WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,108
COMMITMENTS
80,703 113,423 63,056 248,555 195,825 392,314 372,304 41,794 61,804
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 114)
-1,718 -4,702 1,173 514 3,513 -31 -16 145 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 26.1 14.5 57.3 45.1 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
99 156 126 73 112 262 319
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,188,189
COMMITMENTS
403,287 96,337 95,408 547,026 768,505 1045721 960,250 142,468 227,939
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -12,659)
12,800 -1,985 -4,276 -18,370 -12,016 -9,846 -18,277 -2,813 5,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 8.1 8.0 46.0 64.7 88.0 80.8 12.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
205 145 170 205 360 492 608
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,376
COMMITMENTS
3,193 940 560 6,255 9,569 10,008 11,069 2,368 1,307
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 15)
-412 171 144 196 -200 -72 115 87 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 7.6 4.5 50.5 77.3 80.9 89.4 19.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 6 3 14 9 32 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,257
COMMITMENTS
154,023 60,125 51,083 258,221 327,837 463,327 439,045 50,930 75,212
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -11,209)
6,401 -7,028 -2,898 -19,526 2,577 -16,023 -7,349 4,814 -3,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 11.7 9.9 50.2 63.7 90.1 85.4 9.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
158 111 128 116 188 341 379
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,280
COMMITMENTS
19,553 1,565 112 3 5,011 19,668 6,688 2,612 15,592
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 599)
698 -58 -59 -3 53 636 -64 -37 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.8 7.0 0.5 0.0 22.5 88.3 30.0 11.7 70.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 5 6 1 13 18 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 282,768
COMMITMENTS
71,095 44,544 31,224 150,091 180,070 252,410 255,838 30,358 26,930
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -3,147)
3,575 -10,565 -2,301 -5,413 10,896 -4,139 -1,970 992 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 15.8 11.0 53.1 63.7 89.3 90.5 10.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
67 69 67 60 64 174 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,944
COMMITMENTS
71,194 156,645 6,800 416,127 329,921 494,121 493,366 140,823 141,578
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 36,312)
12,414 15,959 1,095 24,222 15,951 37,731 33,005 -1,419 3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 24.7 1.1 65.5 52.0 77.8 77.7 22.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
26 35 16 69 70 105 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 368,760
COMMITMENTS
56,876 63,876 388 252,841 258,939 310,105 323,203 58,655 45,557
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -11,645)
-1,552 1,906 30 -9,085 -15,313 -10,607 -13,377 -1,038 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 17.3 0.1 68.6 70.2 84.1 87.6 15.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 11 2 36 33 44 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,017
COMMITMENTS
665 473 365 7,408 7,865 8,438 8,703 579 314
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 121)
14 -43 57 -167 -3 -96 11 217 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 5.2 4.0 82.2 87.2 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 4 20 24 28 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,134
COMMITMENTS
42,377 28,188 19,683 79,788 99,119 141,848 146,990 32,286 27,144
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -17,408)
-1,464 -5,841 -5,317 -12,562 -5,903 -19,343 -17,061 1,935 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 16.2 11.3 45.8 56.9 81.5 84.4 18.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
44 37 41 59 56 129 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,557
COMMITMENTS
3,975 2,306 1,396 7,428 11,537 12,799 15,239 3,758 1,318
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -683)
-111 -555 -402 -148 642 -661 -315 -22 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 13.9 8.4 44.9 69.7 77.3 92.0 22.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 16 14 20 18 56 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 996,320
COMMITMENTS
232,230 207,207 11,834 652,290 636,409 896,354 855,450 99,966 140,870
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,666)
-5,113 23,586 -965 19,591 -6,044 13,513 16,577 -4,847 -7,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 20.8 1.2 65.5 63.9 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
41 69 19 88 121 142 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,814,745
COMMITMENTS
270,439 334,895 24,734 1228822 1142469 1523995 1502098 290,750 312,647
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 50,262)
48,399 20,132 -4,353 4,718 55,282 48,764 71,061 1,498 -20,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.5 1.4 67.7 63.0 84.0 82.8 16.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
38 57 28 114 136 166 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,532,775
COMMITMENTS
386,354 229,007 28,480 897,611 994,390 1312445 1251877 220,330 280,898
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 78,504)
3,163 49,629 17,570 55,207 19,780 75,940 86,979 2,564 -8,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 14.9 1.9 58.6 64.9 85.6 81.7 14.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
26 50 15 79 105 115 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 768,069
COMMITMENTS
68,835 66,757 116,251 542,253 532,483 727,339 715,491 40,730 52,578
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 49,481)
4,731 3,858 1,689 33,226 39,600 39,646 45,147 9,835 4,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 8.7 15.1 70.6 69.3 94.7 93.2 5.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
25 30 35 64 73 107 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 73,447
COMMITMENTS
25,474 3,138 3,684 34,236 61,296 63,393 68,117 10,054 5,330
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 23,690)
7,306 -1,550 3,426 9,258 20,415 19,989 22,291 3,701 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 4.3 5.0 46.6 83.5 86.3 92.7 13.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 15 8 36 30 68 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,630
COMMITMENTS
4,281 758 31 7,758 12,412 12,070 13,201 2,560 1,429
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 5.2 0.2 53.0 84.8 82.5 90.2 17.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 1 7 6 14 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,634
COMMITMENTS
49,604 11,977 87 52,955 97,768 102,646 109,832 14,988 7,802
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 18,119)
13,267 2,602 -428 2,999 16,005 15,838 18,179 2,281 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 10.2 0.1 45.0 83.1 87.3 93.4 12.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 16 4 33 28 59 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,757
COMMITMENTS
3,540 2,435 486 1,842 3,813 5,868 6,734 889 23
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 538)
542 652 0 28 0 570 652 -32 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 36.0 7.2 27.3 56.4 86.8 99.7 13.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 6 1 3 1 15 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,369
COMMITMENTS
1,655 718 17 12,383 13,577 14,055 14,312 314 57
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 458)
253 -15 1 172 465 426 451 32 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.0 0.1 86.2 94.5 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 5 1 8 13 14 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,659
COMMITMENTS
5,608 957 3 16,781 21,632 22,392 22,592 267 67
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,749)
1,066 -531 3 -3,827 -2,218 -2,758 -2,746 9 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 4.2 0.0 74.1 95.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 1 8 14 17 19
Updated July 15, 2011