
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -65,877)
-7,258 18,678 -34,671 -9,268 -53,598 -51,197 -69,591 -14,679 3,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 10.8 3.6 52.8 68.2 84.4 82.6 15.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
29 22 26 79 103 119 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 718,938
COMMITMENTS
96,220 72,149 193,800 399,161 412,951 689,181 678,900 29,757 40,038
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 8,424)
5,800 -381 -1,169 5,425 10,391 10,055 8,841 -1,632 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.0 27.0 55.5 57.4 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
24 23 37 56 59 96 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,066
COMMITMENTS
13,102 4,185 469 27,336 37,440 40,907 42,094 5,159 3,972
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -669)
-1,725 386 112 1,154 -861 -460 -363 -209 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 9.1 1.0 59.3 81.3 88.8 91.4 11.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 11 10 34 26 63 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,132
COMMITMENTS
26,204 8,370 938 54,672 74,880 81,814 84,188 10,318 7,945
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,338)
-3,450 772 223 2,307 -1,722 -920 -727 -418 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 9.1 1.0 59.3 81.3 88.8 91.4 11.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 11 10 34 26 63 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,062
COMMITMENTS
13,784 15,369 685 1,385 0 15,854 16,054 208 8
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -152)
6,670 -252 173 -6,983 -58 -140 -137 -12 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.8 95.7 4.3 8.6 0.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 3 3 0 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,483
COMMITMENTS
1,204 1,912 25 9,006 8,452 10,235 10,389 248 94
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 19)
9 -5 0 4 9 13 4 6 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.2 0.2 85.9 80.6 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 1 6 11 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,939
COMMITMENTS
891 579 0 10,689 11,171 11,580 11,750 359 189
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -476)
-131 -260 0 -294 -179 -425 -439 -51 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.8 0.0 89.5 93.6 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 0 5 12 14 17
Updated December 30, 2011