WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 607,813
COMMITMENTS
136,850 98,173 176,173 248,217 279,770 561,241 554,117 46,572 53,696
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 5,228)
-1,277 -2,055 -1,558 4,375 7,565 1,540 3,952 3,688 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.2 29.0 40.8 46.0 92.3 91.2 7.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
162 135 177 104 128 362 357
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,887,427
COMMITMENTS
368,216 77,004 632,391 705,229 905,605 1705837 1615000 181,589 272,427
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 12,674)
1,043 -337 -4,576 17,124 18,840 13,591 13,928 -918 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.1 33.5 37.4 48.0 90.4 85.6 9.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 843)
243 162 294 300 393 670 737
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,874
COMMITMENTS
2,173 387 729 7,360 10,353 10,262 11,469 2,612 1,405
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -810)
-1,430 76 120 714 -934 -596 -738 -214 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.0 5.7 57.2 80.4 79.7 89.1 20.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 7 13 14 13 36 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 837,306
COMMITMENTS
215,573 34,553 259,285 291,156 468,466 766,014 762,304 71,293 75,002
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,296)
-3,461 2,889 9,423 -8,558 -10,311 -2,597 2,001 -1,699 -6,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.1 31.0 34.8 55.9 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
198 122 214 152 186 443 445
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 435,951
COMMITMENTS
48,636 93,249 122,796 229,205 182,091 400,637 398,137 35,315 37,815
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 48,138)
-2,125 14,866 25,358 25,019 7,038 48,251 47,262 -113 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 21.4 28.2 52.6 41.8 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
58 108 144 86 80 252 273
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,562
COMMITMENTS
39,518 54,829 48,160 415,564 393,707 503,243 496,696 149,319 155,865
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 18,020)
3,446 7,770 2,244 17,694 7,950 23,384 17,964 -5,365 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.4 7.4 63.7 60.3 77.1 76.1 22.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
30 32 46 86 88 141 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 346,406
COMMITMENTS
18,692 38,507 2,197 255,894 252,930 276,783 293,634 69,623 52,772
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,740)
-4,406 7,337 -4,938 979 -10,195 -8,365 -7,796 624 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 11.1 0.6 73.9 73.0 79.9 84.8 20.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 7 5 33 36 43 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,058
COMMITMENTS
3,956 423 1,883 4,608 8,367 10,447 10,673 611 385
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 88)
-4 -205 -15 32 147 13 -73 75 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 3.8 17.0 41.7 75.7 94.5 96.5 5.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 4 18 19 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 290,458
COMMITMENTS
68,254 16,059 78,983 93,257 171,485 240,494 266,527 49,963 23,931
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,074)
-3,314 409 6,434 -4,577 -6,959 -1,457 -116 2,531 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.5 27.2 32.1 59.0 82.8 91.8 17.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
64 37 59 82 79 179 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,240
COMMITMENTS
2,716 4,977 285 8,022 7,087 11,023 12,349 3,217 1,891
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -678)
197 34 -289 -431 -369 -522 -624 -155 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 35.0 2.0 56.3 49.8 77.4 86.7 22.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 15 4 26 12 44 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,081,345
COMMITMENTS
218,064 257,603 96,522 643,101 631,372 957,687 985,497 123,658 95,847
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 25,336)
9,703 2,648 14,150 -4,182 12,201 19,671 28,999 5,665 -3,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 23.8 8.9 59.5 58.4 88.6 91.1 11.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
42 44 32 105 93 164 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,117,251
COMMITMENTS
330,725 182,670 252,179 1247869 1334480 1830773 1769329 286,478 347,922
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 49,449)
-40,145 11,389 36,079 54,888 -7,309 50,821 40,159 -1,373 9,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 8.6 11.9 58.9 63.0 86.5 83.6 13.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
52 59 74 145 151 236 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,566,439
COMMITMENTS
223,546 143,226 140,683 973,122 1006322 1337351 1290231 229,088 276,207
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 41,560)
4,410 -12,433 21,836 25,306 18,647 51,553 28,050 -9,992 13,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 9.1 9.0 62.1 64.2 85.4 82.4 14.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
30 39 35 98 112 147 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 373,011
COMMITMENTS
12,855 48,476 63,813 274,915 226,623 351,583 338,911 21,429 34,100
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -61,321)
-18,027 1,728 -6,155 -37,932 -57,870 -62,113 -62,297 792 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 13.0 17.1 73.7 60.8 94.3 90.9 5.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 16 23 39 38 63 66
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,350
COMMITMENTS
15,007 6,240 2,252 27,306 39,414 44,564 47,905 7,786 4,445
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,651)
-1,640 -2,193 714 -818 -1,425 -1,744 -2,904 -907 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 11.9 4.3 52.2 75.3 85.1 91.5 14.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 13 9 36 28 67 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,701
COMMITMENTS
30,013 12,480 4,503 54,613 78,828 89,129 95,811 15,572 8,890
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -5,302)
-3,280 -4,386 1,428 -1,636 -2,850 -3,488 -5,808 -1,814 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 11.9 4.3 52.2 75.3 85.1 91.5 14.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 13 9 36 28 67 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,150
COMMITMENTS
4,887 6,138 994 1,143 0 7,024 7,132 126 18
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 394)
581 417 -37 -119 0 425 380 -31 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 85.8 13.9 16.0 0.0 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 3 2 0 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,529
COMMITMENTS
1,254 4,223 1 10,055 7,265 11,310 11,489 219 40
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -471)
-953 -943 0 443 476 -510 -467 39 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 36.6 0.0 87.2 63.0 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 1 5 12 14 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,020
COMMITMENTS
1,450 2,276 0 12,331 11,690 13,781 13,966 239 54
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 51)
-331 474 0 431 -422 100 52 -49 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 16.2 0.0 88.0 83.4 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 7 0 4 15 10 22
Updated November 9, 2012