WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,921
COMMITMENTS
78,216 80,552 116,045 254,352 227,569 448,613 424,165 34,308 58,756
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -8,476)
-2,077 -3,703 385 -2,799 -2,119 -4,492 -5,438 -3,984 -3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.7 24.0 52.7 47.1 92.9 87.8 7.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
113 142 168 97 119 313 343
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,961,734
COMMITMENTS
444,806 91,098 620,627 704,068 958,606 1769501 1670331 192,233 291,403
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,866)
1,232 847 -8,152 5,867 7,812 -1,053 506 -2,813 -4,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.6 31.6 35.9 48.9 90.2 85.1 9.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 914)
268 195 296 261 404 668 769
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,354
COMMITMENTS
3,438 650 1,462 7,670 12,251 12,570 14,363 2,784 991
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -187)
288 144 35 -406 -214 -83 -35 -104 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 4.2 9.5 50.0 79.8 81.9 93.5 18.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 6 6 14 12 34 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 832,778
COMMITMENTS
219,716 39,506 255,808 283,199 457,159 758,722 752,474 74,055 80,304
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 13,560)
-4,033 -273 1,735 15,281 12,501 12,984 13,964 576 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.7 30.7 34.0 54.9 91.1 90.4 8.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
240 140 246 125 210 485 505
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,807
COMMITMENTS
22,260 2,801 154 8 6,247 22,422 9,202 3,385 16,605
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -13)
120 -204 94 0 -167 214 -277 -227 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.3 10.9 0.6 0.0 24.2 86.9 35.7 13.1 64.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 11 7 1 15 23 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 324,762
COMMITMENTS
76,595 32,710 60,395 152,825 206,964 289,815 300,070 34,947 24,692
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,384)
3,511 2,563 -4,919 1,840 3,657 433 1,301 951 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 10.1 18.6 47.1 63.7 89.2 92.4 10.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
94 59 76 70 75 210 176
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 823,216
COMMITMENTS
49,870 91,583 112,446 490,303 467,102 652,619 671,132 170,597 152,085
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 25,936)
-8,292 -254 51,626 -17,667 -25,079 25,667 26,293 269 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.1 13.7 59.6 56.7 79.3 81.5 20.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
36 23 40 78 76 127 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 417,501
COMMITMENTS
50,568 39,340 17,341 282,751 320,626 350,661 377,308 66,840 40,192
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -13,590)
266 -6,112 -472 -4,668 -5,225 -4,873 -11,808 -8,717 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.4 4.2 67.7 76.8 84.0 90.4 16.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 7 4 45 42 54 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,514
COMMITMENTS
1,052 865 797 8,153 8,549 10,002 10,211 512 303
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 190)
109 21 -4 199 266 304 283 -114 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.2 7.6 77.5 81.3 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 23 24 32 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,972
COMMITMENTS
77,069 19,505 39,149 77,750 153,285 193,968 211,940 40,004 22,033
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,200)
9,637 -187 -5,829 1,678 9,635 5,487 3,620 -2,286 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.3 16.7 33.2 65.5 82.9 90.6 17.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
89 26 54 66 66 183 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,086
COMMITMENTS
5,783 3,141 1,391 6,920 13,396 14,093 17,928 4,993 1,158
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,399)
1,008 894 -2,157 -348 -280 -1,497 -1,543 97 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 16.5 7.3 36.3 70.2 73.8 93.9 26.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
43 21 18 25 16 80 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 808,161
COMMITMENTS
154,976 181,116 41,666 489,980 464,930 686,622 687,712 121,538 120,448
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -104,197)
-29,989 16,806 -16,742 -50,706 -88,823 -97,437 -88,759 -6,760 -15,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 22.4 5.2 60.6 57.5 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
39 51 26 86 115 140 177
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,063,663
COMMITMENTS
188,934 231,827 176,077 1375254 1314305 1740264 1722209 323,399 341,455
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -194,700)
-29,559 3,039 -12,812 -167,479 -191,719 -209,851 -201,492 15,150 6,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.2 8.5 66.6 63.7 84.3 83.5 15.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
49 35 52 120 132 185 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,450,168
COMMITMENTS
392,392 112,996 74,366 757,730 997,848 1224488 1185209 225,681 264,959
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -77,511)
17,929 22,206 -19,669 -58,731 -52,968 -60,471 -50,431 -17,040 -27,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 7.8 5.1 52.3 68.8 84.4 81.7 15.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 25 33 81 114 129 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 946,169
COMMITMENTS
79,185 66,080 301,312 526,161 532,540 906,658 899,931 39,511 46,238
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -127,947)
8,341 5,797 -55,305 -78,451 -76,449 -125,415 -125,956 -2,532 -1,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.0 31.8 55.6 56.3 95.8 95.1 4.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
31 28 42 69 75 120 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,941
COMMITMENTS
8,159 2,361 4,150 34,596 39,657 46,904 46,167 7,037 7,774
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -949)
1,098 -1,537 317 -3,221 176 -1,806 -1,044 857 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.4 7.7 64.1 73.5 87.0 85.6 13.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 14 12 38 32 64 54
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,269
COMMITMENTS
2,464 2,460 38 9,002 9,721 11,504 12,219 2,765 2,050
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 381)
-62 10 -8 0 10 -70 12 451 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 17.2 0.3 63.1 68.1 80.6 85.6 19.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 2 8 7 14 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,344
COMMITMENTS
17,325 5,737 2,288 51,187 59,871 70,800 67,896 8,544 11,448
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,658)
2,121 -3,292 848 -6,441 332 -3,472 -2,112 814 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.2 2.9 64.5 75.5 89.2 85.6 10.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 13 11 36 31 59 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,981
COMMITMENTS
5,230 6,380 1,666 4,531 3,813 11,427 11,859 554 122
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -356)
-134 -632 154 -376 0 -356 -478 0 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 53.3 13.9 37.8 31.8 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 11 2 3 1 14 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,743
COMMITMENTS
2,359 404 490 8,570 10,769 11,419 11,663 324 80
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 299)
10 -10 486 -191 -178 305 298 -6 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.4 4.2 73.0 91.7 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 3 2 7 14 17 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,469
COMMITMENTS
3,616 1,283 207 18,383 20,928 22,206 22,418 263 51
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,243)
303 30 203 750 1,036 1,256 1,269 -13 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.7 0.9 81.8 93.1 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 4 2 7 15 19 21
Updated September 9, 2011