WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 606,751
COMMITMENTS
140,715 96,311 178,273 247,035 279,391 566,024 553,975 40,727 52,776
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,407)
7,866 -420 -872 -4,578 5,154 2,416 3,862 -1,009 -2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 15.9 29.4 40.7 46.0 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
160 128 178 107 135 356 365
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,935,194
COMMITMENTS
396,666 60,569 672,006 684,379 927,371 1753052 1659946 182,142 275,248
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 38,178)
23,994 -3,780 20,467 -8,718 22,788 35,744 39,475 2,435 -1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.1 34.7 35.4 47.9 90.6 85.8 9.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 859)
265 153 300 288 395 670 748
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,314
COMMITMENTS
3,576 308 664 6,563 10,977 10,803 11,949 2,511 1,365
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 604)
444 -189 56 -31 495 470 363 134 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 2.3 5.0 49.3 82.4 81.1 89.7 18.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 9 10 15 12 39 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,103,335
COMMITMENTS
221,868 35,225 423,301 378,096 553,933 1023265 1012459 80,070 90,877
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -22,927)
5,536 1,341 -11,712 -21,120 -12,374 -27,296 -22,745 4,369 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.2 38.4 34.3 50.2 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
225 178 289 176 196 546 536
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 393,432
COMMITMENTS
49,222 69,414 110,213 199,760 176,788 359,195 356,415 34,237 37,018
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -5,922)
-1,122 2,008 -1,886 -2,055 -4,673 -5,063 -4,551 -859 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 17.6 28.0 50.8 44.9 91.3 90.6 8.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
62 92 135 90 82 247 260
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 663,906
COMMITMENTS
34,396 53,189 65,826 414,954 395,203 515,177 514,218 148,729 149,688
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -32,792)
-26,446 1,164 595 -4,563 -30,170 -30,414 -28,411 -2,378 -4,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.0 9.9 62.5 59.5 77.6 77.5 22.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
28 33 46 87 88 141 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 368,362
COMMITMENTS
37,077 30,643 6,572 255,771 275,256 299,420 312,470 68,942 55,892
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -3,014)
-1,325 -1,767 -2,205 4,444 968 914 -3,005 -3,927 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 8.3 1.8 69.4 74.7 81.3 84.8 18.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 6 5 30 37 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,187
COMMITMENTS
3,553 500 1,804 4,316 7,649 9,673 9,953 514 234
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -94)
254 218 89 -408 -378 -65 -71 -29 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 4.9 17.7 42.4 75.1 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 5 6 21 21 34 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 281,131
COMMITMENTS
64,759 14,693 72,429 98,090 171,298 235,278 258,420 45,853 22,712
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 3,742)
787 3,122 -1,823 2,293 2,740 1,257 4,040 2,485 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 5.2 25.8 34.9 60.9 83.7 91.9 16.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
66 29 49 89 81 180 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,709
COMMITMENTS
2,676 5,334 922 8,718 7,666 12,316 13,922 3,393 1,787
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -472)
-133 -90 -383 -9 53 -526 -420 53 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 34.0 5.9 55.5 48.8 78.4 88.6 21.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 17 10 28 13 51 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,083,495
COMMITMENTS
208,349 253,182 89,891 632,957 611,903 931,197 954,976 152,299 128,519
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 36,104)
-47,736 6,732 8,232 60,795 -27,009 21,291 -12,045 14,813 48,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 23.4 8.3 58.4 56.5 85.9 88.1 14.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
45 43 29 106 93 162 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,098,222
COMMITMENTS
261,870 190,734 202,182 1332475 1385491 1796527 1778407 301,695 319,815
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 34,210)
-62,276 14,774 1,176 102,907 16,962 41,807 32,913 -7,597 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.1 9.6 63.5 66.0 85.6 84.8 14.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
42 65 77 144 150 234 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,574,311
COMMITMENTS
231,264 145,541 139,647 971,318 1021634 1342229 1306822 232,082 267,489
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -41,847)
-45,870 -13,461 -6,522 20,698 -42,494 -31,694 -62,477 -10,153 20,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 9.2 8.9 61.7 64.9 85.3 83.0 14.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
32 39 41 92 106 145 165
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 404,048
COMMITMENTS
8,126 47,509 68,375 304,262 250,094 380,762 365,978 23,286 38,071
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 8,318)
2,840 1,853 3,531 8,309 3,822 14,681 9,206 -6,363 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.8 16.9 75.3 61.9 94.2 90.6 5.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 19 23 40 38 65 65
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,284
COMMITMENTS
18,878 7,661 979 27,877 43,480 47,734 52,119 8,550 4,164
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -5,418)
-7,098 1,443 547 909 -5,822 -5,641 -3,832 224 -1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 13.6 1.7 49.5 77.3 84.8 92.6 15.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
37 13 10 35 24 76 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,568
COMMITMENTS
37,756 15,321 1,957 55,755 86,960 95,468 104,239 17,100 8,329
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10,836)
-14,196 2,886 1,095 1,818 -11,644 -11,283 -7,664 447 -3,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 13.6 1.7 49.5 77.3 84.8 92.6 15.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
37 13 10 35 24 76 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,449
COMMITMENTS
6,116 7,076 1,052 1,134 316 8,302 8,444 147 5
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 30)
0 131 10 0 -115 10 26 20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 83.7 12.5 13.4 3.7 98.3 99.9 1.7 0.1
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,630
COMMITMENTS
2,020 5,075 1 9,433 6,493 11,454 11,569 176 61
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 124)
-49 62 0 176 61 127 123 -3 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 43.6 0.0 81.1 55.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 1 5 10 13 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,694
COMMITMENTS
1,655 1,588 0 11,758 12,075 13,413 13,663 281 31
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 63)
-28 95 0 82 -26 54 69 9 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.6 0.0 85.9 88.2 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 0 4 14 10 19
Updated October 26, 2012