WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,840
COMMITMENTS
111,208 103,260 133,286 230,803 223,890 475,298 460,436 41,543 56,404
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 8,142)
-8,388 11,848 6,991 9,795 -12,848 8,397 5,990 -255 2,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 20.0 25.8 44.7 43.3 92.0 89.1 8.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
133 144 142 99 112 309 325
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,550,240
COMMITMENTS
364,522 93,380 395,871 627,007 826,754 1387400 1316006 162,840 234,234
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 18,824)
-35,360 15,270 27,560 28,776 -18,052 20,976 24,779 -2,152 -5,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 6.0 25.5 40.4 53.3 89.5 84.9 10.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
192 163 233 253 382 563 674
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,507
COMMITMENTS
3,373 1,136 462 5,264 8,890 9,099 10,488 2,408 1,019
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,315)
1,371 297 246 -392 701 1,226 1,245 89 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 9.9 4.0 45.7 77.3 79.1 91.1 20.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 10 8 18 13 44 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,490
COMMITMENTS
181,702 43,361 306,349 298,117 433,029 786,168 782,739 72,321 75,751
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 9,198)
9,447 -6,474 8,790 -9,755 8,749 8,482 11,065 716 -1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 5.1 35.7 34.7 50.4 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
195 121 229 135 165 428 431
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 360,381
COMMITMENTS
57,577 88,805 85,463 182,559 147,515 325,598 321,783 34,782 38,598
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -928)
3,448 -10,361 5,487 -10,242 5,013 -1,307 139 379 -1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 24.6 23.7 50.7 40.9 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
59 97 99 78 72 208 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,898
COMMITMENTS
82,734 53,944 54,988 390,193 424,571 527,915 533,504 164,983 159,395
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -40,001)
-15,918 12,281 -640 -30,733 -49,327 -47,291 -37,686 7,290 -2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.8 7.9 56.3 61.3 76.2 77.0 23.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
34 29 38 78 80 132 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,814
COMMITMENTS
26,437 50,718 2,643 273,986 259,391 303,066 312,752 67,748 58,062
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -10,111)
2,469 -2,525 -1,445 -8,487 -9,788 -7,463 -13,758 -2,648 3,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 13.7 0.7 73.9 70.0 81.7 84.3 18.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 6 4 29 35 41 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,738
COMMITMENTS
1,227 840 1,728 6,102 6,802 9,057 9,370 681 368
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,040)
-266 661 -1,141 280 -787 -1,127 -1,267 87 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.6 17.7 62.7 69.9 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 7 18 19 30 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 270,198
COMMITMENTS
64,858 21,713 54,365 102,621 169,086 221,844 245,165 48,354 25,034
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 9,624)
6,217 -2,542 -863 1,809 14,428 7,163 11,024 2,461 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 8.0 20.1 38.0 62.6 82.1 90.7 17.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
71 33 57 77 74 173 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,595
COMMITMENTS
3,555 4,470 939 7,893 8,375 12,387 13,784 3,208 1,810
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 295)
429 -452 222 -192 607 459 377 -164 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 28.7 6.0 50.6 53.7 79.4 88.4 20.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 16 7 27 17 54 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,076,241
COMMITMENTS
269,254 227,081 87,325 582,723 676,138 939,303 990,544 136,938 85,697
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -4,662)
3,329 -42,200 5,256 -11,093 31,246 -2,507 -5,698 -2,154 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 21.1 8.1 54.1 62.8 87.3 92.0 12.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
47 41 32 100 96 163 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,064,594
COMMITMENTS
355,091 194,158 227,765 1150170 1309690 1733025 1731612 331,569 332,981
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 103,266)
-24,464 28,625 34,243 77,436 84,004 87,215 146,872 16,051 -43,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 9.4 11.0 55.7 63.4 83.9 83.9 16.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
50 54 65 131 144 216 228
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,639,798
COMMITMENTS
282,218 158,757 142,331 963,276 1097098 1387825 1398186 251,973 241,613
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -30,091)
-16,793 -14,698 4,611 128 -14,603 -12,055 -24,690 -18,037 -5,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 9.7 8.7 58.7 66.9 84.6 85.3 15.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
39 38 35 91 105 150 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 354,036
COMMITMENTS
17,801 45,907 59,529 253,689 212,123 331,019 317,559 23,016 36,476
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 13,242)
4,908 -1,449 -222 8,413 12,946 13,100 11,276 143 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 13.0 16.8 71.7 59.9 93.5 89.7 6.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 19 22 36 39 59 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,471
COMMITMENTS
12,941 7,095 1,035 30,469 37,744 44,445 45,874 8,026 6,597
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,405)
2,406 792 -917 2,787 1,827 4,277 1,703 -872 1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 13.5 2.0 58.1 71.9 84.7 87.4 15.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 17 8 37 30 70 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,943
COMMITMENTS
25,882 14,189 2,071 60,937 75,488 88,890 91,748 16,053 13,195
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 6,810)
4,813 1,584 -1,833 5,575 3,654 8,554 3,405 -1,744 3,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 13.5 2.0 58.1 71.9 84.7 87.4 15.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 17 8 37 30 70 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,530
COMMITMENTS
7,394 7,249 981 1,024 1,295 9,399 9,525 131 5
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 234)
231 224 2 0 12 233 238 1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 76.1 10.3 10.7 13.6 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 3 1 2 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,353
COMMITMENTS
2,403 4,899 311 10,403 8,047 13,117 13,257 236 96
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 264)
1,187 404 -38 -919 -125 230 241 34 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 36.7 2.3 77.9 60.3 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 2 5 12 12 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,695
COMMITMENTS
896 1,377 593 11,022 10,654 12,511 12,624 184 71
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -598)
87 -137 472 -1,092 -944 -533 -609 -65 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.8 4.7 86.8 83.9 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 1 3 14 10 18
Updated December 14, 2012