WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,604
COMMITMENTS
76,012 117,384 63,464 251,646 186,420 391,122 367,268 40,482 64,336
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 11,047)
798 6,006 -876 10,017 3,669 9,939 8,799 1,108 2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 27.2 14.7 58.3 43.2 90.6 85.1 9.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
98 149 129 82 111 271 316
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,234,631
COMMITMENTS
448,697 95,486 95,271 549,755 811,232 1093723 1001989 140,908 232,642
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 31,258)
18,926 -4,279 6,373 5,393 25,382 30,692 27,476 566 3,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 7.7 7.7 44.5 65.7 88.6 81.2 11.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 822)
229 146 172 201 377 522 624
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,161
COMMITMENTS
3,227 872 468 5,747 9,509 9,442 10,849 2,719 1,312
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -106)
83 86 -566 296 323 -187 -157 81 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 7.2 3.8 47.3 78.2 77.6 89.2 22.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 5 2 11 9 30 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,382
COMMITMENTS
177,002 58,224 47,876 235,535 338,641 460,413 444,741 51,969 67,641
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -25,186)
-14,557 2,340 -5,694 1,360 -15,838 -18,891 -19,192 -6,295 -5,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 11.4 9.3 46.0 66.1 89.9 86.8 10.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
189 120 141 97 188 360 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,568
COMMITMENTS
20,381 2,170 111 0 5,726 20,492 8,007 3,076 15,561
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -303)
-454 -165 15 0 216 -439 66 136 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.5 9.2 0.5 0.0 24.3 86.9 34.0 13.1 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 7 6 0 15 17 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,364
COMMITMENTS
74,209 49,340 29,976 148,170 180,315 252,355 259,631 32,009 24,733
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 5,474)
3,973 3,484 32 729 2,617 4,734 6,133 740 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 17.4 10.5 52.1 63.4 88.7 91.3 11.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
69 74 67 62 64 181 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,940
COMMITMENTS
75,680 136,082 13,148 404,901 367,472 493,729 516,702 157,211 134,238
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 14,104)
9,497 -2,449 2,059 338 3,342 11,894 2,952 2,210 11,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 20.9 2.0 62.2 56.5 75.8 79.4 24.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
28 38 19 64 73 107 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 390,841
COMMITMENTS
60,051 65,021 567 272,282 283,217 332,900 348,805 57,941 42,036
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 12,737)
1,555 -1,555 -2 10,056 13,527 11,609 11,970 1,128 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.6 0.1 69.7 72.5 85.2 89.2 14.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 11 2 38 36 46 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,528
COMMITMENTS
983 1,101 186 7,821 7,870 8,990 9,157 538 371
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -86)
132 -134 -177 -106 179 -151 -132 65 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 11.6 2.0 82.1 82.6 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 4 5 21 25 33 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,085
COMMITMENTS
52,357 20,561 14,661 68,742 113,267 135,760 148,489 38,325 25,596
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -10,645)
-864 1,520 -6,869 626 -5,054 -7,107 -10,403 -3,538 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 11.8 8.4 39.5 65.1 78.0 85.3 22.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
59 30 43 54 51 139 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,869
COMMITMENTS
4,316 2,275 1,560 7,330 12,507 13,206 16,342 4,663 1,527
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 479)
-269 -95 609 -65 -361 275 153 204 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 12.7 8.7 41.0 70.0 73.9 91.5 26.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 15 14 20 17 62 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,040,881
COMMITMENTS
258,877 195,003 12,862 661,757 700,554 933,496 908,419 107,385 132,462
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 8,423)
37,696 -12,811 -353 -34,748 32,130 2,595 18,966 5,828 -10,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.7 1.2 63.6 67.3 89.7 87.3 10.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
49 62 22 86 133 151 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,863,628
COMMITMENTS
262,924 335,870 42,471 1261946 1172745 1567341 1551086 296,287 312,542
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -36,987)
-20,543 28,056 2,051 -15,082 -45,308 -33,574 -15,201 -3,413 -21,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.0 2.3 67.7 62.9 84.1 83.2 15.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
37 59 39 123 139 185 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,462,496
COMMITMENTS
376,738 197,029 28,685 820,512 953,120 1225935 1178834 236,561 283,662
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -57,935)
9,684 430 13,618 -100,409 -79,446 -77,107 -65,398 19,172 7,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 13.5 2.0 56.1 65.2 83.8 80.6 16.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
34 47 19 72 102 119 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 858,944
COMMITMENTS
90,024 68,103 129,708 594,786 610,103 814,518 807,914 44,426 51,030
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -5,980)
11,919 -11,829 -2,783 -11,185 8,652 -2,049 -5,960 -3,931 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 7.9 15.1 69.2 71.0 94.8 94.1 5.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
22 33 38 63 77 106 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 72,896
COMMITMENTS
16,261 2,947 4,167 43,343 59,216 63,770 66,330 9,126 6,566
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,495)
-3,005 597 -197 878 -3,590 -2,324 -3,190 829 1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 4.0 5.7 59.5 81.2 87.5 91.0 12.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
26 11 9 43 28 74 47
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,750
COMMITMENTS
4,678 756 33 10,755 15,448 15,466 16,237 2,284 1,513
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -21)
-3 0 2 -500 0 -501 2 480 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 4.3 0.2 60.6 87.0 87.1 91.5 12.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 1 8 7 14 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,291
COMMITMENTS
31,325 12,542 107 65,175 87,536 96,607 100,185 13,684 10,106
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,947)
-6,076 1,120 -324 2,755 -7,180 -3,645 -6,384 698 3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 11.4 0.1 59.1 79.4 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 13 5 39 26 65 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,287
COMMITMENTS
3,523 1,851 486 1,699 3,813 5,708 6,150 579 137
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1)
453 0 0 -286 0 167 0 -166 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 29.4 7.7 27.0 60.6 90.8 97.8 9.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 5 1 2 1 15 6
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,260
COMMITMENTS
1,613 677 12 11,341 12,515 12,966 13,204 294 56
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -395)
153 -67 -5 -493 -323 -345 -395 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 5.1 0.1 85.5 94.4 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 6 1 8 13 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,523
COMMITMENTS
5,195 1,951 0 18,026 21,504 23,221 23,455 302 68
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,138)
-16 442 -21 -1,124 -1,562 -1,161 -1,141 23 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 8.3 0.0 76.6 91.4 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 5 0 8 14 16 19
Updated August 5, 2011