WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,005
COMMITMENTS
92,761 129,613 137,562 281,574 220,571 511,896 487,746 38,109 62,259
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2,779)
8,552 -12,575 -5,649 3,160 22,269 6,063 4,045 -3,284 -1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.6 25.0 51.2 40.1 93.1 88.7 6.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
122 140 173 90 110 308 343
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,676,757
COMMITMENTS
342,043 126,725 482,759 694,286 791,155 1519088 1400639 157,669 276,118
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -13,144)
17,419 -16,051 -16,577 6,198 32,337 7,040 -292 -20,184 -12,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 7.6 28.8 41.4 47.2 90.6 83.5 9.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
170 180 254 262 323 563 641
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,028
COMMITMENTS
1,863 3,015 1,072 9,691 8,596 12,625 12,683 2,403 2,345
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -60)
-51 163 54 -187 -243 -184 -26 124 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 20.1 7.1 64.5 57.2 84.0 84.4 16.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 15 6 16 10 28 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,586
COMMITMENTS
118,548 61,996 222,084 296,621 314,703 637,253 598,783 47,333 85,803
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -334)
2,155 7,265 -19,571 17,632 9,799 217 -2,506 -551 2,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 9.1 32.4 43.3 46.0 93.1 87.5 6.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
130 150 211 133 156 388 417
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,983
COMMITMENTS
9,294 1,775 329 346 2,068 9,969 4,172 3,014 8,811
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 131)
95 465 -78 -3 -369 14 18 117 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 13.7 2.5 2.7 15.9 76.8 32.1 23.2 67.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 5 7 1 4 14 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,334
COMMITMENTS
66,734 77,710 76,916 205,324 188,655 348,974 343,281 27,360 33,053
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9,342)
1,421 5,124 3,224 6,309 -264 10,955 8,084 -1,613 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 20.6 20.4 54.6 50.1 92.7 91.2 7.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
64 90 96 73 72 202 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 725,914
COMMITMENTS
73,341 90,126 44,913 453,044 429,619 571,299 564,658 154,615 161,255
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -15,956)
-669 -18,456 -11,232 -7,070 -2,336 -18,970 -32,024 3,014 16,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.4 6.2 62.4 59.2 78.7 77.8 21.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
29 35 37 82 77 135 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 379,724
COMMITMENTS
45,786 31,231 1,044 269,917 294,736 316,748 327,011 62,976 52,713
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 6,615)
-12,234 -1,994 528 16,221 3,517 4,515 2,050 2,100 4,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.2 0.3 71.1 77.6 83.4 86.1 16.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 7 4 40 36 48 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,608
COMMITMENTS
1,200 182 1,383 7,323 8,566 9,906 10,131 702 477
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 376)
158 -30 -87 246 536 317 419 59 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.7 13.0 69.0 80.8 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 1 6 19 23 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 228,493
COMMITMENTS
33,077 41,970 43,439 121,824 116,454 198,340 201,863 30,153 26,630
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,086)
680 -1,475 4,055 -1,646 -1,144 3,089 1,436 -2,004 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 18.4 19.0 53.3 51.0 86.8 88.3 13.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
43 48 57 75 69 152 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,641
COMMITMENTS
2,677 6,180 1,507 8,795 5,936 12,979 13,623 2,661 2,018
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 729)
-63 527 379 483 -267 799 639 -70 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 39.5 9.6 56.2 38.0 83.0 87.1 17.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 30 14 23 16 53 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 953,559
COMMITMENTS
323,542 121,757 21,860 482,832 711,093 828,234 854,711 125,325 98,848
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 86,612)
30,135 -12,533 -504 56,149 104,669 85,781 91,632 831 -5,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 12.8 2.3 50.6 74.6 86.9 89.6 13.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
56 36 27 93 104 162 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,018,791
COMMITMENTS
227,546 238,704 131,634 1361375 1289469 1720555 1659807 298,236 358,983
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 29,216)
-1,654 -22,464 -11,746 19,351 80,832 5,952 46,622 23,264 -17,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 11.8 6.5 67.4 63.9 85.2 82.2 14.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
48 50 56 133 143 206 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,623,286
COMMITMENTS
438,376 148,260 98,667 838,969 1148493 1376013 1395421 247,273 227,865
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 51,829)
42,387 -65 13,099 -19,310 49,253 36,176 62,288 15,653 -10,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 9.1 6.1 51.7 70.8 84.8 86.0 15.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
41 35 37 87 111 149 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 637,855
COMMITMENTS
85,734 67,787 148,511 363,207 381,067 597,451 597,365 40,404 40,490
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 22,464)
3,718 7,712 1,893 20,181 13,736 25,793 23,341 -3,328 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.6 23.3 56.9 59.7 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 14 30 47 49 79 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,559
COMMITMENTS
17,882 4,448 575 27,956 43,829 46,414 48,852 7,146 4,707
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 334)
1,064 -92 197 -512 743 750 848 -416 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 8.3 1.1 52.2 81.8 86.7 91.2 13.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 12 8 27 30 63 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,119
COMMITMENTS
35,765 8,896 1,151 55,912 87,657 92,828 97,704 14,291 9,415
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 667)
2,129 -184 395 -1,024 1,485 1,499 1,697 -832 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 8.3 1.1 52.2 81.8 86.7 91.2 13.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 12 8 27 30 63 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,376
COMMITMENTS
13,759 7,720 910 1,361 7,724 16,030 16,354 346 22
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 22)
0 -18 3 30 28 33 13 -11 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.0 47.1 5.6 8.3 47.2 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 3 1 2 12 15
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,571
COMMITMENTS
1,388 698 30 7,921 8,736 9,339 9,464 232 107
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -93)
-151 30 0 53 -165 -98 -135 5 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 7.3 0.3 82.8 91.3 97.6 98.9 2.4 1.1
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 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,572
COMMITMENTS
1,109 1,783 0 12,197 11,665 13,306 13,448 266 124
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 997)
-1,176 227 0 2,223 763 1,047 990 -50 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 13.1 0.0 89.9 85.9 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 0 5 13 11 23
Updated February 3, 2012