WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,770
COMMITMENTS
118,412 86,775 54,088 272,196 280,849 444,696 421,712 33,074 56,058
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 8,548)
8,694 2,927 -1,992 8,177 9,624 14,879 10,559 -6,331 -2,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 18.2 11.3 57.0 58.8 93.1 88.3 6.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
161 120 111 89 127 325 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,381,018
COMMITMENTS
530,630 97,933 164,701 543,399 864,603 1238730 1127237 142,288 253,781
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 41,606)
25,769 -2,557 -8,147 14,453 52,888 32,075 42,184 9,531 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 7.1 11.9 39.3 62.6 89.7 81.6 10.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 901)
278 154 191 176 385 549 672
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,471
COMMITMENTS
2,678 346 18 5,178 8,881 7,874 9,245 2,597 1,226
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 170)
433 37 -6 -573 153 -146 184 316 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 3.3 0.2 49.5 84.8 75.2 88.3 24.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 2 3 15 10 31 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,472
COMMITMENTS
178,034 35,587 64,593 234,325 349,124 476,952 449,304 50,520 78,168
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 9,846)
6,380 3,973 -2,439 3,906 10,547 7,847 12,081 1,999 -2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 6.7 12.2 44.4 66.2 90.4 85.2 9.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
203 86 102 101 201 356 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 27,180
COMMITMENTS
24,380 2,052 245 19 5,902 24,644 8,199 2,536 18,981
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 790)
915 359 33 0 344 948 736 -158 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.7 7.5 0.9 0.1 21.7 90.7 30.2 9.3 69.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 6 10 1 13 26 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,726
COMMITMENTS
73,014 41,588 27,794 127,400 175,507 228,208 244,889 34,518 17,837
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,686)
3,156 -176 -2,000 -1,786 4,497 -630 2,321 3,316 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 15.8 10.6 48.5 66.8 86.9 93.2 13.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
86 60 70 61 58 192 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 681,513
COMMITMENTS
91,253 100,261 24,232 420,582 431,528 536,067 556,021 145,446 125,492
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -99,148)
-5,749 -11,049 -24,318 -38,190 -34,519 -68,257 -69,886 -30,891 -29,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 14.7 3.6 61.7 63.3 78.7 81.6 21.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
36 22 12 76 71 120 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 219,013
COMMITMENTS
27,704 29,143 6,347 142,826 151,775 176,877 187,265 42,136 31,748
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -24,413)
-4,397 -932 48 -16,213 -19,696 -20,562 -20,580 -3,851 -3,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 13.3 2.9 65.2 69.3 80.8 85.5 19.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 7 5 25 21 35 30
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,913
COMMITMENTS
834 872 375 8,365 8,445 9,574 9,692 339 221
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -205)
-129 184 -61 -8 -284 -198 -161 -7 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 8.8 3.8 84.4 85.2 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 6 4 18 21 27 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 213,073
COMMITMENTS
86,181 17,797 15,479 71,878 162,365 173,538 195,641 39,535 17,432
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 4,709)
1,524 827 -259 985 6,657 2,250 7,225 2,459 -2,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 8.4 7.3 33.7 76.2 81.4 91.8 18.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
79 36 44 54 52 163 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,337
COMMITMENTS
5,797 4,675 1,465 5,287 9,534 12,549 15,674 4,788 1,663
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,043)
158 449 -1,428 -156 -51 -1,426 -1,030 383 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 27.0 8.5 30.5 55.0 72.4 90.4 27.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
39 20 12 20 19 70 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 673,971
COMMITMENTS
127,686 154,755 4,473 427,396 410,825 559,555 570,053 114,416 103,918
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,032)
-19,616 -2,406 -3,524 -18,818 -28,574 -41,958 -34,504 -4,074 -11,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 23.0 0.7 63.4 61.0 83.0 84.6 17.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
31 44 11 73 93 112 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,767,283
COMMITMENTS
204,926 183,146 47,932 1229050 1204762 1481908 1435840 285,375 331,443
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -183,727)
-15,889 25,250 -34,814 -88,298 -172,404 -139,001 -181,968 -44,726 -1,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 10.4 2.7 69.5 68.2 83.9 81.2 16.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
45 46 21 116 126 174 180
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 945,668
COMMITMENTS
195,615 94,659 11,393 526,122 604,627 733,130 710,679 212,538 234,989
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -83,647)
33,563 -25,112 -3,724 -109,598 -53,291 -79,759 -82,127 -3,888 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.0 1.2 55.6 63.9 77.5 75.2 22.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
28 26 15 60 80 95 114
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 565,622
COMMITMENTS
152,485 16,516 61,740 315,068 442,155 529,293 520,411 36,329 45,211
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -60,435)
-8,974 88 -2,727 -48,207 -50,899 -59,908 -53,538 -527 -6,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 2.9 10.9 55.7 78.2 93.6 92.0 6.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
36 13 28 53 50 96 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,637
COMMITMENTS
6,640 4,404 5,062 32,285 33,745 43,986 43,211 7,651 8,426
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 8,517)
-2,546 -929 4,787 5,037 1,290 7,277 5,147 1,240 3,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 8.5 9.8 62.5 65.4 85.2 83.7 14.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
24 14 16 30 36 64 62
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,096
COMMITMENTS
2,464 3,166 9 5,627 3,083 8,100 6,258 1,996 3,838
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 31.4 0.1 55.7 30.5 80.2 62.0 19.8 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 8 3 4 4 10 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,081
COMMITMENTS
16,855 10,979 1,602 53,315 61,324 71,772 73,905 11,309 9,176
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,158)
-1,517 313 1,052 -1,181 -3,587 -1,646 -2,222 -1,512 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 13.2 1.9 64.2 73.8 86.4 89.0 13.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 15 9 28 36 60 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,272
COMMITMENTS
1,049 2,623 426 15,511 14,072 16,986 17,121 286 151
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,557)
103 969 -844 3,269 2,423 2,528 2,548 29 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 15.2 2.5 89.8 81.5 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 1 11 16 16 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,906
COMMITMENTS
1,337 3,475 260 39,117 36,827 40,714 40,562 192 344
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -172)
-717 -575 10 625 195 -82 -370 -90 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 8.5 0.6 95.6 90.0 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 6 20 10 23
Updated September 10, 2010