WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,686
COMMITMENTS
90,657 83,908 146,471 318,529 297,320 555,657 527,699 41,029 68,987
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 12,795)
3,482 -3,001 3,386 5,161 11,579 12,028 11,964 766 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 14.1 24.5 53.4 49.8 93.1 88.4 6.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
144 147 182 83 117 342 349
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,591,725
COMMITMENTS
334,835 134,295 430,574 697,441 718,530 1462850 1283399 128,874 308,326
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 32,081)
11,093 18,311 8,983 13,911 3,216 33,987 30,510 -1,906 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 8.4 27.1 43.8 45.1 91.9 80.6 8.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 788)
219 171 267 212 341 567 670
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,561
COMMITMENTS
1,129 781 1,416 6,007 7,833 8,551 10,029 3,010 1,532
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 490)
262 9 233 -21 46 475 287 16 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.8 12.2 52.0 67.7 74.0 86.7 26.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 6 5 17 14 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,787
COMMITMENTS
126,655 35,860 149,020 257,696 305,585 533,371 490,465 51,417 94,323
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -32,603)
-5,740 -639 -28,395 3,088 -3,499 -31,048 -32,533 -1,556 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 6.1 25.5 44.1 52.3 91.2 83.9 8.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
171 129 189 109 184 379 421
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,158
COMMITMENTS
18,119 1,296 217 12 4,224 18,348 5,737 2,810 15,421
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 62)
384 451 -140 0 19 244 330 -182 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.6 6.1 1.0 0.1 20.0 86.7 27.1 13.3 72.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
19 5 10 2 10 21 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,045
COMMITMENTS
51,962 48,983 72,335 173,432 180,946 297,729 302,264 29,316 24,781
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -3,193)
4,135 -9,499 -2,411 -5,959 8,188 -4,235 -3,722 1,042 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.0 22.1 53.0 55.3 91.0 92.4 9.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
70 68 91 71 61 207 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 748,691
COMMITMENTS
86,326 141,155 32,126 466,931 438,257 585,383 611,539 163,308 137,152
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -23,162)
9,136 7,626 -17,207 -17,352 -3,712 -25,423 -13,293 2,262 -9,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.9 4.3 62.4 58.5 78.2 81.7 21.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
28 28 29 75 77 118 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 159,294
COMMITMENTS
16,828 31,781 97 98,251 108,123 115,176 140,001 44,118 19,293
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -919)
-227 -1,077 22 -3,945 -1,426 -4,150 -2,481 3,231 1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 20.0 0.1 61.7 67.9 72.3 87.9 27.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 1 17 19 23 26
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,805
COMMITMENTS
2,205 752 448 8,801 10,477 11,454 11,677 351 128
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -359)
156 275 -31 -502 -505 -377 -261 18 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.4 3.8 74.6 88.8 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 3 20 21 32 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,673
COMMITMENTS
72,599 12,333 24,926 76,721 151,918 174,247 189,177 41,426 26,497
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -13,456)
-303 -1,570 -4,559 -4,882 -7,018 -9,745 -13,147 -3,711 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 5.7 11.6 35.6 70.4 80.8 87.7 19.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
73 35 44 67 63 170 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,201
COMMITMENTS
3,728 3,891 2,213 7,660 8,812 13,600 14,915 3,601 2,286
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 647)
459 -17 -266 103 966 297 684 351 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 22.6 12.9 44.5 51.2 79.1 86.7 20.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 16 15 25 26 64 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 847,848
COMMITMENTS
162,776 181,682 52,465 526,488 497,325 741,729 731,472 106,119 116,376
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -69,216)
-10,965 -14,497 729 -63,045 -47,920 -73,281 -61,687 4,065 -7,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 21.4 6.2 62.1 58.7 87.5 86.3 12.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
32 61 35 79 124 136 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,217,370
COMMITMENTS
170,434 294,417 181,720 1563211 1410167 1915365 1886304 302,005 331,066
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -182,624)
-21,908 93 -88,387 -74,193 -88,416 -184,488 -176,709 1,864 -5,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 13.3 8.2 70.5 63.6 86.4 85.1 13.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
36 48 53 132 154 196 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 994,271
COMMITMENTS
206,268 88,617 39,818 529,937 614,539 776,023 742,973 218,248 251,298
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -6,959)
41,286 9,879 -10,747 -32,615 -10,170 -2,076 -11,038 -4,884 4,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 8.9 4.0 53.3 61.8 78.0 74.7 22.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
27 32 24 69 82 110 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,258,766
COMMITMENTS
178,870 12,200 611,168 417,679 564,449 1207717 1187818 51,050 70,948
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 26,981)
1,953 -1,085 16,521 3,564 8,405 22,038 23,841 4,943 3,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 1.0 48.6 33.2 44.8 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
34 15 42 59 60 107 104
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,260
COMMITMENTS
7,557 5,066 532 29,599 30,182 37,688 35,780 6,571 8,480
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,339)
1,044 315 -30 75 1,568 1,090 1,853 1,249 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.4 1.2 66.9 68.2 85.2 80.8 14.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 10 7 28 32 53 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,520
COMMITMENTS
15,114 10,132 1,065 59,199 60,363 75,377 71,560 13,143 16,960
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,677)
2,088 630 -59 151 3,136 2,179 3,707 2,498 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.4 1.2 66.9 68.2 85.2 80.8 14.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 10 7 28 32 53 46
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,620
COMMITMENTS
885 910 156 11,337 11,388 12,378 12,454 242 166
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -315)
-1,248 184 0 941 -509 -307 -325 -8 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.2 1.2 89.8 90.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 1 9 16 14 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,982
COMMITMENTS
3,469 2,743 20 31,210 32,137 34,699 34,900 283 82
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,655)
724 -335 0 920 2,018 1,644 1,683 11 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.8 0.1 89.2 91.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 1 6 16 15 18
Updated July 30, 2010