WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 555,231
COMMITMENTS
82,569 96,720 128,530 307,446 263,125 518,545 488,376 36,687 66,856
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 28,295)
2,706 -13,713 19,731 4,494 18,645 26,931 24,663 1,364 3,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 17.4 23.1 55.4 47.4 93.4 88.0 6.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
122 152 170 84 116 321 339
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,482,277
COMMITMENTS
300,035 130,409 393,931 651,064 654,583 1345029 1178923 137,248 303,354
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 39,959)
39,675 -35,375 16,457 -15,053 53,269 41,079 34,351 -1,120 5,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.8 26.6 43.9 44.2 90.7 79.5 9.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
212 152 250 198 326 518 634
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,201
COMMITMENTS
927 857 1,177 6,367 7,798 8,471 9,832 2,729 1,368
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,639)
1 -6 -351 -1,057 -1,090 -1,407 -1,447 -232 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.7 10.5 56.8 69.6 75.6 87.8 24.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 5 6 15 12 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,150
COMMITMENTS
105,705 45,916 173,050 264,113 280,517 542,868 499,483 53,281 96,667
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 35,792)
22,726 -35,368 27,655 -21,492 41,575 28,889 33,862 6,903 1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 7.7 29.0 44.3 47.1 91.1 83.8 8.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
164 133 185 129 179 380 417
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,256
COMMITMENTS
15,673 795 263 16 4,019 15,952 5,077 3,304 14,179
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,974)
1,983 65 -34 7 164 1,956 195 18 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 4.1 1.4 0.1 20.9 82.8 26.4 17.2 73.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 3 8 2 10 19 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,110
COMMITMENTS
50,385 68,493 69,700 186,217 168,372 306,302 306,565 26,808 26,545
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -6,939)
5,482 -12,692 7,804 -22,023 3,519 -8,736 -1,369 1,797 -5,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 20.6 20.9 55.9 50.5 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
67 87 81 67 61 191 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 747,773
COMMITMENTS
87,502 130,573 42,973 465,605 443,992 596,080 617,538 151,693 130,235
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,543)
12,607 -1,212 -6,370 683 16,601 6,920 9,018 -5,376 -7,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 17.5 5.7 62.3 59.4 79.7 82.6 20.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
34 28 36 76 79 126 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 155,505
COMMITMENTS
13,323 30,391 151 103,130 107,015 116,604 137,557 38,901 17,948
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,248)
0 5,656 -10 2,029 -3,238 2,019 2,408 1,229 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 19.5 0.1 66.3 68.8 75.0 88.5 25.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 7 1 17 17 22 24
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,992
COMMITMENTS
1,695 239 527 9,285 10,992 11,507 11,758 485 234
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -168)
130 -116 -207 -204 68 -281 -255 113 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.0 4.4 77.4 91.7 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 2 19 21 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 219,145
COMMITMENTS
70,236 10,051 29,866 77,971 153,258 178,073 193,175 41,072 25,970
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 8,633)
8,103 -4,108 3,793 -4,289 10,920 7,607 10,605 1,026 -1,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 4.6 13.6 35.6 69.9 81.3 88.1 18.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
77 31 50 70 69 173 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,876
COMMITMENTS
3,074 3,788 1,959 8,091 7,674 13,124 13,421 2,752 2,454
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,114)
157 209 172 588 724 918 1,105 196 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.9 12.3 51.0 48.3 82.7 84.5 17.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 17 13 24 24 54 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 888,141
COMMITMENTS
162,755 196,581 51,805 570,061 514,458 784,621 762,844 103,519 125,297
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -31,993)
-8,658 -5,568 -6,512 -17,155 -21,804 -32,325 -33,885 332 1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 22.1 5.8 64.2 57.9 88.3 85.9 11.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
30 63 33 72 118 128 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,190,577
COMMITMENTS
195,322 264,028 218,170 1469481 1366126 1882973 1848324 307,604 342,253
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -6,226)
-2,977 -4,248 -7,965 12,177 2,695 1,236 -9,518 -7,462 3,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.1 10.0 67.1 62.4 86.0 84.4 14.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
42 46 57 131 156 203 229
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 945,824
COMMITMENTS
167,336 78,713 31,463 523,153 587,422 721,952 697,598 223,871 248,225
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -27,284)
-9,622 -9,345 1,203 -11,425 -27,200 -19,844 -35,343 -7,439 8,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 8.3 3.3 55.3 62.1 76.3 73.8 23.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
25 22 21 70 78 104 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,189,854
COMMITMENTS
188,618 15,498 558,311 398,398 554,705 1145326 1128514 44,527 61,339
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 37,671)
2,507 -2,507 26,267 11,271 15,720 40,045 39,480 -2,374 -1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 1.3 46.9 33.5 46.6 96.3 94.8 3.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
29 20 42 55 61 104 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,861
COMMITMENTS
4,836 6,336 363 29,553 25,818 34,753 32,518 5,108 7,343
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,667)
-1,828 1,547 110 1,152 -4,531 -566 -2,874 -1,101 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.9 0.9 74.1 64.8 87.2 81.6 12.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 13 7 30 32 46 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,722
COMMITMENTS
9,673 12,672 727 59,107 51,637 69,507 65,036 10,215 14,686
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -3,334)
-3,655 3,094 220 2,304 -9,062 -1,131 -5,748 -2,202 2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.9 0.9 74.1 64.8 87.2 81.6 12.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 13 7 30 32 46 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,527
COMMITMENTS
2,529 731 53 11,683 13,610 14,265 14,394 262 133
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -259)
-754 -54 0 498 -187 -256 -241 -3 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 5.0 0.4 80.4 93.7 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 1 8 17 12 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,397
COMMITMENTS
1,967 4,148 0 29,114 27,112 31,081 31,260 316 137
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,301)
-1,090 993 0 -222 -2,323 -1,312 -1,330 11 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 13.2 0.0 92.7 86.4 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 0 8 15 13 18
Updated July 16, 2010