WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,436
COMMITMENTS
99,665 97,330 55,853 286,723 263,432 442,241 416,615 36,195 61,821
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 11,992)
12,171 -7,091 -4,354 1,829 23,418 9,646 11,973 2,346 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 20.3 11.7 59.9 55.1 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
141 115 135 75 114 303 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,179,329
COMMITMENTS
325,530 130,157 168,065 578,873 623,319 1072468 921,541 106,861 257,788
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 60,530)
28,139 -16,661 16,378 21,588 60,200 66,105 59,917 -5,575 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 11.0 14.3 49.1 52.9 90.9 78.1 9.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
193 152 166 154 320 445 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,724
COMMITMENTS
1,812 773 33 5,279 7,645 7,124 8,451 2,600 1,273
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -285)
-42 -84 -91 -409 -77 -542 -252 257 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 7.9 0.3 54.3 78.6 73.3 86.9 26.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 3 3 15 11 27 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 485,478
COMMITMENTS
140,075 44,580 76,896 221,187 280,409 438,158 401,885 47,320 83,593
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 16,922)
23,621 -8,338 1,762 -8,036 25,057 17,347 18,481 -425 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 9.2 15.8 45.6 57.8 90.3 82.8 9.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
182 103 137 109 180 361 368
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,096
COMMITMENTS
17,735 845 357 12 4,205 18,104 5,407 2,992 15,689
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,840)
2,062 50 94 -4 186 2,152 330 -312 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 4.0 1.7 0.1 19.9 85.8 25.6 14.2 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
18 3 7 2 10 20 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 280,882
COMMITMENTS
52,268 57,776 44,536 156,412 154,989 253,216 257,301 27,666 23,581
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,072)
-2,007 -9,661 5,107 -5,709 5,891 -2,609 1,337 1,537 -2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.6 15.9 55.7 55.2 90.2 91.6 9.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
71 73 75 61 55 179 174
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,517
COMMITMENTS
82,400 130,109 7,541 446,553 414,863 536,494 552,513 146,023 130,004
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 8,589)
-7,923 424 -981 11,288 -5,253 2,384 -5,810 6,205 14,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.1 1.1 65.4 60.8 78.6 81.0 21.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 24 13 67 69 106 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 159,655
COMMITMENTS
17,055 32,834 28 102,179 109,549 119,262 142,411 40,393 17,244
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 4,598)
3,732 2,461 -39 -951 2,534 2,742 4,956 1,856 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 20.6 0.0 64.0 68.6 74.7 89.2 25.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 1 17 19 23 26
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,164
COMMITMENTS
2,049 477 479 9,303 10,982 11,831 11,938 333 226
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 172)
354 238 -48 18 -10 324 180 -152 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 3.9 3.9 76.5 90.3 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 3 2 22 23 33 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,147
COMMITMENTS
73,324 17,853 14,201 74,071 147,105 161,596 179,159 41,551 23,988
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 7,941)
2,695 4,983 -1,499 3,319 4,162 4,515 7,646 3,426 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 8.8 7.0 36.5 72.4 79.5 88.2 20.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
71 31 37 67 58 163 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,308
COMMITMENTS
3,223 4,027 1,809 7,112 7,283 12,144 13,119 3,164 2,189
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 631)
184 125 493 -531 129 146 747 485 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 26.3 11.8 46.5 47.6 79.3 85.7 20.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 19 12 17 21 45 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 861,922
COMMITMENTS
175,625 203,783 9,703 575,995 527,091 761,323 740,577 100,599 121,345
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 24,106)
8,824 -2,371 -1,952 17,833 29,440 24,705 25,117 -599 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 23.6 1.1 66.8 61.2 88.3 85.9 11.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
30 60 20 65 119 109 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,843,850
COMMITMENTS
178,256 322,785 33,420 1352517 1168628 1564193 1524833 279,657 319,017
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 87,200)
-8,257 30,115 5,571 98,986 53,431 96,300 89,117 -9,100 -1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 17.5 1.8 73.4 63.4 84.8 82.7 15.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
34 53 32 107 130 165 191
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,042
COMMITMENTS
163,507 95,726 12,536 546,958 586,913 723,001 695,175 210,041 237,867
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 32,546)
-4,093 10,222 3,373 37,179 19,539 36,459 33,134 -3,913 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 10.3 1.3 58.6 62.9 77.5 74.5 22.5 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 28 14 59 82 90 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 616,778
COMMITMENTS
173,233 11,952 51,000 351,791 491,409 576,024 554,361 40,754 62,417
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 7,861)
-3,781 -1,665 2,721 8,076 1,343 7,016 2,399 845 5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 1.9 8.3 57.0 79.7 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 12 32 52 56 94 90
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,245
COMMITMENTS
6,482 4,700 449 29,066 28,213 35,996 33,361 5,249 7,884
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 2,154)
1,663 -1,557 183 44 2,782 1,890 1,408 265 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.4 1.1 70.5 68.4 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 11 5 30 30 54 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,489
COMMITMENTS
12,963 9,399 897 58,131 56,425 71,991 66,721 10,498 15,768
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 4,308)
3,326 -3,113 366 87 5,563 3,779 2,816 529 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.4 1.1 70.5 68.4 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 11 5 30 30 54 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,935
COMMITMENTS
2,133 726 156 10,396 11,897 12,685 12,779 250 156
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,592)
-396 -5 103 -1,287 -1,713 -1,580 -1,615 -12 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 5.6 1.2 80.4 92.0 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 1 8 16 13 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,327
COMMITMENTS
2,745 3,078 20 30,290 30,119 33,055 33,217 272 110
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,930)
778 -1,070 20 1,176 3,007 1,974 1,957 -44 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.2 0.1 90.9 90.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 2 1 7 16 16 18
Updated July 23, 2010