WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 534,448
COMMITMENTS
74,256 104,533 143,594 274,133 220,206 491,984 468,334 42,464 66,114
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,485)
465 332 650 -3,583 -3,043 -2,468 -2,061 -2,017 -2,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 19.6 26.9 51.3 41.2 92.1 87.6 7.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
123 145 184 101 124 337 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,894,620
COMMITMENTS
368,744 74,077 594,908 744,312 942,888 1707964 1611873 186,656 282,747
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 2,690)
-14,653 -10,612 27,758 -7,816 -11,202 5,289 5,944 -2,599 -3,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 3.9 31.4 39.3 49.8 90.1 85.1 9.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 874)
240 174 290 285 412 670 748
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,768
COMMITMENTS
2,767 1,102 1,837 7,551 10,133 12,155 13,072 2,613 1,696
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 701)
-166 230 237 862 0 933 467 -232 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 7.5 12.4 51.1 68.6 82.3 88.5 17.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 8 6 16 13 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 707,033
COMMITMENTS
121,985 62,214 208,508 322,160 354,532 652,652 625,254 54,381 81,779
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -2,086)
-35,669 8,203 8,792 29,787 -23,309 2,910 -6,313 -4,996 4,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.8 29.5 45.6 50.1 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
169 169 219 129 206 406 501
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 334,757
COMMITMENTS
58,135 61,607 58,794 191,909 184,400 308,837 304,800 25,920 29,957
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 6,390)
-14,592 16,412 1,918 25,661 -16,701 12,987 1,629 -6,597 4,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 18.4 17.6 57.3 55.1 92.3 91.1 7.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
68 78 74 72 73 186 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 849,773
COMMITMENTS
66,817 110,428 109,851 519,252 474,182 695,920 694,460 153,853 155,313
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 60,332)
-8,322 -14,484 28,362 57,544 46,864 77,584 60,743 -17,252 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.0 12.9 61.1 55.8 81.9 81.7 18.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
36 28 41 84 87 136 140
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 413,280
COMMITMENTS
58,345 63,617 4,803 282,050 298,680 345,198 367,101 68,082 46,180
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 11,452)
-1,706 344 644 4,240 8,336 3,178 9,324 8,275 2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.4 1.2 68.2 72.3 83.5 88.8 16.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 10 5 40 36 50 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 189,578
COMMITMENTS
44,582 20,973 28,295 84,344 114,900 157,221 164,168 32,356 25,409
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,875)
-4,757 1,857 -2,952 7,577 -5,287 -132 -6,382 -7,743 -1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 11.1 14.9 44.5 60.6 82.9 86.6 17.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
56 38 47 63 60 147 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,377
COMMITMENTS
4,263 2,198 3,192 7,338 12,798 14,793 18,188 4,584 1,190
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -212)
-220 88 567 -217 -417 130 238 -342 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.3 16.5 37.9 66.0 76.3 93.9 23.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
36 18 23 25 19 76 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,076,254
COMMITMENTS
247,955 175,336 53,413 662,220 711,096 963,588 939,844 112,665 136,409
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -8,971)
-12,582 -9,032 6,386 -6,000 -7,977 -12,196 -10,623 3,225 1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 16.3 5.0 61.5 66.1 89.5 87.3 10.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
52 57 36 91 135 165 206
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,549,280
COMMITMENTS
259,176 201,163 379,339 1584170 1599144 2222685 2179646 326,595 369,633
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 225,047)
13,570 -86,207 131,432 76,972 147,527 221,974 192,751 3,073 32,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.9 14.9 62.1 62.7 87.2 85.5 12.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
47 47 67 145 168 223 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,678,879
COMMITMENTS
313,576 119,470 163,726 968,830 1107294 1446132 1390490 232,746 288,388
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 46,737)
-56,945 -36,008 42,500 76,625 48,341 62,179 54,832 -15,442 -8,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 7.1 9.8 57.7 66.0 86.1 82.8 13.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
32 38 37 86 117 139 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,084,490
COMMITMENTS
76,836 65,228 357,218 604,578 617,674 1038633 1040121 45,857 44,369
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -24,687)
-13,856 -12,152 30,366 -37,912 -32,036 -21,402 -13,822 -3,286 -10,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.0 32.9 55.7 57.0 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
30 29 46 68 76 121 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 68,753
COMMITMENTS
15,761 1,171 2,254 41,913 58,279 59,928 61,704 8,824 7,049
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,020)
-457 -1,777 -2,525 -2,442 -2,025 -5,425 -6,327 -596 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.7 3.3 61.0 84.8 87.2 89.7 12.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 5 16 40 33 72 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 17,091
COMMITMENTS
2,839 756 37 11,752 14,242 14,628 15,035 2,463 2,057
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -713)
-1,836 0 1 997 -1,206 -838 -1,205 125 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.4 0.2 68.8 83.3 85.6 88.0 14.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 2 8 7 15 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 103,322
COMMITMENTS
28,023 3,008 2,255 60,322 88,075 90,601 93,338 12,721 9,984
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -10,615)
-3,444 -9,756 1,149 -6,878 -1,638 -9,173 -10,244 -1,441 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 2.9 2.2 58.4 85.2 87.7 90.3 12.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 7 14 37 32 65 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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