WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 505,360
COMMITMENTS
128,269 91,526 64,827 272,236 288,194 465,332 444,547 40,028 60,813
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -1,918)
4,439 1,139 -4,012 507 52 934 -2,821 -2,852 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 18.1 12.8 53.9 57.0 92.1 88.0 7.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
170 112 143 91 122 350 311
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,347,806
COMMITMENTS
469,741 111,766 187,681 562,815 791,750 1220237 1091197 127,569 256,609
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,041)
10,051 -689 5,403 -5,163 4,271 10,291 8,985 -5,250 -3,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 8.3 13.9 41.8 58.7 90.5 81.0 9.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 854)
251 161 200 204 369 557 662
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,199
COMMITMENTS
2,495 427 146 5,780 9,275 8,421 9,848 2,778 1,351
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 58)
-52 -30 -194 356 438 110 214 -52 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 3.8 1.3 51.6 82.8 75.2 87.9 24.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 4 3 14 11 31 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,449
COMMITMENTS
172,727 33,353 67,333 236,018 342,888 476,078 443,574 48,371 80,875
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -1,417)
-2,801 -6,381 -14 2,751 2,519 -64 -3,876 -1,353 2,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 6.4 12.8 45.0 65.4 90.8 84.6 9.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
195 87 111 105 199 357 359
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,469
COMMITMENTS
23,810 1,866 211 9 5,817 24,030 7,894 2,439 18,575
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -168)
70 -42 6 4 35 80 -1 -248 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.0 7.0 0.8 0.0 22.0 90.8 29.8 9.2 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 7 7 1 14 23 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,783
COMMITMENTS
78,463 37,821 38,677 128,130 180,855 245,270 257,353 32,513 20,430
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -35,511)
-11,080 -2,239 -12,623 -8,086 -20,407 -31,789 -35,269 -3,722 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 13.6 13.9 46.1 65.1 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
86 55 84 65 55 203 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 743,828
COMMITMENTS
96,004 101,775 14,612 472,592 494,603 583,208 610,990 160,620 132,838
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 28,550)
14,668 8,840 7,240 18,758 9,158 40,666 25,238 -12,116 3,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 13.7 2.0 63.5 66.5 78.4 82.1 21.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 26 18 78 80 126 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 235,402
COMMITMENTS
31,035 33,658 2,543 147,167 156,280 180,745 192,481 54,657 42,921
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 38,373)
9,156 3,122 2,496 20,551 23,381 32,203 28,999 6,170 9,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 14.3 1.1 62.5 66.4 76.8 81.8 23.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 7 3 27 22 34 30
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,206
COMMITMENTS
917 474 536 9,328 9,836 10,781 10,846 425 360
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 265)
-164 158 -123 423 67 136 102 129 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 4.2 4.8 83.2 87.8 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 6 4 16 20 26 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 200,331
COMMITMENTS
77,009 12,328 14,466 70,349 153,654 161,824 180,448 38,507 19,883
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,312)
-5,639 -1,623 -798 2,972 137 -3,465 -2,284 153 -1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 6.2 7.2 35.1 76.7 80.8 90.1 19.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
67 28 38 64 55 159 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,453
COMMITMENTS
5,457 3,809 2,914 6,347 10,910 14,718 17,633 4,735 1,820
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 749)
748 165 115 -244 599 619 879 130 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 19.6 15.0 32.6 56.1 75.7 90.6 24.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
38 18 14 21 23 72 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 832,020
COMMITMENTS
197,231 189,616 22,411 486,791 495,210 706,433 707,237 125,587 124,783
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 9,836)
-369 -305 6,108 -10,643 -9,816 -4,904 -4,013 14,740 13,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 22.8 2.7 58.5 59.5 84.9 85.0 15.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
33 51 16 77 109 123 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,055,210
COMMITMENTS
204,962 224,882 62,551 1463528 1448527 1731041 1735960 324,169 319,250
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 63,184)
8,456 -19,201 10,063 14,032 55,842 32,551 46,704 30,633 16,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 10.9 3.0 71.2 70.5 84.2 84.5 15.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
38 52 47 125 137 194 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,176,478
COMMITMENTS
178,100 143,825 27,266 756,041 758,267 961,407 929,358 215,071 247,120
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 83,397)
-5,390 20,279 800 75,845 57,358 71,255 78,437 12,142 4,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 12.2 2.3 64.3 64.5 81.7 79.0 18.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
28 29 23 75 89 115 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 603,936
COMMITMENTS
149,373 14,331 65,689 346,443 469,960 561,505 549,980 42,431 53,956
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 6,620)
-3,661 6,034 11,255 1,096 -7,505 8,690 9,784 -2,070 -3,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 2.4 10.9 57.4 77.8 93.0 91.1 7.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 11 26 52 48 92 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,608
COMMITMENTS
9,852 4,597 393 27,173 34,368 37,417 39,358 7,191 5,250
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,795)
-3,786 181 187 109 -4,087 -3,490 -3,719 -305 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.3 0.9 60.9 77.0 83.9 88.2 16.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 12 8 30 35 63 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,215
COMMITMENTS
19,703 9,194 785 54,345 68,736 74,833 78,715 14,382 10,500
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -7,589)
-7,572 362 374 218 -8,173 -6,980 -7,437 -609 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.3 0.9 60.9 77.0 83.9 88.2 16.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 12 8 30 35 63 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,769
COMMITMENTS
999 1,323 296 11,238 10,953 12,533 12,572 236 197
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 912)
-564 424 140 1,332 331 908 895 4 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 10.4 2.3 88.0 85.8 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 8 1 10 17 15 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,638
COMMITMENTS
1,888 4,653 340 39,157 36,505 41,385 41,498 253 140
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,078)
231 1,148 90 749 -218 1,070 1,020 8 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 11.2 0.8 94.0 87.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 5 19 11 22
Updated August 27, 2010