WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,226
COMMITMENTS
84,208 142,188 143,211 278,413 198,302 505,833 483,701 41,394 63,525
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 27,474)
11,741 9,023 8,697 5,118 10,924 25,556 28,644 1,918 -1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 26.0 26.2 50.9 36.2 92.4 88.4 7.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
113 165 180 84 103 305 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,689,901
COMMITMENTS
324,624 142,776 499,336 688,088 758,818 1512048 1400931 177,853 288,970
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 30,498)
5,617 20,621 14,530 12,044 -2,306 32,191 32,845 -1,693 -2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.4 29.5 40.7 44.9 89.5 82.9 10.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
166 205 270 260 318 579 652
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,088
COMMITMENTS
1,914 2,852 1,017 9,878 8,839 12,809 12,709 2,279 2,379
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 245)
82 180 95 162 148 339 423 -94 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.9 6.7 65.5 58.6 84.9 84.2 15.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 16 5 16 10 28 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,919
COMMITMENTS
116,392 54,731 241,655 278,989 304,904 637,036 601,289 47,884 83,631
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 13,004)
9,599 -3,352 12,945 -8,807 2,919 13,736 12,511 -732 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.0 35.3 40.7 44.5 93.0 87.8 7.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
146 142 212 128 155 390 407
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,852
COMMITMENTS
9,199 1,310 407 349 2,437 9,955 4,154 2,897 8,698
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 129)
240 -475 -16 -6 -4 218 -495 -89 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 10.2 3.2 2.7 19.0 77.5 32.3 22.5 67.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 3 8 1 5 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 366,993
COMMITMENTS
65,312 72,586 73,692 199,015 188,919 338,019 335,197 28,974 31,796
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 21,482)
8,146 7,746 9,390 3,713 6,270 21,249 23,405 233 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 19.8 20.1 54.2 51.5 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
64 83 98 75 75 205 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,870
COMMITMENTS
74,010 108,582 56,145 460,114 431,955 590,269 596,682 151,600 145,187
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -4,694)
-15,474 4,527 9,755 8,497 -26,826 2,777 -12,544 -7,471 7,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.6 7.6 62.0 58.2 79.6 80.4 20.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
33 34 42 85 81 141 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 373,110
COMMITMENTS
58,020 33,225 517 253,696 291,219 312,233 324,961 60,877 48,149
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,027)
-1,145 -626 1 198 -3,086 -946 -3,711 -1,081 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 8.9 0.1 68.0 78.1 83.7 87.1 16.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 7 4 40 37 49 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,232
COMMITMENTS
1,042 212 1,470 7,077 8,030 9,589 9,712 643 520
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 162)
-125 75 15 247 -8 137 82 25 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.1 14.4 69.2 78.5 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 2 6 19 18 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,407
COMMITMENTS
32,397 43,444 39,384 123,469 117,598 195,250 200,427 32,157 26,981
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 12,794)
3,098 -5,149 2,808 3,283 13,894 9,189 11,553 3,606 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 19.1 17.3 54.3 51.7 85.9 88.1 14.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
39 57 52 71 67 148 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,912
COMMITMENTS
2,741 5,653 1,128 8,312 6,204 12,181 12,984 2,731 1,928
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 64)
31 163 -19 -192 -211 -180 -67 243 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 37.9 7.6 55.7 41.6 81.7 87.1 18.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 24 13 22 17 51 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 866,947
COMMITMENTS
293,407 134,291 22,364 426,682 606,424 742,453 763,078 124,494 103,869
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 61,621)
-7,947 -6,924 3,612 63,329 65,449 58,993 62,137 2,627 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 15.5 2.6 49.2 69.9 85.6 88.0 14.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 42 23 86 106 146 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,989,575
COMMITMENTS
229,200 261,168 143,380 1342023 1208637 1714603 1613185 274,972 376,390
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 62,077)
-68,788 69,092 18,162 145,032 -49,654 94,405 37,600 -32,328 24,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 13.1 7.2 67.5 60.7 86.2 81.1 13.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
38 58 60 127 137 204 216
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,571,457
COMMITMENTS
395,989 148,325 85,568 858,280 1099240 1339837 1333133 231,620 238,323
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,754)
-55,265 724 4,722 69,989 -13,990 19,445 -8,544 -16,691 11,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 9.4 5.4 54.6 70.0 85.3 84.8 14.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
28 29 31 84 110 129 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 615,391
COMMITMENTS
82,016 60,075 146,617 343,026 367,332 571,659 574,024 43,732 41,367
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 10,902)
1,233 -3,097 2,205 3,901 7,657 7,338 6,765 3,563 4,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.8 23.8 55.7 59.7 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 18 31 43 47 77 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,226
COMMITMENTS
16,818 4,540 378 28,468 43,086 45,664 48,004 7,562 5,222
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 845)
2,345 218 -673 -857 630 815 175 29 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 8.5 0.7 53.5 80.9 85.8 90.2 14.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 15 9 31 33 64 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,452
COMMITMENTS
33,636 9,080 756 56,936 86,172 91,328 96,008 15,124 10,444
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,689)
4,690 436 -1,346 -1,713 1,260 1,631 349 59 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 8.5 0.7 53.5 80.9 85.8 90.2 14.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 15 9 31 33 64 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,354
COMMITMENTS
13,759 7,738 907 1,331 7,696 15,997 16,341 357 13
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 206)
50 -311 67 0 452 117 208 89 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 47.3 5.5 8.1 47.1 97.8 99.9 2.2 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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,664
COMMITMENTS
1,539 668 30 7,868 8,901 9,437 9,599 227 65
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 199)
248 -377 0 -36 598 212 221 -13 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.9 0.3 81.4 92.1 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 6 11 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,575
COMMITMENTS
2,285 1,556 0 9,974 10,902 12,259 12,458 316 117
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 147)
237 -211 0 -15 436 222 225 -75 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 12.4 0.0 79.3 86.7 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 5 0 5 13 16 18
Updated January 27, 2012