WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 509,803
COMMITMENTS
116,453 89,496 69,960 278,188 283,900 464,601 443,356 45,202 66,447
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 10,689)
3,193 -3,222 12,850 -17,141 -6,044 -1,098 3,584 11,787 7,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 17.6 13.7 54.6 55.7 91.1 87.0 8.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
165 115 144 81 117 332 309
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,296,610
COMMITMENTS
424,807 114,341 166,806 579,152 747,494 1170765 1028641 125,845 267,969
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 52,499)
37,502 -13,313 4,383 2,927 58,861 44,812 49,931 7,687 2,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 8.8 12.9 44.7 57.6 90.3 79.3 9.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795)
227 140 193 180 347 513 612
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,779
COMMITMENTS
2,143 422 432 5,302 8,427 7,877 9,281 2,902 1,498
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -146)
294 -9 -36 -362 59 -104 14 -42 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 3.9 4.0 49.2 78.2 73.1 86.1 26.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 3 8 14 14 33 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 508,769
COMMITMENTS
166,523 38,449 62,954 230,104 325,997 459,581 427,400 49,188 81,369
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 18,466)
14,208 -2,211 -3 2,623 20,726 16,828 18,512 1,638 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 7.6 12.4 45.2 64.1 90.3 84.0 9.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
194 97 116 97 188 347 362
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,936
COMMITMENTS
23,124 1,712 227 5 5,414 23,356 7,353 2,580 18,583
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,926)
2,556 31 37 -6 150 2,587 218 -661 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.2 6.6 0.9 0.0 20.9 90.1 28.4 9.9 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 7 9 1 12 23 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 308,474
COMMITMENTS
84,389 47,293 47,163 141,804 191,842 273,356 286,298 35,118 22,176
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 18,032)
15,339 2,794 1,379 -2,438 12,900 14,280 17,073 3,752 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 15.3 15.3 46.0 62.2 88.6 92.8 11.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
91 55 85 57 55 208 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,581
COMMITMENTS
92,435 100,961 4,253 465,416 497,571 562,104 602,785 167,477 126,796
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 36,994)
-3,914 -37,111 -2,719 12,927 50,565 6,294 10,735 30,700 26,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 13.8 0.6 63.8 68.2 77.0 82.6 23.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
29 26 15 65 71 102 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 171,778
COMMITMENTS
20,430 30,171 57 105,196 119,073 125,683 149,301 46,095 22,477
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,094)
-472 -8,171 -78 2,851 9,016 2,301 767 3,793 5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 17.6 0.0 61.2 69.3 73.2 86.9 26.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 6 1 16 17 22 23
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,342
COMMITMENTS
2,110 422 444 8,408 10,238 10,962 11,104 380 238
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -333)
-23 -22 -73 -220 -239 -316 -334 -17 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 3.7 3.9 74.1 90.3 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 3 2 19 20 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,477
COMMITMENTS
78,183 12,823 14,518 65,923 150,090 158,624 177,431 38,853 20,046
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 5,081)
1,501 -1,070 393 1,579 6,956 3,473 6,279 1,608 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 6.5 7.4 33.4 76.0 80.3 89.8 19.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
80 22 42 59 52 161 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,523
COMMITMENTS
4,299 4,079 2,605 7,045 9,740 13,949 16,424 4,574 2,099
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 806)
150 -151 411 -106 537 455 797 351 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 22.0 14.1 38.0 52.6 75.3 88.7 24.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
35 19 13 17 19 63 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 829,947
COMMITMENTS
198,885 183,591 14,902 501,770 515,806 715,557 714,299 114,390 115,648
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 29,549)
15,085 -10,295 -7,530 -8,575 14,746 -1,020 -3,079 30,569 32,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 22.1 1.8 60.5 62.1 86.2 86.1 13.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
32 51 17 72 109 116 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,983,003
COMMITMENTS
187,193 239,081 50,806 1440778 1382323 1678777 1672210 304,226 310,793
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 175,112)
27,988 -111,276 15,407 46,214 199,724 89,609 103,855 85,503 71,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.1 2.6 72.7 69.7 84.7 84.3 15.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
32 53 41 111 136 173 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,073,819
COMMITMENTS
210,456 103,168 22,156 639,133 697,685 871,745 823,009 202,074 250,810
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 56,553)
-54,508 2,549 -173 84,508 30,357 29,827 32,733 26,726 23,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 9.6 2.1 59.5 65.0 81.2 76.6 18.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
25 28 17 73 92 107 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 593,701
COMMITMENTS
148,937 7,717 55,152 346,338 472,176 550,427 535,045 43,274 58,656
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 5,140)
-15,307 -1,486 5,089 13,969 2,570 3,751 6,173 1,389 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 1.3 9.3 58.3 79.5 92.7 90.1 7.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
28 10 28 54 50 93 81
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,277
COMMITMENTS
9,629 3,934 627 28,972 35,250 39,228 39,811 7,049 6,466
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,518)
-802 -344 166 1,066 635 430 457 1,088 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 8.5 1.4 62.6 76.2 84.8 86.0 15.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 7 4 28 30 57 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,553
COMMITMENTS
19,257 7,868 1,254 57,944 70,499 78,455 79,621 14,098 12,932
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,035)
-1,603 -687 331 2,131 1,269 859 913 2,176 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 8.5 1.4 62.6 76.2 84.8 86.0 15.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 7 4 28 30 57 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,151
COMMITMENTS
3,255 1,868 0 1,819 3,246 5,074 5,114 77 37
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 36.3 0.0 35.3 63.0 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 0 3 2 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,773
COMMITMENTS
1,597 901 156 12,751 13,581 14,504 14,638 269 135
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 942)
278 -9 0 539 839 817 830 125 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 6.1 1.1 86.3 91.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 1 9 17 16 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,353
COMMITMENTS
2,012 2,353 20 38,962 38,865 40,994 41,238 359 115
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,762)
162 1,358 0 2,494 1,350 2,656 2,708 106 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 5.7 0.0 94.2 94.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 2 1 6 19 14 21
Updated August 13, 2010