U.S. CFTC Commitment of Traders for Oct. 25: Summary
By Mike Sebany -
2011-10-28T19:30:54Z
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 Oct. 25, according to the Washington-based Commodity Futures Trading Commission:
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Oct. 25 Week Weekly Year Open Open
2011 Ago Change Ago Interest Int.(*)
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----------------------Commodities----------------------
Wheat- Chicago -46,610 -52,572 5,962 1,429 428,942 -10.9%
Wheat- Kansas City 28,111 28,519 -408 82,746 154,796 18.2%
Wheat- Minneapolis 11,023 10,754 269 18,547 42,370 26.0%
Corn 264,833 241,663 23,170 430,663 1,220,762 21.7%
Oats 1,527 1,434 93 3,559 16,316 9.4%
Soybeans 64,319 110,594 -46,275 201,843 542,926 11.8%
Soybean Oil -12,209 -6,802 -5,407 78,919 304,652 -4.0%
Soybean Meal -12,115 -15,696 3,581 43,731 187,731 -6.5%
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Oct. 25 Week Weekly Year Open Open
2011 Ago Change Ago Interest Int.(*)
================================================================================
----------------------Commodities----------------------
Cotton 17,878 22,468 -4,590 39,608 159,357 11.2%
Rough Rice 224 530 -306 2,574 18,227 1.2%
Orange Juice 9,011 8,874 137 11,259 25,732 35.0%
Milk -1,375 -1,542 167 2,078 31,954 -4.3%
Cocoa 59 30 29 -5,450 196,670 0.0%
Sugar 118,633 112,024 6,609 156,994 507,502 23.4%
Coffee 13,980 9,990 3,990 40,318 122,607 11.4%
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Lean Hogs 57,860 49,488 8,372 23,502 279,577 20.7%
Live Cattle 72,868 72,181 687 98,142 336,771 21.6%
Feeder Cattle 10,538 9,751 787 175 36,066 29.2%
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Palladium 6,642 7,162 -520 16,134 18,747 35.4%
Platinum 19,712 20,180 -468 26,743 37,291 52.9%
Silver 11,022 10,352 670 40,509 107,066 10.3%
Copper -2,938 -5,339 2,401 26,463 129,893 -2.3%
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Oct. 25 Week Weekly Year Open Open
2011 Ago Change Ago Interest Int.(*)
================================================================================
----------------------Commodities----------------------
Gold 129,721 126,978 2,743 239,086 443,723 29.2%
Lumber -692 -810 118 1,495 9,945 -7.0%
Sulfur n/a n/a n/a 12,100 n/a n/a
Carbon n/a n/a n/a 1,850 n/a n/a
------------------------Energy-------------------------
Heating Oil 19,145 14,729 4,416 29,605 298,497 6.4%
Natural Gas -169,440 -168,643 -797 -165,744 977,327 -17.3%
Henry Hub Gas 318,137 325,677 -7,540 342,522 2,490,081 12.8%
Crude Oil, ICE 22,739 17,692 5,047 28,605 412,020 5.5%
Crude Oil, NYME 159,718 144,371 15,347 125,271 1,388,897 11.5%
WTI Crude Oil 27,263 30,091 -2,828 9,088 209,881 13.0%
Dubai Crude Oil -549 -549 0 -3,631 16,227 -3.4%
Gas Blendstock 60,650 52,000 8,650 57,683 280,564 21.6%
Gasoil Crack Spread 10,346 10,676 -330 2,322 34,328 30.1%
----------------------Financials-----------------------
U.S. Tsy Bonds 1,096 -8,284 9,380 -23,185 620,520 0.2%
================================================================================
Oct. 25 Week Weekly Year Open Open
2011 Ago Change Ago Interest Int.(*)
================================================================================
----------------------Financials-----------------------
2-Yr Tsy Note 58,466 48,702 9,764 50,327 723,030 8.1%
10-Yr Tsy Note -65,880 -136,183 70,303 15,756 1,504,168 -4.4%
5-Yr Tsy Note 291,887 236,404 55,483 120,809 1,249,117 23.4%
30-Day Fed Funds 7,403 3,274 4,129 134,728 641,904 1.2%
3-mo Eurodollar -651,203 -655,492 4,289 896,120 8,223,952 -7.9%
Interest rate swaps:
10yr-3mo 1,158 1,489 -331 -524 9,502 12.2%
5yr-3mo 669 1,340 -671 -429 14,135 4.7%
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Russian Ruble 13,799 12,521 1,278 5,994 88,737 15.6%
Canadian Dollar -17,923 -24,795 6,872 19,875 120,187 -14.9%
Swiss Franc -1,203 -2,243 1,040 12,519 27,697 -4.3%
Mexican Peso -27,055 -24,129 -2,926 80,143 96,313 -28.1%
British Pound -50,147 -53,226 3,079 5,089 171,560 -29.2%
Japanese Yen 54,279 26,907 27,372 43,129 165,616 32.8%
U.S. Dollar Index 32,110 41,751 -9,641 5,850 63,947 50.2%
================================================================================
Oct. 25 Week Weekly Year Open Open
2011 Ago Change Ago Interest Int.(*)
================================================================================
----------------------Financials-----------------------
Euro -76,512 -77,720 1,208 40,505 235,774 -32.5%
New Zealand Dollar 9,219 8,225 994 15,871 24,675 37.4%
Australian Dollar 23,071 20,353 2,718 55,115 126,816 18.2%
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Dow Jones
x $5 3,828 8,415 -4,587 32,415 78,486 4.9%
S&P 500 11,877 3,097 8,780 34,712 295,815 4.0%
Mini S&P 500 -382,984 -368,568 -14,416 -152,637 3,004,309 -12.7%
E-Mini S&P 400 1,988 778 1,210 9,447 108,847 1.8%
Nasdaq 100 1,793 n/a 77 7,709 23,028 7.8%
Mini Nasdaq 100 50,348 37,304 13,044 72,118 337,429 14.9%
Russell 2000 Mini -59,631 -56,714 -2,917 -34,919 459,940 -13.0%
Nikkei -2,962 -2,749 -213 230 26,427 -11.2%
Yen denominated -664 3,643 -4,307 -3,936 40,811 -1.6%
E-Mini MSCI EAFE n/a n/a n/a 3,307 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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