WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,585
COMMITMENTS
138,127 100,229 177,731 243,842 272,205 559,701 550,164 42,884 52,420
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -4,166)
-2,588 3,918 -542 -3,192 -7,186 -6,323 -3,811 2,157 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 16.6 29.5 40.5 45.2 92.9 91.3 7.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
147 136 179 109 133 353 367
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,874,753
COMMITMENTS
367,174 77,341 636,967 688,105 886,764 1692246 1601072 182,507 273,681
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -60,441)
-29,493 16,772 -35,039 3,726 -40,607 -60,806 -58,874 365 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.1 34.0 36.7 47.3 90.3 85.4 9.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 831)
233 169 289 298 382 661 726
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,684
COMMITMENTS
3,603 311 609 6,646 11,287 10,858 12,207 2,826 1,477
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 370)
27 3 -55 83 310 55 258 316 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 2.3 4.4 48.6 82.5 79.3 89.2 20.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 10 10 15 13 38 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 841,602
COMMITMENTS
219,034 31,664 249,862 299,714 478,777 768,610 760,303 72,992 81,299
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -261,733)
-2,834 -3,561 -173,438 -78,382 -75,156 -254,655 -252,155 -7,078 -9,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 3.8 29.7 35.6 56.9 91.3 90.3 8.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
194 124 219 160 187 460 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 387,813
COMMITMENTS
50,761 78,383 97,439 204,185 175,053 352,385 350,875 35,428 36,938
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -5,619)
1,539 8,970 -12,774 4,426 -1,735 -6,810 -5,540 1,190 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 20.2 25.1 52.7 45.1 90.9 90.5 9.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
56 95 122 90 82 236 247
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,542
COMMITMENTS
36,072 47,060 45,916 397,870 385,757 479,858 478,732 154,684 155,810
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -29,364)
1,676 -6,129 -19,910 -17,084 -9,447 -35,318 -35,486 5,954 6,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.4 7.2 62.7 60.8 75.6 75.4 24.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
23 36 41 81 81 132 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 354,146
COMMITMENTS
23,098 31,170 7,135 254,915 263,125 285,148 301,430 68,999 52,717
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -14,216)
-13,979 527 563 -856 -12,131 -14,272 -11,041 56 -3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.8 2.0 72.0 74.3 80.5 85.1 19.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 6 5 32 38 42 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,970
COMMITMENTS
3,960 628 1,898 4,576 8,220 10,434 10,746 536 224
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 783)
407 128 94 260 571 761 793 22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 5.7 17.3 41.7 74.9 95.1 98.0 4.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 4 6 18 22 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 289,384
COMMITMENTS
71,568 15,650 72,549 97,834 178,444 241,951 266,642 47,432 22,741
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 8,252)
6,809 957 120 -257 7,145 6,673 8,223 1,579 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.4 25.1 33.8 61.7 83.6 92.1 16.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
68 31 50 84 80 178 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,918
COMMITMENTS
2,519 4,943 574 8,453 7,456 11,545 12,973 3,372 1,945
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -792)
-157 -391 -349 -265 -210 -771 -949 -21 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 33.1 3.8 56.7 50.0 77.4 87.0 22.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 18 6 27 14 46 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,056,008
COMMITMENTS
208,361 254,955 82,372 647,283 619,171 938,016 956,498 117,993 99,510
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -27,487)
12 1,774 -7,520 14,326 7,268 6,819 1,522 -34,306 -29,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 24.1 7.8 61.3 58.6 88.8 90.6 11.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
33 49 29 109 93 160 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,067,802
COMMITMENTS
370,870 171,280 216,100 1192982 1341790 1779952 1729170 287,851 338,633
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -30,420)
109,000 -19,454 13,918 -139,493 -43,701 -16,575 -49,238 -13,845 18,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 8.3 10.5 57.7 64.9 86.1 83.6 13.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
56 50 68 143 149 232 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,524,879
COMMITMENTS
219,136 155,659 118,847 947,816 987,675 1285799 1262181 239,080 262,697
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -49,432)
-12,128 10,119 -20,800 -23,502 -33,959 -56,431 -44,641 6,998 -4,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 7.8 62.2 64.8 84.3 82.8 15.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
32 39 38 90 102 139 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 434,333
COMMITMENTS
30,882 46,747 69,968 312,846 284,493 413,696 401,208 20,637 33,125
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 30,285)
22,756 -762 1,593 8,585 34,399 32,934 35,230 -2,649 -4,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.8 16.1 72.0 65.5 95.2 92.4 4.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 16 28 40 38 69 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,001
COMMITMENTS
16,646 8,433 1,538 28,124 40,839 46,308 50,809 8,693 4,192
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,283)
-2,232 772 559 247 -2,641 -1,426 -1,310 143 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 15.3 2.8 51.1 74.3 84.2 92.4 15.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 14 11 35 23 74 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,002
COMMITMENTS
33,293 16,866 3,075 56,248 81,677 92,617 101,619 17,386 8,384
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,565)
-4,463 1,545 1,118 494 -5,283 -2,852 -2,620 286 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 15.3 2.8 51.1 74.3 84.2 92.4 15.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 14 11 35 23 74 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,756
COMMITMENTS
4,306 5,721 1,031 1,262 0 6,599 6,752 157 4
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,693)
-1,810 -1,355 -21 128 -316 -1,703 -1,692 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 84.7 15.3 18.7 0.0 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 8 3 2 0 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,000
COMMITMENTS
2,207 5,166 1 9,612 6,789 11,820 11,956 180 44
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 370)
187 91 0 179 296 366 387 4 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 43.1 0.0 80.1 56.6 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 1 5 9 13 15
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,969
COMMITMENTS
1,781 1,802 0 11,900 12,112 13,681 13,914 288 55
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 275)
126 214 0 142 37 268 251 7 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 12.9 0.0 85.2 86.7 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 0 4 14 11 19
Updated November 2, 2012