WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,198
COMMITMENTS
158,209 104,064 70,828 190,963 230,990 420,000 405,882 36,198 50,316
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 4,783)
-5,996 -862 7,659 2,760 303 4,423 7,100 360 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 22.8 15.5 41.9 50.6 92.1 89.0 7.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
146 105 117 88 117 298 285
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,206,089
COMMITMENTS
412,821 94,282 145,858 510,007 743,234 1068686 983,374 137,403 222,715
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 33,192)
6,354 4,848 10,674 12,795 15,530 29,823 31,052 3,369 2,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 7.8 12.1 42.3 61.6 88.6 81.5 11.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782)
204 147 169 223 371 508 619
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,044
COMMITMENTS
2,275 798 21 6,403 9,469 8,699 10,288 2,345 756
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -188)
-1,254 -39 -24 1,136 -182 -142 -245 -46 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 7.2 0.2 58.0 85.7 78.8 93.2 21.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 6 2 14 10 31 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 721,122
COMMITMENTS
266,937 53,450 92,480 296,025 495,448 655,442 641,378 65,680 79,744
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,907)
-2,511 1,688 -3,216 6,398 -555 671 -2,083 -4,578 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 7.4 12.8 41.1 68.7 90.9 88.9 9.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
228 120 182 165 200 472 451
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,713
COMMITMENTS
56,824 53,655 47,319 160,233 163,228 264,376 264,202 32,337 32,511
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 4,104)
-8,967 8,756 10,224 5,763 -20,453 7,020 -1,473 -2,916 5,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 18.1 15.9 54.0 55.0 89.1 89.0 10.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
71 78 101 83 69 218 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 574,605
COMMITMENTS
53,200 59,820 6,000 373,663 373,775 432,863 439,595 141,742 135,010
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 13,216)
11,468 1,214 1,465 -3,580 16,702 9,353 19,381 3,863 -6,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 10.4 1.0 65.0 65.0 75.3 76.5 24.7 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
17 37 7 66 74 89 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,325
COMMITMENTS
42,834 30,453 2,619 260,484 280,130 305,937 313,202 64,388 57,123
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 11,253)
927 -380 909 7,811 12,288 9,647 12,817 1,606 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 8.2 0.7 70.3 75.6 82.6 84.6 17.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 6 4 33 40 42 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,699
COMMITMENTS
3,002 459 1,765 5,426 8,117 10,193 10,341 506 358
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 177)
551 11 -320 -196 407 35 98 142 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 4.3 16.5 50.7 75.9 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 4 4 19 22 31 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,593
COMMITMENTS
60,626 13,272 27,832 83,322 147,574 171,780 188,678 37,813 20,915
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -13,412)
-6,042 -2,548 -2,115 -2,345 -6,909 -10,502 -11,572 -2,910 -1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 6.3 13.3 39.8 70.4 82.0 90.0 18.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
65 31 50 81 71 175 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,167
COMMITMENTS
3,337 5,594 672 7,975 7,169 11,984 13,435 3,183 1,732
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 859)
248 -368 440 171 629 859 701 0 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 36.9 4.4 52.6 47.3 79.0 88.6 21.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
22 20 7 25 8 50 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 921,816
COMMITMENTS
314,563 214,198 14,347 455,920 614,595 784,830 843,140 136,986 78,676
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -38,832)
-761 -6,783 2,153 -41,432 -28,878 -40,040 -33,508 1,208 -5,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 23.2 1.6 49.5 66.7 85.1 91.5 14.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
54 34 12 91 87 151 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,694,919
COMMITMENTS
334,911 173,121 32,264 1022782 1202780 1389957 1408165 304,962 286,754
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 88,898)
90,310 12,046 -2,354 -7,174 78,796 80,782 88,488 8,116 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 10.2 1.9 60.3 71.0 82.0 83.1 18.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
49 52 25 109 123 175 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,445,346
COMMITMENTS
308,637 174,408 8,879 885,693 1038627 1203209 1221914 242,137 223,432
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 5,104)
45,364 14,003 -1,473 -30,616 -870 13,275 11,660 -8,171 -6,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.1 0.6 61.3 71.9 83.2 84.5 16.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
36 30 11 74 97 116 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 369,890
COMMITMENTS
6,438 43,439 57,392 283,670 231,958 347,500 332,789 22,390 37,101
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -67,693)
-17,050 -2,229 -5,781 -40,839 -57,812 -63,670 -65,822 -4,023 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.7 15.5 76.7 62.7 93.9 90.0 6.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 16 20 38 40 59 66
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,042
COMMITMENTS
27,217 5,622 680 26,367 51,675 54,263 57,977 7,779 4,065
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,605)
-510 -929 292 2,500 2,771 2,283 2,135 -678 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 9.1 1.1 42.5 83.3 87.5 93.4 12.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 11 6 31 30 75 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,083
COMMITMENTS
54,434 11,244 1,359 52,733 103,350 108,526 115,953 15,557 8,130
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,210)
-1,019 -1,857 584 5,000 5,542 4,565 4,269 -1,355 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 9.1 1.1 42.5 83.3 87.5 93.4 12.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 11 6 31 30 75 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,269
COMMITMENTS
5,769 6,699 1,048 1,327 520 8,144 8,267 125 2
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -49)
49 -56 24 -51 -17 22 -49 -71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.8 81.0 12.7 16.0 6.3 98.5 100.0 1.5 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,681
COMMITMENTS
1,165 5,638 5 10,346 5,993 11,516 11,636 165 45
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 896)
34 91 0 867 808 901 899 -5 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 48.3 0.0 88.6 51.3 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 7 10 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,560
COMMITMENTS
1,785 1,371 0 11,490 12,149 13,275 13,520 285 40
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 14)
117 -30 0 -126 61 -9 31 23 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.1 0.0 84.7 89.6 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 6 0 4 15 11 21
Updated October 5, 2012