WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,620
COMMITMENTS
149,433 84,641 194,102 253,268 304,003 596,802 582,746 41,818 55,874
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,979)
2,457 -1,405 -1,232 819 4,643 2,044 2,007 935 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 13.3 30.4 39.7 47.6 93.5 91.3 6.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
155 109 155 95 135 329 329
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,944,758
COMMITMENTS
379,395 52,864 670,425 711,948 950,760 1761769 1674049 182,989 270,709
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 12,263)
10,440 2,026 10,250 -2,005 -3,064 18,684 9,212 -6,421 3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 2.7 34.5 36.6 48.9 90.6 86.1 9.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 830)
248 140 270 294 402 642 719
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,285
COMMITMENTS
2,907 131 863 5,249 9,462 9,020 10,456 2,266 829
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -338)
-130 -21 15 -89 -168 -204 -175 -134 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 1.2 7.7 46.5 83.8 79.9 92.7 20.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 5 9 13 12 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,140,078
COMMITMENTS
280,442 53,011 401,814 378,807 604,995 1061062 1059819 79,016 80,259
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -25,652)
-8,744 3,085 -10,844 -1,302 -15,295 -20,890 -23,054 -4,761 -2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.6 35.2 33.2 53.1 93.1 93.0 6.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
270 135 248 182 222 543 519
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 383,411
COMMITMENTS
62,550 64,261 76,864 214,360 209,869 353,774 350,994 29,637 32,417
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 8,396)
363 11,109 -3,644 10,683 -4,209 7,401 3,255 995 5,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 16.8 20.0 55.9 54.7 92.3 91.5 7.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
68 82 94 80 74 203 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 700,575
COMMITMENTS
76,025 56,519 57,920 388,197 436,568 522,142 551,008 178,432 149,567
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,439)
3,346 9,117 8,587 -18,984 -22,047 -7,050 -4,342 5,611 2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.1 8.3 55.4 62.3 74.5 78.7 25.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 33 35 78 82 127 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,781
COMMITMENTS
47,260 25,700 724 241,331 268,355 289,315 294,779 63,466 58,002
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,367)
-634 4,258 121 -3,940 -11,350 -4,454 -6,971 1,087 3,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 7.3 0.2 68.4 76.1 82.0 83.6 18.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 5 4 34 39 45 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,399
COMMITMENTS
2,378 189 2,834 6,540 9,193 11,752 12,216 647 183
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 286)
318 27 193 -145 137 366 357 -80 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 1.5 22.9 52.7 74.1 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 4 8 21 22 37 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 308,114
COMMITMENTS
76,761 6,570 92,035 90,612 180,948 259,408 279,554 48,706 28,560
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,004)
139 1,308 -123 -1,688 -3,201 -1,672 -2,016 -1,332 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 2.1 29.9 29.4 58.7 84.2 90.7 15.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
86 26 78 73 75 201 158
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,748
COMMITMENTS
4,385 4,429 790 6,763 8,288 11,938 13,507 2,811 1,241
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 441)
601 -92 -40 -208 654 353 521 89 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 30.0 5.4 45.9 56.2 80.9 91.6 19.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 24 9 24 13 53 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,180,339
COMMITMENTS
353,296 163,067 103,380 587,796 831,963 1044472 1098410 135,866 81,929
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -53,992)
-35,572 -4,331 -9,514 -5,538 -36,225 -50,624 -50,069 -3,368 -3,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 13.8 8.8 49.8 70.5 88.5 93.1 11.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
50 41 28 107 109 173 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,088,664
COMMITMENTS
204,997 205,684 271,740 1319548 1291235 1796286 1768659 292,378 320,005
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -46,467)
-55,226 -27,856 40,059 -8,279 -32,144 -23,445 -19,941 -23,022 -26,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 9.8 13.0 63.2 61.8 86.0 84.7 14.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
33 66 62 138 159 213 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,275,415
COMMITMENTS
230,580 111,796 67,387 735,626 851,576 1033592 1030759 241,823 244,656
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -4,031)
-35,050 -9,688 -11,010 58,660 28,838 12,599 8,139 -16,631 -12,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 8.8 5.3 57.7 66.8 81.0 80.8 19.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
34 40 33 90 107 143 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 465,205
COMMITMENTS
12,281 48,989 84,906 341,173 291,710 438,360 425,606 26,846 39,599
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -79,244)
-6,335 -9,581 -16,756 -55,411 -54,649 -78,503 -80,986 -741 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.5 18.3 73.3 62.7 94.2 91.5 5.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 16 26 46 43 74 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,814
COMMITMENTS
20,344 5,898 334 24,904 41,333 45,582 47,566 8,232 6,248
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 3,350)
1,572 5 8 1,925 2,887 3,506 2,900 -155 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 11.0 0.6 46.3 76.8 84.7 88.4 15.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 13 7 35 28 68 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,628
COMMITMENTS
40,689 11,797 668 49,808 82,667 91,165 95,131 16,463 12,497
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 6,701)
3,143 10 17 3,851 5,773 7,011 5,800 -310 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 11.0 0.6 46.3 76.8 84.7 88.4 15.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 13 7 35 28 68 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,360
COMMITMENTS
5,898 6,325 900 1,448 1,130 8,246 8,355 114 5
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -165)
-171 -2 0 0 -163 -171 -165 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 75.7 10.8 17.3 13.5 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 9 2 1 2 10 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,009
COMMITMENTS
1,322 4,937 40 9,317 5,994 10,679 10,971 330 38
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,058)
38 1,196 -30 1,041 -108 1,049 1,058 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 44.8 0.4 84.6 54.4 97.0 99.7 3.0 0.3
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,038
COMMITMENTS
2,256 2,342 0 12,474 12,664 14,730 15,006 308 32
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 660)
58 -865 0 606 1,537 664 672 -4 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.6 0.0 82.9 84.2 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 0 4 15 12 23
Updated August 10, 2012