WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,247
COMMITMENTS
121,393 88,615 57,739 270,480 284,445 449,612 430,799 41,635 60,448
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 13,477)
2,981 1,840 3,651 -1,716 3,596 4,916 9,087 8,561 4,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 18.0 11.8 55.1 57.9 91.5 87.7 8.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
165 125 114 91 128 331 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,374,822
COMMITMENTS
555,879 111,790 133,950 535,492 869,005 1225321 1114745 149,501 260,077
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -6,196)
25,249 13,857 -30,751 -7,907 4,402 -13,409 -12,492 7,213 6,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 8.1 9.7 38.9 63.2 89.1 81.1 10.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 902)
288 155 176 174 380 546 656
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,566
COMMITMENTS
3,604 255 106 4,999 9,645 8,709 10,006 2,857 1,560
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,095)
926 -91 88 -179 764 835 761 260 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 2.2 0.9 43.2 83.4 75.3 86.5 24.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 2 3 13 10 35 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,715
COMMITMENTS
180,478 34,072 65,508 235,616 355,738 481,602 455,318 51,113 77,397
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 5,243)
2,444 -1,515 915 1,291 6,614 4,650 6,014 593 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 6.4 12.3 44.2 66.8 90.4 85.5 9.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
206 80 105 106 200 366 351
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,880
COMMITMENTS
23,934 1,945 291 19 6,002 24,244 8,238 2,636 18,642
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -300)
-446 -107 46 0 100 -400 39 100 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.0 7.2 1.1 0.1 22.3 90.2 30.6 9.8 69.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 6 8 1 13 24 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 280,894
COMMITMENTS
82,252 38,367 31,287 132,475 194,331 246,014 263,985 34,880 16,909
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 18,168)
9,238 -3,221 3,493 5,075 18,824 17,806 19,096 362 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 13.7 11.1 47.2 69.2 87.6 94.0 12.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
85 55 73 65 64 200 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 664,989
COMMITMENTS
85,969 86,385 22,761 413,076 439,210 521,806 548,356 143,183 116,633
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -16,524)
-5,284 -13,876 -1,471 -7,506 7,682 -14,261 -7,665 -2,263 -8,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 13.0 3.4 62.1 66.0 78.5 82.5 21.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
36 23 13 73 70 118 98
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 220,555
COMMITMENTS
28,098 26,325 5,149 144,622 158,714 177,869 190,188 42,686 30,367
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,542)
394 -2,818 -1,198 1,796 6,939 992 2,923 550 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 11.9 2.3 65.6 72.0 80.6 86.2 19.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 8 5 25 23 35 33
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,495
COMMITMENTS
984 517 369 7,815 8,390 9,168 9,276 327 219
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -418)
150 -355 -6 -550 -55 -406 -416 -12 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 5.4 3.9 82.3 88.4 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 5 4 21 23 29 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 204,584
COMMITMENTS
76,066 13,174 16,866 76,128 157,882 169,060 187,922 35,524 16,662
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -8,489)
-10,115 -4,623 1,387 4,250 -4,483 -4,478 -7,719 -4,011 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 6.4 8.2 37.2 77.2 82.6 91.9 17.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
77 31 45 61 48 167 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,783
COMMITMENTS
6,058 4,616 1,379 5,459 9,985 12,896 15,980 4,887 1,803
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 446)
261 -59 -86 172 451 347 306 99 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 26.0 7.8 30.7 56.1 72.5 89.9 27.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
41 20 14 21 20 76 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 705,082
COMMITMENTS
124,737 181,091 3,373 469,028 404,579 597,138 589,043 107,944 116,039
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 31,111)
-2,949 26,336 -1,100 41,632 -6,246 37,583 18,990 -6,472 12,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 25.7 0.5 66.5 57.4 84.7 83.5 15.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
31 47 13 80 99 119 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,008
COMMITMENTS
209,351 183,463 34,727 1144378 1135309 1388456 1353499 274,552 309,509
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -104,275)
4,425 317 -13,205 -84,672 -69,453 -93,452 -82,341 -10,823 -21,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 11.0 2.1 68.8 68.3 83.5 81.4 16.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
47 44 24 120 124 180 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 881,044
COMMITMENTS
166,392 73,643 13,577 496,179 566,910 676,148 654,130 204,896 226,914
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -64,624)
-29,223 -21,016 2,184 -29,943 -37,717 -56,982 -56,549 -7,642 -8,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 8.4 1.5 56.3 64.3 76.7 74.2 23.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 24 16 62 75 97 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 580,677
COMMITMENTS
152,861 16,996 67,968 325,558 447,138 546,387 532,102 34,290 48,575
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 15,055)
376 480 6,228 10,490 4,983 17,094 11,691 -2,039 3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 2.9 11.7 56.1 77.0 94.1 91.6 5.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
33 14 28 52 48 94 82
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,351
COMMITMENTS
11,191 6,113 2,806 31,710 38,503 45,707 47,421 7,644 5,930
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,714)
4,551 1,709 -2,256 -575 4,758 1,721 4,211 -7 -2,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 11.5 5.3 59.4 72.2 85.7 88.9 14.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 16 13 37 42 72 67
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,701
COMMITMENTS
22,381 12,225 5,612 63,420 77,005 91,413 94,842 15,288 11,859
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 23,620)
5,526 1,246 4,010 10,105 15,681 19,641 20,937 3,979 2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 11.5 5.3 59.4 72.2 85.7 88.9 14.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 16 13 37 42 72 67
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,884
COMMITMENTS
931 1,320 0 8,777 8,538 9,708 9,858 176 26
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -7,388)
-118 -1,303 -426 -6,734 -5,534 -7,278 -7,263 -110 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.4 0.0 88.8 86.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 0 8 13 11 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,802
COMMITMENTS
1,670 2,819 0 31,982 30,771 33,652 33,590 150 212
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -7,104)
333 -656 -260 -7,135 -6,056 -7,062 -6,972 -42 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 8.3 0.0 94.6 91.0 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 0 6 19 10 22
Updated September 17, 2010