WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,806
COMMITMENTS
102,938 95,726 62,754 293,844 275,407 459,536 433,887 37,270 62,919
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 18,370)
3,273 -1,604 6,901 7,121 11,975 17,295 17,272 1,075 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 19.3 12.6 59.1 55.4 92.5 87.3 7.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
145 126 146 73 113 312 309
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,218,788
COMMITMENTS
339,893 149,061 182,184 590,530 628,921 1112607 960,166 106,181 258,622
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 39,459)
14,363 18,904 14,119 11,657 5,602 40,139 38,625 -680 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 12.2 14.9 48.5 51.6 91.3 78.8 8.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
194 159 175 161 323 462 583
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,224
COMMITMENTS
2,045 768 281 5,165 7,703 7,491 8,752 2,733 1,472
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 500)
233 -5 248 -114 58 367 301 133 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 7.5 2.7 50.5 75.3 73.3 85.6 26.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 5 15 12 28 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,169
COMMITMENTS
132,404 42,253 70,856 228,342 280,575 431,602 393,684 46,567 84,485
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -7,309)
-7,671 -2,327 -6,040 7,155 166 -6,556 -8,201 -753 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 8.8 14.8 47.8 58.7 90.3 82.3 9.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
171 101 138 97 178 335 372
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,158
COMMITMENTS
18,119 1,296 217 12 4,224 18,348 5,737 2,810 15,421
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 62)
384 451 -140 0 19 244 330 -182 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.6 6.1 1.0 0.1 20.0 86.7 27.1 13.3 72.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
19 5 10 2 10 21 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 280,340
COMMITMENTS
55,041 49,831 44,464 151,989 161,881 251,494 256,176 28,846 24,164
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -542)
2,773 -7,945 -72 -4,423 6,892 -1,722 -1,125 1,180 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 17.8 15.9 54.2 57.7 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
67 66 79 64 52 192 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,590
COMMITMENTS
88,317 138,840 7,920 446,956 422,395 543,193 569,155 148,397 122,435
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 9,073)
5,917 8,731 379 403 7,532 6,699 16,642 2,374 -7,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 20.1 1.1 64.6 61.1 78.5 82.3 21.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
29 23 10 68 70 104 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 158,482
COMMITMENTS
16,828 31,760 28 98,251 108,123 115,107 139,911 43,375 18,571
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -1,173)
-227 -1,074 0 -3,928 -1,426 -4,155 -2,500 2,982 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 20.0 0.0 62.0 68.2 72.6 88.3 27.4 11.7
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 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,805
COMMITMENTS
2,205 752 448 8,801 10,477 11,454 11,677 351 128
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -359)
156 275 -31 -502 -505 -377 -261 18 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 6.4 3.8 74.6 88.8 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 3 20 21 32 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,151
COMMITMENTS
73,431 14,431 13,662 69,498 143,022 156,591 171,115 38,560 24,036
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -7,996)
107 -3,422 -539 -4,573 -4,083 -5,005 -8,044 -2,991 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 7.4 7.0 35.6 73.3 80.2 87.7 19.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
75 31 36 65 57 163 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,866
COMMITMENTS
3,694 4,063 1,467 7,171 8,180 12,332 13,710 3,534 2,156
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 558)
471 36 -342 59 897 188 591 370 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 25.6 9.2 45.2 51.6 77.7 86.4 22.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 19 13 19 22 54 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 801,340
COMMITMENTS
167,993 192,293 15,015 515,392 481,164 698,400 688,472 102,940 112,868
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -60,582)
-7,632 -11,490 5,312 -60,603 -45,927 -62,923 -52,105 2,341 -8,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 24.0 1.9 64.3 60.0 87.2 85.9 12.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
29 59 21 72 115 115 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,831,973
COMMITMENTS
167,919 308,470 31,982 1347055 1179000 1546956 1519452 285,017 312,521
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -11,877)
-10,337 -14,315 -1,438 -5,462 10,372 -17,237 -5,381 5,360 -6,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 16.8 1.7 73.5 64.4 84.4 82.9 15.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
26 54 31 103 131 153 192
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 938,142
COMMITMENTS
207,234 101,012 10,029 514,815 581,896 732,078 692,937 206,064 245,205
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 5,100)
43,727 5,286 -2,507 -32,143 -5,017 9,077 -2,238 -3,977 7,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.8 1.1 54.9 62.0 78.0 73.9 22.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 32 14 63 79 95 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 632,595
COMMITMENTS
177,230 9,470 50,692 357,611 504,903 585,533 565,065 47,062 67,530
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 15,817)
3,997 -2,482 -308 5,820 13,494 9,509 10,704 6,308 5,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 1.5 8.0 56.5 79.8 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
30 10 31 54 53 95 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,524
COMMITMENTS
7,542 4,986 401 29,085 29,793 37,028 35,179 6,496 8,345
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,279)
1,061 286 -48 19 1,580 1,032 1,819 1,247 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 11.5 0.9 66.8 68.5 85.1 80.8 14.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 9 2 26 31 49 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,047
COMMITMENTS
15,084 9,971 802 58,169 59,585 74,055 70,358 12,992 16,689
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,558)
2,121 572 -95 38 3,160 2,064 3,637 2,494 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 11.5 0.9 66.8 68.5 85.1 80.8 14.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 9 2 26 31 49 41
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,620
COMMITMENTS
885 910 156 11,337 11,388 12,378 12,454 242 166
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -315)
-1,248 184 0 941 -509 -307 -325 -8 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 7.2 1.2 89.8 90.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 1 9 16 14 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,982
COMMITMENTS
3,469 2,743 20 31,210 32,137 34,699 34,900 283 82
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,655)
724 -335 0 920 2,018 1,644 1,683 11 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 7.8 0.1 89.2 91.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 2 1 6 16 15 18
Updated July 30, 2010