WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,374
COMMITMENTS
141,105 107,930 89,934 225,198 245,223 456,237 443,087 38,137 51,287
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,297)
-18,257 -1,752 4,793 13,377 886 -87 3,927 1,384 -2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 21.8 18.2 45.6 49.6 92.3 89.6 7.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
150 113 148 96 117 319 318
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,301,506
COMMITMENTS
408,558 94,549 189,415 552,079 787,976 1150052 1071940 151,454 229,566
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 6,932)
14,435 -23,415 3,858 -11,313 30,067 6,980 10,510 -48 -3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 7.3 14.6 42.4 60.5 88.4 82.4 11.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 798)
204 160 220 260 365 588 651
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,445
COMMITMENTS
2,239 326 238 6,617 9,384 9,094 9,948 2,351 1,497
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -297)
59 -81 41 -134 -145 -34 -185 -263 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 2.8 2.1 57.8 82.0 79.5 86.9 20.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 6 8 17 10 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,691
COMMITMENTS
192,367 59,672 90,397 261,307 387,676 544,071 537,745 59,620 65,946
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -471)
-9,102 6,991 3,114 7,206 -7,833 1,218 2,272 -1,689 -2,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 9.9 15.0 43.3 64.2 90.1 89.1 9.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
163 105 145 133 167 356 374
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 344,913
COMMITMENTS
60,982 101,583 63,967 186,840 141,677 311,789 307,227 33,124 37,686
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -19,879)
1,664 4,644 -17,140 -5,048 -4,581 -20,524 -17,077 645 -2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 29.5 18.5 54.2 41.1 90.4 89.1 9.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
64 91 109 86 68 222 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 633,185
COMMITMENTS
82,668 52,897 7,419 384,947 423,284 475,034 483,600 158,151 149,585
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 18,123)
12,568 -291 -342 -5,337 9,872 6,889 9,239 11,234 8,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 8.4 1.2 60.8 66.8 75.0 76.4 25.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
28 35 20 71 85 112 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,716
COMMITMENTS
24,352 52,580 1,868 259,427 244,979 285,647 299,427 71,069 57,289
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -728)
484 552 83 -2,672 -4,509 -2,105 -3,874 1,377 3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 14.7 0.5 72.7 68.7 80.1 83.9 19.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 4 32 36 43 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,408
COMMITMENTS
2,617 247 2,584 5,574 8,380 10,775 11,211 633 197
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -72)
-1,338 -214 648 534 -414 -156 20 84 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 2.2 22.7 48.9 73.5 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 6 15 19 25 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,998
COMMITMENTS
64,695 20,597 23,150 85,072 146,259 172,917 190,006 45,081 27,992
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,448)
-765 -1,650 -3,205 6,396 5,707 2,426 852 -978 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 9.4 10.6 39.0 67.1 79.3 87.2 20.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
59 30 46 81 68 161 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,277
COMMITMENTS
2,822 5,421 142 8,082 6,737 11,046 12,300 3,231 1,977
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 147)
-30 174 60 128 -166 158 68 -11 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 38.0 1.0 56.6 47.2 77.4 86.2 22.6 13.8
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,093,732
COMMITMENTS
336,453 253,943 30,978 582,371 731,591 949,802 1016512 143,930 77,220
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 56,270)
56,444 -21,191 9,592 -22,669 74,265 43,367 62,666 12,903 -6,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 23.2 2.8 53.2 66.9 86.8 92.9 13.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
53 33 26 108 97 173 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,857,000
COMMITMENTS
417,644 256,231 53,692 1092701 1205639 1564037 1515562 292,963 341,438
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 92,400)
46,914 44,020 4,566 38,423 37,685 89,903 86,271 2,497 6,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 13.8 2.9 58.8 64.9 84.2 81.6 15.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
48 62 37 111 143 183 218
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,512,595
COMMITMENTS
329,726 201,689 20,676 903,025 1031148 1253427 1253513 259,168 259,082
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 69,800)
33,825 24,625 -4,131 18,546 44,896 48,240 65,390 21,560 4,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 13.3 1.4 59.7 68.2 82.9 82.9 17.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
34 42 18 82 105 128 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 381,820
COMMITMENTS
18,574 47,183 55,778 280,701 246,376 355,053 349,337 26,767 32,483
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 9,722)
1,832 -2,083 1,144 2,956 11,098 5,932 10,159 3,790 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 12.4 14.6 73.5 64.5 93.0 91.5 7.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 16 21 38 39 60 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,149
COMMITMENTS
9,387 11,227 2,525 27,627 29,519 39,539 43,270 8,610 4,879
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -2,487)
-3,096 2,312 -291 1,816 -5,511 -1,572 -3,490 -915 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 23.3 5.2 57.4 61.3 82.1 89.9 17.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 19 5 34 23 60 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,297
COMMITMENTS
18,774 22,453 5,049 55,254 59,038 79,077 86,540 17,220 9,757
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -4,973)
-6,192 4,624 -582 3,631 -11,022 -3,143 -6,980 -1,830 2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 23.3 5.2 57.4 61.3 82.1 89.9 17.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 19 5 34 23 60 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,153
COMMITMENTS
4,921 5,764 986 1,121 394 7,028 7,144 125 9
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -953)
-958 -1,353 33 -28 367 -953 -953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 80.6 13.8 15.7 5.5 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 8 3 2 1 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,356
COMMITMENTS
950 4,119 1 11,188 8,159 12,139 12,279 217 77
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 609)
-138 -220 0 761 815 623 595 -14 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 33.3 0.0 90.5 66.0 98.2 99.4 1.8 0.6
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,606
COMMITMENTS
1,111 2,102 0 12,239 11,455 13,350 13,557 256 49
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -441)
-301 -232 0 -98 -219 -399 -451 -42 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 15.4 0.0 90.0 84.2 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 0 4 15 10 21
Updated November 26, 2012