WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,996
COMMITMENTS
148,672 93,481 159,098 238,115 277,749 545,885 530,327 39,111 54,669
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 8,920)
7,563 4,758 5,391 -4,076 -879 8,878 9,270 42 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 16.0 27.2 40.7 47.5 93.3 90.7 6.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
143 117 155 94 134 316 336
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,804,347
COMMITMENTS
421,192 54,078 570,095 635,112 916,920 1626399 1541093 177,948 263,254
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -6,611)
8,426 -3,872 10,748 -22,770 -12,100 -3,596 -5,224 -3,015 -1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 3.0 31.6 35.2 50.8 90.1 85.4 9.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 877)
257 156 270 280 418 644 745
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,590
COMMITMENTS
4,440 594 615 5,005 10,555 10,060 11,765 2,530 826
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 683)
804 122 55 -344 570 515 747 169 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 4.7 4.9 39.7 83.8 79.9 93.4 20.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 5 8 13 13 39 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,197,773
COMMITMENTS
303,135 56,422 446,016 356,706 604,171 1105857 1106609 91,917 91,164
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 41,298)
8,092 -1,877 30,946 41 7,552 39,079 36,621 2,219 4,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 4.7 37.2 29.8 50.4 92.3 92.4 7.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
268 163 273 173 228 557 556
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,783
COMMITMENTS
92,769 40,432 87,123 174,976 247,379 354,868 374,934 45,915 25,849
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 9,609)
9,544 -4,745 -527 -5,026 16,323 3,992 11,051 5,617 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 10.1 21.7 43.7 61.7 88.5 93.6 11.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
84 77 97 81 77 233 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 695,300
COMMITMENTS
64,395 44,857 50,189 414,323 441,409 528,906 536,455 166,395 158,846
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -7,098)
7,579 -12,726 2,475 -9,424 6,667 630 -3,584 -7,728 -3,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.5 7.2 59.6 63.5 76.1 77.2 23.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 24 30 69 77 111 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,649
COMMITMENTS
43,649 33,087 9,552 263,266 282,218 316,467 324,857 67,182 58,793
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,361)
324 8,064 -1,022 8,937 140 8,239 7,182 -9,600 -8,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.6 2.5 68.6 73.6 82.5 84.7 17.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 7 5 38 41 48 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,246
COMMITMENTS
1,983 190 2,645 5,999 8,139 10,627 10,974 619 272
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -735)
-64 -12 -211 -463 -515 -738 -738 3 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 1.7 23.5 53.3 72.4 94.5 97.6 5.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 3 8 21 21 36 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 323,361
COMMITMENTS
86,481 9,844 95,121 89,405 192,165 271,006 297,129 52,355 26,232
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,106)
1,185 554 -377 -2,735 -653 -1,927 -476 -179 -1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.0 29.4 27.6 59.4 83.8 91.9 16.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
94 31 78 80 81 213 173
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,813
COMMITMENTS
2,955 5,127 547 7,448 6,811 10,949 12,484 2,864 1,329
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,235)
-388 773 -1,004 204 -1,106 -1,188 -1,337 -48 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 37.1 4.0 53.9 49.3 79.3 90.4 20.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 21 12 25 11 53 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,118,317
COMMITMENTS
309,420 184,182 84,478 589,106 775,219 983,005 1043879 135,313 74,438
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 56,184)
56,827 32,718 1,196 -884 42,634 57,139 76,548 -955 -20,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 16.5 7.6 52.7 69.3 87.9 93.3 12.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
46 34 25 97 100 154 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,908,213
COMMITMENTS
279,621 165,941 196,686 1104403 1243723 1580710 1606349 327,503 301,863
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 35,727)
66,936 -2,267 18,400 -30,798 53,364 54,537 69,497 -18,810 -33,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.7 10.3 57.9 65.2 82.8 84.2 17.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
44 44 54 128 145 197 218
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,369,987
COMMITMENTS
271,599 136,500 77,040 764,247 902,748 1112886 1116289 257,101 253,698
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -7,530)
50,087 30,352 7,254 -64,756 -43,570 -7,415 -5,964 -115 -1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 10.0 5.6 55.8 65.9 81.2 81.5 18.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
35 37 32 77 96 130 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 437,878
COMMITMENTS
9,719 53,424 82,526 321,178 267,426 413,423 403,376 24,455 34,502
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -74,558)
-19,526 -8,859 -3,935 -45,827 -59,959 -69,289 -72,753 -5,269 -1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 12.2 18.8 73.3 61.1 94.4 92.1 5.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 22 28 43 42 73 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,565
COMMITMENTS
19,376 6,058 952 28,569 45,319 48,897 52,328 8,668 5,237
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,630)
-3,160 934 131 1,101 -3,704 -1,928 -2,639 -701 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 10.5 1.7 49.6 78.7 84.9 90.9 15.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 11 9 33 27 68 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,130
COMMITMENTS
38,753 12,115 1,904 57,138 90,638 97,794 104,656 17,335 10,473
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -5,259)
-6,321 1,868 261 2,203 -7,408 -3,856 -5,278 -1,403 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 10.5 1.7 49.6 78.7 84.9 90.9 15.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 11 9 33 27 68 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,614
COMMITMENTS
6,222 6,614 954 1,293 1,041 8,469 8,609 145 5
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 182)
182 185 0 0 -3 182 182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 76.8 11.1 15.0 12.1 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 3 1 2 12 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,736
COMMITMENTS
1,225 4,841 33 10,232 6,796 11,490 11,670 246 66
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,117)
-16 1,047 26 1,117 44 1,127 1,117 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 41.2 0.3 87.2 57.9 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 8 2 6 9 15 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,645
COMMITMENTS
1,792 2,818 323 12,336 11,480 14,451 14,621 194 24
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 121)
-96 -159 222 44 175 170 238 -49 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 19.2 2.2 84.2 78.4 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 2 4 15 10 23
Updated September 4, 2012