WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,641
COMMITMENTS
146,976 86,046 195,334 252,448 299,360 594,758 580,739 40,883 54,902
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -16,828)
1,587 2,024 -18,584 1,820 4,328 -15,177 -12,232 -1,652 -4,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 13.5 30.7 39.7 47.1 93.6 91.4 6.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
150 112 158 100 134 332 331
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,932,495
COMMITMENTS
368,955 50,837 660,176 713,954 953,824 1743085 1664837 189,410 267,659
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -74,923)
6,789 -4,924 -72,977 -10,262 -299 -76,450 -78,200 1,528 3,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 2.6 34.2 36.9 49.4 90.2 86.1 9.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
248 141 263 274 391 621 703
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,623
COMMITMENTS
3,037 152 849 5,338 9,630 9,224 10,631 2,400 992
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 173)
-127 14 101 138 34 111 148 62 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 1.3 7.3 45.9 82.9 79.4 91.5 20.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 4 8 14 13 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,165,730
COMMITMENTS
289,186 49,926 412,658 380,108 620,289 1081952 1082874 83,777 82,856
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -94,076)
-4,357 1,829 -59,457 -30,366 -32,229 -94,180 -89,857 104 -4,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 4.3 35.4 32.6 53.2 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
259 148 249 185 217 548 515
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 375,015
COMMITMENTS
62,188 53,152 80,509 203,677 214,078 346,373 347,738 28,642 27,276
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,991)
5,914 -14,275 -1,496 -8,840 10,343 -4,422 -5,427 -570 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 14.2 21.5 54.3 57.1 92.4 92.7 7.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
70 76 108 76 73 216 214
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 702,014
COMMITMENTS
72,680 47,402 49,333 407,180 458,615 529,193 555,350 172,821 146,664
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -82,383)
419 2,240 -28,525 -47,015 -46,847 -75,122 -73,133 -7,261 -9,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.8 7.0 58.0 65.3 75.4 79.1 24.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
25 29 30 78 84 122 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,147
COMMITMENTS
47,894 21,442 603 245,271 279,705 293,768 301,750 62,379 54,397
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 5,943)
2,890 -2,241 134 13,872 6,198 16,896 4,091 -10,953 1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.0 0.2 68.9 78.5 82.5 84.7 17.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 4 3 37 41 47 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,113
COMMITMENTS
2,060 162 2,641 6,685 9,056 11,386 11,859 727 254
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 45)
468 -113 39 -481 91 26 17 19 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.3 21.8 55.2 74.8 94.0 97.9 6.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 9 21 21 37 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 311,118
COMMITMENTS
76,622 5,262 92,158 92,300 184,149 261,079 281,569 50,038 29,549
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -17,569)
-5,081 505 -5,947 -5,847 -11,827 -16,876 -17,268 -693 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 1.7 29.6 29.7 59.2 83.9 90.5 16.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
95 24 76 73 74 205 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,307
COMMITMENTS
3,784 4,521 831 6,970 7,635 11,585 12,986 2,722 1,321
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 521)
79 -325 146 35 819 259 639 262 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 31.6 5.8 48.7 53.4 81.0 90.8 19.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 25 10 24 13 52 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,234,331
COMMITMENTS
388,869 167,398 112,894 593,334 868,188 1095096 1148480 139,234 85,851
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 27,573)
15,501 -18,538 2,854 4,687 36,361 23,042 20,677 4,531 6,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 13.6 9.1 48.1 70.3 88.7 93.0 11.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
62 40 32 108 108 185 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,135,131
COMMITMENTS
260,223 233,539 231,681 1327827 1323379 1819731 1788600 315,400 346,531
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -124,413)
746 -45,064 -25,469 -85,028 -79,536 -109,751 -150,070 -14,662 25,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.9 10.9 62.2 62.0 85.2 83.8 14.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
37 59 57 131 150 204 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,279,446
COMMITMENTS
265,629 121,485 78,397 676,966 822,739 1020993 1022620 258,453 256,826
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 24,770)
25,700 10,704 -12,677 15,198 13,184 28,222 11,211 -3,452 13,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 9.5 6.1 52.9 64.3 79.8 79.9 20.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
38 35 34 87 109 143 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 544,449
COMMITMENTS
18,616 58,570 101,663 396,584 346,359 516,863 506,592 27,586 37,857
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 11,041)
3,691 8,007 -5,984 13,343 7,936 11,049 9,958 -8 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.8 18.7 72.8 63.6 94.9 93.0 5.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 17 28 51 49 82 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,463
COMMITMENTS
18,773 5,893 326 22,979 38,447 42,077 44,666 8,387 5,798
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 9,668)
7,731 -1,368 47 867 9,314 8,645 7,993 1,023 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 11.7 0.6 45.5 76.2 83.4 88.5 16.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 11 8 31 27 64 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,927
COMMITMENTS
37,545 11,787 651 45,957 76,894 84,154 89,332 16,773 11,595
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 19,336)
15,462 -2,737 94 1,735 18,629 17,291 15,986 2,045 3,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 11.7 0.6 45.5 76.2 83.4 88.5 16.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 11 8 31 27 64 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,525
COMMITMENTS
6,069 6,327 900 1,448 1,293 8,417 8,520 108 5
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 186)
188 88 0 0 101 188 189 -2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 74.2 10.6 17.0 15.2 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 8 2 1 3 11 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,951
COMMITMENTS
1,284 3,741 70 8,276 6,102 9,630 9,913 321 38
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -419)
-292 945 44 -167 85 -415 1,074 -4 -1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 37.6 0.7 83.2 61.3 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 7 1 6 10 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,378
COMMITMENTS
2,198 3,207 0 11,868 11,127 14,066 14,334 312 44
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 164)
275 -308 0 -105 453 170 145 -6 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 22.3 0.0 82.5 77.4 97.8 99.7 2.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 7 0 4 15 12 22
Updated August 3, 2012