WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,710
COMMITMENTS
81,118 113,611 63,530 251,119 196,713 395,767 373,854 38,943 60,856
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 10,550)
3,661 -3,371 182 6,050 15,121 9,893 11,932 657 -1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 26.1 14.6 57.8 45.3 91.0 86.0 9.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
110 136 129 80 119 275 316
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,245,188
COMMITMENTS
471,986 98,619 114,503 512,514 799,481 1099003 1012603 146,185 232,585
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 20,267)
19,815 7,823 14,606 -21,357 -4,288 13,064 18,141 7,203 2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 7.9 9.2 41.2 64.2 88.3 81.3 11.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 841)
241 147 189 214 374 556 637
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,078
COMMITMENTS
3,088 1,105 651 6,484 9,792 10,223 11,548 2,855 1,530
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 239)
-267 42 78 93 86 -96 206 335 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 8.4 5.0 49.6 74.9 78.2 88.3 21.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 6 2 16 9 32 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 506,885
COMMITMENTS
165,401 57,228 48,865 243,573 329,578 457,839 435,671 49,046 71,214
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 7,051)
8,792 -4,186 2,107 -5,834 10,574 5,065 8,495 1,986 -1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.3 9.6 48.1 65.0 90.3 86.0 9.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
189 114 146 106 187 364 397
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,262
COMMITMENTS
20,247 2,202 129 8 5,726 20,384 8,057 2,878 15,205
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 297)
220 158 8 0 -45 228 121 69 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 9.5 0.6 0.0 24.6 87.6 34.6 12.4 65.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 8 5 1 15 21 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,896
COMMITMENTS
60,092 58,488 29,532 161,600 161,770 251,224 249,790 26,672 28,106
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 2,207)
-1,959 -4,393 2,375 515 5,047 931 3,029 1,276 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.0 10.6 58.2 58.2 90.4 89.9 9.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
61 72 65 71 65 177 172
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,101
COMMITMENTS
65,853 109,054 11,659 416,617 402,457 494,129 523,170 147,972 118,931
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -5,720)
-1,521 -15,903 1,630 -14,871 20,429 -14,762 6,156 9,042 -11,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 17.0 1.8 64.9 62.7 77.0 81.5 23.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
25 34 19 69 75 105 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 409,608
COMMITMENTS
55,531 61,221 593 284,911 310,425 341,035 372,239 68,573 37,369
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 8,596)
-2,808 -4,698 -65 8,999 19,611 6,126 14,848 2,470 -6,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.9 0.1 69.6 75.8 83.3 90.9 16.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 10 2 37 38 44 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,636
COMMITMENTS
1,017 838 446 7,540 8,011 9,003 9,295 633 341
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 198)
-73 -129 201 44 200 172 272 26 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.7 4.6 78.2 83.1 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 3 4 21 27 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 165,344
COMMITMENTS
46,090 23,942 15,035 73,897 104,540 135,022 143,517 30,322 21,827
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,085)
-3,469 1,944 3,581 -1,055 -4,325 -943 1,200 -142 -2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 14.5 9.1 44.7 63.2 81.7 86.8 18.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
58 36 43 59 54 136 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,303
COMMITMENTS
4,273 2,303 2,227 7,024 12,529 13,524 17,059 4,779 1,244
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 731)
98 -33 212 -57 401 253 580 478 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 12.6 12.2 38.4 68.5 73.9 93.2 26.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
33 17 21 21 16 69 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 974,709
COMMITMENTS
206,052 183,830 15,350 644,039 657,447 865,441 856,627 109,268 118,082
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -47,706)
-40,698 -3,018 1,349 -7,428 -30,765 -46,777 -32,434 -929 -15,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 18.9 1.6 66.1 67.5 88.8 87.9 11.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
40 56 18 89 131 141 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,971,277
COMMITMENTS
252,285 261,972 37,132 1386384 1344074 1675801 1643178 295,476 328,099
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 82,953)
-25,060 -5,559 -15,166 118,687 113,698 78,461 92,973 4,492 -10,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 13.3 1.9 70.3 68.2 85.0 83.4 15.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
27 55 38 120 136 178 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,422,470
COMMITMENTS
325,488 150,747 20,515 854,393 990,482 1200396 1161744 222,074 260,726
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -28,411)
-8,056 -19,431 2,038 -22,035 2,739 -28,053 -14,654 -358 -13,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.6 1.4 60.1 69.6 84.4 81.7 15.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
25 40 23 78 110 119 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 830,056
COMMITMENTS
85,210 61,662 125,991 576,940 594,208 788,141 781,861 41,915 48,195
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 3,778)
-10,151 -6,669 -2,939 15,817 4,616 2,727 -4,992 1,051 8,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.4 15.2 69.5 71.6 95.0 94.2 5.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
22 30 35 61 73 104 122
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,860
COMMITMENTS
8,795 6,086 3,024 35,951 37,714 47,770 46,824 6,090 7,036
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -12,372)
-6,985 4,910 1,623 -4,647 -19,069 -10,009 -12,536 -2,363 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 11.3 5.6 66.7 70.0 88.7 86.9 11.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 10 8 34 31 56 47
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,612
COMMITMENTS
2,410 2,258 33 8,749 9,458 11,192 11,749 2,420 1,863
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -3,407)
-433 1,502 0 -3,003 -4,784 -3,436 -3,282 29 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 16.6 0.2 64.3 69.5 82.2 86.3 17.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 1 8 6 14 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,495
COMMITMENTS
18,689 13,576 62 54,404 56,512 73,155 70,150 7,340 10,345
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -17,929)
-9,369 10,550 -488 -3,288 -28,569 -13,145 -18,507 -4,784 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 16.9 0.1 67.6 70.2 90.9 87.1 9.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 12 5 32 29 50 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,839
COMMITMENTS
5,788 6,175 850 3,647 3,813 10,285 10,838 554 1
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 396)
75 438 357 28 0 460 795 -64 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 57.0 7.8 33.6 35.2 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 13 2 3 1 14 15
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,343
COMMITMENTS
3,180 411 6 9,805 12,865 12,991 13,282 352 61
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -505)
1,189 -1 -53 -1,640 -502 -504 -556 -1 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 3.1 0.0 73.5 96.4 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 3 1 6 12 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,228
COMMITMENTS
3,021 1,569 0 17,966 19,614 20,987 21,183 241 45
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -342)
-1,058 -88 0 750 -252 -308 -340 -34 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 7.4 0.0 84.6 92.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 5 0 8 13 17 18
Updated August 19, 2011