WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,616
COMMITMENTS
122,691 102,576 51,211 208,661 208,739 382,563 362,526 30,053 50,090
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -19,774)
5,516 -31,480 -7,950 -19,415 21,239 -21,849 -18,191 2,075 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 24.9 12.4 50.6 50.6 92.7 87.9 7.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
106 119 103 74 111 246 278
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,057,772
COMMITMENTS
270,196 142,715 124,218 528,475 578,755 922,889 845,688 134,883 212,084
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -59,743)
-4,747 -26,864 -39,819 -19,333 24,603 -63,899 -42,080 4,156 -17,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 13.5 11.7 50.0 54.7 87.2 79.9 12.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
159 145 181 224 295 487 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,462
COMMITMENTS
2,214 1,393 15 5,366 6,488 7,595 7,896 1,867 1,566
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,067)
-376 -1,273 -167 -1,443 -274 -1,986 -1,714 -81 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 14.7 0.2 56.7 68.6 80.3 83.4 19.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 10 3 13 11 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,737
COMMITMENTS
286,931 49,449 127,108 275,815 502,784 689,854 679,341 77,883 88,396
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -15,596)
3,935 94 -14,864 -9,654 44 -20,583 -14,726 4,987 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 6.4 16.6 35.9 65.5 89.9 88.5 10.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
230 98 185 172 205 492 429
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 350,334
COMMITMENTS
66,896 96,417 54,800 195,260 164,990 316,956 316,207 33,378 34,127
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -27,287)
-17,101 -7,053 102 -10,759 -20,701 -27,758 -27,652 471 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 27.5 15.6 55.7 47.1 90.5 90.3 9.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
74 79 87 71 72 196 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 633,327
COMMITMENTS
79,476 38,700 10,285 385,615 460,010 475,376 508,995 157,951 124,332
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -16,231)
-2,793 841 4,652 -24,525 -19,311 -22,666 -13,818 6,435 -2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 6.1 1.6 60.9 72.6 75.1 80.4 24.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 21 10 68 73 104 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 347,443
COMMITMENTS
45,758 24,038 428 234,655 273,613 280,841 298,079 66,602 49,364
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,904)
714 2,515 -32 -1,979 3,948 -1,297 6,431 3,201 -4,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 6.9 0.1 67.5 78.8 80.8 85.8 19.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 6 4 36 41 45 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,558
COMMITMENTS
2,550 196 831 6,765 9,142 10,146 10,169 412 389
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 249)
802 -9 -68 -461 310 273 233 -24 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 1.9 7.9 64.1 86.6 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 5 22 22 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 272,448
COMMITMENTS
101,145 8,908 37,683 84,701 196,683 223,529 243,274 48,919 29,174
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 13,081)
567 -387 6,240 3,506 3,850 10,313 9,703 2,768 3,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 3.3 13.8 31.1 72.2 82.0 89.3 18.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
93 25 69 70 78 206 155
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,908
COMMITMENTS
3,106 5,928 1,119 8,045 5,889 12,270 12,936 2,638 1,972
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,143)
-617 -636 -634 8 405 -1,243 -865 100 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 39.8 7.5 54.0 39.5 82.3 86.8 17.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 21 14 26 15 54 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 884,142
COMMITMENTS
217,795 203,718 15,856 535,973 587,680 769,624 807,254 114,518 76,888
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -28,009)
-218 22,199 -4,003 -6,232 -44,440 -10,453 -26,244 -17,556 -1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 23.0 1.8 60.6 66.5 87.0 91.3 13.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
47 34 16 104 91 158 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,738,010
COMMITMENTS
220,292 275,931 33,519 1186379 1128946 1440190 1438396 297,820 299,614
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -21,576)
-52,932 -20,290 9,270 766 -16,947 -42,896 -27,967 21,320 6,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.9 1.9 68.3 65.0 82.9 82.8 17.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
24 63 19 98 120 134 190
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,532
COMMITMENTS
186,790 139,729 4,876 740,200 749,043 931,866 893,648 207,666 245,884
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 23,545)
-2,659 -3,499 -898 39,555 17,325 35,998 12,928 -12,453 10,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.3 0.4 65.0 65.7 81.8 78.4 18.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
29 27 8 80 93 114 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 526,590
COMMITMENTS
31,994 66,361 80,447 388,837 333,384 501,278 480,192 25,312 46,398
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 11,227)
9,075 -440 -2,402 2,357 16,252 9,030 13,410 2,197 -2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.6 15.3 73.8 63.3 95.2 91.2 4.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
20 19 30 51 54 85 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,307
COMMITMENTS
17,650 5,002 61 20,591 36,190 38,302 41,252 7,005 4,055
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 6,592)
7,866 -2,543 -98 -1,841 9,438 5,928 6,798 664 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 11.0 0.1 45.4 79.9 84.5 91.0 15.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 8 4 26 25 50 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,613
COMMITMENTS
35,300 10,003 121 41,182 72,379 76,603 82,503 14,010 8,110
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 13,183)
15,731 -5,086 -195 -3,681 18,876 11,855 13,595 1,328 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 11.0 0.1 45.4 79.9 84.5 91.0 15.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 8 4 26 25 50 36
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,305
COMMITMENTS
1,520 3,093 50 7,474 6,112 9,044 9,255 261 50
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -125)
10 845 5 -200 -958 -185 -108 60 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 33.2 0.5 80.3 65.7 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 7 1 6 9 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,114
COMMITMENTS
1,800 3,787 0 8,989 7,270 10,789 11,057 325 57
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,806)
-260 2,138 0 2,028 -342 1,768 1,796 38 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 34.1 0.0 80.9 65.4 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 0 3 14 12 21
Updated June 29, 2012