WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 656,550
COMMITMENTS
99,458 78,491 197,828 312,053 312,924 609,339 589,243 47,211 67,307
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -9,970)
7,908 2,967 -7,394 -7,927 1,909 -7,413 -2,518 -2,557 -7,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.0 30.1 47.5 47.7 92.8 89.7 7.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
173 148 212 103 136 399 400
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,877,911
COMMITMENTS
447,473 100,360 559,783 706,497 905,474 1713753 1565616 164,158 312,295
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 114,279)
32,280 -4,379 72,814 -2,214 53,916 102,881 122,351 11,398 -8,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 5.3 29.8 37.6 48.2 91.3 83.4 8.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 885)
267 161 285 249 398 643 747
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,529
COMMITMENTS
1,945 413 1,400 5,988 9,148 9,334 10,961 3,195 1,569
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 354)
421 37 -104 96 407 412 340 -58 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.3 11.2 47.8 73.0 74.5 87.5 25.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 4 8 15 13 35 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 676,855
COMMITMENTS
170,740 31,746 177,761 272,851 377,980 621,353 587,487 55,502 89,368
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 23,799)
8,334 -812 11,114 3,669 16,144 23,117 26,446 682 -2,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.7 26.3 40.3 55.8 91.8 86.8 8.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
207 121 179 113 206 403 437
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,637
COMMITMENTS
23,740 1,908 205 5 5,782 23,950 7,895 2,687 18,742
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 701)
616 196 -22 0 368 594 542 107 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.1 7.2 0.8 0.0 21.7 89.9 29.6 10.1 70.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
21 7 6 1 14 22 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 378,961
COMMITMENTS
87,211 39,333 91,950 162,784 226,277 341,945 357,560 37,016 21,401
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 5,777)
5,481 -5,867 3,731 -4,700 9,423 4,513 7,287 1,264 -1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 10.4 24.3 43.0 59.7 90.2 94.4 9.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
99 58 94 65 61 227 178
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 850,636
COMMITMENTS
74,215 91,918 71,339 509,278 530,963 654,832 694,220 195,804 156,416
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 31,334)
-14,067 -9,563 27,160 8,842 7,042 21,936 24,640 9,398 6,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.8 8.4 59.9 62.4 77.0 81.6 23.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
32 32 38 86 85 139 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 197,737
COMMITMENTS
21,879 30,594 125 126,622 132,899 148,627 163,618 49,111 34,119
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 25,471)
1,449 372 32 21,410 13,826 22,891 14,229 2,580 11,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 15.5 0.1 64.0 67.2 75.2 82.7 24.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 6 1 21 22 26 28
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,941
COMMITMENTS
1,081 316 659 8,905 9,769 10,645 10,744 296 197
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -401)
-1,029 -106 215 497 -469 -317 -360 -84 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.9 6.0 81.4 89.3 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 4 18 18 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,051
COMMITMENTS
82,382 11,180 33,272 76,057 164,689 191,711 209,141 41,340 23,910
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 10,246)
5,254 816 3,512 2,132 4,989 10,898 9,317 -652 929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 4.8 14.3 32.6 70.7 82.3 89.7 17.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
88 21 46 63 59 172 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,548
COMMITMENTS
4,778 3,078 3,941 7,016 11,381 15,735 18,399 4,813 2,149
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 359)
413 -501 310 -421 670 301 478 58 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 15.0 19.2 34.1 55.4 76.6 89.5 23.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
38 16 15 24 24 74 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 885,472
COMMITMENTS
179,427 169,465 83,884 507,937 516,932 771,248 770,281 114,224 115,191
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -5,852)
-4,852 4,097 8,431 -5,520 -12,934 -1,941 -407 -3,910 -5,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.1 9.5 57.4 58.4 87.1 87.0 12.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
35 56 35 83 117 143 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,718,710
COMMITMENTS
215,198 186,953 361,427 1818009 1840541 2394634 2388921 324,076 329,789
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 65,745)
1,373 7,531 32,095 37,072 30,622 70,539 70,248 -4,794 -4,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.9 13.3 66.9 67.7 88.1 87.9 11.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
44 46 62 143 159 213 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,211,603
COMMITMENTS
184,136 98,494 83,148 723,015 771,232 990,298 952,873 221,304 258,730
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 15,827)
-29,463 19,818 7,693 37,108 -3,883 15,338 23,629 489 -7,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.1 6.9 59.7 63.7 81.7 78.6 18.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
24 32 30 80 95 123 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,273,804
COMMITMENTS
141,794 10,158 665,873 417,252 536,486 1224919 1212517 48,885 61,287
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,808)
1,412 -637 2,290 593 5,184 4,294 6,837 513 -2,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.8 52.3 32.8 42.1 96.2 95.2 3.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 16 39 61 59 108 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,239
COMMITMENTS
13,653 4,491 393 27,597 38,875 41,643 43,758 7,596 5,481
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,099)
4,025 460 -412 -1,957 3,219 1,656 3,267 443 -1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 9.1 0.8 56.0 79.0 84.6 88.9 15.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 8 11 32 37 71 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,478
COMMITMENTS
27,307 8,982 785 55,195 77,749 83,287 87,516 15,191 10,962
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,199)
8,051 921 -824 -3,913 6,439 3,313 6,535 886 -2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 9.1 0.8 56.0 79.0 84.6 88.9 15.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 8 11 32 37 71 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,155
COMMITMENTS
3,248 1,454 0 1,819 3,664 5,067 5,118 88 37
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4)
-7 -414 0 0 418 -7 4 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 28.2 0.0 35.3 71.1 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,857
COMMITMENTS
1,563 899 156 9,906 10,622 11,625 11,677 232 180
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -2,916)
-34 -2 0 -2,845 -2,959 -2,879 -2,961 -37 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 7.6 1.3 83.5 89.6 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 1 9 17 14 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,560
COMMITMENTS
1,657 3,505 250 38,408 36,723 40,315 40,478 245 82
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -793)
-355 1,152 230 -554 -2,142 -679 -760 -114 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 8.6 0.6 94.7 90.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 2 1 6 19 14 21
Updated August 20, 2010