WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,397
COMMITMENTS
80,294 84,255 115,660 257,152 229,688 453,105 429,603 38,292 61,794
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -59,393)
-1,239 -14,576 -34,925 -20,023 -7,741 -56,187 -57,242 -3,206 -2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 17.1 23.5 52.3 46.7 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
114 136 168 93 117 312 341
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,965,600
COMMITMENTS
443,574 90,251 628,779 698,201 950,795 1770554 1669825 195,046 295,775
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -61,676)
42,479 6,572 -45,653 -47,681 -24,033 -50,854 -63,114 -10,822 1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.6 32.0 35.5 48.4 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 948)
281 189 319 267 418 704 801
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,541
COMMITMENTS
3,150 506 1,427 8,075 12,465 12,652 14,398 2,888 1,142
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -281)
-93 -491 -362 104 1,108 -351 256 69 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.3 9.2 52.0 80.2 81.4 92.6 18.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 6 6 16 12 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 819,218
COMMITMENTS
223,748 39,779 254,072 267,918 444,658 745,739 738,510 73,479 80,708
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 67,480)
50,642 -3,537 30,427 -20,408 38,995 60,660 65,885 6,819 1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 4.9 31.0 32.7 54.3 91.0 90.1 9.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
238 150 252 122 205 492 509
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,820
COMMITMENTS
22,140 3,005 60 8 6,414 22,208 9,479 3,612 16,341
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,008)
1,639 406 -63 0 515 1,576 858 432 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.7 11.6 0.2 0.0 24.8 86.0 36.7 14.0 63.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 12 5 1 16 22 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 323,377
COMMITMENTS
73,084 30,147 65,314 150,984 203,307 289,382 298,768 33,995 24,609
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -3,751)
14,305 -18,840 2,035 -26,440 16,335 -10,100 -470 6,349 -3,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 9.3 20.2 46.7 62.9 89.5 92.4 10.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
91 55 86 71 72 213 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 797,280
COMMITMENTS
58,162 91,837 60,820 507,970 492,181 626,952 644,838 170,328 152,442
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -103,248)
-4,726 -4,979 -78,628 -27,939 -20,008 -111,294 -103,616 8,046 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 11.5 7.6 63.7 61.7 78.6 80.9 21.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
27 24 31 74 70 114 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 431,091
COMMITMENTS
50,302 45,452 17,813 287,419 325,851 355,534 389,116 75,557 41,974
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 7,969)
-1,864 -9,387 9,865 -979 8,805 7,022 9,282 948 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.5 4.1 66.7 75.6 82.5 90.3 17.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 8 4 43 39 52 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,324
COMMITMENTS
943 844 801 7,954 8,283 9,698 9,928 626 396
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 231)
-93 -154 191 150 195 248 232 -17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 8.2 7.8 77.0 80.2 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 4 23 25 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 230,772
COMMITMENTS
67,432 19,692 44,978 76,071 143,650 188,482 208,320 42,290 22,452
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 18,896)
13,251 -2,047 8,152 -2,500 15,578 18,903 21,684 -7 -2,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 8.5 19.5 33.0 62.2 81.7 90.3 18.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
78 30 62 63 69 179 148
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,486
COMMITMENTS
4,774 2,247 3,548 7,268 13,676 15,590 19,471 4,896 1,014
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -60)
630 -8 -308 -295 419 26 103 -86 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.0 17.3 35.5 66.8 76.1 95.0 23.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
41 19 29 27 18 89 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 912,358
COMMITMENTS
184,965 164,311 58,408 540,687 553,753 784,059 776,471 128,299 135,887
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -104,646)
-25,088 -13,038 -3,456 -88,935 -95,093 -117,479 -111,586 12,833 6,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 18.0 6.4 59.3 60.7 85.9 85.1 14.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
41 49 28 94 121 154 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,258,364
COMMITMENTS
218,494 228,788 188,889 1542733 1506024 1950115 1923701 308,249 334,663
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -391,916)
-2,165 20,694 -202,922 -185,123 -191,949 -390,210 -374,177 -1,706 -17,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.1 8.4 68.3 66.7 86.4 85.2 13.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
44 44 55 127 136 196 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,527,680
COMMITMENTS
374,463 90,790 94,034 816,461 1050816 1284959 1235640 242,721 292,039
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -142,691)
-19,833 -5,785 -91,472 -28,331 -60,871 -139,637 -158,129 -3,055 15,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 5.9 6.2 53.4 68.8 84.1 80.9 15.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 23 33 79 106 127 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,074,116
COMMITMENTS
70,845 60,283 356,616 604,612 608,988 1032073 1025887 42,043 48,229
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,148)
3,160 3,353 2,541 -5,823 -7,612 -122 -1,719 -2,026 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.6 33.2 56.3 56.7 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 30 44 69 77 120 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,890
COMMITMENTS
7,061 3,897 3,833 37,816 39,481 48,710 47,211 6,180 7,678
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 472)
-308 2,590 -135 1,411 -2,862 968 -407 -496 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.1 7.0 68.9 71.9 88.7 86.0 11.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 11 11 39 36 59 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,888
COMMITMENTS
2,526 2,450 46 9,002 9,711 11,574 12,207 2,314 1,681
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 54)
56 -10 8 0 0 64 -2 -10 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 17.6 0.3 64.8 69.9 83.3 87.9 16.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 3 8 7 15 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,003
COMMITMENTS
15,204 9,029 1,440 57,628 59,540 74,272 70,009 7,731 11,994
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 836)
-617 5,311 -398 2,823 -5,723 1,808 -810 -973 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 11.0 1.8 70.3 72.6 90.6 85.4 9.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 11 8 37 34 53 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,337
COMMITMENTS
5,364 7,012 1,512 4,907 3,813 11,783 12,337 554 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 82)
118 41 56 -69 0 105 97 -23 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 56.8 12.3 39.8 30.9 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 11 2 3 1 16 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,444
COMMITMENTS
2,349 414 4 8,761 10,947 11,114 11,365 330 79
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,103)
237 2 4 -1,337 -1,125 -1,096 -1,119 -7 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.6 0.0 76.6 95.7 97.1 99.3 2.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 3 1 7 14 16 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,226
COMMITMENTS
3,313 1,253 4 17,633 19,892 20,950 21,149 276 77
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 510)
455 -63 0 104 561 559 498 -49 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.9 0.0 83.1 93.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 3 1 6 13 18 17
Updated September 2, 2011