WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,495
COMMITMENTS
159,635 100,134 64,058 203,007 250,351 426,700 414,543 38,795 50,952
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 14,696)
4,635 669 3,827 5,110 11,611 13,572 16,107 1,124 -1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 21.5 13.8 43.6 53.8 91.7 89.1 8.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
135 114 117 85 117 291 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,256,968
COMMITMENTS
436,022 92,360 134,478 544,303 812,100 1114803 1038938 142,165 218,030
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 44,122)
29,444 1,879 7,731 3,492 31,663 40,667 41,273 3,455 2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 7.3 10.7 43.3 64.6 88.7 82.7 11.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 838)
238 144 198 262 388 593 654
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,988
COMMITMENTS
3,370 623 90 5,207 9,462 8,667 10,175 2,321 813
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 531)
224 75 21 214 399 459 495 72 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 5.7 0.8 47.4 86.1 78.9 92.6 21.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 6 6 13 11 34 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 755,189
COMMITMENTS
320,166 71,062 88,307 273,434 521,875 681,907 681,244 73,282 73,945
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 13,516)
19,921 1,115 -1,332 -9,924 12,998 8,665 12,781 4,851 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 9.4 11.7 36.2 69.1 90.3 90.2 9.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
258 120 175 158 215 500 442
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,717
COMMITMENTS
73,828 55,306 49,890 171,179 198,411 294,897 303,607 35,820 27,110
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -700)
5,428 -442 -892 -10,439 2,863 -5,903 1,529 5,203 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 16.7 15.1 51.8 60.0 89.2 91.8 10.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
86 63 100 78 68 228 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 589,320
COMMITMENTS
63,190 42,533 7,165 366,341 402,525 436,696 452,223 152,624 137,097
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -6,855)
-17,830 -17,679 -1,963 16,913 5,559 -2,880 -14,083 -3,975 7,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.2 1.2 62.2 68.3 74.1 76.7 25.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
32 18 17 65 77 103 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 361,883
COMMITMENTS
42,069 21,359 472 251,793 284,609 294,334 306,440 67,549 55,443
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,279)
-3,268 -4,276 -11 3,366 3,233 87 -1,054 2,192 3,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 5.9 0.1 69.6 78.6 81.3 84.7 18.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 3 35 42 43 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,914
COMMITMENTS
2,136 152 2,985 6,194 8,558 11,315 11,695 599 219
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -312)
-235 -184 126 -231 -254 -340 -312 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 1.3 25.1 52.0 71.8 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 2 8 24 24 41 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 267,986
COMMITMENTS
91,832 9,090 47,018 78,788 187,408 217,638 243,516 50,348 24,470
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 14,369)
4,046 1,347 2,833 4,431 11,613 11,310 15,793 3,059 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 3.4 17.5 29.4 69.9 81.2 90.9 18.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
92 26 79 74 68 211 158
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,055
COMMITMENTS
3,565 4,353 919 7,056 7,623 11,540 12,895 2,515 1,160
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 190)
-379 -143 413 122 -147 156 123 34 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 31.0 6.5 50.2 54.2 82.1 91.7 17.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 22 14 23 11 56 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,004,408
COMMITMENTS
315,414 146,664 29,545 538,948 745,180 883,907 921,389 120,501 83,019
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -8,063)
-12,068 -31,702 3,882 4,056 15,548 -4,130 -12,272 -3,933 4,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 14.6 2.9 53.7 74.2 88.0 91.7 12.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
50 32 18 97 106 155 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,631,871
COMMITMENTS
269,963 172,423 39,976 1042860 1109420 1352799 1321819 279,072 310,052
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -16,111)
26,848 -38,356 -474 -39,396 4,412 -13,022 -34,418 -3,089 18,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 10.6 2.4 63.9 68.0 82.9 81.0 17.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
45 47 34 121 136 185 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,262,669
COMMITMENTS
207,445 107,593 17,987 811,448 889,902 1036880 1015482 225,789 247,187
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 55,164)
-14,175 -4,397 7,703 59,392 41,495 52,920 44,801 2,244 10,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 8.5 1.4 64.3 70.5 82.1 80.4 17.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 31 22 84 99 131 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 457,649
COMMITMENTS
24,207 57,720 61,463 347,918 304,279 433,588 423,462 24,061 34,187
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 12,817)
4,784 12,853 1,226 5,988 5,639 11,998 19,718 819 -6,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 12.6 13.4 76.0 66.5 94.7 92.5 5.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 14 25 44 45 72 77
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,637
COMMITMENTS
20,812 6,999 127 26,414 42,965 47,352 50,091 9,286 6,547
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,525)
2,672 952 97 1,154 2,480 3,923 3,528 603 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 12.4 0.2 46.6 75.9 83.6 88.4 16.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 19 4 34 26 69 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,274
COMMITMENTS
41,623 13,998 253 52,827 85,930 94,703 100,181 18,571 13,093
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 9,050)
5,344 1,903 193 2,308 4,960 7,845 7,056 1,205 1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 12.4 0.2 46.6 75.9 83.6 88.4 16.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 19 4 34 26 69 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,501
COMMITMENTS
5,934 6,451 982 1,448 1,062 8,364 8,495 137 6
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 70)
20 0 82 0 -13 102 69 -32 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.8 75.9 11.6 17.0 12.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 10 3 1 2 10 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,474
COMMITMENTS
1,098 3,782 7 9,110 6,643 10,215 10,432 259 42
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -371)
-240 -766 -43 -29 437 -312 -372 -59 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 36.1 0.1 87.0 63.4 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 7 1 6 9 13 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,738
COMMITMENTS
2,227 3,203 0 12,227 11,503 14,454 14,706 284 32
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -208)
22 -55 0 -242 -144 -220 -199 12 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 21.7 0.0 83.0 78.0 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 0 5 13 12 20
Updated August 24, 2012