U.S. CFTC Commitment of Traders for Sept. 27: Summary

Following is a table detailing net speculative long positions, or bets prices will rise, held by hedge funds and other large speculators for selected futures contracts in the week ending Sept. 27, according to the Washington-based Commodity Futures Trading Commission:

================================================================================
                       Sept. 27      Week    Weekly      Year      Open     Open
                           2011       Ago    Change       Ago  Interest  Int.(*)
================================================================================
                       ----------------------Commodities----------------------
Wheat- Chicago          -50,077   -40,181    -9,896    10,299   420,106   -11.9%
Wheat- Kansas City       45,750    49,147    -3,397    80,862   158,592    28.8%
Wheat- Minneapolis       10,172    10,693      -521    19,593    42,981    23.7%
Corn                    308,792   351,278   -42,486   469,153 1,194,151    25.9%
Oats                      1,292     1,696      -404     3,673    14,756     8.8%
Soybeans                120,157   151,915   -31,758   180,199   574,756    20.9%
Soybean Oil               3,613    27,606   -23,993    80,739   281,028     1.3%
Soybean Meal              8,020    30,712   -22,692    59,526   177,578     4.5%
================================================================================
                       Sept. 27      Week    Weekly      Year      Open     Open
                           2011       Ago    Change       Ago  Interest  Int.(*)
================================================================================
                       ----------------------Commodities----------------------
Cotton                   21,100    28,569    -7,469    43,260   147,661    14.3%
Rough Rice                1,132     2,135    -1,003     1,313    16,995     6.7%
Orange Juice              8,846     9,948    -1,102    13,431    24,064    36.8%
Milk                      1,005     1,025       -20       606    35,338     2.8%
Cocoa                    -3,087       861    -3,948    -6,781   181,905    -1.7%
Sugar                    99,369   125,715   -26,346   154,209   483,737    20.5%
Coffee                   14,038    22,255    -8,217    39,171   115,239    12.2%
--------------------------------------------------------------------------------
Lean Hogs                19,388    14,598     4,790    49,959   246,411     7.9%
Live Cattle              43,018    44,793    -1,775   109,392   327,627    13.1%
Feeder Cattle             6,281     6,225        56     4,493    36,693    17.1%
--------------------------------------------------------------------------------
Palladium                 6,976     9,996    -3,020    15,590    18,739    37.2%
Platinum                 20,867    23,840    -2,973    23,102    37,708    55.3%
Silver                   15,425    22,538    -7,113    51,481   102,014    15.1%
Copper                   -1,462    -3,299     1,837    22,162   119,891    -1.2%
================================================================================
                       Sept. 27      Week    Weekly      Year      Open     Open
                           2011       Ago    Change       Ago  Interest  Int.(*)
================================================================================
                       ----------------------Commodities----------------------
Gold                    127,801   150,529   -22,728   257,649   465,414    27.5%
Lumber                      442     1,081      -639       971     9,364     4.7%
Sulfur                      n/a       n/a       n/a    12,274       n/a      n/a
Carbon                      n/a       n/a       n/a     1,825       n/a      n/a
                       ------------------------Energy-------------------------
Heating Oil               1,975    15,288   -13,313    17,957   329,434     0.6%
Natural Gas            -180,585  -191,690    11,105  -183,803   913,905   -19.8%
Henry Hub Gas           341,009   379,421   -38,412   406,230 2,523,409    13.5%
Crude Oil, ICE           19,090    23,214    -4,124    19,227   424,221     4.5%
Crude Oil, NYME         137,686   159,965   -22,279    61,496 1,380,562    10.0%
WTI Crude Oil            29,885    31,771    -1,886     9,495   216,399    13.8%
Dubai Crude Oil            -188       -88      -100    -7,287    20,860    -0.9%
Gas Blendstock           35,475    40,499    -5,024    36,341   267,532    13.3%
Gasoil Crack Spread       9,877     9,052       825       684    31,349    31.5%
                       ----------------------Financials-----------------------
U.S. Tsy Bonds          -23,357   -24,835     1,478    -1,435   638,290    -3.7%
================================================================================
                       Sept. 27      Week    Weekly      Year      Open     Open
                           2011       Ago    Change       Ago  Interest  Int.(*)
================================================================================
                       ----------------------Financials-----------------------
2-Yr Tsy Note            38,726    62,554   -23,828    29,814   759,332     5.1%
10-Yr Tsy Note          -94,945  -113,181    18,236    35,115 1,555,333    -6.1%
5-Yr Tsy Note           297,956   294,342     3,614   126,026 1,294,173    23.0%
30-Day Fed Funds            137     5,573    -5,436   142,668   688,765     0.0%
3-mo Eurodollar         -80,387   -41,468   -38,919 1,122,519 8,378,721    -1.0%
Interest rate swaps: 
 10yr-3mo                  -368     1,855    -2,223    -1,439    11,384    -3.2%
 5yr-3mo                   -611     1,045    -1,656      -985    14,823    -4.1%
--------------------------------------------------------------------------------
Russian Ruble            11,959    11,240       719       n/a    83,729    14.3%
Canadian Dollar         -20,550    -5,458   -15,092    27,870    86,146   -23.9%
Swiss Franc               2,424     4,221    -1,797    19,993    23,123    10.5%
Mexican Peso            -20,626   -16,890    -3,736    66,591    83,098   -24.8%
British Pound           -64,010   -59,755    -4,255    -2,194   154,682   -41.4%
Japanese Yen             42,322    45,617    -3,295    28,666   125,732    33.7%
U.S. Dollar Index        38,420    34,248     4,172     1,384    68,631    56.0%
================================================================================
                       Sept. 27      Week    Weekly      Year      Open     Open
                           2011       Ago    Change       Ago  Interest  Int.(*)
================================================================================
                       ----------------------Financials-----------------------
Euro                    -82,473   -79,460    -3,013    35,330   215,172   -38.3%
New Zealand Dollar        9,591    13,565    -3,974    17,270    23,804    40.3%
Australian Dollar         5,167    23,095   -17,928    69,533    82,580     6.3%
--------------------------------------------------------------------------------
Dow Jones            
 x $5                     1,813     9,439    -7,626    27,958    68,372     2.7%
S&P 500                 -10,574    -9,770      -804    16,783   285,734    -3.7%
 Mini S&P 500          -287,034  -307,316    20,282  -155,473 2,976,793    -9.6%
E-Mini S&P 400            1,698     1,277       421     8,496   106,308     1.6%
Nasdaq 100                2,058       n/a       n/a       n/a    13,510    15.2%
 Mini Nasdaq 100         14,001    25,229   -11,228    75,500   316,586     4.4%
Russell 2000 Mini       -53,926   -51,178    -2,748   -44,144   465,993   -11.6%
Nikkei                   -1,783    -4,401     2,618     2,720    25,772    -6.9%
  Yen denominated           484     3,259    -2,775        83    30,635     1.6%
E-Mini MSCI EAFE            n/a       n/a       n/a     3,254       n/a      n/a
================================================================================
NOTE: (*) The open interest figures are expressed as the number
of speculative long positions as a percentage of the total open
interest in the contracts.

To contact the reporter on this story: Mike Sebany in Washington at msebany@bloomberg.net

To contact the editor responsible for this story: Alex Tanzi at atanzi@bloomberg.net

Press spacebar to pause and continue. Press esc to stop.

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.