WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 600,139
COMMITMENTS
137,205 96,353 177,174 244,177 273,402 558,556 546,929 41,582 53,209
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,133)
-9,461 24 2,056 3,377 -3,190 -4,028 -1,110 1,894 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 16.1 29.5 40.7 45.6 93.1 91.1 6.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
153 122 167 107 136 338 354
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,850,087
COMMITMENTS
370,349 59,054 637,044 663,753 878,026 1671146 1574124 178,941 275,963
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 6,753)
-13,171 -1,897 15,195 -402 -7,060 1,621 6,238 5,131 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.2 34.4 35.9 47.5 90.3 85.1 9.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
257 150 280 283 396 644 733
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,110
COMMITMENTS
2,156 537 613 7,152 9,990 9,920 11,140 2,190 969
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -5)
29 -113 7 168 -8 205 -114 -210 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 4.4 5.1 59.1 82.5 81.9 92.0 18.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 9 14 11 35 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,131,066
COMMITMENTS
229,279 34,107 424,740 397,565 581,794 1051584 1040641 79,482 90,425
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 5,817)
-5,294 -1,394 8,373 -1,305 -2,327 1,774 4,652 4,044 1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.0 37.6 35.1 51.4 93.0 92.0 7.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647)
239 163 285 188 212 552 551
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 380,557
COMMITMENTS
54,754 56,886 100,695 190,589 184,400 346,038 341,981 34,519 38,576
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 22,105)
1,452 5,930 14,308 5,487 -3,458 21,248 16,780 857 5,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.9 26.5 50.1 48.5 90.9 89.9 9.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
63 90 120 91 83 245 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,683
COMMITMENTS
65,554 60,683 65,852 421,695 428,181 553,101 554,716 151,582 149,967
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 18,677)
12,934 8,483 5,354 5,519 11,438 23,808 25,275 -5,131 -6,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 8.6 9.3 59.8 60.8 78.5 78.7 21.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 32 42 88 93 143 144
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,705
COMMITMENTS
36,374 29,494 7,234 253,772 275,944 297,380 312,672 73,325 58,033
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 306)
-6,460 -959 4,615 -6,712 -4,186 -8,557 -530 8,863 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.0 2.0 68.5 74.4 80.2 84.3 19.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 6 4 32 39 40 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,459
COMMITMENTS
3,318 442 1,677 4,971 8,069 9,966 10,188 493 271
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -240)
316 -17 -88 -455 -48 -227 -153 -13 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 4.2 16.0 47.5 77.1 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 4 5 22 22 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 275,287
COMMITMENTS
61,489 11,405 77,162 94,556 161,801 233,207 250,368 42,080 24,919
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -1,851)
1,735 4 460 -5,232 -4,135 -3,037 -3,671 1,186 1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.1 28.0 34.3 58.8 84.7 90.9 15.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
65 33 49 88 76 179 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,937
COMMITMENTS
3,353 5,517 1,103 8,281 7,585 12,737 14,204 3,200 1,733
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 264)
129 -75 96 79 266 304 287 -40 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 34.6 6.9 52.0 47.6 79.9 89.1 20.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 23 10 27 10 54 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,021,165
COMMITMENTS
269,855 219,582 78,848 532,706 640,271 881,409 938,701 139,756 82,464
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,287)
-17,464 -15 267 17,312 -1,606 114 -1,355 1,173 2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 21.5 7.7 52.2 62.7 86.3 91.9 13.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 39 25 96 94 155 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,028,014
COMMITMENTS
286,443 170,778 198,784 1213429 1352425 1698656 1721987 329,358 306,027
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -12,568)
-36,410 13,086 5,296 17,506 -24,801 -13,608 -6,420 1,040 -6,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 8.4 9.8 59.8 66.7 83.8 84.9 16.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
53 52 67 141 152 231 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,584,195
COMMITMENTS
305,411 156,187 113,937 912,041 1071874 1331389 1341997 252,805 242,198
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -11,257)
2,553 -3,884 3,198 -17,226 -20,606 -11,475 -21,291 217 10,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 9.9 7.2 57.6 67.7 84.0 84.7 16.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
39 32 32 81 107 137 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 390,596
COMMITMENTS
5,525 43,389 67,099 288,165 240,606 360,789 351,094 29,806 39,502
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,848)
1,602 288 -4,836 -309 6,054 -3,543 1,506 7,391 2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.1 17.2 73.8 61.6 92.4 89.9 7.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 16 22 40 39 64 64
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,004
COMMITMENTS
23,458 5,963 699 27,201 46,939 51,359 53,601 7,645 5,404
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,173)
-3,955 685 -468 520 -5,637 -3,903 -5,420 -270 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 10.1 1.2 46.1 79.6 87.0 90.8 13.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 16 9 35 30 74 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,009
COMMITMENTS
46,916 11,926 1,399 54,403 93,877 102,718 107,202 15,291 10,807
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -8,347)
-7,910 1,371 -937 1,041 -11,274 -7,806 -10,840 -540 2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 10.1 1.2 46.1 79.6 87.0 90.8 13.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 16 9 35 30 74 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,483
COMMITMENTS
5,969 6,964 1,062 1,327 456 8,358 8,482 125 1
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 214)
200 265 14 0 -64 214 215 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 82.1 12.5 15.6 5.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 9 3 1 2 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,006
COMMITMENTS
1,155 5,890 1 10,687 6,066 11,843 11,957 163 49
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 325)
-10 252 -4 341 73 327 321 -2 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 49.1 0.0 89.0 50.5 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 6 10 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,961
COMMITMENTS
2,244 1,929 0 11,463 11,994 13,707 13,923 254 38
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 401)
459 558 0 -27 -155 432 403 -31 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 13.8 0.0 82.1 85.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 4 0 4 15 11 19
Updated October 12, 2012