WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,381
COMMITMENTS
100,129 83,001 140,155 294,108 290,110 534,392 513,265 43,988 65,115
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -88,525)
-2,590 2,800 -63,052 -21,726 -24,318 -87,367 -84,570 -1,157 -3,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 14.4 24.2 50.9 50.2 92.4 88.7 7.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
153 143 176 92 132 349 363
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,822,805
COMMITMENTS
479,948 98,313 514,744 666,703 908,106 1661395 1521164 161,410 301,642
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -51,198)
24,172 -985 -44,570 -34,667 -210 -55,065 -45,765 3,867 -5,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 5.4 28.2 36.6 49.8 91.1 83.5 8.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 938)
275 184 304 225 410 645 790
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,101
COMMITMENTS
1,768 330 601 6,306 8,891 8,675 9,822 2,426 1,279
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,347)
-136 -72 -531 -155 -625 -822 -1,228 -525 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 3.0 5.4 56.8 80.1 78.1 88.5 21.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 7 16 13 33 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,521
COMMITMENTS
158,479 26,004 172,342 275,278 371,044 606,100 569,390 53,421 90,130
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -12,568)
506 -1,004 -8,250 -4,777 -2,708 -12,521 -11,962 -48 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.9 26.1 41.7 56.3 91.9 86.3 8.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
202 101 172 116 208 391 426
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,390
COMMITMENTS
23,465 1,693 212 19 5,558 23,696 7,463 2,694 18,927
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -79)
-345 -173 1 10 -259 -334 -431 255 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.9 6.4 0.8 0.1 21.1 89.8 28.3 10.2 71.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 5 8 1 12 22 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,603
COMMITMENTS
60,663 43,131 60,517 160,625 192,000 281,805 295,647 31,798 17,955
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -19,990)
-9,324 4,803 -12,226 2,960 -9,500 -18,590 -16,923 -1,400 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 13.8 19.3 51.2 61.2 89.9 94.3 10.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
78 63 94 65 63 198 181
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 887,913
COMMITMENTS
94,808 110,745 95,100 504,572 508,625 694,480 714,471 193,433 173,442
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -35,498)
10,715 11,857 -6,007 -47,167 -48,722 -42,459 -42,873 6,962 7,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 12.5 10.7 56.8 57.3 78.2 80.5 21.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
36 28 44 82 79 143 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 244,496
COMMITMENTS
32,101 30,083 6,426 159,145 171,471 197,671 207,979 46,824 36,516
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8,041)
1,066 -3,657 3,765 11,975 15,191 16,806 15,299 -8,765 -7,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 12.3 2.6 65.1 70.1 80.8 85.1 19.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 4 29 23 38 31
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,118
COMMITMENTS
963 688 436 8,373 8,729 9,772 9,853 346 265
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,088)
46 214 -100 -955 -1,107 -1,009 -993 -79 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.8 4.3 82.8 86.3 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 6 4 18 21 29 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,433
COMMITMENTS
84,275 13,885 33,000 78,080 166,038 195,355 212,922 39,078 21,511
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,854)
7,510 4,545 453 -142 1,962 7,821 6,960 -1,967 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 5.9 14.1 33.3 70.8 83.3 90.8 16.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
88 29 53 60 58 178 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,133
COMMITMENTS
5,783 3,430 4,109 5,641 10,767 15,534 18,307 4,599 1,826
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,436)
193 387 -144 -1,065 -1,464 -1,016 -1,220 -420 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 17.0 20.4 28.0 53.5 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
48 16 18 24 22 86 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 740,938
COMMITMENTS
144,147 152,545 28,852 448,333 442,032 621,332 623,430 119,606 117,508
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -164,383)
-35,739 -17,473 -69,393 -49,187 -65,488 -154,319 -152,354 -10,064 -12,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 20.6 3.9 60.5 59.7 83.9 84.1 16.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
33 46 24 72 97 120 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,460,535
COMMITMENTS
203,144 156,981 330,535 1581064 1624652 2114744 2112168 345,791 348,367
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -440,685)
-52,716 -10,020 -90,113 -290,760 -344,069 -433,589 -444,203 -7,096 3,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.4 13.4 64.3 66.0 85.9 85.8 14.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
51 41 65 136 135 216 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,109,994
COMMITMENTS
156,249 116,879 53,425 675,532 691,889 885,207 862,193 224,788 247,801
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -200,162)
-25,813 -7,141 -32,389 -131,784 -141,588 -189,987 -181,119 -10,175 -19,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.5 4.8 60.9 62.3 79.7 77.7 20.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
32 25 30 73 87 116 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,307,899
COMMITMENTS
150,377 17,829 687,492 429,812 547,499 1267681 1252821 40,218 55,078
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 13,166)
13,741 1,605 -4,489 10,374 18,782 19,626 15,897 -6,460 -2,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.4 52.6 32.9 41.9 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 17 43 59 55 111 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,975
COMMITMENTS
9,249 5,360 456 27,739 32,975 37,444 38,791 6,531 5,184
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,447)
-652 727 -128 102 -1,883 -678 -1,284 -768 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.2 1.0 63.1 75.0 85.1 88.2 14.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 13 11 31 33 67 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,950
COMMITMENTS
18,497 10,720 911 55,479 65,951 74,887 77,582 13,062 10,368
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -2,894)
-1,304 1,454 -257 204 -3,765 -1,357 -2,568 -1,537 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.2 1.0 63.1 75.0 85.1 88.2 14.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 13 11 31 33 67 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,715
COMMITMENTS
946 1,654 1,270 12,242 11,649 14,458 14,573 257 142
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,946)
-53 331 974 1,004 696 1,925 2,001 21 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 11.2 8.6 83.2 79.2 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 1 9 17 14 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,078
COMMITMENTS
2,054 4,050 250 38,492 36,632 40,796 40,932 282 146
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -560)
166 -603 -90 -665 127 -589 -566 29 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.9 0.6 93.7 89.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 5 19 10 21
Updated September 3, 2010