WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,120
COMMITMENTS
107,385 85,346 150,647 306,532 303,227 564,564 539,220 37,556 62,900
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 23,739)
7,255 2,345 10,492 12,424 13,117 30,172 25,954 -6,432 -2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 14.2 25.0 50.9 50.4 93.8 89.6 6.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
160 148 178 100 135 367 364
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,926,178
COMMITMENTS
510,440 95,540 554,548 685,474 973,085 1750462 1623173 175,716 303,005
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 103,373)
30,492 -2,773 39,804 18,771 64,979 89,067 102,009 14,306 1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 5.0 28.8 35.6 50.5 90.9 84.3 9.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 952)
278 192 301 239 421 658 803
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,315
COMMITMENTS
2,268 390 581 5,670 9,065 8,519 10,036 2,796 1,279
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 214)
501 60 -21 -636 175 -156 214 369 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.4 5.1 50.1 80.1 75.3 88.7 24.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 5 6 16 12 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 686,457
COMMITMENTS
168,593 29,103 181,628 280,069 387,450 630,291 598,182 56,166 88,275
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 26,936)
10,114 3,099 9,286 4,791 16,406 24,191 28,792 2,745 -1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.2 26.5 40.8 56.4 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
205 118 174 117 211 404 435
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 27,180
COMMITMENTS
24,380 2,052 245 19 5,902 24,644 8,199 2,536 18,981
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 790)
915 359 33 0 344 948 736 -158 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.7 7.5 0.9 0.1 21.7 90.7 30.2 9.3 69.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 6 10 1 13 26 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 324,673
COMMITMENTS
65,951 44,476 62,035 161,499 199,827 289,485 306,337 35,188 18,336
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 11,070)
5,288 1,345 1,518 874 7,827 7,681 10,690 3,390 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 13.7 19.1 49.7 61.5 89.2 94.4 10.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
87 65 87 65 64 204 176
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 800,733
COMMITMENTS
90,632 101,722 81,555 467,903 475,862 640,090 659,140 160,643 141,594
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -87,179)
-4,176 -9,023 -13,545 -36,669 -32,763 -54,390 -55,331 -32,789 -31,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.7 10.2 58.4 59.4 79.9 82.3 20.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
31 32 43 88 82 145 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 219,625
COMMITMENTS
27,704 29,134 6,442 142,910 151,775 177,056 187,351 42,569 32,274
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -24,871)
-4,397 -949 17 -16,235 -19,696 -20,616 -20,628 -4,255 -4,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.3 2.9 65.1 69.1 80.6 85.3 19.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 7 5 25 21 35 30
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,913
COMMITMENTS
834 872 375 8,365 8,445 9,574 9,692 339 221
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -205)
-129 184 -61 -8 -284 -198 -161 -7 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.8 3.8 84.4 85.2 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 6 4 18 21 27 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 241,088
COMMITMENTS
86,003 14,051 34,223 79,238 173,832 199,464 222,107 41,624 18,981
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 6,656)
1,728 167 1,224 1,158 7,795 4,109 9,185 2,546 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 5.8 14.2 32.9 72.1 82.7 92.1 17.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
87 32 56 59 60 177 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,448
COMMITMENTS
6,021 3,751 2,860 5,467 10,960 14,348 17,572 5,101 1,877
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -685)
238 321 -1,249 -174 194 -1,186 -735 501 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 19.3 14.7 28.1 56.4 73.8 90.4 26.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
49 16 14 23 21 80 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 694,435
COMMITMENTS
124,288 149,914 25,247 429,539 413,471 579,074 588,632 115,361 105,803
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,503)
-19,859 -2,631 -3,605 -18,794 -28,561 -42,257 -34,797 -4,245 -11,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 21.6 3.6 61.9 59.5 83.4 84.8 16.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
30 46 22 74 95 120 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,236,858
COMMITMENTS
188,295 183,784 280,182 1462356 1420234 1930832 1884199 306,026 352,659
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -223,677)
-14,849 26,802 -50,354 -118,708 -204,418 -183,911 -227,969 -39,766 4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.2 12.5 65.4 63.5 86.3 84.2 13.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
49 44 63 141 145 218 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,179
COMMITMENTS
191,148 93,182 49,264 571,116 644,099 811,527 786,544 222,651 247,634
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -75,815)
34,899 -23,697 -4,162 -104,416 -47,790 -73,679 -75,649 -2,136 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.0 4.8 55.2 62.3 78.5 76.1 21.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 28 27 73 85 115 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,244,131
COMMITMENTS
140,344 17,737 683,568 380,724 494,759 1204637 1196065 39,494 48,067
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -63,768)
-10,032 -92 -3,924 -49,088 -52,739 -63,044 -56,756 -723 -7,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.4 54.9 30.6 39.8 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 17 43 59 57 111 103
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,576
COMMITMENTS
6,680 4,461 5,233 32,816 34,239 44,729 43,933 7,847 8,643
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 8,601)
-2,568 -899 4,777 5,076 1,264 7,285 5,142 1,316 3,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.5 10.0 62.4 65.1 85.1 83.6 14.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
24 15 19 31 36 67 64
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,163
COMMITMENTS
2,464 3,165 10 5,627 3,083 8,101 6,258 2,062 3,905
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 31.1 0.1 55.4 30.3 79.7 61.6 20.3 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 8 4 4 4 11 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,825
COMMITMENTS
16,935 11,095 1,942 54,378 62,312 73,255 75,349 11,570 9,476
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,125)
-1,562 375 1,031 -1,101 -3,639 -1,632 -2,233 -1,493 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.1 2.3 64.1 73.5 86.4 88.8 13.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 16 12 30 36 64 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,272
COMMITMENTS
1,049 2,623 426 15,511 14,072 16,986 17,121 286 151
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,557)
103 969 -844 3,269 2,423 2,528 2,548 29 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 15.2 2.5 89.8 81.5 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 1 11 16 16 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,906
COMMITMENTS
1,337 3,475 260 39,117 36,827 40,714 40,562 192 344
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -172)
-717 -575 10 625 195 -82 -370 -90 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.5 0.6 95.6 90.0 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 6 20 10 23
Updated September 10, 2010