WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 386,401
COMMITMENTS
72,938 117,031 62,267 218,806 153,304 354,011 332,602 32,390 53,799
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 5,509)
-1,511 -2,159 7,021 -797 342 4,713 5,204 796 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 30.3 16.1 56.6 39.7 91.6 86.1 8.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
101 148 132 77 102 265 309
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,176,009
COMMITMENTS
308,639 117,910 155,927 579,892 661,571 1044458 935,408 131,551 240,601
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 22,031)
14,908 -21,014 9,035 1,658 27,844 25,601 15,865 -3,570 6,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 10.0 13.3 49.3 56.3 88.8 79.5 11.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
164 155 170 185 305 441 558
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,890
COMMITMENTS
2,688 2,482 38 8,193 8,552 10,919 11,072 1,971 1,818
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 272)
88 378 -11 57 -143 134 224 138 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 19.3 0.3 63.6 66.3 84.7 85.9 15.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 9 3 16 8 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,650
COMMITMENTS
110,219 70,808 67,574 239,308 251,208 417,101 389,590 43,549 71,060
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -19,357)
5,396 -5,006 -2,888 -17,733 -6,407 -15,225 -14,301 -4,132 -5,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 15.4 14.7 52.0 54.5 90.5 84.6 9.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
141 114 145 87 144 314 346
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 273,454
COMMITMENTS
61,463 63,823 31,137 152,959 151,103 245,559 246,063 27,895 27,391
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -16,885)
-2,560 -8,393 -2,603 -11,085 -2,424 -16,248 -13,420 -637 -3,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 23.3 11.4 55.9 55.3 89.8 90.0 10.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
67 65 66 61 62 168 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 585,528
COMMITMENTS
63,467 97,014 2,844 381,042 364,598 447,353 464,456 138,175 121,072
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,626)
3,443 4,518 473 -3,223 -2,512 693 2,479 2,933 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 16.6 0.5 65.1 62.3 76.4 79.3 23.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 32 9 64 63 90 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 362,292
COMMITMENTS
59,119 31,999 555 244,493 289,614 304,167 322,168 58,125 40,124
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,322)
91 -3,465 -591 -3,166 -3,615 -3,666 -7,671 -2,656 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 8.8 0.2 67.5 79.9 84.0 88.9 16.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 7 4 39 39 49 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,050
COMMITMENTS
1,109 968 1,040 7,333 7,507 9,482 9,515 568 535
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 252)
-5 -166 88 195 302 278 224 -26 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 9.6 10.3 73.0 74.7 94.3 94.7 5.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 5 19 18 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,357
COMMITMENTS
29,988 48,099 27,853 107,969 91,426 165,810 167,378 29,547 27,979
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,223)
-801 -141 1,179 -2,447 -1,817 -2,069 -779 846 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 24.6 14.3 55.3 46.8 84.9 85.7 15.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
36 47 58 65 62 142 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,699
COMMITMENTS
3,048 5,355 937 7,987 6,358 11,972 12,650 2,727 2,049
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,933)
78 -287 -990 -538 -316 -1,450 -1,593 -483 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 36.4 6.4 54.3 43.3 81.4 86.1 18.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 22 15 18 14 51 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 697,412
COMMITMENTS
160,598 142,127 5,220 420,341 448,086 586,159 595,433 111,253 101,979
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 5,708)
-12,202 14,327 -3,981 17,828 -4,570 1,645 5,776 4,063 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 20.4 0.7 60.3 64.2 84.0 85.4 16.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
34 41 13 80 98 123 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,497,556
COMMITMENTS
211,727 205,491 19,933 992,990 982,531 1224650 1207955 272,906 289,601
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 21,678)
5,542 -3,675 4,020 809 17,948 10,371 18,293 11,307 3,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.7 1.3 66.3 65.6 81.8 80.7 18.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
33 48 15 93 110 134 165
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,286,469
COMMITMENTS
381,297 129,424 8,071 673,993 927,619 1063361 1065114 223,108 221,355
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 62,780)
10,926 -17,273 -129 25,982 77,307 36,779 59,905 26,001 2,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 10.1 0.6 52.4 72.1 82.7 82.8 17.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
26 25 10 61 97 92 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 513,191
COMMITMENTS
79,367 67,050 66,108 335,750 346,176 481,225 479,334 31,966 33,857
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -62,462)
-18,008 -4,616 -3,249 -46,558 -52,072 -67,815 -59,937 5,353 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 13.1 12.9 65.4 67.5 93.8 93.4 6.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 18 20 44 46 70 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,962
COMMITMENTS
13,816 3,864 180 27,865 40,251 41,861 44,295 6,102 3,668
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,198)
1,166 -320 -106 1,133 3,843 2,193 3,418 1,005 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 8.1 0.4 58.1 83.9 87.3 92.4 12.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 10 3 28 29 55 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,924
COMMITMENTS
27,632 7,728 359 55,730 80,502 83,721 88,589 12,203 7,335
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,395)
2,331 -639 -211 2,265 7,686 4,385 6,836 2,010 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 8.1 0.4 58.1 83.9 87.3 92.4 12.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 10 3 28 29 55 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,631
COMMITMENTS
13,599 14,380 490 1,331 747 15,420 15,617 211 14
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -431)
-185 -989 -195 -54 747 -434 -437 3 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 92.0 3.1 8.5 4.8 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 14 3 1 2 11 16
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,575
COMMITMENTS
1,209 2,513 25 9,069 7,945 10,303 10,483 272 92
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 92)
5 601 0 63 -507 68 94 24 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 23.8 0.2 85.8 75.1 97.4 99.1 2.6 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
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,322
COMMITMENTS
1,186 794 0 10,695 11,339 11,881 12,133 441 189
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 383)
295 215 0 6 168 301 383 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 6.4 0.0 86.8 92.0 96.4 98.5 3.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 6 0 6 12 14 18
Updated January 6, 2012