WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 519,752
COMMITMENTS
72,467 133,165 134,514 273,295 187,378 480,277 455,058 39,476 64,695
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 35,258)
-755 9,806 11,501 23,718 8,048 34,464 29,354 794 5,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 25.6 25.9 52.6 36.1 92.4 87.6 7.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
105 169 172 93 108 302 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,659,403
COMMITMENTS
319,007 122,155 484,807 676,044 761,124 1479857 1368085 179,546 291,317
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -16,182)
-22,741 19,497 19,271 -13,143 -49,476 -16,613 -10,708 431 -5,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.4 29.2 40.7 45.9 89.2 82.4 10.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
175 194 262 250 322 571 646
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,843
COMMITMENTS
1,832 2,672 923 9,716 8,691 12,471 12,286 2,372 2,557
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 568)
16 58 73 461 92 551 224 17 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 18.0 6.2 65.5 58.6 84.0 82.8 16.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 4 16 10 29 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 671,915
COMMITMENTS
106,794 58,083 228,710 287,796 301,985 623,300 588,778 48,615 83,137
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 12,167)
-5,651 5,049 9,432 7,767 -7,004 11,548 7,478 619 4,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 8.6 34.0 42.8 44.9 92.8 87.6 7.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
129 153 201 126 154 378 400
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,723
COMMITMENTS
8,959 1,785 423 355 2,441 9,737 4,649 2,986 8,074
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 931)
670 1,605 158 -1 57 827 1,820 104 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 14.0 3.3 2.8 19.2 76.5 36.5 23.5 63.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 5 6 1 5 13 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 345,511
COMMITMENTS
57,166 64,840 64,302 195,302 182,649 316,770 311,791 28,741 33,720
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 13,838)
-9,260 12,706 -621 25,428 185 15,546 12,270 -1,708 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 18.8 18.6 56.5 52.9 91.7 90.2 8.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
67 76 83 74 75 190 208
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,564
COMMITMENTS
89,484 104,055 46,391 451,617 458,781 587,492 609,226 159,071 137,337
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 65,992)
20,809 686 8,483 42,075 65,180 71,367 74,349 -5,375 -8,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 13.9 6.2 60.5 61.5 78.7 81.6 21.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 32 41 87 84 143 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 375,137
COMMITMENTS
59,165 33,851 516 253,498 294,305 313,179 328,672 61,958 46,465
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,102)
245 487 -189 -2,458 1,939 -2,402 2,236 3,504 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.0 0.1 67.6 78.5 83.5 87.6 16.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 4 40 38 50 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,070
COMMITMENTS
1,167 137 1,455 6,830 8,038 9,452 9,630 618 440
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -176)
84 -361 202 -492 29 -206 -130 30 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.4 14.4 67.8 79.8 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 2 6 18 20 29 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 214,613
COMMITMENTS
29,299 48,593 36,576 120,187 103,704 186,062 188,874 28,551 25,739
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 7,334)
-894 7,086 -1,691 10,166 879 7,581 6,274 -247 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 22.6 17.0 56.0 48.3 86.7 88.0 13.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 57 50 71 65 145 151
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,848
COMMITMENTS
2,710 5,490 1,147 8,504 6,415 12,360 13,051 2,488 1,797
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 25)
169 73 -36 115 63 249 101 -223 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 37.0 7.7 57.3 43.2 83.2 87.9 16.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 23 14 20 15 49 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 805,327
COMMITMENTS
301,354 141,215 18,752 363,353 540,974 683,460 700,941 121,867 104,385
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 106,746)
141,028 5,399 -1,142 -43,392 107,326 96,494 111,584 10,251 -4,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 17.5 2.3 45.1 67.2 84.9 87.0 15.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
45 39 21 84 105 143 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,927,497
COMMITMENTS
297,988 192,076 125,218 1196992 1258291 1620198 1575585 307,300 351,912
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 143,766)
57,409 -23,435 4,077 67,676 140,139 129,161 120,780 14,604 22,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 10.0 6.5 62.1 65.3 84.1 81.7 15.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
49 44 56 124 132 199 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,568,703
COMMITMENTS
451,254 147,601 80,846 788,291 1113230 1320391 1341677 248,311 227,026
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 122,389)
33,310 32,332 13,365 75,603 92,688 122,278 138,385 111 -15,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 9.4 5.2 50.3 71.0 84.2 85.5 15.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 22 29 83 116 131 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 604,489
COMMITMENTS
80,783 63,172 144,413 339,125 359,674 564,321 567,259 40,169 37,230
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,433)
-1,495 -3,482 3,271 -133 3,366 1,642 3,154 1,790 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.5 23.9 56.1 59.5 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 23 32 44 46 79 86
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,381
COMMITMENTS
14,473 4,322 1,051 29,325 42,456 44,849 47,829 7,532 4,552
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 662)
524 416 290 -93 -183 721 523 -60 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 8.3 2.0 56.0 81.1 85.6 91.3 14.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 13 10 31 29 64 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,763
COMMITMENTS
28,946 8,644 2,102 58,650 84,912 89,698 95,658 15,065 9,104
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,324)
1,049 833 581 -186 -367 1,443 1,046 -119 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 8.3 2.0 56.0 81.1 85.6 91.3 14.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 13 10 31 29 64 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,148
COMMITMENTS
13,709 8,049 840 1,331 7,244 15,880 16,133 268 15
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -1,493)
110 -1,517 343 0 1,681 453 507 -1,946 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.9 49.8 5.2 8.2 44.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 13 3 1 2 11 16
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,465
COMMITMENTS
1,291 1,045 30 7,904 8,303 9,225 9,378 240 87
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -848)
-3 -909 3 -818 36 -818 -870 -30 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 11.0 0.3 83.5 87.7 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 6 10 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,428
COMMITMENTS
2,048 1,767 0 9,989 10,466 12,037 12,233 391 195
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 145)
659 -538 0 -491 681 168 143 -23 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 14.2 0.0 80.4 84.2 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 0 5 12 16 17
Updated January 20, 2012