WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,110
COMMITMENTS
78,825 105,496 69,114 237,581 189,105 385,520 363,715 40,590 62,395
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -7,998)
-1,878 -7,927 6,058 -10,974 -6,720 -6,794 -8,589 -1,204 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 24.8 16.2 55.8 44.4 90.5 85.4 9.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
110 145 127 75 113 268 316
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,196,995
COMMITMENTS
425,864 96,428 86,207 546,661 791,581 1058732 974,216 138,263 222,779
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 8,806)
22,577 91 -9,201 -365 23,076 13,011 13,966 -4,205 -5,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 8.1 7.2 45.7 66.1 88.4 81.4 11.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 797)
229 137 162 205 364 506 606
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,418
COMMITMENTS
3,059 752 839 5,957 9,650 9,855 11,241 2,563 1,177
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 42)
-134 -188 279 -298 81 -153 172 195 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 6.1 6.8 48.0 77.7 79.4 90.5 20.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 4 2 12 9 30 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,107
COMMITMENTS
187,409 54,097 59,029 240,790 358,281 487,228 471,407 55,879 71,700
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 28,850)
33,386 -6,028 7,946 -17,431 30,444 23,901 32,362 4,949 -3,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 10.0 10.9 44.3 66.0 89.7 86.8 10.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 531)
198 102 143 118 195 390 387
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,603
COMMITMENTS
20,540 1,855 118 3 5,504 20,661 7,477 2,942 16,126
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,323)
987 290 6 0 493 993 789 330 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 7.9 0.5 0.0 23.3 87.5 31.7 12.5 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 6 7 1 14 19 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,690
COMMITMENTS
75,298 43,632 33,347 153,201 195,106 261,846 272,085 34,844 24,605
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 13,922)
4,203 -912 2,123 3,110 15,036 9,436 16,247 4,486 -2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 14.7 11.2 51.6 65.8 88.3 91.7 11.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
71 67 66 62 64 184 162
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 645,396
COMMITMENTS
76,001 143,151 7,695 414,699 364,670 498,395 515,516 147,001 129,880
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 10,452)
4,807 -13,494 895 -1,428 34,749 4,274 22,150 6,178 -11,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 22.2 1.2 64.3 56.5 77.2 79.9 22.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
30 37 16 68 73 106 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 371,783
COMMITMENTS
57,365 65,600 510 253,193 267,032 311,068 333,142 60,715 38,641
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,023)
489 1,724 122 352 8,093 963 9,939 2,060 -6,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 17.6 0.1 68.1 71.8 83.7 89.6 16.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 11 2 36 34 44 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,855
COMMITMENTS
816 1,235 373 7,142 6,908 8,331 8,516 524 339
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -162)
151 762 8 -266 -957 -107 -187 -55 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 13.9 4.2 80.7 78.0 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 5 5 20 26 31 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 175,578
COMMITMENTS
49,724 22,740 19,556 68,707 108,592 137,987 150,888 37,591 24,690
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,444)
7,347 -5,448 -127 -11,081 9,473 -3,861 3,898 5,305 -2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.0 11.1 39.1 61.8 78.6 85.9 21.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
57 32 42 59 55 140 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,223
COMMITMENTS
4,379 2,187 1,183 7,340 12,446 12,902 15,816 4,321 1,407
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 666)
404 -119 -213 -88 909 103 577 563 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 12.7 6.9 42.6 72.3 74.9 91.8 25.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 14 13 20 17 62 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,022,805
COMMITMENTS
210,640 203,446 11,454 694,466 658,147 916,560 873,047 106,245 149,758
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 26,485)
-21,590 -3,761 -380 42,176 21,738 20,206 17,597 6,279 8,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 19.9 1.1 67.9 64.3 89.6 85.4 10.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
40 68 19 86 128 140 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,915,663
COMMITMENTS
304,794 343,317 25,768 1289809 1221693 1620371 1590778 295,292 324,885
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 100,918)
34,355 8,422 1,034 60,987 79,224 96,376 88,680 4,542 12,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 17.9 1.3 67.3 63.8 84.6 83.0 15.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
44 57 24 113 140 170 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,564,850
COMMITMENTS
407,404 240,975 26,425 906,236 1033917 1340065 1301317 224,785 263,533
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 32,075)
21,050 11,968 -2,055 8,625 39,527 27,620 49,440 4,455 -17,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 15.4 1.7 57.9 66.1 85.6 83.2 14.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
27 51 17 76 111 113 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 823,635
COMMITMENTS
84,456 77,421 130,716 562,662 563,612 777,834 771,749 45,801 51,886
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 55,566)
15,621 10,664 14,465 20,409 31,129 50,495 56,258 5,071 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 9.4 15.9 68.3 68.4 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 34 38 64 72 111 126
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,111
COMMITMENTS
24,951 2,167 3,917 38,759 64,698 67,626 70,781 8,485 5,330
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,664)
-524 -971 233 4,524 3,402 4,233 2,664 -1,569 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 2.8 5.1 50.9 85.0 88.9 93.0 11.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 10 7 38 29 75 44
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,719
COMMITMENTS
4,629 758 31 9,256 13,434 13,916 14,223 1,803 1,496
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,089)
348 0 0 1,498 1,022 1,846 1,022 -757 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 4.8 0.2 58.9 85.5 88.5 90.5 11.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 1 8 6 14 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,784
COMMITMENTS
48,338 10,512 76 59,006 102,528 107,420 113,116 13,364 7,668
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,150)
-1,266 -1,465 -11 6,051 4,760 4,774 3,284 -1,624 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 8.7 0.1 48.9 84.9 88.9 93.7 11.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 12 3 34 27 66 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,767
COMMITMENTS
3,646 2,321 486 1,911 3,813 6,043 6,620 724 147
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 10)
106 -114 0 69 0 175 -114 -165 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 34.3 7.2 28.2 56.3 89.3 97.8 10.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 6 1 4 1 17 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,180
COMMITMENTS
2,180 729 17 11,643 13,378 13,840 14,124 340 56
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -189)
525 11 0 -740 -199 -215 -188 26 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 5.1 0.1 82.1 94.3 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 5 1 8 13 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,445
COMMITMENTS
5,036 1,560 3 19,135 22,810 24,174 24,373 271 72
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,786)
-572 603 0 2,354 1,178 1,782 1,781 4 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 6.4 0.0 78.3 93.3 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 1 8 14 15 20
Updated July 22, 2011