WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 544,753
COMMITMENTS
85,513 123,250 139,530 278,513 220,029 503,556 482,809 41,197 61,944
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -5,253)
-7,248 -6,363 1,968 -3,061 -543 -8,340 -4,937 3,088 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 22.6 25.6 51.1 40.4 92.4 88.6 7.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
119 146 177 92 115 325 338
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,737,986
COMMITMENTS
362,119 128,806 506,746 707,512 814,761 1576377 1450313 161,609 287,672
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 61,229)
20,076 2,082 23,987 13,226 23,606 57,289 49,674 3,940 11,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.4 29.2 40.7 46.9 90.7 83.4 9.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
170 179 258 258 317 566 632
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,022
COMMITMENTS
2,336 1,817 981 8,649 9,171 11,966 11,969 2,056 2,053
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,006)
474 -1,198 -91 -1,042 575 -659 -714 -347 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 13.0 7.0 61.7 65.4 85.3 85.4 14.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 6 16 10 29 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 710,111
COMMITMENTS
135,325 54,578 228,759 293,101 340,343 657,185 623,680 52,927 86,431
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 25,526)
16,777 -7,417 6,675 -3,520 25,640 19,932 24,898 5,594 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.7 32.2 41.3 47.9 92.5 87.8 7.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484)
166 133 214 131 158 408 412
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 13,398
COMMITMENTS
9,195 1,630 176 320 1,611 9,691 3,417 3,707 9,981
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 415)
-99 -145 -153 -26 -457 -278 -755 693 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 12.2 1.3 2.4 12.0 72.3 25.5 27.7 74.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 3 1 4 12 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 369,025
COMMITMENTS
68,797 66,377 75,491 192,982 196,894 337,271 338,763 31,754 30,262
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -7,309)
2,064 -11,332 -1,425 -12,342 8,239 -11,703 -4,518 4,394 -2,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.0 20.5 52.3 53.4 91.4 91.8 8.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
68 79 102 71 72 208 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,640
COMMITMENTS
77,265 87,830 57,984 456,416 436,712 591,665 582,526 154,975 164,114
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 20,726)
3,924 -2,296 13,070 3,372 7,093 20,366 17,867 360 2,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.8 7.8 61.1 58.5 79.2 78.0 20.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
32 35 42 78 79 134 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,149
COMMITMENTS
45,892 35,112 1,100 275,255 293,093 322,248 329,305 57,901 50,844
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 425)
106 3,881 56 5,338 -1,643 5,500 2,294 -5,075 -1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.2 0.3 72.4 77.1 84.8 86.6 15.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 9 4 42 37 50 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,140
COMMITMENTS
1,442 204 1,286 7,585 9,116 10,313 10,606 827 534
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 532)
242 22 -97 262 550 407 475 125 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.8 11.5 68.1 81.8 92.6 95.2 7.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 1 6 22 25 35 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,651
COMMITMENTS
36,718 37,006 43,082 103,603 109,846 183,404 189,934 32,247 25,716
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -12,842)
3,641 -4,964 -357 -18,221 -6,608 -14,936 -11,929 2,094 -913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.2 20.0 48.0 50.9 85.0 88.1 15.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
48 45 60 69 65 156 148
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,105
COMMITMENTS
2,753 6,425 1,881 8,635 5,506 13,268 13,812 2,837 2,293
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 465)
75 245 374 -161 -431 289 189 176 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 39.9 11.7 53.6 34.2 82.4 85.8 17.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 28 15 25 17 55 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 951,306
COMMITMENTS
290,810 117,594 26,333 518,532 707,288 835,675 851,215 115,631 100,090
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,253)
-32,733 -4,163 4,473 35,700 -3,805 7,440 -3,495 -9,694 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 12.4 2.8 54.5 74.3 87.8 89.5 12.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 38 26 90 106 154 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,121,874
COMMITMENTS
207,727 230,151 180,411 1428648 1333425 1816786 1743987 305,088 377,887
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 103,084)
-19,819 -8,553 48,776 67,274 43,956 96,231 84,180 6,852 18,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 10.8 8.5 67.3 62.8 85.6 82.2 14.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
30 65 56 137 149 208 229
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,615,785
COMMITMENTS
392,635 129,419 97,907 883,306 1152494 1373848 1379820 241,937 235,965
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -7,501)
-45,741 -18,842 -760 44,337 4,001 -2,164 -15,601 -5,337 8,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 8.0 6.1 54.7 71.3 85.0 85.4 15.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
37 32 34 89 113 145 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 586,290
COMMITMENTS
77,582 53,826 138,417 334,089 354,310 550,088 546,553 36,202 39,737
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -51,565)
-8,152 -13,961 -10,093 -29,118 -26,758 -47,363 -50,812 -4,202 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.2 23.6 57.0 60.4 93.8 93.2 6.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 20 33 46 49 81 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,853
COMMITMENTS
20,008 5,096 727 28,899 46,545 49,634 52,368 7,219 4,484
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,293)
2,126 648 152 943 2,717 3,220 3,516 73 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 9.0 1.3 50.8 81.9 87.3 92.1 12.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 14 7 30 33 65 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,705
COMMITMENTS
40,016 10,192 1,454 57,797 93,090 99,267 104,737 14,438 8,969
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 6,586)
4,251 1,296 303 1,885 5,433 6,440 7,032 147 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 9.0 1.3 50.8 81.9 87.3 92.1 12.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 14 7 30 33 65 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,336
COMMITMENTS
13,944 7,954 683 1,361 7,678 15,988 16,315 348 21
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -40)
185 234 -227 0 -46 -42 -39 2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.4 48.7 4.2 8.3 47.0 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 11 3 1 2 13 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,519
COMMITMENTS
1,597 594 33 7,667 8,798 9,297 9,425 222 94
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -52)
209 -104 3 -254 62 -42 -39 -10 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.2 0.3 80.5 92.4 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 6 11 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,177
COMMITMENTS
2,079 1,043 0 10,841 12,010 12,920 13,053 257 124
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -395)
970 -740 0 -1,356 345 -386 -395 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.9 0.0 82.3 91.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 0 5 13 13 21
Updated February 10, 2012