WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,933
COMMITMENTS
73,791 104,201 142,944 277,716 223,249 494,451 470,395 44,481 68,538
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 12,645)
-537 5,791 2,147 9,871 2,251 11,481 10,189 1,164 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 19.3 26.5 51.5 41.4 91.7 87.3 8.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
121 147 176 100 117 324 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,891,929
COMMITMENTS
383,397 84,689 567,151 752,127 954,090 1702675 1605929 189,255 286,000
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 97,625)
22,373 1,708 47,643 24,788 40,780 94,804 90,130 2,821 7,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 4.5 30.0 39.8 50.4 90.0 84.9 10.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 882)
254 168 285 288 415 673 750
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,067
COMMITMENTS
2,932 872 1,600 6,689 10,133 11,222 12,605 2,845 1,462
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -137)
59 86 -572 301 293 -212 -193 75 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.2 11.4 47.6 72.0 79.8 89.6 20.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 5 6 13 13 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 709,119
COMMITMENTS
157,654 54,011 199,716 292,372 377,841 649,742 631,567 59,377 77,552
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -17,178)
-8,841 5,294 -3,795 1,171 -14,241 -11,465 -12,742 -5,713 -4,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 7.6 28.2 41.2 53.3 91.6 89.1 8.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
186 158 221 121 203 421 488
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,568
COMMITMENTS
20,381 2,170 111 0 5,726 20,492 8,007 3,076 15,561
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -303)
-454 -165 15 0 216 -439 66 136 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 9.2 0.5 0.0 24.3 86.9 34.0 13.1 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 7 6 0 15 17 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 328,367
COMMITMENTS
72,727 45,195 56,876 166,247 201,101 295,850 303,172 32,517 25,196
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 7,392)
4,561 2,372 1,163 980 4,482 6,704 8,017 689 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 13.8 17.3 50.6 61.2 90.1 92.3 9.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
81 69 79 69 71 198 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 789,441
COMMITMENTS
75,139 124,912 81,488 461,708 427,317 618,336 633,718 171,105 155,724
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 59,695)
3,748 -5,164 26,767 23,189 17,978 53,704 39,581 5,990 20,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.8 10.3 58.5 54.1 78.3 80.3 21.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
33 36 40 82 85 137 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 401,828
COMMITMENTS
60,051 63,273 4,159 277,810 290,344 342,020 357,777 59,808 44,051
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 14,659)
1,555 -1,313 465 11,520 14,161 13,540 13,313 1,118 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 15.7 1.0 69.1 72.3 85.1 89.0 14.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 11 5 42 36 53 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,528
COMMITMENTS
983 1,101 186 7,821 7,870 8,990 9,157 538 371
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -86)
132 -134 -177 -106 179 -151 -132 65 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.6 2.0 82.1 82.6 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 4 5 21 25 33 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,453
COMMITMENTS
49,338 19,116 31,247 76,768 120,187 157,353 170,550 40,100 26,903
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -11,234)
-412 1,831 -7,395 386 -5,352 -7,421 -10,915 -3,813 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 9.7 15.8 38.9 60.9 79.7 86.4 20.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
66 27 51 60 59 151 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,589
COMMITMENTS
4,483 2,110 2,625 7,555 13,215 14,663 17,950 4,926 1,639
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 312)
-374 34 535 -7 -558 154 10 159 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 10.8 13.4 38.6 67.5 74.9 91.6 25.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
35 17 19 25 19 74 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,085,224
COMMITMENTS
260,538 184,368 47,026 668,220 719,073 975,784 950,467 109,440 134,757
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 9,498)
37,749 -15,669 1,181 -34,785 34,596 4,145 20,108 5,353 -10,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 17.0 4.3 61.6 66.3 89.9 87.6 10.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
57 60 37 95 137 175 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,324,233
COMMITMENTS
245,605 287,370 247,908 1507197 1451617 2000710 1986895 323,522 337,338
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 46,769)
-32,271 23,081 46,188 31,099 -1,138 45,016 68,131 1,752 -21,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 12.4 10.7 64.8 62.5 86.1 85.5 13.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
50 51 61 150 169 228 253
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,632,142
COMMITMENTS
370,521 155,478 121,227 892,206 1058953 1383953 1335658 248,189 296,484
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -38,133)
10,301 -7,490 29,062 -99,087 -68,483 -59,723 -46,910 21,590 8,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 9.5 7.4 54.7 64.9 84.8 81.8 15.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
40 42 36 83 108 145 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,109,178
COMMITMENTS
90,692 77,381 326,852 642,490 649,709 1060034 1053942 49,143 55,235
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -26,896)
19,751 -2,817 -27,318 -15,426 4,238 -22,993 -25,897 -3,903 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.0 29.5 57.9 58.6 95.6 95.0 4.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 37 45 69 80 120 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,773
COMMITMENTS
16,219 2,947 4,779 44,355 60,304 65,353 68,031 9,420 6,742
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,313)
-2,999 511 -126 830 -3,423 -2,295 -3,037 981 1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 3.9 6.4 59.3 80.6 87.4 91.0 12.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 12 10 43 30 75 50
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,805
COMMITMENTS
4,676 756 35 10,755 15,448 15,466 16,239 2,339 1,565
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -0)
-4 0 3 -500 0 -501 3 501 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 4.2 0.2 60.4 86.8 86.9 91.2 13.1 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,937
COMMITMENTS
31,468 12,764 1,106 67,200 89,713 99,774 103,583 14,163 10,354
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,626)
-5,839 1,174 -409 2,661 -6,845 -3,587 -6,081 961 3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 11.2 1.0 59.0 78.7 87.6 90.9 12.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 13 8 39 28 68 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,287
COMMITMENTS
3,523 1,851 486 1,699 3,813 5,708 6,150 579 137
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1)
453 0 0 -286 0 167 0 -166 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 29.4 7.7 27.0 60.6 90.8 97.8 9.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 5 1 2 1 15 6
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,260
COMMITMENTS
1,613 677 12 11,341 12,515 12,966 13,204 294 56
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -395)
153 -67 -5 -493 -323 -345 -395 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.1 0.1 85.5 94.4 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 6 1 8 13 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,523
COMMITMENTS
5,195 1,951 0 18,026 21,504 23,221 23,455 302 68
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,138)
-16 442 -21 -1,124 -1,562 -1,161 -1,141 23 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 8.3 0.0 76.6 91.4 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 5 0 8 14 16 19
Updated August 5, 2011