WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,495
COMMITMENTS
73,222 123,359 123,013 249,577 179,331 445,812 425,703 38,682 58,791
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 20,880)
345 10,917 5,921 11,755 2,966 18,021 19,804 2,859 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 25.5 25.4 51.5 37.0 92.0 87.9 8.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
111 155 170 94 112 305 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,675,585
COMMITMENTS
341,748 102,658 465,536 689,186 810,600 1496470 1378793 179,115 296,792
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 60,017)
24,452 -10,336 21,924 1,281 32,890 47,657 44,478 12,360 15,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 6.1 27.8 41.1 48.4 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
186 177 247 240 325 549 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,275
COMMITMENTS
1,816 2,614 849 9,254 8,599 11,920 12,063 2,355 2,212
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 179)
-351 139 59 196 -160 -95 38 274 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.3 6.0 64.8 60.2 83.5 84.5 16.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 11 4 16 10 28 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,748
COMMITMENTS
112,445 53,034 219,278 280,030 308,989 611,752 581,300 47,996 78,448
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 24,564)
2,218 -7,827 18,365 4,918 12,634 25,500 23,172 -936 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.0 33.2 42.4 46.8 92.7 88.1 7.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
140 123 190 120 157 363 384
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 11,792
COMMITMENTS
8,289 180 265 356 2,384 8,910 2,829 2,882 8,963
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.3 1.5 2.2 3.0 20.2 75.6 24.0 24.4 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
14 1 5 1 5 15 11
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 331,673
COMMITMENTS
66,426 52,134 64,924 169,874 182,464 301,224 299,521 30,449 32,151
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 9,500)
6,381 -2,328 202 2,456 8,568 9,039 6,442 461 3,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.7 19.6 51.2 55.0 90.8 90.3 9.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
68 71 79 68 71 185 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,572
COMMITMENTS
68,675 103,369 37,908 409,543 393,601 516,125 534,877 164,447 145,695
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 23,575)
3,826 9,792 4,620 -2,092 -5,595 6,353 8,816 17,222 14,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 15.2 5.6 60.2 57.8 75.8 78.6 24.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
31 28 38 80 72 129 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 374,035
COMMITMENTS
58,920 33,364 706 255,956 292,366 315,582 326,436 58,454 47,599
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 11,412)
-199 1,378 136 11,463 2,752 11,400 4,267 12 7,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.9 0.2 68.4 78.2 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 7 5 41 38 52 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,246
COMMITMENTS
1,083 498 1,253 7,322 8,009 9,658 9,760 588 486
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 196)
-26 -470 213 -11 502 176 245 20 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.9 12.2 71.5 78.2 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 6 19 17 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,279
COMMITMENTS
30,193 41,507 38,267 110,020 102,825 178,480 182,600 28,799 24,679
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -8,445)
584 -6,313 -1,857 -4,799 4,344 -6,072 -3,826 -2,373 -4,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 20.0 18.5 53.1 49.6 86.1 88.1 13.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
40 49 54 70 64 146 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,823
COMMITMENTS
2,541 5,417 1,183 8,388 6,351 12,112 12,951 2,711 1,872
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -603)
-264 60 -238 -14 -210 -516 -388 -87 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 36.5 8.0 56.6 42.9 81.7 87.4 18.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 23 14 20 15 48 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 698,581
COMMITMENTS
160,326 135,816 19,894 406,746 433,648 586,966 589,358 111,615 109,223
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -17,621)
1,670 -4,529 -604 -17,359 -17,374 -16,293 -22,507 -1,328 4,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 19.4 2.8 58.2 62.1 84.0 84.4 16.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
40 40 25 82 101 137 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,783,732
COMMITMENTS
240,579 215,512 121,141 1129316 1118152 1491037 1454805 292,695 328,927
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 96,167)
33,955 18,033 7,428 50,071 45,574 91,454 71,035 4,714 25,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 12.1 6.8 63.3 62.7 83.6 81.6 16.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
38 60 56 121 134 196 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,446,314
COMMITMENTS
417,944 115,269 67,481 712,689 1020542 1198114 1203292 248,200 243,022
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 56,300)
43,024 -5,445 6,798 -8,950 44,904 40,872 46,257 15,428 10,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 8.0 4.7 49.3 70.6 82.8 83.2 17.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
31 22 29 76 105 122 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 601,057
COMMITMENTS
82,278 66,655 141,142 339,258 356,308 562,678 564,105 38,378 36,952
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,882)
3,703 1,284 1,286 -5,534 297 -545 2,868 4,427 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.1 23.5 56.4 59.3 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 21 30 47 49 80 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,719
COMMITMENTS
13,949 3,906 761 29,418 42,639 44,127 47,306 7,592 4,413
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,297)
-386 22 372 909 1,284 895 1,678 1,402 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 7.6 1.5 56.9 82.4 85.3 91.5 14.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 11 10 33 28 65 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,439
COMMITMENTS
27,897 7,812 1,522 58,836 85,279 88,255 94,612 15,184 8,827
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,594)
-771 45 744 1,818 2,567 1,790 3,356 2,804 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 7.6 1.5 56.9 82.4 85.3 91.5 14.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 11 10 33 28 65 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,641
COMMITMENTS
13,599 9,566 497 1,331 5,563 15,427 15,626 2,214 2,015
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,010)
0 -4,814 7 0 4,816 7 9 2,003 2,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.1 54.2 2.8 7.5 31.5 87.4 88.6 12.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 15 3 1 2 11 17
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,313
COMMITMENTS
1,294 1,954 27 8,722 8,267 10,043 10,248 270 65
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -262)
85 -559 2 -347 322 -260 -235 -2 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.9 0.3 84.6 80.2 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 6 1 6 12 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,283
COMMITMENTS
1,389 2,305 0 10,480 9,785 11,869 12,090 414 193
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -39)
203 1,511 0 -215 -1,554 -12 -43 -27 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 18.8 0.0 85.3 79.7 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 0 5 12 14 18
Updated January 13, 2012