WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 636,334
COMMITMENTS
143,346 103,875 188,306 263,586 286,605 595,238 578,787 41,097 57,548
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 28,522)
6,496 5,702 12,133 15,369 6,836 33,997 24,670 -5,475 3,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.3 29.6 41.4 45.0 93.5 91.0 6.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
163 143 179 111 132 365 375
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,903,443
COMMITMENTS
341,659 92,331 646,584 732,650 892,805 1720893 1631720 182,550 271,723
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 16,016)
-26,558 15,327 14,193 27,420 -12,800 15,056 16,720 960 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.9 34.0 38.5 46.9 90.4 85.7 9.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
227 186 303 307 391 677 749
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,661
COMMITMENTS
2,061 317 729 7,204 9,932 9,994 10,978 2,667 1,683
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -213)
-112 -70 -0 -156 -421 -268 -491 55 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.5 5.8 56.9 78.4 78.9 86.7 21.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 5 12 15 12 36 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 860,728
COMMITMENTS
188,059 43,938 294,149 308,563 447,069 790,771 785,156 69,957 75,572
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 23,422)
-27,514 9,385 34,864 17,407 -21,397 24,757 22,852 -1,335 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 5.1 34.2 35.8 51.9 91.9 91.2 8.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
191 126 215 151 183 435 443
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 447,855
COMMITMENTS
48,881 98,476 132,344 232,966 175,182 414,191 406,001 33,665 41,854
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 11,904)
246 5,226 9,547 3,761 -6,909 13,554 7,865 -1,650 4,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 22.0 29.6 52.0 39.1 92.5 90.7 7.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
60 109 135 85 78 246 266
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 735,574
COMMITMENTS
70,790 44,982 64,955 438,563 458,359 574,308 568,296 161,266 167,278
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 83,013)
31,272 -9,848 16,795 22,999 64,653 71,066 71,600 11,947 11,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.1 8.8 59.6 62.3 78.1 77.3 21.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
31 36 45 83 89 143 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 358,123
COMMITMENTS
23,868 52,029 1,792 262,099 249,488 287,759 303,309 70,364 54,814
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 11,717)
5,176 13,522 -405 6,205 -3,442 10,976 9,675 741 2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 14.5 0.5 73.2 69.7 80.4 84.7 19.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 4 33 36 44 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,480
COMMITMENTS
3,955 461 1,936 5,040 8,794 10,931 11,191 549 289
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 422)
-1 38 53 432 427 484 518 -62 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.0 16.9 43.9 76.6 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 4 4 15 21 25 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 281,994
COMMITMENTS
59,384 22,175 74,948 98,087 155,470 232,419 252,593 49,576 29,401
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -8,463)
-8,870 6,116 -4,035 4,830 -16,015 -8,076 -13,934 -388 5,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 7.9 26.6 34.8 55.1 82.4 89.6 17.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
55 40 62 82 75 173 150
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,840
COMMITMENTS
2,633 5,266 510 8,427 7,108 11,570 12,884 3,270 1,956
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 600)
-83 289 226 405 21 547 536 53 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 35.5 3.4 56.8 47.9 78.0 86.8 22.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 22 5 26 12 45 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,166,575
COMMITMENTS
256,070 290,498 103,090 674,549 688,363 1033709 1081951 132,866 84,624
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 85,230)
38,006 32,894 6,568 31,448 56,991 76,022 96,454 9,208 -11,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.9 8.8 57.8 59.0 88.6 92.7 11.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
43 45 35 102 96 166 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,162,772
COMMITMENTS
365,868 168,819 261,424 1217439 1370969 1844731 1801213 318,041 361,559
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 45,521)
35,144 -13,850 9,245 -30,431 36,489 13,958 31,884 31,563 13,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.8 12.1 56.3 63.4 85.3 83.3 14.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
56 52 75 148 154 242 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,702,434
COMMITMENTS
286,420 148,434 207,006 962,330 1084001 1455756 1439441 246,677 262,993
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 135,995)
62,875 5,208 66,323 -10,792 77,679 118,405 149,210 17,590 -13,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 8.7 12.2 56.5 63.7 85.5 84.6 14.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
41 32 36 97 119 151 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 385,399
COMMITMENTS
14,351 48,620 66,393 281,107 236,994 361,851 352,006 23,548 33,392
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 12,387)
1,496 144 2,580 6,193 10,371 10,268 13,095 2,119 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.6 17.2 72.9 61.5 93.9 91.3 6.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 18 24 39 38 64 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,274
COMMITMENTS
12,584 8,722 3,333 26,329 36,184 42,246 48,239 10,028 4,035
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -76)
-2,423 2,482 1,082 -978 -3,230 -2,319 334 2,242 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 16.7 6.4 50.4 69.2 80.8 92.3 19.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 20 10 38 26 69 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,548
COMMITMENTS
25,168 17,445 6,666 52,657 72,367 84,491 96,478 20,057 8,070
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -153)
-4,845 4,965 2,163 -1,955 -6,461 -4,637 667 4,485 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 16.7 6.4 50.4 69.2 80.8 92.3 19.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 20 10 38 26 69 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,106
COMMITMENTS
5,879 7,117 953 1,149 27 7,981 8,097 125 9
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 956)
992 979 -41 6 27 957 965 -1 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 87.8 11.8 14.2 0.3 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 3 2 1 15 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,747
COMMITMENTS
1,088 4,339 1 10,427 7,344 11,516 11,684 231 63
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 218)
-166 116 0 372 79 206 195 12 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 36.9 0.0 88.8 62.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 1 5 12 13 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,047
COMMITMENTS
1,412 2,334 0 12,337 11,674 13,749 14,008 298 39
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 27)
-38 58 0 6 -16 -32 42 59 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 16.6 0.0 87.8 83.1 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 6 0 4 15 11 21
Updated November 16, 2012