WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,288
COMMITMENTS
74,328 98,410 140,797 267,845 220,998 482,971 460,205 43,317 66,082
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -9,484)
-3,525 5,278 -7,802 3,406 -6,341 -7,921 -8,865 -1,563 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.7 26.8 50.9 42.0 91.8 87.4 8.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
123 143 170 94 121 312 350
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,794,304
COMMITMENTS
361,024 82,981 519,508 727,339 913,310 1607870 1515799 186,434 278,505
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -31,314)
-2,146 -4,014 -20,153 -5,890 -12,979 -28,189 -37,147 -3,125 5,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.6 29.0 40.5 50.9 89.6 84.5 10.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 857)
233 172 278 291 406 655 737
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,204
COMMITMENTS
2,873 786 2,173 6,388 9,839 11,434 12,798 2,770 1,406
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -122)
125 29 190 -529 -444 -214 -225 92 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.5 15.3 45.0 69.3 80.5 90.1 19.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 4 6 13 12 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,297
COMMITMENTS
166,495 48,717 203,511 291,201 392,082 661,207 644,309 65,090 81,988
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -30,174)
7,233 165 -25,632 -13,124 -6,479 -31,523 -31,946 1,348 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 6.7 28.0 40.1 54.0 91.0 88.7 9.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
196 145 212 134 203 440 468
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,871
COMMITMENTS
20,835 2,335 96 0 5,510 20,931 7,941 2,940 15,930
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 268)
295 480 -22 -3 6 270 464 -2 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.3 9.8 0.4 0.0 23.1 87.7 33.3 12.3 66.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 8 4 0 14 18 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 320,975
COMMITMENTS
68,166 42,822 55,713 165,267 196,619 289,146 295,154 31,829 25,820
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -23,315)
-6,286 2,568 -5,893 -7,247 -20,600 -19,426 -23,925 -3,889 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 13.3 17.4 51.5 61.3 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
69 69 73 68 72 187 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,747
COMMITMENTS
71,391 130,077 54,721 438,519 409,340 564,631 594,137 165,115 135,609
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -27,613)
-5,481 -3,240 -13,791 -16,062 -28 -35,333 -17,058 7,720 -10,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 17.8 7.5 60.1 56.1 77.4 81.4 22.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
27 38 41 83 87 134 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 387,169
COMMITMENTS
58,496 64,586 3,694 266,290 276,183 328,480 344,464 58,689 42,706
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 6,341)
1,129 1,228 131 9,160 3,101 10,420 4,459 -4,079 1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 16.7 1.0 68.8 71.3 84.8 89.0 15.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 11 6 42 35 54 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,614
COMMITMENTS
851 1,235 363 7,927 7,691 9,141 9,289 473 325
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 759)
35 0 -10 785 783 810 773 -51 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.8 3.8 82.5 80.0 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 5 5 22 27 33 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 208,687
COMMITMENTS
49,750 17,285 38,642 76,382 125,539 164,774 181,466 43,913 27,221
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 6,235)
4,813 -4,171 -9 -2,202 9,662 2,602 5,482 3,633 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 8.3 18.5 36.6 60.2 79.0 87.0 21.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
67 29 60 61 63 162 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,277
COMMITMENTS
4,857 2,076 2,090 7,562 13,773 14,509 17,940 4,768 1,337
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 354)
283 79 -129 27 555 181 506 173 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 10.8 10.8 39.2 71.5 75.3 93.1 24.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
38 17 17 25 19 74 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,075,726
COMMITMENTS
222,789 200,037 45,845 703,005 684,477 971,640 930,359 104,087 145,367
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,598)
8,699 4,668 -2,248 1,864 8,501 8,316 10,922 -4,718 -7,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 18.6 4.3 65.4 63.6 90.3 86.5 9.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
47 69 34 96 133 167 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,277,464
COMMITMENTS
277,876 264,289 201,720 1476099 1452755 1955694 1918764 321,770 358,700
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -154,292)
-29,597 -20,302 -62,588 -61,755 -73,443 -153,939 -156,333 -352 2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.6 8.9 64.8 63.8 85.9 84.3 14.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
53 48 58 143 171 223 250
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,670,275
COMMITMENTS
360,220 162,968 92,164 991,293 1127436 1443677 1382568 226,598 287,707
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -119,310)
-50,066 -7,992 -54,880 -9,075 -68,570 -114,021 -131,442 -5,289 12,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.8 5.5 59.3 67.5 86.4 82.8 13.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
38 39 35 87 114 141 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,136,073
COMMITMENTS
70,941 80,198 354,170 657,916 645,471 1083027 1079839 53,046 56,234
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 54,808)
-7,089 2,764 13,279 45,876 38,731 52,066 54,774 2,742 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.1 31.2 57.9 56.8 95.3 95.1 4.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
26 36 46 69 79 122 139
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,086
COMMITMENTS
19,218 2,436 4,905 43,525 63,727 67,648 71,068 8,438 5,018
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -1,760)
-5,681 188 438 3,645 -1,937 -1,598 -1,312 -162 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 3.2 6.4 57.2 83.8 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
26 9 9 44 28 74 44
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,805
COMMITMENTS
4,680 756 32 11,255 15,448 15,967 16,236 1,838 1,568
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,055)
52 -2 0 1,999 2,014 2,051 2,012 4 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 4.2 0.2 63.2 86.8 89.7 91.2 10.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 2 8 7 14 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,563
COMMITMENTS
37,307 11,590 1,515 64,539 96,558 103,362 109,663 13,201 6,900
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -7,630)
-10,929 918 337 3,293 -7,903 -7,299 -6,648 -332 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 9.9 1.3 55.4 82.8 88.7 94.1 11.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 10 7 40 25 67 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,286
COMMITMENTS
3,070 1,851 486 1,985 3,813 5,541 6,150 745 136
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -481)
-576 -470 0 74 0 -502 -470 21 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 29.4 7.7 31.6 60.7 88.1 97.8 11.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 1 3 1 15 6
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,655
COMMITMENTS
1,460 744 17 11,834 12,838 13,311 13,599 344 56
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -525)
-720 15 0 191 -540 -529 -525 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.4 0.1 86.7 94.0 97.5 99.6 2.5 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,661
COMMITMENTS
5,211 1,509 21 19,150 23,066 24,382 24,596 279 65
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 216)
175 -51 18 15 256 208 223 8 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.1 0.1 77.7 93.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 5 1 8 14 18 19
Updated July 29, 2011