WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 424,160
COMMITMENTS
77,457 116,982 63,348 245,069 181,592 385,874 361,922 38,286 62,238
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,444)
1,445 -402 -116 -6,577 -4,828 -5,248 -5,346 -2,196 -2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 27.6 14.9 57.8 42.8 91.0 85.3 9.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
111 138 135 84 118 286 318
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,224,921
COMMITMENTS
452,171 90,796 99,897 533,871 803,769 1085939 994,462 138,982 230,459
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -9,710)
3,474 -4,690 4,626 -15,884 -7,463 -7,784 -7,527 -1,926 -2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 7.4 8.2 43.6 65.6 88.7 81.2 11.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
222 148 170 203 372 519 618
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,839
COMMITMENTS
3,355 1,063 573 6,391 9,706 10,319 11,342 2,520 1,497
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 678)
128 191 105 644 197 877 493 -199 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 8.3 4.5 49.8 75.6 80.4 88.3 19.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 6 2 15 10 32 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 499,834
COMMITMENTS
156,609 61,414 46,758 249,407 319,004 452,774 427,176 47,060 72,658
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -12,548)
-20,393 3,190 -1,118 13,872 -19,637 -7,639 -17,565 -4,909 5,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 12.3 9.4 49.9 63.8 90.6 85.5 9.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
175 121 138 104 191 344 404
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,965
COMMITMENTS
20,027 2,044 121 8 5,771 20,156 7,936 2,809 15,029
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -603)
-354 -126 10 8 45 -336 -71 -267 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.2 8.9 0.5 0.0 25.1 87.8 34.6 12.2 65.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 7 6 1 15 20 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 275,689
COMMITMENTS
62,051 62,881 27,157 161,085 156,723 250,293 246,761 25,396 28,928
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -8,675)
-12,158 13,541 -2,819 12,915 -23,592 -2,062 -12,870 -6,613 4,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 22.8 9.9 58.4 56.8 90.8 89.5 9.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
61 80 65 70 64 178 178
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 647,821
COMMITMENTS
67,374 124,957 10,029 431,488 382,028 508,891 517,014 138,930 130,807
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -3,119)
-8,306 -11,125 -3,119 26,587 14,556 15,162 312 -18,281 -3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 19.3 1.5 66.6 59.0 78.6 79.8 21.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
25 36 17 66 77 103 118
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 401,012
COMMITMENTS
58,339 65,919 658 275,912 290,814 334,909 357,391 66,103 43,621
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 10,171)
-1,712 898 91 3,630 7,597 2,009 8,586 8,162 1,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 16.4 0.2 68.8 72.5 83.5 89.1 16.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 11 2 37 36 44 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,438
COMMITMENTS
1,090 967 245 7,496 7,811 8,831 9,023 607 415
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -90)
107 -134 59 -325 -59 -159 -134 69 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 10.2 2.6 79.4 82.8 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 3 4 20 26 32 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 166,429
COMMITMENTS
49,559 21,998 11,454 74,952 108,865 135,965 142,317 30,464 24,112
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,656)
-2,798 1,437 -3,207 6,210 -4,402 205 -6,172 -7,861 -1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 13.2 6.9 45.0 65.4 81.7 85.5 18.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
59 34 39 58 51 136 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,572
COMMITMENTS
4,175 2,336 2,015 7,081 12,128 13,271 16,479 4,301 1,093
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -297)
-141 61 455 -249 -379 65 137 -362 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 13.3 11.5 40.3 69.0 75.5 93.8 24.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
34 16 18 20 17 65 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,022,415
COMMITMENTS
246,750 186,848 14,001 651,467 688,212 912,218 889,061 110,197 133,354
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -18,466)
-12,127 -8,155 1,139 -10,290 -12,342 -21,278 -19,358 2,812 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 18.3 1.4 63.7 67.3 89.2 87.0 10.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
45 58 24 84 130 145 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,888,324
COMMITMENTS
277,345 267,531 52,298 1267697 1230376 1597340 1550205 290,984 338,119
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 24,696)
14,421 -68,339 9,827 5,751 57,631 29,999 -881 -5,303 25,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 14.2 2.8 67.1 65.2 84.6 82.1 15.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
31 56 41 116 142 177 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,450,881
COMMITMENTS
333,544 170,178 18,477 876,428 987,743 1228449 1176398 222,432 274,483
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -11,615)
-43,194 -26,851 -10,208 55,916 34,623 2,514 -2,436 -14,129 -9,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 11.7 1.3 60.4 68.1 84.7 81.1 15.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
26 44 22 73 108 115 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 826,278
COMMITMENTS
95,361 68,331 128,930 561,123 589,592 785,414 786,853 40,864 39,425
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -32,666)
5,337 228 -778 -33,663 -20,511 -29,104 -21,061 -3,562 -11,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 8.3 15.6 67.9 71.4 95.1 95.2 4.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
24 29 37 59 70 104 122
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,231
COMMITMENTS
15,779 1,176 1,401 40,598 56,783 57,778 59,360 8,453 6,872
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,665)
-482 -1,771 -2,766 -2,745 -2,434 -5,992 -6,970 -673 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 1.8 2.1 61.3 85.7 87.2 89.6 12.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 6 13 40 32 70 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,019
COMMITMENTS
2,843 756 33 11,752 14,242 14,628 15,031 2,391 1,988
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -731)
-1,835 0 0 997 -1,206 -838 -1,206 107 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 4.4 0.2 69.1 83.7 86.0 88.3 14.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 1 8 7 15 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,424
COMMITMENTS
28,058 3,026 550 57,692 85,081 86,300 88,657 12,124 9,767
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -11,867)
-3,267 -9,516 443 -7,483 -2,455 -10,307 -11,528 -1,560 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 3.1 0.6 58.6 86.4 87.7 90.1 12.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 8 10 37 31 62 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,443
COMMITMENTS
5,713 5,737 493 3,619 3,813 9,825 10,043 618 400
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 4,156)
2,190 3,886 7 1,920 0 4,117 3,893 39 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 54.9 4.7 34.7 36.5 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 10 2 3 1 14 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,848
COMMITMENTS
1,991 412 59 11,445 13,367 13,495 13,838 353 10
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 588)
378 -265 47 104 852 529 634 59 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 3.0 0.4 82.6 96.5 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 1 7 12 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,570
COMMITMENTS
4,079 1,657 0 17,216 19,866 21,295 21,523 275 47
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -1,953)
-1,116 -294 0 -810 -1,638 -1,926 -1,932 -27 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 7.7 0.0 79.8 92.1 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 5 0 8 13 16 18
Updated August 12, 2011