WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,173
COMMITMENTS
92,543 134,404 80,681 261,330 196,656 434,554 411,741 34,619 57,432
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,310)
6,769 -10,753 -2,469 3,159 19,337 7,459 6,115 -3,149 -1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 28.6 17.2 55.7 41.9 92.6 87.8 7.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
100 153 148 77 101 278 317
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,235,541
COMMITMENTS
344,682 132,518 186,095 578,157 678,269 1108934 996,882 126,607 238,659
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 21,080)
14,724 -17,986 10,593 11,596 37,631 36,913 30,238 -15,833 -9,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 10.7 15.1 46.8 54.9 89.8 80.7 10.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685)
171 148 194 213 302 478 570
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,649
COMMITMENTS
2,611 3,014 54 8,631 8,341 11,296 11,409 2,353 2,240
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -64)
-47 161 -1 -186 -244 -234 -84 170 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 22.1 0.4 63.2 61.1 82.8 83.6 17.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 3 16 7 28 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,592
COMMITMENTS
125,659 70,271 78,960 253,597 272,593 458,216 421,824 42,376 78,768
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 22,288)
4,547 1,401 2,055 15,189 15,508 21,791 18,964 497 3,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 14.0 15.8 50.7 54.5 91.5 84.3 8.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
133 114 148 111 143 327 354
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,983
COMMITMENTS
9,294 1,775 329 346 2,068 9,969 4,172 3,014 8,811
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 131)
95 465 -78 -3 -369 14 18 117 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.6 13.7 2.5 2.7 15.9 76.8 32.1 23.2 67.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 5 7 1 4 14 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,264
COMMITMENTS
70,939 85,587 41,717 186,960 166,605 299,616 293,909 26,648 32,355
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 10,939)
2,576 5,780 3,743 5,188 -802 11,507 8,721 -568 2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 26.2 12.8 57.3 51.1 91.8 90.1 8.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
69 82 83 69 61 192 198
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,808
COMMITMENTS
75,726 92,907 5,117 396,615 380,098 477,458 478,122 142,350 141,686
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -4,888)
3,641 -20,759 808 -15,267 5,405 -10,818 -14,546 5,930 9,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 15.0 0.8 64.0 61.3 77.0 77.1 23.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
30 30 19 71 68 115 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,456
COMMITMENTS
45,786 31,297 935 269,913 294,728 316,634 326,960 61,822 51,496
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 6,139)
-12,234 -1,971 472 16,217 3,509 4,455 2,010 1,684 4,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 8.3 0.2 71.3 77.9 83.7 86.4 16.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 7 3 40 36 47 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,608
COMMITMENTS
1,200 182 1,383 7,323 8,566 9,906 10,131 702 477
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 376)
158 -30 -87 246 536 317 419 59 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 1.7 13.0 69.0 80.8 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 1 6 19 23 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 202,350
COMMITMENTS
33,374 41,399 26,757 113,768 108,972 173,899 177,128 28,451 25,222
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 382)
1,362 -1,140 2,509 -1,769 -729 2,102 640 -1,720 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 20.5 13.2 56.2 53.9 85.9 87.5 14.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
41 45 51 72 65 144 148
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,940
COMMITMENTS
3,197 6,153 912 8,156 5,911 12,265 12,976 2,675 1,964
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 755)
210 512 263 283 -90 756 685 -1 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 41.2 6.1 54.6 39.6 82.1 86.9 17.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 25 11 20 16 49 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 934,666
COMMITMENTS
325,551 125,394 8,218 477,158 703,566 810,927 837,178 123,739 97,488
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 89,406)
29,877 -11,792 1,252 56,875 103,372 88,004 92,832 1,402 -3,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 13.4 0.9 51.1 75.3 86.8 89.6 13.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 39 17 87 101 148 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,763,911
COMMITMENTS
217,317 246,900 26,228 1241347 1157380 1484892 1430508 279,019 333,403
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 55,506)
-3,714 -18,008 7,823 29,030 83,508 33,139 73,323 22,367 -17,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 14.0 1.5 70.4 65.6 84.2 81.1 15.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
40 56 37 112 127 171 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,477,558
COMMITMENTS
456,111 153,226 10,398 775,997 1098168 1242506 1261792 235,052 215,766
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 31,082)
47,746 1,563 -8,569 -22,469 45,898 16,708 38,892 14,374 -7,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 10.4 0.7 52.5 74.3 84.1 85.4 15.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
41 33 23 71 105 124 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 548,721
COMMITMENTS
85,735 67,556 73,028 352,132 370,106 510,895 510,690 37,826 38,031
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 18,492)
4,631 7,836 -769 18,191 12,509 22,053 19,576 -3,561 -1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 12.3 13.3 64.2 67.4 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 11 22 43 45 72 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,836
COMMITMENTS
17,444 4,519 129 27,176 42,562 44,749 47,209 7,087 4,627
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 120)
1,151 -39 31 -637 652 545 644 -426 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 8.7 0.2 52.4 82.1 86.3 91.1 13.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 13 4 24 29 57 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,671
COMMITMENTS
34,888 9,037 258 54,352 85,123 89,498 94,418 14,173 9,253
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 239)
2,301 -78 62 -1,273 1,304 1,090 1,288 -851 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 8.7 0.2 52.4 82.1 86.3 91.1 13.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 13 4 24 29 57 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,376
COMMITMENTS
13,759 7,720 910 1,361 7,724 16,030 16,354 346 22
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 22)
0 -18 3 30 28 33 13 -11 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.0 47.1 5.6 8.3 47.2 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 3 1 2 12 15
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,571
COMMITMENTS
1,388 698 30 7,921 8,736 9,339 9,464 232 107
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -93)
-151 30 0 53 -165 -98 -135 5 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 7.3 0.3 82.8 91.3 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 6 11 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,572
COMMITMENTS
1,109 1,783 0 12,197 11,665 13,306 13,448 266 124
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 997)
-1,176 227 0 2,223 763 1,047 990 -50 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 13.1 0.0 89.9 85.9 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 0 5 13 11 23
Updated February 3, 2012