WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,557
COMMITMENTS
75,214 111,378 64,340 241,629 182,751 381,183 358,469 39,374 62,088
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,553)
-3,611 5,882 -4,774 4,048 -6,354 -4,337 -5,246 -1,216 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 26.5 15.3 57.5 43.5 90.6 85.2 9.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
93 152 123 75 114 255 315
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,203,373
COMMITMENTS
429,771 99,765 88,898 544,362 785,850 1063031 974,513 140,342 228,860
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 6,378)
3,907 3,337 2,691 -2,299 -5,731 4,299 297 2,079 6,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 8.3 7.4 45.2 65.3 88.3 81.0 11.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799)
214 143 168 209 368 507 615
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,267
COMMITMENTS
3,144 786 1,034 5,451 9,186 9,629 11,006 2,638 1,261
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -151)
85 34 195 -506 -464 -226 -235 75 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 6.4 8.4 44.4 74.9 78.5 89.7 21.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 4 2 12 9 31 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,568
COMMITMENTS
191,559 55,884 53,570 234,175 354,479 479,304 463,933 58,264 73,635
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,539)
4,150 1,787 -5,459 -6,615 -3,802 -7,924 -7,474 2,385 1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 10.4 10.0 43.6 65.9 89.2 86.3 10.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
202 107 132 115 190 385 381
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,871
COMMITMENTS
20,835 2,335 96 0 5,510 20,931 7,941 2,940 15,930
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 268)
295 480 -22 -3 6 270 464 -2 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.3 9.8 0.4 0.0 23.1 87.7 33.3 12.3 66.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 8 4 0 14 18 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 278,890
COMMITMENTS
70,236 45,856 29,944 147,441 177,698 247,621 253,498 31,269 25,392
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -17,800)
-5,062 2,224 -3,403 -5,760 -17,408 -14,225 -18,587 -3,575 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 16.4 10.7 52.9 63.7 88.8 90.9 11.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
63 68 64 62 65 173 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,836
COMMITMENTS
66,183 138,531 11,089 404,563 364,130 481,835 513,750 155,001 123,086
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -8,560)
-9,818 -4,620 3,394 -10,136 -540 -16,560 -1,766 8,000 -6,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 21.8 1.7 63.5 57.2 75.7 80.7 24.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
24 38 14 66 76 97 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,104
COMMITMENTS
58,496 66,576 569 262,226 269,690 321,291 336,835 56,813 41,269
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 6,321)
1,131 976 59 9,033 2,658 10,223 3,693 -3,902 2,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 17.6 0.2 69.4 71.3 85.0 89.1 15.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 11 2 38 34 46 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,614
COMMITMENTS
851 1,235 363 7,927 7,691 9,141 9,289 473 325
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 759)
35 0 -10 785 783 810 773 -51 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 12.8 3.8 82.5 80.0 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 5 5 22 27 33 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 184,730
COMMITMENTS
53,221 19,041 21,530 68,116 118,321 142,867 158,892 41,863 25,838
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 9,152)
3,497 -3,699 1,974 -591 9,729 4,880 8,004 4,272 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 10.3 11.7 36.9 64.1 77.3 86.0 22.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
63 31 54 54 56 150 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,390
COMMITMENTS
4,585 2,370 951 7,395 12,868 12,931 16,189 4,459 1,201
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 167)
206 183 -232 55 422 29 373 138 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 13.6 5.5 42.5 74.0 74.4 93.1 25.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
33 17 13 20 17 63 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,032,458
COMMITMENTS
221,181 207,814 13,215 696,505 668,424 930,901 889,453 101,557 143,005
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 9,653)
10,541 4,368 1,761 2,039 10,277 14,341 16,406 -4,688 -6,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 20.1 1.3 67.5 64.7 90.2 86.1 9.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
43 67 19 89 127 145 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,900,615
COMMITMENTS
283,467 307,814 40,420 1277028 1218053 1600915 1566287 299,700 334,328
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -15,048)
-21,327 -35,503 14,652 -12,781 -3,640 -19,456 -24,491 4,408 9,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 16.2 2.1 67.2 64.1 84.2 82.4 15.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
43 52 34 113 141 176 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,520,431
COMMITMENTS
367,054 196,599 15,067 920,921 1032566 1303042 1244232 217,389 276,199
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -44,419)
-40,350 -44,376 -11,358 14,685 -1,351 -37,023 -57,085 -7,396 12,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 12.9 1.0 60.6 67.9 85.7 81.8 14.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
28 48 22 77 105 120 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 864,924
COMMITMENTS
78,105 79,932 132,491 605,971 601,451 816,567 813,874 48,357 51,050
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 41,289)
-6,351 2,511 1,775 43,309 37,839 38,733 42,125 2,556 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 9.2 15.3 70.1 69.5 94.4 94.1 5.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
22 35 37 63 74 108 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,390
COMMITMENTS
19,265 2,351 4,363 42,465 62,806 66,093 69,520 8,297 4,871
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -1,721)
-5,686 184 447 3,706 -1,892 -1,533 -1,262 -188 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 3.2 5.9 57.1 84.4 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 9 8 43 27 73 42
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,771
COMMITMENTS
4,681 756 31 11,255 15,448 15,967 16,235 1,804 1,536
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,052)
52 -2 0 1,999 2,014 2,051 2,012 1 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 4.3 0.2 63.3 86.9 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 1 8 7 14 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,238
COMMITMENTS
37,401 11,422 431 62,420 94,716 100,252 106,569 12,986 6,669
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -7,546)
-10,937 910 355 3,414 -7,812 -7,168 -6,547 -378 -999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 10.1 0.4 55.1 83.6 88.5 94.1 11.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 11 4 39 24 64 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,286
COMMITMENTS
3,070 1,851 486 1,985 3,813 5,541 6,150 745 136
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -481)
-576 -470 0 74 0 -502 -470 21 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 29.4 7.7 31.6 60.7 88.1 97.8 11.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 1 3 1 15 6
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,655
COMMITMENTS
1,460 744 17 11,834 12,838 13,311 13,599 344 56
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -525)
-720 15 0 191 -540 -529 -525 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 5.4 0.1 86.7 94.0 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 5 1 8 13 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,661
COMMITMENTS
5,211 1,509 21 19,150 23,066 24,382 24,596 279 65
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 216)
175 -51 18 15 256 208 223 8 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 6.1 0.1 77.7 93.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 5 1 8 14 18 19
Updated July 29, 2011