WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,444
COMMITMENTS
87,494 104,421 60,207 284,894 240,014 432,595 404,642 33,849 61,802
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 12,377)
5,517 -12,773 6,383 -441 16,447 11,459 10,057 918 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 22.4 12.9 61.1 51.5 92.7 86.8 7.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
117 141 130 69 111 282 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,118,799
COMMITMENTS
297,391 146,818 151,687 557,285 563,119 1006363 861,624 112,436 257,175
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 18,102)
41,088 -36,168 2,263 -22,836 49,272 20,515 15,367 -2,413 2,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 13.1 13.6 49.8 50.3 90.0 77.0 10.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 694)
177 154 159 147 312 415 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,009
COMMITMENTS
1,854 857 124 5,688 7,722 7,666 8,703 2,343 1,306
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,605)
-32 -5 -319 -1,033 -1,088 -1,384 -1,412 -221 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 8.6 1.2 56.8 77.2 76.6 87.0 23.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 3 3 14 10 27 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,556
COMMITMENTS
116,454 52,918 75,134 229,223 255,352 420,811 383,404 47,745 85,152
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 18,020)
19,584 -30,929 10,369 -17,917 37,330 12,036 16,770 5,984 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 11.3 16.0 48.9 54.5 89.8 81.8 10.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
171 96 124 114 173 339 350
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,256
COMMITMENTS
15,673 795 263 16 4,019 15,952 5,077 3,304 14,179
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,974)
1,983 65 -34 7 164 1,956 195 18 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.4 4.1 1.4 0.1 20.9 82.8 26.4 17.2 73.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 3 8 2 10 19 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,954
COMMITMENTS
54,275 67,437 39,429 162,121 149,098 255,825 255,964 26,129 25,990
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -10,855)
602 -11,686 4,250 -17,464 1,907 -12,612 -5,529 1,757 -5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 23.9 14.0 57.5 52.9 90.7 90.8 9.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
72 76 71 62 52 179 172
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 673,928
COMMITMENTS
90,323 129,685 8,522 435,265 420,116 534,110 558,323 139,818 115,605
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 11,725)
12,822 -3,331 -318 5,051 23,628 17,555 19,979 -5,830 -8,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 19.2 1.3 64.6 62.3 79.3 82.8 20.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
31 29 13 64 74 103 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 155,057
COMMITMENTS
13,323 30,373 67 103,130 107,015 116,520 137,455 38,537 17,602
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,358)
0 5,635 -17 2,029 -3,238 2,012 2,380 1,346 978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 19.6 0.0 66.5 69.0 75.1 88.6 24.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 7 1 17 17 22 24
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,992
COMMITMENTS
1,695 239 527 9,285 10,992 11,507 11,758 485 234
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -168)
130 -116 -207 -204 68 -281 -255 113 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 2.0 4.4 77.4 91.7 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 2 19 21 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,206
COMMITMENTS
70,629 12,870 15,700 70,752 142,943 157,081 171,513 38,125 23,693
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,914)
7,402 -1,969 -605 -4,484 7,841 2,313 5,267 601 -2,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 6.6 8.0 36.2 73.2 80.5 87.9 19.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
73 28 40 65 60 161 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,677
COMMITMENTS
3,039 3,902 1,316 7,643 7,154 11,998 12,372 2,679 2,305
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,069)
118 213 160 586 693 864 1,066 205 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 26.6 9.0 52.1 48.7 81.7 84.3 18.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 22 10 18 21 43 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 837,816
COMMITMENTS
166,801 206,154 11,655 558,162 497,651 736,618 715,460 101,198 122,356
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -32,564)
-4,612 475 -11,872 -16,694 -23,352 -33,178 -34,749 614 2,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 24.6 1.4 66.6 59.4 87.9 85.4 12.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
28 60 16 61 110 99 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,756,650
COMMITMENTS
186,513 292,670 27,849 1253531 1115197 1467893 1435716 288,757 320,934
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 34,558)
7,229 -2,054 3,743 30,438 28,114 41,410 29,803 -6,852 4,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 16.7 1.6 71.4 63.5 83.6 81.7 16.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
32 53 27 98 125 150 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,496
COMMITMENTS
167,600 85,504 9,163 509,779 567,374 686,542 662,041 213,954 238,455
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -32,469)
-9,140 -12,018 1,223 -14,836 -27,574 -22,753 -38,369 -9,716 5,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 9.5 1.0 56.6 63.0 76.2 73.5 23.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
23 24 10 63 74 90 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 608,917
COMMITMENTS
177,014 13,617 48,279 343,715 490,066 569,008 551,962 39,909 56,955
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 15,075)
2,427 -2,205 5,046 9,652 13,995 17,125 16,836 -2,050 -1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 2.2 7.9 56.4 80.5 93.4 90.6 6.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
26 13 31 51 55 92 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,091
COMMITMENTS
4,819 6,256 266 29,022 25,431 34,106 31,953 4,985 7,138
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,692)
-1,798 1,492 130 1,045 -4,449 -623 -2,828 -1,069 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 16.0 0.7 74.2 65.1 87.2 81.7 12.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 12 2 28 31 42 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,181
COMMITMENTS
9,637 12,512 531 58,044 50,862 68,212 63,905 9,969 14,276
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -3,384)
-3,595 2,984 259 2,090 -8,898 -1,246 -5,655 -2,138 2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 16.0 0.7 74.2 65.1 87.2 81.7 12.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 12 2 28 31 42 45
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,527
COMMITMENTS
2,529 731 53 11,683 13,610 14,265 14,394 262 133
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -259)
-754 -54 0 498 -187 -256 -241 -3 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 5.0 0.4 80.4 93.7 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 1 8 17 12 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,397
COMMITMENTS
1,967 4,148 0 29,114 27,112 31,081 31,260 316 137
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,301)
-1,090 993 0 -222 -2,323 -1,312 -1,330 11 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 13.2 0.0 92.7 86.4 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 0 8 15 13 18
Updated July 16, 2010