WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,222
COMMITMENTS
109,718 83,848 56,080 264,019 271,225 429,817 411,153 39,405 58,069
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -36,138)
-18,551 -7,678 -8,747 -8,217 -16,969 -35,515 -33,394 -623 -2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 17.9 12.0 56.3 57.8 91.6 87.6 8.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
150 116 119 81 122 308 297
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,339,412
COMMITMENTS
504,861 100,490 172,848 528,946 811,715 1206655 1085053 132,757 254,359
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -8,394)
35,120 -11,276 -14,833 -33,869 19,965 -13,582 -6,144 5,188 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 7.5 12.9 39.5 60.6 90.1 81.0 9.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 889)
276 151 192 172 374 547 659
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,301
COMMITMENTS
2,245 309 24 5,751 8,728 8,020 9,061 2,281 1,240
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -898)
-250 -118 -122 -29 -547 -401 -787 -497 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 3.0 0.2 55.8 84.7 77.9 88.0 22.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 1 4 15 11 32 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 517,626
COMMITMENTS
171,654 31,614 67,032 230,419 338,577 469,105 437,223 48,521 80,403
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -6,823)
-1,073 -1,739 -301 -5,599 -4,311 -6,973 -6,351 150 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 6.1 12.9 44.5 65.4 90.6 84.5 9.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
192 81 105 99 197 343 352
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,390
COMMITMENTS
23,465 1,693 212 19 5,558 23,696 7,463 2,694 18,927
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -79)
-345 -173 1 10 -259 -334 -431 255 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 6.4 0.8 0.1 21.1 89.8 28.3 10.2 71.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 5 8 1 12 22 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,040
COMMITMENTS
69,858 41,764 29,794 129,186 171,010 228,838 242,568 31,202 17,472
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -17,743)
-8,605 3,943 -8,883 1,056 -9,845 -16,432 -14,785 -1,311 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 16.1 11.5 49.7 65.8 88.0 93.3 12.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
78 59 79 61 55 188 161
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 780,661
COMMITMENTS
97,002 111,310 48,550 458,772 466,047 604,324 625,907 176,337 154,754
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 36,833)
998 9,535 33,938 -13,820 -28,556 21,116 14,917 15,717 21,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 14.3 6.2 58.8 59.7 77.4 80.2 22.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
37 22 16 71 71 121 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 243,426
COMMITMENTS
32,101 30,075 6,299 159,039 171,471 197,439 207,845 45,987 35,581
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8,024)
1,066 -3,583 3,756 11,872 15,191 16,694 15,364 -8,670 -7,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 12.4 2.6 65.3 70.4 81.1 85.4 18.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 7 4 29 23 38 31
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,118
COMMITMENTS
963 688 436 8,373 8,729 9,772 9,853 346 265
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,088)
46 214 -100 -955 -1,107 -1,009 -993 -79 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 6.8 4.3 82.8 86.3 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 6 4 18 21 29 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 208,364
COMMITMENTS
84,657 16,970 15,738 70,893 155,708 171,288 188,416 37,076 19,948
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8,033)
7,648 4,642 1,272 544 2,054 9,464 7,968 -1,431 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 8.1 7.6 34.0 74.7 82.2 90.4 17.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
82 31 44 57 52 167 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,380
COMMITMENTS
5,639 4,226 2,893 5,443 9,585 13,975 16,704 4,405 1,676
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,073)
182 417 -21 -904 -1,325 -743 -929 -330 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 23.0 15.7 29.6 52.1 76.0 90.9 24.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
41 18 16 21 20 77 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 720,003
COMMITMENTS
147,302 157,161 7,997 446,214 439,399 601,513 604,557 118,490 115,446
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -112,017)
-49,929 -32,455 -14,414 -40,577 -55,811 -104,920 -102,680 -7,097 -9,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 21.8 1.1 62.0 61.0 83.5 84.0 16.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
32 46 16 70 96 111 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,951,010
COMMITMENTS
220,815 157,896 82,746 1317348 1377166 1620909 1617808 330,101 333,202
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -104,200)
15,853 -66,986 20,195 -146,180 -71,361 -110,132 -118,152 5,932 13,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 8.1 4.2 67.5 70.6 83.1 82.9 16.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
51 39 28 118 123 186 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,029,315
COMMITMENTS
162,052 119,771 15,117 635,720 657,918 812,889 792,806 216,426 236,509
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -147,163)
-16,048 -24,054 -12,149 -120,321 -100,349 -148,518 -136,552 1,355 -10,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.6 1.5 61.8 63.9 79.0 77.0 21.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 27 19 65 85 101 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 626,057
COMMITMENTS
161,459 16,428 64,467 363,275 493,054 589,201 573,949 36,856 52,108
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 22,121)
12,086 2,097 -1,222 16,832 23,094 27,696 23,969 -5,575 -1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 2.6 10.3 58.0 78.8 94.1 91.7 5.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 11 29 54 48 99 82
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,120
COMMITMENTS
9,186 5,333 275 27,248 32,456 36,709 38,064 6,411 5,056
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,488)
-666 736 -118 76 -1,913 -708 -1,294 -781 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 12.4 0.6 63.2 75.3 85.1 88.3 14.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 12 8 30 33 64 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,239
COMMITMENTS
18,372 10,666 550 54,496 64,911 73,418 76,127 12,821 10,112
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -2,976)
-1,331 1,472 -235 151 -3,825 -1,415 -2,588 -1,561 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 12.4 0.6 63.2 75.3 85.1 88.3 14.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 12 8 30 33 64 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,715
COMMITMENTS
946 1,654 1,270 12,242 11,649 14,458 14,573 257 142
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,946)
-53 331 974 1,004 696 1,925 2,001 21 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 11.2 8.6 83.2 79.2 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 1 9 17 14 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,078
COMMITMENTS
2,054 4,050 250 38,492 36,632 40,796 40,932 282 146
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -560)
166 -603 -90 -665 127 -589 -566 29 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 9.9 0.6 93.7 89.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 5 19 10 21
Updated September 3, 2010