WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 639,659
COMMITMENTS
91,383 79,032 179,437 330,970 313,954 601,791 572,424 37,868 67,235
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 42,973)
726 -4,876 32,966 12,441 16,634 46,134 44,725 -3,161 -1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.4 28.1 51.7 49.1 94.1 89.5 5.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
145 165 183 85 122 346 363
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,671,881
COMMITMENTS
380,952 119,098 449,936 696,306 785,890 1527194 1354924 144,687 316,957
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 80,156)
46,117 -15,197 19,362 -1,135 67,360 64,344 71,525 15,812 8,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 7.1 26.9 41.6 47.0 91.3 81.0 8.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811)
232 162 268 220 359 588 682
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,311
COMMITMENTS
1,222 425 1,521 6,255 8,640 8,999 10,586 3,311 1,724
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 749)
93 -356 105 249 808 448 557 302 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.5 12.4 50.8 70.2 73.1 86.0 26.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 4 9 16 16 32 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 620,755
COMMITMENTS
148,913 35,251 156,333 262,136 337,032 567,383 528,616 53,372 92,140
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 35,968)
22,258 -609 7,313 4,441 31,447 34,012 38,151 1,956 -2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.7 25.2 42.2 54.3 91.4 85.2 8.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
190 124 175 108 198 390 422
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 348,204
COMMITMENTS
68,972 44,769 79,596 167,664 201,858 316,232 326,223 31,972 21,982
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 21,159)
17,010 -4,214 7,261 -5,768 20,911 18,503 23,958 2,656 -2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 12.9 22.9 48.2 58.0 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
83 64 89 67 62 210 174
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 767,347
COMMITMENTS
92,838 139,405 42,010 478,594 467,292 613,442 648,706 153,906 118,641
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 18,656)
6,513 -1,751 9,883 11,663 29,035 28,059 37,167 -9,403 -18,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.2 5.5 62.4 60.9 79.9 84.5 20.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
27 28 30 79 80 123 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 166,255
COMMITMENTS
20,902 38,377 194 102,345 110,057 123,441 148,629 42,814 17,626
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 6,961)
4,074 6,596 98 4,094 1,934 8,266 8,628 -1,305 -1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 23.1 0.1 61.6 66.2 74.2 89.4 25.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 7 2 17 18 24 25
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 215,277
COMMITMENTS
75,842 11,531 26,960 72,004 152,627 174,805 191,117 40,472 24,160
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -396)
3,243 -802 2,034 -4,718 709 558 1,940 -954 -2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 5.4 12.5 33.4 70.9 81.2 88.8 18.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
74 31 48 57 61 162 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,383
COMMITMENTS
4,195 3,780 3,226 7,588 10,140 15,009 17,146 4,373 2,237
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,181)
468 -111 1,013 -72 1,328 1,409 2,231 772 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 19.5 16.6 39.1 52.3 77.4 88.5 22.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 17 16 24 25 69 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 860,058
COMMITMENTS
174,383 180,732 75,335 523,418 517,306 773,136 773,373 86,922 86,685
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,211)
11,607 -950 22,870 -3,070 19,981 31,407 41,901 -19,197 -29,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 21.0 8.8 60.9 60.1 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
30 59 34 77 121 134 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,292,571
COMMITMENTS
176,866 304,035 239,165 1634218 1485719 2050249 2028919 242,323 263,653
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 75,201)
6,432 9,618 57,445 71,007 75,552 134,884 142,615 -59,682 -67,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 13.3 10.4 71.3 64.8 89.4 88.5 10.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
47 44 62 131 151 205 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,113,518
COMMITMENTS
266,592 74,740 70,337 584,992 730,234 921,921 875,311 191,596 238,207
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 119,247)
60,324 -13,877 30,520 55,055 115,695 145,899 132,338 -26,652 -13,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.7 6.3 52.5 65.6 82.8 78.6 17.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
33 25 29 73 92 118 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,236,408
COMMITMENTS
162,604 11,764 634,072 393,138 526,957 1189813 1172793 46,595 63,616
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -22,358)
-16,266 -437 22,904 -24,541 -37,492 -17,904 -15,025 -4,455 -7,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 1.0 51.3 31.8 42.6 96.2 94.9 3.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
31 19 43 58 60 106 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 45,568
COMMITMENTS
10,433 4,394 606 28,464 35,006 39,503 40,006 6,066 5,563
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,309)
2,876 -672 74 -1,135 4,824 1,814 4,226 -506 -2,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 1.3 62.5 76.8 86.7 87.8 13.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 8 8 27 34 62 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 91,137
COMMITMENTS
20,865 8,788 1,212 56,928 70,011 79,005 80,011 12,132 11,126
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,617)
5,752 -1,344 147 -2,270 9,648 3,629 8,452 -1,011 -5,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 1.3 62.5 76.8 86.7 87.8 13.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 8 8 27 34 62 45
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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