WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 535,772
COMMITMENTS
77,853 93,132 148,599 264,440 227,339 490,892 469,070 44,880 66,702
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -6,011)
-2,207 -9,501 8,634 -11,114 -6,230 -4,686 -7,097 -1,324 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.4 27.7 49.4 42.4 91.6 87.6 8.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
132 139 172 92 119 317 350
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,825,618
COMMITMENTS
363,169 86,996 539,661 733,228 926,289 1636059 1552946 189,559 272,672
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 73,616)
22,585 -4,008 37,698 13,764 39,173 74,047 72,863 -431 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.8 29.6 40.2 50.7 89.6 85.1 10.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 864)
256 162 282 288 404 661 742
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,326
COMMITMENTS
2,748 757 1,982 6,918 10,284 11,648 13,023 2,679 1,304
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 341)
-121 -183 413 -164 223 128 453 213 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 5.3 13.8 48.3 71.8 81.3 90.9 18.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 8 6 13 12 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 756,471
COMMITMENTS
159,262 48,553 229,142 304,325 398,560 692,730 676,255 63,742 80,216
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 54,998)
31,496 -6,326 30,274 -12,469 34,321 49,301 58,268 5,697 -3,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.4 30.3 40.2 52.7 91.6 89.4 8.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
192 146 219 135 207 443 472
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 344,290
COMMITMENTS
74,452 40,255 61,606 172,514 217,219 308,572 319,080 35,718 25,210
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 18,320)
5,736 -968 3,753 4,152 17,737 13,640 20,522 4,680 -2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 11.7 17.9 50.1 63.1 89.6 92.7 10.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
85 59 78 69 74 200 181
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 757,360
COMMITMENTS
76,872 133,316 68,512 454,581 409,367 599,965 611,195 157,395 146,165
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 24,524)
2,311 -18,883 13,319 2,311 40,177 17,940 34,613 6,583 -10,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.6 9.0 60.0 54.1 79.2 80.7 20.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
32 42 45 87 85 144 147
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 380,828
COMMITMENTS
57,367 63,358 3,564 257,129 273,083 318,060 340,004 62,768 40,824
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,119)
491 1,747 119 2,281 9,554 2,891 11,419 1,228 -7,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 16.6 0.9 67.5 71.7 83.5 89.3 16.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 10 5 41 34 52 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 202,451
COMMITMENTS
44,937 21,455 38,651 78,584 115,877 162,172 175,983 40,280 26,468
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,652)
8,985 -5,525 1,714 -11,494 10,536 -795 6,724 5,448 -2,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 10.6 19.1 38.8 57.2 80.1 86.9 19.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
55 35 50 62 61 147 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,923
COMMITMENTS
4,574 1,997 2,219 7,535 13,218 14,328 17,434 4,595 1,488
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 737)
411 -245 -119 -130 1,003 162 639 575 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 10.6 11.7 39.8 69.9 75.7 92.1 24.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
35 18 17 25 19 73 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,072,128
COMMITMENTS
214,090 195,369 48,093 701,141 675,975 963,324 919,437 108,804 152,691
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 27,979)
-23,672 -6,761 1,362 43,550 24,284 21,241 18,885 6,738 9,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.2 4.5 65.4 63.0 89.9 85.8 10.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
46 69 33 97 134 166 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,431,756
COMMITMENTS
307,473 284,591 264,308 1537853 1526198 2109634 2075097 322,122 356,659
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 122,527)
30,823 3,031 5,164 76,534 100,065 112,521 108,261 10,006 14,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.7 10.9 63.2 62.8 86.8 85.3 13.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
57 51 60 145 171 228 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,789,585
COMMITMENTS
410,285 170,960 147,044 1000368 1196006 1557698 1514010 231,887 275,575
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 63,517)
17,378 6,481 7,213 35,104 66,471 59,695 80,165 3,822 -16,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 8.2 55.9 66.8 87.0 84.6 13.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
35 46 40 92 122 148 187
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,081,265
COMMITMENTS
78,030 77,433 340,891 612,040 606,740 1030961 1025065 50,304 56,200
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 69,647)
13,365 10,317 24,527 26,806 35,209 64,699 70,054 4,948 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.2 31.5 56.6 56.1 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
29 34 46 71 78 126 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 77,847
COMMITMENTS
24,899 2,248 4,468 39,879 65,664 69,246 72,380 8,601 5,467
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,703)
-495 -1,002 254 4,524 3,505 4,283 2,757 -1,580 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 2.9 5.7 51.2 84.4 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 11 8 41 30 78 46
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 15,750
COMMITMENTS
4,628 758 32 9,256 13,434 13,916 14,224 1,834 1,526
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,084)
348 0 -0 1,498 1,022 1,846 1,022 -762 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.8 0.2 58.8 85.3 88.4 90.3 11.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 2 8 6 14 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 124,193
COMMITMENTS
48,235 10,672 1,178 61,247 104,460 110,660 116,311 13,533 7,882
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,237)
-1,209 -1,527 32 6,051 4,966 4,874 3,471 -1,637 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 8.6 0.9 49.3 84.1 89.1 93.7 10.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 12 6 37 28 71 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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