WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,459
COMMITMENTS
115,023 92,162 60,326 270,806 277,291 446,155 429,779 45,304 61,680
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 212)
-6,370 3,547 2,587 326 -7,154 -3,457 -1,020 3,669 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 18.8 12.3 55.1 56.4 90.8 87.4 9.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
163 124 116 90 127 326 300
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,441,646
COMMITMENTS
580,978 115,264 153,600 556,103 924,119 1290681 1192983 150,965 248,663
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 66,824)
25,099 3,474 19,650 20,611 55,114 65,360 78,238 1,464 -11,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 8.0 10.7 38.6 64.1 89.5 82.8 10.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 925)
297 148 190 187 390 569 676
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,366
COMMITMENTS
3,911 239 166 5,389 10,538 9,466 10,943 2,900 1,423
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 800)
307 -16 60 390 893 757 937 43 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 1.9 1.3 43.6 85.2 76.5 88.5 23.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 2 3 14 11 36 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,999
COMMITMENTS
198,243 35,156 74,405 233,582 373,407 506,230 482,968 54,769 78,031
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 28,284)
17,765 1,084 8,897 -2,034 17,669 24,628 27,650 3,656 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 6.3 13.3 41.6 66.6 90.2 86.1 9.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
217 82 116 106 206 384 365
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 27,165
COMMITMENTS
23,874 2,274 366 19 6,822 24,259 9,462 2,906 17,703
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 285)
-60 329 75 0 820 15 1,224 270 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.9 8.4 1.3 0.1 25.1 89.3 34.8 10.7 65.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 7 7 1 15 20 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,823
COMMITMENTS
96,682 31,891 39,814 135,606 221,865 272,102 293,570 38,721 17,253
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 29,929)
14,430 -6,476 8,527 3,131 27,534 26,088 29,585 3,841 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 10.3 12.8 43.6 71.4 87.5 94.4 12.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
89 56 90 59 67 211 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 666,414
COMMITMENTS
75,122 68,467 20,712 422,012 465,336 517,846 554,515 148,568 111,899
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,425)
-10,847 -17,918 -2,049 8,936 26,126 -3,960 6,159 5,385 -4,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 10.3 3.1 63.3 69.8 77.7 83.2 22.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
31 26 16 77 73 121 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 222,962
COMMITMENTS
36,073 23,542 1,187 139,784 165,137 177,044 189,866 45,918 33,096
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,407)
7,975 -2,783 -3,962 -4,838 6,423 -825 -322 3,232 2,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 10.6 0.5 62.7 74.1 79.4 85.2 20.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 3 23 23 32 29
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,729
COMMITMENTS
986 1,111 297 8,210 8,199 9,493 9,607 236 122
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 234)
2 594 -72 395 -191 325 331 -91 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.4 3.1 84.4 84.3 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 5 21 21 31 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 213,118
COMMITMENTS
79,658 15,306 17,771 76,996 162,984 174,425 196,061 38,693 17,057
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 8,534)
3,592 2,132 905 868 5,102 5,365 8,139 3,169 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 7.2 8.3 36.1 76.5 81.8 92.0 18.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
77 32 45 61 47 167 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,771
COMMITMENTS
5,321 4,442 1,434 5,678 9,968 12,433 15,844 5,338 1,927
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -12)
-737 -174 55 219 -17 -463 -136 451 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 25.0 8.1 32.0 56.1 70.0 89.2 30.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
40 20 11 22 19 73 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 721,699
COMMITMENTS
167,742 163,809 5,654 438,232 435,238 611,628 604,701 110,071 116,998
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 16,617)
43,005 -17,282 2,281 -30,796 30,659 14,490 15,658 2,127 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 22.7 0.8 60.7 60.3 84.7 83.8 15.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
30 48 14 77 103 118 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,649,542
COMMITMENTS
233,397 180,062 31,914 1100423 1133638 1365734 1345614 283,808 303,928
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -13,466)
24,046 -3,401 -2,813 -43,955 -1,671 -22,722 -7,885 9,256 -5,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 10.9 1.9 66.7 68.7 82.8 81.6 17.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
58 37 25 113 127 185 175
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 927,052
COMMITMENTS
198,549 65,553 9,218 497,614 625,004 705,381 699,775 221,671 227,277
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 46,008)
32,157 -8,090 -4,359 1,435 58,094 29,233 45,645 16,775 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 7.1 1.0 53.7 67.4 76.1 75.5 23.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 20 13 63 75 101 103
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 597,693
COMMITMENTS
161,183 21,268 71,122 331,362 451,323 563,667 543,713 34,026 53,980
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 17,016)
8,322 4,272 3,154 5,804 4,185 17,280 11,611 -264 5,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 3.6 11.9 55.4 75.5 94.3 91.0 5.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
33 15 28 50 50 93 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,273
COMMITMENTS
12,139 5,698 262 21,383 27,178 33,784 33,137 5,489 6,136
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -14,078)
949 -415 -2,544 -10,328 -11,325 -11,923 -14,284 -2,155 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 14.5 0.7 54.4 69.2 86.0 84.4 14.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 12 2 27 36 48 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,545
COMMITMENTS
24,278 11,395 524 42,765 54,355 67,567 66,274 10,978 12,271
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -28,156)
1,897 -830 -5,088 -20,655 -22,650 -23,846 -28,568 -4,310 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 14.5 0.7 54.4 69.2 86.0 84.4 14.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 12 2 27 36 48 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,865
COMMITMENTS
994 709 48 8,539 8,984 9,581 9,741 284 124
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -19)
63 -611 48 -238 446 -127 -117 108 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 7.2 0.5 86.6 91.1 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 1 8 15 13 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,057
COMMITMENTS
1,716 2,601 0 33,099 32,381 34,815 34,982 242 75
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,255)
46 -218 0 1,117 1,610 1,163 1,392 92 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 7.4 0.0 94.4 92.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 4 0 6 20 11 24
Updated September 24, 2010