WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,415
COMMITMENTS
164,205 104,926 63,169 188,203 230,687 415,577 398,782 35,838 52,633
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,057)
179 -3,172 877 -1,600 828 -544 -1,467 -513 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 23.2 14.0 41.7 51.1 92.1 88.3 7.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
139 106 115 91 117 297 281
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,172,897
COMMITMENTS
406,467 89,434 135,184 497,212 727,704 1038863 952,322 134,034 220,575
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,350)
-15,844 -5,990 7,929 5,720 -9,688 -2,195 -7,749 -155 5,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 7.6 11.5 42.4 62.0 88.6 81.2 11.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
208 141 154 212 366 499 594
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,232
COMMITMENTS
3,529 837 45 5,267 9,651 8,841 10,533 2,391 699
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -46)
-193 130 -12 330 -200 125 -82 -171 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 7.5 0.4 46.9 85.9 78.7 93.8 21.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 6 4 14 10 34 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 725,029
COMMITMENTS
269,448 51,762 95,696 289,627 496,003 654,771 643,461 70,258 81,568
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -5,092)
-19,346 -19,995 6,541 8,823 8,317 -3,982 -5,137 -1,110 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 7.1 13.2 39.9 68.4 90.3 88.7 9.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
236 123 195 162 206 483 459
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 292,609
COMMITMENTS
65,791 44,899 37,095 154,470 183,681 257,356 265,675 35,253 26,934
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -17,927)
-15,531 -4,650 3,821 1,666 -16,482 -10,044 -17,311 -7,883 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 15.3 12.7 52.8 62.8 88.0 90.8 12.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
81 60 85 73 67 207 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 561,389
COMMITMENTS
41,732 58,606 4,535 377,243 357,073 423,510 420,214 137,879 141,175
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 2,940)
-4,075 12,727 -3,363 12,378 -379 4,940 8,985 -2,000 -6,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 10.4 0.8 67.2 63.6 75.4 74.9 24.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
25 29 6 63 66 93 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 359,072
COMMITMENTS
41,907 30,833 1,710 252,673 267,842 296,290 300,385 62,782 58,687
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,613)
94 -3,457 -814 2,855 3,098 2,135 -1,173 -4,748 -1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 8.6 0.5 70.4 74.6 82.5 83.7 17.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 6 4 35 38 43 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,522
COMMITMENTS
2,451 448 2,085 5,622 7,710 10,158 10,243 364 279
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -677)
-138 121 -93 -202 -664 -433 -636 -244 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 4.3 19.8 53.4 73.3 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 5 6 22 23 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 223,005
COMMITMENTS
66,668 15,820 29,947 85,667 154,483 182,282 200,250 40,723 22,755
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -16,564)
-8,319 1,835 -6,645 3,396 -11,612 -11,568 -16,422 -4,996 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 7.1 13.4 38.4 69.3 81.7 89.8 18.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
72 29 54 83 72 186 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,308
COMMITMENTS
3,089 5,962 232 7,804 6,540 11,125 12,734 3,183 1,574
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 269)
26 176 97 85 37 208 310 61 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 41.7 1.6 54.5 45.7 77.8 89.0 22.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 21 6 23 8 47 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 960,648
COMMITMENTS
315,324 220,981 12,194 497,352 643,473 824,870 876,648 135,778 84,000
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 11,890)
13,043 36,254 -11,398 1,085 -21,259 2,730 3,597 9,160 8,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 23.0 1.3 51.8 67.0 85.9 91.3 14.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 34 11 91 90 142 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,606,021
COMMITMENTS
244,601 161,075 34,618 1029956 1123984 1309175 1319677 296,846 286,344
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 12,486)
-52,378 -13,468 1,281 50,463 21,132 -634 8,945 13,120 3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 10.0 2.2 64.1 70.0 81.5 82.2 18.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
51 42 26 108 123 176 174
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,440,242
COMMITMENTS
263,273 160,405 10,352 916,309 1039497 1189934 1210254 250,308 229,988
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 143,559)
-21,932 39,135 773 165,552 107,890 144,393 147,798 -834 -4,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 11.1 0.7 63.6 72.2 82.6 84.0 17.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
35 28 13 72 96 114 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 437,583
COMMITMENTS
23,488 45,668 63,173 324,509 289,770 411,170 398,611 26,413 38,972
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 7,611)
4,152 481 2,865 3,954 4,551 10,971 7,897 -3,360 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 10.4 14.4 74.2 66.2 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 17 25 39 42 65 74
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,437
COMMITMENTS
27,727 6,551 388 23,867 48,904 51,981 55,842 8,456 4,595
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -15,419)
2,226 579 -1,244 -15,283 -12,495 -14,301 -13,160 -1,118 -2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 10.8 0.6 39.5 80.9 86.0 92.4 14.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 14 4 31 27 65 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,873
COMMITMENTS
55,453 13,101 775 47,733 97,808 103,961 111,684 16,912 9,189
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -30,837)
4,452 1,157 -2,487 -30,566 -24,990 -28,601 -26,320 -2,236 -4,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 10.8 0.6 39.5 80.9 86.0 92.4 14.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 14 4 31 27 65 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,318
COMMITMENTS
5,720 6,755 1,024 1,378 537 8,122 8,316 196 2
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -5,867)
-2,505 -569 -3,378 -1 -1,916 -5,884 -5,863 17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 81.2 12.3 16.6 6.5 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 3 1 2 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,785
COMMITMENTS
1,131 5,547 5 9,479 5,185 10,615 10,737 170 48
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 359)
123 2,092 0 237 -1,715 360 377 -1 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 51.4 0.0 87.9 48.1 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 8 1 6 9 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,546
COMMITMENTS
1,668 1,401 0 11,616 12,088 13,284 13,489 262 57
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 131)
20 -690 0 27 812 47 122 84 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 10.3 0.0 85.8 89.2 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 0 4 14 9 20
Updated September 28, 2012