U.S. CFTC Commitment of Traders for Sept. 27: Summary
By Mike Sebany -
2011-09-30T19:30:27Z
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:
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Sept. 27 Week Weekly Year Open Open
2011 Ago Change Ago Interest Int.(*)
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----------------------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%
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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%
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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%
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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%
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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%
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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%
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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%
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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%
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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
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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
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