WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 619,175
COMMITMENTS
107,883 86,475 158,044 305,894 306,073 571,821 550,592 47,355 68,583
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 17,055)
498 1,129 7,397 -638 2,847 7,257 11,372 9,799 5,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 14.0 25.5 49.4 49.4 92.4 88.9 7.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
165 153 180 100 136 369 371
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,999,764
COMMITMENTS
531,575 99,753 594,300 684,607 994,743 1810482 1688796 189,282 310,968
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 73,586)
21,135 4,214 39,752 -867 21,657 60,020 65,623 13,566 7,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.0 29.7 34.2 49.7 90.5 84.4 9.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 956)
290 196 299 239 418 669 794
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,760
COMMITMENTS
3,208 252 899 5,606 9,981 9,713 11,132 3,047 1,628
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,445)
940 -138 318 -64 916 1,194 1,096 251 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.0 7.0 43.9 78.2 76.1 87.2 23.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 1 7 14 12 37 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 691,008
COMMITMENTS
169,259 27,720 181,067 284,415 395,516 634,741 604,303 56,267 86,705
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 4,551)
666 -1,384 -561 4,346 8,066 4,450 6,121 101 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.0 26.2 41.2 57.2 91.9 87.5 8.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
204 116 177 125 214 418 434
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 344,716
COMMITMENTS
73,956 38,393 69,602 165,287 219,252 308,845 327,246 35,871 17,469
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 20,042)
8,005 -6,083 7,566 3,789 19,425 19,360 20,909 683 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 11.1 20.2 47.9 63.6 89.6 94.9 10.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
85 60 90 68 73 209 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 780,032
COMMITMENTS
86,833 89,733 75,131 460,032 482,528 621,996 647,391 158,036 132,641
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -20,701)
-3,798 -11,990 -6,425 -7,871 6,666 -18,094 -11,748 -2,607 -8,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.5 9.6 59.0 61.9 79.7 83.0 20.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 31 46 88 84 149 136
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 221,176
COMMITMENTS
28,098 26,345 5,232 144,687 158,714 178,017 190,291 43,159 30,885
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,551)
394 -2,789 -1,210 1,777 6,939 961 2,940 590 -1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 11.9 2.4 65.4 71.8 80.5 86.0 19.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 8 5 25 23 35 33
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 233,291
COMMITMENTS
75,694 10,652 35,334 85,088 169,666 196,116 215,652 37,174 17,639
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -7,797)
-10,309 -3,399 1,111 5,850 -4,167 -3,348 -6,455 -4,449 -1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.6 15.1 36.5 72.7 84.1 92.4 15.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
87 25 56 64 59 176 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,981
COMMITMENTS
6,313 3,670 2,854 5,662 11,430 14,829 17,954 5,152 2,027
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 533)
292 -81 -6 195 470 481 382 52 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 18.4 14.3 28.3 57.2 74.2 89.9 25.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
51 16 16 23 23 85 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 727,502
COMMITMENTS
120,213 174,605 26,184 471,699 408,012 618,095 608,801 109,407 118,701
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 33,067)
-4,075 24,691 936 42,160 -5,459 39,021 20,168 -5,954 12,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 24.0 3.6 64.8 56.1 85.0 83.7 15.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
33 46 23 81 101 127 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,135,969
COMMITMENTS
185,279 181,146 262,500 1387272 1359010 1835050 1802656 300,918 333,313
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -100,889)
-3,016 -2,637 -17,682 -75,084 -61,224 -95,782 -81,543 -5,107 -19,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.5 12.3 64.9 63.6 85.9 84.4 14.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
50 46 67 147 149 226 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 980,481
COMMITMENTS
163,753 72,968 55,775 545,877 613,088 765,405 741,831 215,076 238,650
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -53,698)
-27,395 -20,214 6,511 -25,239 -31,011 -46,123 -44,714 -7,575 -8,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 7.4 5.7 55.7 62.5 78.1 75.7 21.9 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
34 21 31 71 83 115 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,261,443
COMMITMENTS
139,287 19,588 687,550 396,948 501,643 1223785 1208781 37,658 52,662
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 17,312)
-1,058 1,851 3,982 16,224 6,883 19,148 12,716 -1,836 4,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.6 54.5 31.5 39.8 97.0 95.8 3.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 19 43 60 59 111 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 54,258
COMMITMENTS
11,190 6,172 2,994 32,321 38,986 46,505 48,152 7,753 6,106
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,682)
4,510 1,711 -2,239 -495 4,747 1,776 4,219 -95 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 11.4 5.5 59.6 71.9 85.7 88.7 14.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 17 16 38 43 75 70
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 108,515
COMMITMENTS
22,380 12,344 5,988 64,642 77,972 93,010 96,304 15,505 12,211
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 23,690)
5,445 1,249 4,046 10,264 15,660 19,755 20,955 3,935 2,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 11.4 5.5 59.6 71.9 85.7 88.7 14.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 17 16 38 43 75 70
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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