WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,783
COMMITMENTS
80,060 102,633 139,965 275,553 233,569 495,578 476,167 46,204 65,616
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 5,221)
-2,183 -3,391 5,591 1,161 2,611 4,570 4,811 652 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 18.9 25.8 50.9 43.1 91.5 87.9 8.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
128 144 173 89 119 317 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,752,002
COMMITMENTS
340,584 91,003 501,964 719,464 887,116 1562012 1480083 189,990 271,919
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 32,607)
14,819 -2,907 33,020 -13,679 -2,337 34,161 27,776 -1,554 4,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 5.2 28.7 41.1 50.6 89.2 84.5 10.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 837)
230 172 272 277 392 631 721
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,985
COMMITMENTS
2,869 940 1,569 7,081 10,060 11,519 12,570 2,466 1,416
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 142)
-198 171 95 148 -23 45 243 96 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.7 11.2 50.6 71.9 82.4 89.9 17.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 6 6 15 12 33 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 701,473
COMMITMENTS
127,766 54,879 198,869 316,794 364,239 643,428 617,987 58,045 83,487
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 246)
10,701 -8,711 4,995 -21,341 7,339 -5,644 3,622 5,891 -3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.8 28.4 45.2 51.9 91.7 88.1 8.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
158 141 197 131 201 388 457
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,280
COMMITMENTS
19,553 1,565 112 3 5,011 19,668 6,688 2,612 15,592
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 599)
698 -58 -59 -3 53 636 -64 -37 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.8 7.0 0.5 0.0 22.5 88.3 30.0 11.7 70.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 5 6 1 13 18 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 325,971
COMMITMENTS
68,716 41,223 57,854 168,362 199,481 294,932 298,558 31,038 27,413
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,537)
5,195 -10,875 -2,560 -6,136 12,176 -3,501 -1,260 964 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 12.6 17.7 51.6 61.2 90.5 91.6 9.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
78 65 77 67 74 191 187
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,836
COMMITMENTS
74,561 152,199 55,193 452,270 369,190 582,024 576,582 150,812 156,254
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 56,655)
12,411 16,823 11,861 35,153 20,855 59,425 49,539 -2,770 7,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 20.8 7.5 61.7 50.4 79.4 78.7 20.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
23 44 41 82 79 134 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,710
COMMITMENTS
56,876 61,611 3,445 254,848 263,529 315,170 328,585 61,540 48,125
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -10,244)
-1,286 1,346 320 -9,111 -14,294 -10,077 -12,628 -167 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 16.4 0.9 67.7 70.0 83.7 87.2 16.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 11 5 39 33 50 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,017
COMMITMENTS
665 473 365 7,408 7,865 8,438 8,703 579 314
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 121)
14 -43 57 -167 -3 -96 11 217 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.2 4.0 82.2 87.2 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 4 20 24 28 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,799
COMMITMENTS
35,952 26,981 36,937 90,078 105,342 162,967 169,260 34,832 28,540
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -17,050)
-785 -6,231 -5,024 -13,002 -5,391 -18,811 -16,646 1,761 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.6 18.7 45.5 53.3 82.4 85.6 17.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
45 37 48 63 62 136 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,186
COMMITMENTS
4,163 2,243 2,338 7,665 12,214 14,166 16,795 4,020 1,391
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -462)
-35 -651 -245 -177 809 -456 -86 -6 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 12.3 12.9 42.1 67.2 77.9 92.4 22.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 18 17 28 19 69 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,044,149
COMMITMENTS
237,762 202,130 46,731 657,591 651,691 942,083 900,552 102,066 143,597
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,567)
-2,722 25,374 -7,905 19,000 -6,291 8,374 11,178 -4,807 -7,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 19.4 4.5 63.0 62.4 90.2 86.2 9.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
47 68 33 96 129 165 208
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,309,229
COMMITMENTS
276,650 281,560 259,143 1461320 1426133 1997113 1966836 312,116 342,393
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 72,410)
54,139 8,236 8,549 12,279 76,832 74,967 93,617 -2,557 -21,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.2 11.2 63.3 61.8 86.5 85.2 13.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
50 52 62 148 171 226 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,726,068
COMMITMENTS
392,908 164,479 139,831 965,264 1129535 1498002 1433845 228,065 292,222
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 124,654)
9,140 20,507 42,120 73,855 73,959 125,114 136,585 -460 -11,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 9.5 8.1 55.9 65.4 86.8 83.1 13.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
40 38 36 93 120 148 179
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,011,619
COMMITMENTS
64,665 67,116 316,364 585,234 571,531 966,263 955,011 45,356 56,608
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 43,480)
-1,088 2,211 5,352 29,678 32,265 33,943 39,829 9,537 3,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.6 31.3 57.9 56.5 95.5 94.4 4.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 31 43 70 79 121 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 75,144
COMMITMENTS
25,394 3,250 4,213 35,356 62,159 64,963 69,622 10,180 5,521
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 23,840)
7,312 -1,575 3,472 9,290 20,500 20,073 22,397 3,767 1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 4.3 5.6 47.1 82.7 86.5 92.7 13.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 16 10 39 31 72 51
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,666
COMMITMENTS
4,279 758 33 7,758 12,412 12,070 13,203 2,596 1,463
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 5.2 0.2 52.9 84.6 82.3 90.0 17.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 2 7 6 14 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,956
COMMITMENTS
49,444 12,199 1,146 55,196 99,495 105,786 112,840 15,170 8,116
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 18,349)
13,279 2,549 -336 3,064 16,175 16,007 18,388 2,343 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 10.1 0.9 45.6 82.3 87.5 93.3 12.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 16 8 36 29 65 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,757
COMMITMENTS
3,540 2,435 486 1,842 3,813 5,868 6,734 889 23
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 538)
542 652 0 28 0 570 652 -32 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 36.0 7.2 27.3 56.4 86.8 99.7 13.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 6 1 3 1 15 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,369
COMMITMENTS
1,655 718 17 12,383 13,577 14,055 14,312 314 57
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 458)
253 -15 1 172 465 426 451 32 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.0 0.1 86.2 94.5 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 5 1 8 13 14 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,659
COMMITMENTS
5,608 957 3 16,781 21,632 22,392 22,592 267 67
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,749)
1,066 -531 3 -3,827 -2,218 -2,758 -2,746 9 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.2 0.0 74.1 95.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 1 8 14 17 19
Updated July 15, 2011