WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,077
COMMITMENTS
159,362 109,682 85,141 211,821 244,337 456,324 439,160 36,753 53,917
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 26,387)
7,963 4,046 11,142 13,136 7,131 32,241 22,319 -5,854 4,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 22.2 17.3 43.0 49.6 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
151 116 142 98 117 324 316
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,294,574
COMMITMENTS
394,123 117,964 185,557 563,392 757,909 1143072 1061430 151,502 233,144
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 8,265)
-17,664 10,985 5,117 17,129 -11,226 4,582 4,876 3,683 3,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 9.1 14.3 43.5 58.5 88.3 82.0 11.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787)
201 161 223 254 363 574 648
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,742
COMMITMENTS
2,180 407 197 6,751 9,529 9,128 10,133 2,614 1,609
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -150)
-142 -74 42 -109 -406 -209 -438 59 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 3.5 1.7 57.5 81.2 77.7 86.3 22.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 4 8 15 10 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,162
COMMITMENTS
201,469 52,681 87,283 254,101 395,509 542,853 535,473 61,309 68,689
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -16,199)
-19,060 9,429 1,089 3,635 -26,948 -14,336 -16,430 -1,863 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 8.7 14.4 42.1 65.5 89.9 88.6 10.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
166 101 151 126 171 359 374
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,792
COMMITMENTS
59,318 96,939 81,107 191,888 146,258 332,313 324,304 32,479 40,488
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -201)
1,629 4,600 1,894 -2,169 -10,432 1,354 -3,938 -1,555 3,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 26.6 22.2 52.6 40.1 91.1 88.9 8.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
68 98 124 79 64 232 246
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,062
COMMITMENTS
70,100 53,188 7,761 390,284 413,412 468,145 474,361 146,917 140,701
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 60,034)
32,614 -6,952 2,576 12,910 62,419 48,100 58,043 11,934 1,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 8.6 1.3 63.5 67.2 76.1 77.1 23.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
29 33 21 70 77 114 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 357,444
COMMITMENTS
23,868 52,028 1,785 262,099 249,488 287,752 303,301 69,692 54,143
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 11,376)
5,176 13,534 -411 6,205 -3,442 10,970 9,681 406 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 14.6 0.5 73.3 69.8 80.5 84.9 19.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 4 33 36 44 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,480
COMMITMENTS
3,955 461 1,936 5,040 8,794 10,931 11,191 549 289
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 422)
-1 38 53 432 427 484 518 -62 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 4.0 16.9 43.9 76.6 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 4 4 15 21 25 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 216,550
COMMITMENTS
65,460 22,247 26,355 78,676 140,552 170,491 189,154 46,059 27,396
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -6,295)
-8,508 1,342 842 1,661 -13,995 -6,005 -11,811 -290 5,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 10.3 12.2 36.3 64.9 78.7 87.3 21.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
61 32 57 76 65 164 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,130
COMMITMENTS
2,852 5,247 82 7,954 6,903 10,888 12,232 3,242 1,898
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 331)
138 270 -30 134 34 242 274 89 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 37.1 0.6 56.3 48.9 77.1 86.6 22.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 19 3 25 9 43 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,462
COMMITMENTS
280,009 275,134 21,386 605,040 657,326 906,435 953,846 131,027 83,616
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 73,751)
24,427 23,697 5,801 33,232 54,131 63,460 83,629 10,291 -9,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 26.5 2.1 58.3 63.4 87.4 91.9 12.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
48 38 26 97 93 158 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,764,600
COMMITMENTS
370,730 212,211 49,126 1054278 1167954 1474134 1429291 290,466 335,309
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 69,836)
51,173 3,011 1,156 -15,041 47,906 37,288 52,073 32,548 17,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 12.0 2.8 59.7 66.2 83.5 81.0 16.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
45 55 37 116 129 184 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,442,795
COMMITMENTS
295,901 177,064 24,807 884,479 986,252 1205187 1188123 237,608 254,672
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 94,936)
72,714 26,735 12,100 -13,971 61,803 70,843 100,638 24,093 -5,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 12.3 1.7 61.3 68.4 83.5 82.3 16.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
30 40 17 82 107 122 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 372,098
COMMITMENTS
16,742 49,266 54,634 277,745 235,278 349,121 339,178 22,977 32,920
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 12,064)
1,798 213 2,354 6,227 10,417 10,379 12,984 1,685 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 13.2 14.7 74.6 63.2 93.8 91.2 6.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 16 21 38 37 60 64
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,635
COMMITMENTS
12,483 8,915 2,816 25,812 35,030 41,110 46,760 9,525 3,875
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -477)
-2,252 2,453 957 -1,144 -3,470 -2,439 -60 1,962 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 17.6 5.6 51.0 69.2 81.2 92.3 18.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 20 6 38 24 67 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,270
COMMITMENTS
24,966 17,829 5,631 51,623 70,060 82,220 93,520 19,050 7,750
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -954)
-4,504 4,906 1,914 -2,287 -6,939 -4,877 -119 3,923 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 17.6 5.6 51.0 69.2 81.2 92.3 18.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 20 6 38 24 67 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,106
COMMITMENTS
5,879 7,117 953 1,149 27 7,981 8,097 125 9
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 956)
992 979 -41 6 27 957 965 -1 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 87.8 11.8 14.2 0.3 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 3 2 1 15 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,747
COMMITMENTS
1,088 4,339 1 10,427 7,344 11,516 11,684 231 63
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 218)
-166 116 0 372 79 206 195 12 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 36.9 0.0 88.8 62.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 1 5 12 13 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,047
COMMITMENTS
1,412 2,334 0 12,337 11,674 13,749 14,008 298 39
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 27)
-38 58 0 6 -16 -32 42 59 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 16.6 0.0 87.8 83.1 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 November 16, 2012