WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,794
COMMITMENTS
121,846 88,461 149,100 236,640 250,155 507,586 487,716 34,208 54,079
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 32,042)
-1,452 -9,156 30,130 1,629 11,056 30,306 32,030 1,736 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.3 27.5 43.7 46.2 93.7 90.0 6.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
120 129 144 79 120 287 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,595,468
COMMITMENTS
283,120 78,602 495,410 631,673 768,698 1410203 1342710 185,265 252,758
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 86,393)
16,499 -39,067 67,194 -1,987 70,570 81,706 98,697 4,687 -12,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.9 31.1 39.6 48.2 88.4 84.2 11.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
204 134 234 251 347 557 623
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,756
COMMITMENTS
2,491 248 384 5,030 7,920 7,905 8,552 1,851 1,204
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -404)
468 -1,146 18 -742 1,165 -257 37 -148 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 2.5 3.9 51.6 81.2 81.0 87.7 19.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 5 6 14 12 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,105,822
COMMITMENTS
300,443 45,104 372,725 348,826 592,665 1021994 1010494 83,828 95,328
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 59,135)
23,287 -688 40,773 -2,375 23,648 61,685 63,733 -2,550 -4,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 4.1 33.7 31.5 53.6 92.4 91.4 7.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
264 125 246 185 222 557 503
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,287
COMMITMENTS
58,182 88,034 89,513 208,960 181,942 356,656 359,489 34,632 31,798
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -7,796)
1,848 -7,972 1,000 -10,671 2,895 -7,823 -4,077 27 -3,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 22.5 22.9 53.4 46.5 91.1 91.9 8.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
70 92 102 79 77 211 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,614
COMMITMENTS
76,958 40,337 58,627 423,378 496,173 558,963 595,137 171,651 135,477
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,003)
2,268 2,202 -3,424 -449 2,005 -1,605 783 -398 -2,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.5 8.0 57.9 67.9 76.5 81.5 23.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 26 34 86 91 135 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 348,086
COMMITMENTS
46,504 21,957 492 236,550 278,985 283,547 301,434 64,540 46,652
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -485)
746 -2,102 -13 1,738 4,614 2,471 2,500 -2,955 -2,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.3 0.1 68.0 80.1 81.5 86.6 18.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 6 5 34 44 44 52
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,066
COMMITMENTS
1,183 124 1,481 7,898 9,164 10,562 10,769 504 297
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 508)
-1,367 -72 650 1,133 22 416 600 92 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.1 13.4 71.4 82.8 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 5 23 24 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 311,999
COMMITMENTS
95,017 5,115 74,213 92,434 201,395 261,664 280,724 50,335 31,276
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -499)
-2,790 -2,064 6,187 -2,713 -5,028 684 -905 -1,183 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.6 23.8 29.6 64.5 83.9 90.0 16.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
100 23 77 74 80 217 162
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,684
COMMITMENTS
2,950 5,256 1,095 7,296 5,688 11,342 12,040 2,342 1,644
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,792)
-25 -673 -354 -1,034 -385 -1,413 -1,412 -379 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 38.4 8.0 53.3 41.6 82.9 88.0 17.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 24 15 26 14 55 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 839,475
COMMITMENTS
192,093 177,809 35,794 484,330 535,058 712,216 748,660 127,259 90,815
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -88,727)
-27,378 -30,901 -4,474 -68,518 -65,388 -100,370 -100,763 11,643 12,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 21.2 4.3 57.7 63.7 84.8 89.2 15.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
41 40 27 101 97 156 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,126,356
COMMITMENTS
226,468 251,651 196,804 1388291 1359409 1811563 1807864 314,793 318,492
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 53,036)
2,204 19,689 6,564 48,259 31,435 57,027 57,688 -3,991 -4,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.8 9.3 65.3 63.9 85.2 85.0 14.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
40 54 56 125 146 193 228
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,221,354
COMMITMENTS
235,055 162,302 58,018 699,374 767,480 992,448 987,800 228,906 233,554
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 10,772)
56,061 23,977 6,829 -64,823 629 -1,933 31,436 12,705 -20,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 13.3 4.8 57.3 62.8 81.3 80.9 18.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
34 34 29 91 103 140 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 527,184
COMMITMENTS
26,073 64,915 110,277 366,477 308,819 502,827 484,011 24,357 43,173
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -61,204)
-3,899 3,862 -22,452 -32,252 -38,752 -58,604 -57,342 -2,600 -3,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.3 20.9 69.5 58.6 95.4 91.8 4.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
18 23 31 49 53 85 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,893
COMMITMENTS
15,714 5,109 376 23,168 37,219 39,258 42,704 7,635 4,189
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 259)
-2,376 111 79 2,083 7 -214 196 473 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 10.9 0.8 49.4 79.4 83.7 91.1 16.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 10 10 34 28 67 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,786
COMMITMENTS
31,428 10,218 752 46,336 74,439 78,516 85,409 15,270 8,377
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 518)
-4,753 221 157 4,167 13 -428 392 946 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 10.9 0.8 49.4 79.4 83.7 91.1 16.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 10 10 34 28 67 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,990
COMMITMENTS
5,686 6,510 847 1,361 622 7,894 7,979 96 11
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,601)
1,100 -22 -2,489 -1,196 6 -2,585 -2,505 -16 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 81.5 10.6 17.0 7.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 11 2 1 2 8 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,995
COMMITMENTS
1,544 3,662 50 8,141 6,237 9,735 9,949 260 46
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 690)
24 569 0 667 125 691 694 -1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 36.6 0.5 81.5 62.4 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 7 1 6 9 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,313
COMMITMENTS
2,017 3,410 0 9,945 8,835 11,962 12,245 351 68
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,199)
217 -377 0 956 1,565 1,173 1,188 26 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 27.7 0.0 80.8 71.8 97.1 99.4 2.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 0 3 14 11 20
Updated July 3, 2012