WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 499,114
COMMITMENTS
113,260 92,718 57,110 295,329 289,944 465,699 439,772 33,415 59,342
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,308)
10,322 -3,008 -5,644 1,485 14,537 6,163 5,885 -3,855 -3,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 18.6 11.4 59.2 58.1 93.3 88.1 6.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
157 121 131 74 115 312 297
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,244,111
COMMITMENTS
387,305 127,654 162,423 576,225 688,633 1125953 978,710 118,158 265,401
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 25,323)
47,412 -21,407 -19,761 -14,305 59,712 13,346 18,544 11,977 6,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 10.3 13.1 46.3 55.4 90.5 78.7 9.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
208 144 183 168 336 487 588
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,925
COMMITMENTS
1,849 431 468 5,664 8,368 7,981 9,267 2,944 1,658
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 701)
-196 -337 187 499 665 490 515 211 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 3.9 4.3 51.8 76.6 73.1 84.8 26.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 4 8 15 14 31 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,303
COMMITMENTS
152,315 40,660 62,957 227,481 305,271 442,753 408,888 47,550 81,415
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,134)
19,911 -1,593 -7,899 -861 24,696 11,151 15,204 983 -3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 8.3 12.8 46.4 62.3 90.3 83.4 9.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505)
188 93 119 89 188 335 361
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,010
COMMITMENTS
20,568 1,681 190 11 5,264 20,769 7,135 3,241 16,875
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,852)
2,449 385 -27 -1 1,040 2,421 1,398 431 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.7 7.0 0.8 0.0 21.9 86.5 29.7 13.5 70.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 7 8 2 13 21 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,442
COMMITMENTS
69,050 44,499 45,784 144,242 178,942 259,076 269,225 31,366 21,217
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 10,102)
14,009 -5,332 1,320 -7,747 17,061 7,582 13,049 2,520 -2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 15.3 15.8 49.7 61.6 89.2 92.7 10.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
81 60 80 58 56 194 160
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,587
COMMITMENTS
96,349 138,072 6,972 452,489 447,006 555,810 592,050 136,777 100,537
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 997)
8,032 -768 -948 5,533 24,611 12,617 22,895 -11,620 -21,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 19.9 1.0 65.3 64.5 80.3 85.5 19.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
29 22 12 70 72 106 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 165,684
COMMITMENTS
20,902 38,342 135 102,345 110,057 123,382 148,534 42,302 17,150
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 7,202)
4,074 6,582 107 4,094 1,934 8,275 8,623 -1,073 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 23.1 0.1 61.8 66.4 74.5 89.6 25.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 7 2 17 18 24 25
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,675
COMMITMENTS
2,133 444 517 8,628 10,477 11,278 11,438 397 237
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -130)
-72 -308 69 -173 0 -176 -239 46 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 3.8 4.4 73.9 89.7 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 4 2 19 19 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 192,396
COMMITMENTS
76,682 13,893 14,125 64,344 143,134 155,151 171,152 37,245 21,244
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,755)
3,251 -538 463 -5,154 112 -1,440 37 -1,315 -2,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 7.2 7.3 33.4 74.4 80.6 89.0 19.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
76 28 41 55 53 155 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,717
COMMITMENTS
4,149 4,230 2,194 7,151 9,203 13,494 15,627 4,223 2,090
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,851)
455 167 727 -20 1,023 1,162 1,917 689 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 23.9 12.4 40.4 51.9 76.2 88.2 23.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 20 14 18 21 59 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 800,398
COMMITMENTS
183,800 193,886 22,432 510,345 501,060 716,577 717,378 83,821 83,020
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -942)
15,807 1,593 7,417 -5,047 19,896 18,177 28,906 -19,119 -29,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 24.2 2.8 63.8 62.6 89.5 89.6 10.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
29 55 18 72 113 114 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,891
COMMITMENTS
159,205 350,357 35,399 1394564 1182599 1589168 1568355 218,723 239,536
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -24,082)
-8,714 41,887 3,417 47,509 3,599 42,212 48,903 -66,294 -72,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 19.4 2.0 77.1 65.4 87.9 86.8 12.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
31 55 37 102 130 159 196
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,017,266
COMMITMENTS
264,964 100,619 22,329 554,625 667,328 841,918 790,276 175,348 226,990
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 79,124)
57,730 -393 12,300 39,810 85,432 109,840 97,339 -30,716 -18,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 9.9 2.2 54.5 65.6 82.8 77.7 17.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
30 28 20 62 86 100 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 588,561
COMMITMENTS
164,244 9,203 50,063 332,369 469,606 546,676 528,872 41,885 59,689
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -44,034)
-12,986 -267 -629 -25,242 -35,297 -38,857 -36,193 -5,177 -7,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 1.6 8.5 56.5 79.8 92.9 89.9 7.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 12 31 55 54 96 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,759
COMMITMENTS
10,430 4,278 462 27,907 34,615 38,798 39,354 5,961 5,405
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,236)
2,888 -708 61 -1,178 4,823 1,771 4,175 -535 -2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.6 1.0 62.3 77.3 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 7 3 25 33 58 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,518
COMMITMENTS
20,860 8,555 923 55,813 69,230 77,596 78,708 11,922 10,810
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,471)
5,776 -1,416 121 -2,356 9,645 3,541 8,350 -1,070 -5,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.6 1.0 62.3 77.3 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 7 3 25 33 58 40
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,831
COMMITMENTS
1,319 910 156 12,212 12,742 13,687 13,808 144 23
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,211)
434 0 0 875 1,354 1,309 1,354 -98 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 6.6 1.1 88.3 92.1 99.0 99.8 1.0 0.2
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 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,591
COMMITMENTS
1,850 995 20 36,468 37,515 38,338 38,530 253 61
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,609)
-1,619 -1,748 0 5,258 5,378 3,639 3,630 -30 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.6 0.1 94.5 97.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 2 1 6 17 13 19
Updated August 6, 2010