WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 507,278
COMMITMENTS
123,830 90,387 68,839 271,729 288,142 464,398 447,368 42,880 59,910
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -2,525)
7,377 891 -1,121 -6,459 4,242 -203 4,012 -2,322 -6,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 17.8 13.6 53.6 56.8 91.5 88.2 8.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
172 117 154 92 127 361 328
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,342,765
COMMITMENTS
459,690 112,455 182,278 567,978 787,479 1209946 1082212 132,819 260,553
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 46,155)
34,883 -1,886 15,472 -11,174 39,985 39,181 53,571 6,974 -7,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 8.4 13.6 42.3 58.6 90.1 80.6 9.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 832)
253 142 190 191 364 540 633
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,141
COMMITMENTS
2,547 457 340 5,424 8,837 8,311 9,634 2,830 1,507
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 362)
404 35 -92 122 410 434 353 -72 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 4.1 3.1 48.7 79.3 74.6 86.5 25.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 4 6 14 11 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,866
COMMITMENTS
175,528 39,734 67,347 233,267 340,369 476,142 447,450 49,724 78,416
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 17,097)
9,005 1,285 4,393 3,163 14,372 16,561 20,050 536 -2,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 7.6 12.8 44.4 64.7 90.5 85.1 9.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
197 100 116 99 193 354 370
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,637
COMMITMENTS
23,740 1,908 205 5 5,782 23,950 7,895 2,687 18,742
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 701)
616 196 -22 0 368 594 542 107 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.1 7.2 0.8 0.0 21.7 89.9 29.6 10.1 70.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
21 7 6 1 14 22 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,294
COMMITMENTS
89,543 40,060 51,300 136,216 201,262 277,059 292,622 36,235 20,672
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,820)
5,154 -7,233 4,137 -5,588 9,420 3,703 6,324 1,117 -1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 12.8 16.4 43.5 64.2 88.4 93.4 11.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
96 54 82 58 55 211 163
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 715,278
COMMITMENTS
81,336 92,935 7,372 453,834 485,445 542,542 585,752 172,736 129,526
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -14,303)
-11,099 -8,026 3,119 -11,582 -12,126 -19,562 -17,033 5,259 2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 13.0 1.0 63.4 67.9 75.9 81.9 24.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
34 26 17 71 74 113 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 197,029
COMMITMENTS
21,879 30,536 47 126,616 132,899 148,542 163,482 48,487 33,547
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 25,251)
1,449 365 -10 21,420 13,826 22,859 14,181 2,392 11,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 15.5 0.0 64.3 67.5 75.4 83.0 24.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 6 1 21 22 26 28
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,941
COMMITMENTS
1,081 316 659 8,905 9,769 10,645 10,744 296 197
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -401)
-1,029 -106 215 497 -469 -317 -360 -84 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 2.9 6.0 81.4 89.3 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 4 18 18 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,643
COMMITMENTS
82,648 13,951 15,264 67,377 153,517 165,289 182,732 38,354 20,911
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 6,166)
4,465 1,128 746 1,454 3,427 6,665 5,301 -499 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 6.9 7.5 33.1 75.4 81.2 89.7 18.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
81 25 37 61 53 164 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,704
COMMITMENTS
4,709 3,644 2,799 6,591 10,311 14,099 16,754 4,605 1,950
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 181)
410 -435 194 -454 571 150 330 31 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 19.5 15.0 35.2 55.1 75.4 89.6 24.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
34 17 13 18 22 63 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 822,184
COMMITMENTS
197,600 189,921 16,303 497,434 505,026 711,337 711,250 110,847 110,934
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -7,763)
-1,285 6,330 1,401 -4,336 -10,780 -4,220 -3,049 -3,543 -4,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 23.1 2.0 60.5 61.4 86.5 86.5 13.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
31 54 20 77 109 123 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,992,026
COMMITMENTS
196,506 244,083 52,488 1449496 1392685 1698490 1689256 293,536 302,770
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 9,023)
9,313 5,002 1,682 8,718 10,362 19,713 17,046 -10,690 -8,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 12.3 2.6 72.8 69.9 85.3 84.8 14.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
32 52 43 113 137 172 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,093,081
COMMITMENTS
183,490 123,546 26,466 680,196 700,909 890,152 850,921 202,929 242,160
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 19,262)
-26,966 20,378 4,310 41,063 3,224 18,407 27,912 855 -8,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 11.3 2.4 62.2 64.1 81.4 77.8 18.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
21 33 23 71 86 108 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 597,316
COMMITMENTS
153,034 8,297 54,434 345,347 477,465 552,815 540,196 44,501 57,120
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 3,615)
4,097 580 -718 -991 5,289 2,388 5,151 1,227 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 1.4 9.1 57.8 79.9 92.5 90.4 7.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
33 9 28 54 51 95 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,402
COMMITMENTS
13,638 4,416 206 27,064 38,455 40,907 43,076 7,496 5,326
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,126)
4,009 482 -422 -1,909 3,205 1,679 3,266 447 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 9.1 0.4 55.9 79.4 84.5 89.0 15.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
35 7 6 30 35 67 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,804
COMMITMENTS
27,275 8,832 411 54,127 76,909 81,813 86,152 14,991 10,652
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,251)
8,018 964 -843 -3,817 6,410 3,358 6,531 893 -2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 9.1 0.4 55.9 79.4 84.5 89.0 15.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
35 7 6 30 35 67 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,155
COMMITMENTS
3,248 1,454 0 1,819 3,664 5,067 5,118 88 37
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4)
-7 -414 0 0 418 -7 4 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 28.2 0.0 35.3 71.1 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,857
COMMITMENTS
1,563 899 156 9,906 10,622 11,625 11,677 232 180
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -2,916)
-34 -2 0 -2,845 -2,959 -2,879 -2,961 -37 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 7.6 1.3 83.5 89.6 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 1 9 17 14 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,560
COMMITMENTS
1,657 3,505 250 38,408 36,723 40,315 40,478 245 82
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -793)
-355 1,152 230 -554 -2,142 -679 -760 -114 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 8.6 0.6 94.7 90.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 2 1 6 19 14 21
Updated August 20, 2010