WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,734
COMMITMENTS
79,135 93,575 60,434 235,074 197,493 374,643 351,502 35,091 58,232
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -21,864)
-3,046 -18,039 -3,011 -13,503 75 -19,560 -20,975 -2,304 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 22.8 14.7 57.4 48.2 91.4 85.8 8.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
100 140 125 75 110 268 308
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,237,201
COMMITMENTS
491,717 107,548 102,399 497,222 787,716 1091338 997,663 145,863 239,538
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -28,023)
20,096 4,957 -15,581 -25,937 -16,237 -21,422 -26,861 -6,601 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 8.7 8.3 40.2 63.7 88.2 80.6 11.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 892)
262 162 176 186 380 547 658
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,929
COMMITMENTS
3,298 463 541 7,304 11,890 11,143 12,894 2,786 1,035
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1)
-76 -534 -232 136 1,283 -172 517 173 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 3.3 3.9 52.4 85.4 80.0 92.6 20.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 5 14 10 35 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 579,933
COMMITMENTS
246,507 48,823 66,950 202,032 393,756 515,489 509,529 64,444 70,404
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 49,115)
48,751 -2,165 15,926 -21,839 35,689 42,838 49,450 6,277 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 8.4 11.5 34.8 67.9 88.9 87.9 11.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
243 110 164 102 193 426 422
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,820
COMMITMENTS
22,140 3,005 60 8 6,414 22,208 9,479 3,612 16,341
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,008)
1,639 406 -63 0 515 1,576 858 432 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.7 11.6 0.2 0.0 24.8 86.0 36.7 14.0 63.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 12 5 1 16 22 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,529
COMMITMENTS
73,434 35,286 38,486 136,267 183,659 248,187 257,431 33,342 24,098
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,665)
11,072 -15,795 4,852 -17,443 18,789 -1,519 7,846 6,184 -3,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 12.5 13.7 48.4 65.2 88.2 91.4 11.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
84 56 69 62 64 195 162
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 689,017
COMMITMENTS
61,361 92,401 9,996 459,211 445,053 530,568 547,450 158,449 141,567
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 32,967)
-4,934 -19,693 -3,968 29,739 43,202 20,837 19,541 12,130 13,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 13.4 1.5 66.6 64.6 77.0 79.5 23.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
27 22 14 69 63 102 93
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 427,295
COMMITMENTS
50,302 46,133 16,771 287,419 324,866 354,492 387,770 72,803 39,525
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 19,805)
-1,864 -11,549 14,041 6,617 17,272 18,794 19,764 1,011 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 10.8 3.9 67.3 76.0 83.0 90.7 17.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 8 3 43 39 51 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,324
COMMITMENTS
943 844 801 7,954 8,283 9,698 9,928 626 396
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 231)
-93 -154 191 150 195 248 232 -17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 8.2 7.8 77.0 80.2 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 4 23 25 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 200,624
COMMITMENTS
69,878 21,865 25,105 65,792 132,873 160,775 179,843 39,849 20,781
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 16,988)
11,924 -939 6,872 -1,948 14,123 16,848 20,056 140 -3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 10.9 12.5 32.8 66.2 80.1 89.6 19.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
74 34 57 58 65 169 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,164
COMMITMENTS
4,708 2,163 2,855 6,936 13,189 14,499 18,207 4,665 957
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 514)
635 -167 199 -255 641 579 673 -65 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 11.3 14.9 36.2 68.8 75.7 95.0 24.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
37 17 25 22 16 77 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 887,138
COMMITMENTS
183,434 167,416 39,404 537,364 545,356 760,202 752,176 126,936 134,962
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -69,658)
-26,131 -16,152 20,857 -78,775 -83,560 -84,049 -78,855 14,391 9,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 18.9 4.4 60.6 61.5 85.7 84.8 14.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
37 51 20 92 118 143 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,011,822
COMMITMENTS
231,773 231,636 61,378 1428479 1401190 1721630 1694204 290,192 317,618
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 66,350)
-20,795 -34,530 16,059 62,810 95,881 58,074 77,410 8,276 -11,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 11.5 3.1 71.0 69.6 85.6 84.2 14.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
44 41 28 111 126 169 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,431,167
COMMITMENTS
370,595 90,719 43,947 780,801 1017137 1195343 1151803 235,824 279,364
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 15,730)
-37,635 -53,750 17,932 32,559 33,424 12,856 -2,394 2,874 18,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 6.3 3.1 54.6 71.1 83.5 80.5 16.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
39 19 19 76 103 122 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 799,502
COMMITMENTS
89,618 69,916 104,849 567,349 579,713 761,816 754,478 37,686 45,024
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -9,693)
2,559 2,292 -4,067 -6,751 -7,523 -8,259 -9,298 -1,434 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 8.7 13.1 71.0 72.5 95.3 94.4 4.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
19 30 33 63 72 103 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,814
COMMITMENTS
7,037 3,844 3,177 36,657 38,333 46,871 45,353 5,943 7,461
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 598)
-375 2,561 -59 1,504 -2,751 1,070 -249 -472 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 7.3 6.0 69.4 72.6 88.7 85.9 11.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 10 8 38 35 58 50
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,834
COMMITMENTS
2,529 2,450 43 9,002 9,711 11,574 12,204 2,260 1,630
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 60)
55 -10 9 0 0 64 -1 -4 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 17.7 0.3 65.1 70.2 83.7 88.2 16.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 2 8 7 15 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,959
COMMITMENTS
15,156 8,927 127 55,310 57,244 70,593 66,298 7,366 11,661
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,076)
-750 5,251 -245 3,007 -5,501 2,012 -495 -936 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.5 0.2 70.9 73.4 90.6 85.0 9.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 10 4 36 33 51 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,337
COMMITMENTS
5,364 7,012 1,512 4,907 3,813 11,783 12,337 554 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 82)
118 41 56 -69 0 105 97 -23 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 56.8 12.3 39.8 30.9 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 11 2 3 1 16 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,444
COMMITMENTS
2,349 414 4 8,761 10,947 11,114 11,365 330 79
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,103)
237 2 4 -1,337 -1,125 -1,096 -1,119 -7 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 3.6 0.0 76.6 95.7 97.1 99.3 2.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 3 1 7 14 16 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,226
COMMITMENTS
3,313 1,253 4 17,633 19,892 20,950 21,149 276 77
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 510)
455 -63 0 104 561 559 498 -49 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 5.9 0.0 83.1 93.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 3 1 6 13 18 17
Updated September 2, 2011