WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 623,717
COMMITMENTS
141,563 86,279 192,767 249,982 288,683 584,312 567,729 39,405 55,987
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 53,614)
13,822 352 30,902 7,414 22,607 52,139 53,861 1,476 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 13.8 30.9 40.1 46.3 93.7 91.0 6.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
131 124 140 95 128 307 316
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,916,920
COMMITMENTS
331,187 73,928 666,382 716,671 921,600 1714240 1661909 202,680 255,010
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 186,503)
30,415 -2,026 102,042 38,141 84,377 170,598 184,394 15,905 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 3.9 34.8 37.4 48.1 89.4 86.7 10.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795)
221 158 258 267 379 602 688
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,223
COMMITMENTS
3,285 215 684 5,101 9,372 9,070 10,272 2,153 952
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 421)
-85 -179 201 62 482 178 505 243 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 1.9 6.1 45.4 83.5 80.8 91.5 19.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 2 8 14 13 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,257,622
COMMITMENTS
308,787 52,299 453,554 400,840 657,375 1163181 1163227 94,441 94,395
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 80,001)
3,287 1,474 40,193 29,582 36,554 73,062 78,221 6,939 1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.2 36.1 31.9 52.3 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672)
272 141 265 195 233 582 536
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 399,378
COMMITMENTS
61,394 69,498 97,028 206,810 202,041 365,232 368,568 34,147 30,811
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 7,263)
-795 -5,139 2,029 6,901 10,789 8,135 7,679 -872 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.4 24.3 51.8 50.6 91.5 92.3 8.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
71 78 108 81 81 223 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 743,543
COMMITMENTS
69,866 44,891 65,783 426,160 489,150 561,808 599,824 181,735 143,719
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -14,708)
-6,477 6,204 2,980 -4,051 -19,784 -7,548 -10,600 -7,160 -4,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 6.0 8.8 57.3 65.8 75.6 80.7 24.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
35 24 37 86 88 137 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 349,450
COMMITMENTS
45,478 25,325 470 237,619 274,055 283,567 299,850 65,883 49,600
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,561)
-1,072 4,869 -41 -2,171 -9,041 -3,284 -4,213 -1,277 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.2 0.1 68.0 78.4 81.1 85.8 18.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 5 6 35 41 46 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,677
COMMITMENTS
2,144 157 1,914 7,944 10,263 12,002 12,334 675 343
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 874)
583 -19 410 -157 482 836 873 38 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.2 15.1 62.7 81.0 94.7 97.3 5.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 2 6 23 22 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 333,564
COMMITMENTS
89,828 4,861 90,165 98,373 204,970 278,365 299,996 55,199 33,568
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 17,746)
-2,422 77 9,912 8,253 4,688 15,743 14,677 2,002 3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 1.5 27.0 29.5 61.4 83.5 89.9 16.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
100 25 75 74 80 212 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,498
COMMITMENTS
3,744 4,799 618 6,732 6,753 11,094 12,170 2,404 1,328
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 73)
230 -287 -48 -191 595 -10 260 82 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 35.6 4.6 49.9 50.0 82.2 90.2 17.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 25 11 24 13 52 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,149,082
COMMITMENTS
350,284 190,705 100,307 565,550 778,079 1016141 1069091 132,941 79,991
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 219,345)
85,816 -10,938 59,089 68,510 182,028 213,415 230,180 5,930 -10,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 16.6 8.7 49.2 67.7 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
58 40 27 103 106 174 160
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,196,933
COMMITMENTS
268,878 290,426 237,818 1374392 1366416 1881088 1894659 315,845 302,274
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 8,241)
10,120 43,287 15,310 -21,954 -31,853 3,476 26,744 4,765 -18,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.2 10.8 62.6 62.2 85.6 86.2 14.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
42 68 64 136 157 218 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,228,802
COMMITMENTS
267,158 117,656 68,953 656,348 800,321 992,459 986,929 236,342 241,872
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,523)
34,009 -27,561 2,411 -41,567 17,434 -5,147 -7,716 3,624 6,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.6 5.6 53.4 65.1 80.8 80.3 19.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
42 30 32 91 104 146 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 526,608
COMMITMENTS
18,315 53,826 107,791 375,289 323,300 501,394 484,918 25,214 41,690
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -489)
-6,069 -11,224 -1,973 4,301 9,002 -3,741 -4,195 3,252 3,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.2 20.5 71.3 61.4 95.2 92.1 4.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 23 31 52 51 87 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,136
COMMITMENTS
12,056 5,336 232 23,550 33,881 35,838 39,449 7,298 3,687
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,606)
-1,658 -880 -66 358 -415 -1,365 -1,361 -241 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 12.4 0.5 54.6 78.5 83.1 91.5 16.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 9 6 34 27 60 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,272
COMMITMENTS
24,112 10,672 464 47,101 67,761 71,677 78,898 14,596 7,375
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -3,213)
-3,316 -1,760 -132 717 -830 -2,731 -2,722 -482 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 12.4 0.5 54.6 78.5 83.1 91.5 16.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 9 6 34 27 60 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,343
COMMITMENTS
5,842 6,277 900 1,501 1,159 8,243 8,336 100 7
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 353)
156 -233 53 140 537 349 357 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 75.2 10.8 18.0 13.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 9 2 1 3 10 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,005
COMMITMENTS
1,589 3,775 25 8,083 6,162 9,697 9,962 308 43
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -127)
183 40 -25 -297 -141 -139 -126 12 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 37.7 0.2 80.8 61.6 96.9 99.6 3.1 0.4
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,098
COMMITMENTS
1,793 3,448 0 9,947 8,625 11,740 12,073 358 25
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 14)
30 531 0 2 -480 32 51 -18 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 28.5 0.0 82.2 71.3 97.0 99.8 3.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 11 0 3 13 9 24
Updated July 20, 2012