WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,740
COMMITMENTS
149,594 103,352 72,691 193,918 228,749 416,203 404,792 37,537 48,948
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,458)
-8,615 -712 1,863 2,955 -2,241 -3,797 -1,090 1,339 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 22.8 16.0 42.7 50.4 91.7 89.2 8.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
141 106 119 93 121 297 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,201,847
COMMITMENTS
408,935 92,069 150,540 501,155 736,451 1060630 979,060 141,217 222,787
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,242)
-3,886 -2,213 4,682 -8,852 -6,783 -8,056 -4,314 3,814 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 7.7 12.5 41.7 61.3 88.3 81.5 11.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
208 141 172 217 360 518 601
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,112
COMMITMENTS
2,233 722 59 6,708 9,450 9,000 10,231 2,112 881
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 68)
-42 -76 38 305 -19 301 -57 -233 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 6.5 0.5 60.4 85.0 81.0 92.1 19.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 7 3 14 9 32 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 718,506
COMMITMENTS
261,352 53,517 91,985 296,163 492,931 649,500 638,433 69,006 80,073
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,616)
-5,585 67 -495 138 -2,517 -5,942 -2,945 3,326 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 7.4 12.8 41.2 68.6 90.4 88.9 9.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
213 125 187 170 199 472 451
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 316,412
COMMITMENTS
60,083 58,989 59,532 164,220 160,169 283,835 278,690 32,577 37,722
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 19,699)
3,259 5,334 12,213 3,987 -3,059 19,459 14,488 240 5,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 18.6 18.8 51.9 50.6 89.7 88.1 10.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
76 74 107 82 70 231 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 577,724
COMMITMENTS
64,534 65,362 4,653 374,008 378,041 443,195 448,056 134,529 129,668
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,119)
11,334 5,542 -1,347 345 4,266 10,332 8,461 -7,213 -5,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 11.3 0.8 64.7 65.4 76.7 77.6 23.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
20 39 9 66 79 94 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,618
COMMITMENTS
36,374 29,494 7,234 253,772 275,944 297,380 312,672 73,238 57,946
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 293)
-6,460 -959 4,615 -6,712 -4,186 -8,557 -530 8,850 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 8.0 2.0 68.5 74.5 80.2 84.4 19.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 6 4 32 39 40 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,459
COMMITMENTS
3,318 442 1,677 4,971 8,069 9,966 10,188 493 271
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -240)
316 -17 -88 -455 -48 -227 -153 -13 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 4.2 16.0 47.5 77.1 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 4 5 22 22 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,193
COMMITMENTS
62,264 12,012 28,082 77,021 143,509 167,367 183,603 38,826 22,590
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -3,400)
1,638 -1,260 250 -6,301 -4,065 -4,413 -5,075 1,013 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 5.8 13.6 37.4 69.6 81.2 89.0 18.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
60 33 46 81 68 169 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,392
COMMITMENTS
3,514 5,516 727 8,007 7,429 12,248 13,672 3,144 1,720
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 225)
177 -78 55 32 260 264 237 -39 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 35.8 4.7 52.0 48.3 79.6 88.8 20.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 21 8 25 9 52 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,235
COMMITMENTS
302,317 220,381 13,433 473,587 612,957 789,337 846,771 138,898 81,464
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 6,419)
-12,246 6,183 -914 17,667 -1,638 4,507 3,631 1,912 2,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 23.7 1.4 51.0 66.0 85.0 91.2 15.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
50 33 13 90 90 145 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,671,478
COMMITMENTS
296,868 178,578 38,017 1031748 1175674 1366633 1392269 304,845 279,209
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -23,441)
-38,043 5,457 5,753 8,966 -27,106 -23,324 -15,896 -117 -7,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 10.7 2.3 61.7 70.3 81.8 83.3 18.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
52 50 29 106 132 175 194
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,426,134
COMMITMENTS
307,322 166,608 11,698 865,742 1015978 1184762 1194284 241,372 231,850
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -19,212)
-1,315 -7,800 2,819 -19,951 -22,649 -18,447 -27,630 -765 8,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.7 0.8 60.7 71.2 83.1 83.7 16.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
38 31 13 74 95 119 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 374,293
COMMITMENTS
8,085 44,031 52,756 283,724 238,064 344,565 334,851 29,728 39,442
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 4,403)
1,647 592 -4,636 54 6,106 -2,935 2,062 7,338 2,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 11.8 14.1 75.8 63.6 92.1 89.5 7.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 12 18 37 39 57 62
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,807
COMMITMENTS
23,223 6,224 237 26,844 46,035 50,304 52,496 7,503 5,311
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,235)
-3,994 602 -443 478 -5,640 -3,959 -5,481 -276 1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 10.8 0.4 46.4 79.6 87.0 90.8 13.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 17 3 31 29 67 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,613
COMMITMENTS
46,446 12,447 474 53,688 92,070 100,608 104,991 15,005 10,622
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -8,470)
-7,988 1,203 -885 955 -11,280 -7,918 -10,962 -552 2,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 10.8 0.4 46.4 79.6 87.0 90.8 13.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 17 3 31 29 67 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,483
COMMITMENTS
5,969 6,964 1,062 1,327 456 8,358 8,482 125 1
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 214)
200 265 14 0 -64 214 215 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.4 82.1 12.5 15.6 5.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 9 3 1 2 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,006
COMMITMENTS
1,155 5,890 1 10,687 6,066 11,843 11,957 163 49
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 325)
-10 252 -4 341 73 327 321 -2 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 49.1 0.0 89.0 50.5 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 6 10 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,961
COMMITMENTS
2,244 1,929 0 11,463 11,994 13,707 13,923 254 38
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 401)
459 558 0 -27 -155 432 403 -31 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 13.8 0.0 82.1 85.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 4 0 4 15 11 19
Updated October 12, 2012