WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 509,752
COMMITMENTS
123,298 97,617 118,970 235,011 239,099 477,280 455,686 32,473 54,066
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -33,517)
8,143 -27,651 -15,271 -28,369 9,969 -35,497 -32,952 1,980 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 19.1 23.3 46.1 46.9 93.6 89.4 6.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
97 143 143 83 119 277 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,509,075
COMMITMENTS
266,621 117,669 428,216 633,660 698,128 1328497 1244013 180,579 265,062
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -131,616)
-8,243 -37,152 -84,352 -45,040 11,916 -137,635 -109,588 6,018 -22,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 7.8 28.4 42.0 46.3 88.0 82.4 12.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
187 143 235 252 318 549 599
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,161
COMMITMENTS
2,023 1,394 366 5,772 6,755 8,162 8,515 1,999 1,645
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,743)
217 -1,248 -941 -1,998 -295 -2,721 -2,484 -22 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.7 3.6 56.8 66.5 80.3 83.8 19.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 12 6 13 11 28 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,046,687
COMMITMENTS
277,156 45,792 331,952 351,201 569,017 960,309 946,761 86,377 99,926
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -70,152)
17,993 3,896 -63,444 -29,046 -9,213 -74,496 -68,760 4,344 -1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 4.4 31.7 33.6 54.4 91.7 90.5 8.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
250 107 234 187 214 535 477
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 399,083
COMMITMENTS
56,334 96,007 88,513 219,631 179,047 364,478 363,566 34,604 35,517
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -63,238)
-10,750 -6,951 -18,984 -34,257 -38,338 -63,991 -64,273 753 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 24.1 22.2 55.0 44.9 91.3 91.1 8.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
65 88 100 74 78 202 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,617
COMMITMENTS
74,690 38,135 62,051 423,827 494,168 560,568 594,354 172,049 138,263
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -79,398)
-2,222 6,229 -29,722 -46,391 -44,489 -78,335 -67,982 -1,063 -11,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.2 8.5 57.9 67.5 76.5 81.1 23.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
24 30 34 83 87 130 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 348,571
COMMITMENTS
45,758 24,058 505 234,813 274,371 281,076 298,935 67,495 49,636
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 935)
714 2,535 45 -2,053 3,532 -1,293 6,112 2,228 -5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 6.9 0.1 67.4 78.7 80.6 85.8 19.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 6 4 36 42 45 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,558
COMMITMENTS
2,550 196 831 6,765 9,142 10,146 10,169 412 389
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 249)
802 -9 -68 -461 310 273 233 -24 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 1.9 7.9 64.1 86.6 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 5 22 22 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 312,498
COMMITMENTS
97,808 7,179 68,026 95,146 206,423 260,980 281,629 51,518 30,869
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,306)
282 -813 -3,460 -2,409 -1,955 -5,588 -6,228 2,282 2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 2.3 21.8 30.4 66.1 83.5 90.1 16.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
96 25 73 74 84 213 164
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,476
COMMITMENTS
2,976 5,929 1,449 8,330 6,074 12,754 13,452 2,721 2,024
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,652)
-97 -639 -1,219 -462 439 -1,777 -1,419 126 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 38.3 9.4 53.8 39.2 82.4 86.9 17.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 22 15 27 16 55 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,202
COMMITMENTS
219,471 208,709 40,268 552,847 600,446 812,586 849,423 115,616 78,779
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -36,171)
-2,044 21,814 -8,089 -8,048 -47,242 -18,181 -33,518 -17,990 -2,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 22.5 4.3 59.6 64.7 87.5 91.5 12.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
44 40 28 105 100 164 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,073,320
COMMITMENTS
224,264 231,961 190,240 1340031 1327974 1754536 1750176 318,784 323,144
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -164,147)
-39,760 -2,449 -84,016 -60,534 -83,987 -184,310 -170,452 20,163 6,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.2 9.2 64.6 64.1 84.6 84.4 15.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
34 54 50 124 144 188 218
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,210,583
COMMITMENTS
178,995 138,325 51,189 764,197 766,850 994,381 956,364 216,202 254,218
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -759)
-7,589 -5,901 -8,424 26,167 1,292 10,153 -13,034 -10,912 12,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.4 4.2 63.1 63.3 82.1 79.0 17.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
24 33 25 87 100 128 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 588,388
COMMITMENTS
29,972 61,053 132,729 398,729 347,571 561,430 541,353 26,957 47,035
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 11,240)
9,201 -1,069 -2,381 2,740 17,103 9,560 13,653 1,680 -2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.4 22.6 67.8 59.1 95.4 92.0 4.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
22 19 34 52 56 89 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,634
COMMITMENTS
18,091 4,998 297 21,084 37,213 39,472 42,508 7,162 4,126
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 6,588)
7,879 -2,578 -71 -1,924 9,447 5,884 6,798 704 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 10.7 0.6 45.2 79.8 84.6 91.2 15.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 8 10 28 27 56 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,268
COMMITMENTS
36,181 9,997 595 42,169 74,425 78,944 85,017 14,324 8,252
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 13,176)
15,757 -5,156 -142 -3,847 18,895 11,768 13,596 1,408 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 10.7 0.6 45.2 79.8 84.6 91.2 15.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 8 10 28 27 56 40
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,305
COMMITMENTS
1,520 3,093 50 7,474 6,112 9,044 9,255 261 50
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -125)
10 845 5 -200 -958 -185 -108 60 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 33.2 0.5 80.3 65.7 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 7 1 6 9 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,114
COMMITMENTS
1,800 3,787 0 8,989 7,270 10,789 11,057 325 57
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,806)
-260 2,138 0 2,028 -342 1,768 1,796 38 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 34.1 0.0 80.9 65.4 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 0 3 14 12 21
Updated June 29, 2012