WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,087
COMMITMENTS
77,307 89,198 61,511 230,990 194,741 369,808 345,450 31,279 55,637
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -8,647)
-1,828 -4,377 1,077 -4,084 -2,752 -4,835 -6,052 -3,812 -2,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 22.2 15.3 57.6 48.6 92.2 86.1 7.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
102 138 122 77 113 266 304
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,239,567
COMMITMENTS
502,958 110,635 90,545 503,129 798,814 1096632 999,994 142,935 239,573
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,366)
11,241 3,087 -11,854 5,907 11,098 5,294 2,331 -2,928 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 8.9 7.3 40.6 64.4 88.5 80.7 11.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 854)
243 169 150 182 369 506 629
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,711
COMMITMENTS
3,665 594 540 6,842 11,723 11,047 12,857 2,664 854
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -218)
367 131 -1 -462 -167 -96 -37 -122 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 4.3 3.9 49.9 85.5 80.6 93.8 19.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 4 13 9 33 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 598,896
COMMITMENTS
250,942 51,701 68,063 214,904 407,952 533,909 527,716 64,987 71,180
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 18,963)
4,435 2,878 1,113 12,872 14,196 18,420 18,187 543 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 8.6 11.4 35.9 68.1 89.1 88.1 10.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
231 117 163 100 200 415 430
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,807
COMMITMENTS
22,260 2,801 154 8 6,247 22,422 9,202 3,385 16,605
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -13)
120 -204 94 0 -167 214 -277 -227 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 10.9 0.6 0.0 24.2 86.9 35.7 13.1 64.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 11 7 1 15 23 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 282,393
COMMITMENTS
78,027 36,176 33,810 136,196 188,248 248,033 258,234 34,360 24,159
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 864)
4,593 890 -4,676 -71 4,589 -154 803 1,018 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.8 12.0 48.2 66.7 87.8 91.4 12.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
92 53 65 62 66 195 155
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,580
COMMITMENTS
54,719 96,141 8,695 420,515 399,045 483,929 503,881 158,651 138,699
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -46,437)
-6,642 3,740 -1,301 -38,696 -46,008 -46,639 -43,569 202 -2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 15.0 1.4 65.4 62.1 75.3 78.4 24.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
33 24 11 71 68 108 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 412,311
COMMITMENTS
50,568 40,185 15,782 281,331 318,125 347,681 374,092 64,630 38,219
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -14,984)
266 -5,948 -989 -6,088 -6,741 -6,811 -13,678 -8,173 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 9.7 3.8 68.2 77.2 84.3 90.7 15.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 7 4 43 41 52 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,514
COMMITMENTS
1,052 865 797 8,153 8,549 10,002 10,211 512 303
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 190)
109 21 -4 199 266 304 283 -114 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 8.2 7.6 77.5 81.3 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 23 24 32 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,693
COMMITMENTS
79,554 20,840 20,791 68,319 144,424 168,664 186,055 38,029 20,638
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 6,069)
9,676 -1,025 -4,314 2,527 11,551 7,889 6,212 -1,820 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 10.1 10.1 33.1 69.9 81.6 90.0 18.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
84 31 49 62 61 174 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,647
COMMITMENTS
5,760 3,105 582 6,583 12,868 12,925 16,555 4,722 1,092
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,517)
1,052 942 -2,273 -353 -321 -1,574 -1,652 57 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 17.6 3.3 37.3 72.9 73.2 93.8 26.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
41 17 12 20 14 68 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 770,286
COMMITMENTS
150,556 184,599 16,874 482,958 449,687 650,388 651,160 119,898 119,126
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -116,852)
-32,878 17,183 -22,530 -54,406 -95,669 -109,814 -101,016 -7,038 -15,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 24.0 2.2 62.7 58.4 84.4 84.5 15.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
34 54 15 83 112 125 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,766,216
COMMITMENTS
205,257 241,209 23,806 1239348 1180109 1468411 1445124 297,805 321,092
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -245,606)
-26,516 9,573 -37,572 -189,131 -221,081 -253,219 -249,080 7,613 3,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.7 1.3 70.2 66.8 83.1 81.8 16.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
41 39 19 101 122 150 172
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,351,376
COMMITMENTS
393,064 113,571 22,263 718,328 963,194 1133655 1099028 217,721 252,348
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -79,791)
22,469 22,852 -21,684 -62,473 -53,943 -61,688 -52,775 -18,103 -27,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 8.4 1.6 53.2 71.3 83.9 81.3 16.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 25 17 73 110 114 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 711,422
COMMITMENTS
87,149 64,540 98,424 490,528 505,608 676,101 668,572 35,321 42,850
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -88,080)
-2,469 -5,376 -6,425 -76,821 -74,105 -85,715 -85,906 -2,365 -2,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 9.1 13.8 69.0 71.1 95.0 94.0 5.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
27 22 31 63 70 104 115
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,603
COMMITMENTS
8,213 2,330 3,320 33,328 38,353 44,861 44,003 6,742 7,600
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,211)
1,176 -1,514 144 -3,329 20 -2,010 -1,351 799 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 4.5 6.4 64.6 74.3 86.9 85.3 13.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 12 8 38 31 64 48
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,202
COMMITMENTS
2,468 2,460 34 9,002 9,721 11,504 12,215 2,698 1,987
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 368)
-61 10 -9 0 10 -70 11 438 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 17.3 0.2 63.4 68.4 81.0 86.0 19.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 8 7 14 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,801
COMMITMENTS
17,432 5,683 629 48,652 57,263 66,713 63,575 8,088 11,226
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,158)
2,276 -3,244 502 -6,658 19 -3,880 -2,723 722 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 7.6 0.8 65.0 76.6 89.2 85.0 10.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 12 7 36 30 59 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,981
COMMITMENTS
5,230 6,380 1,666 4,531 3,813 11,427 11,859 554 122
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -356)
-134 -632 154 -376 0 -356 -478 0 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 53.3 13.9 37.8 31.8 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 11 2 3 1 14 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,743
COMMITMENTS
2,359 404 490 8,570 10,769 11,419 11,663 324 80
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 299)
10 -10 486 -191 -178 305 298 -6 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 3.4 4.2 73.0 91.7 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 3 2 7 14 17 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,469
COMMITMENTS
3,616 1,283 207 18,383 20,928 22,206 22,418 263 51
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,243)
303 30 203 750 1,036 1,256 1,269 -13 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 5.7 0.9 81.8 93.1 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 4 2 7 15 19 21
Updated September 9, 2011