WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,399
COMMITMENTS
78,089 101,413 146,316 280,046 234,841 504,450 482,569 42,948 64,829
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 12,951)
3,833 -3,120 2,721 5,912 14,635 12,467 14,236 484 -1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.5 26.7 51.2 42.9 92.2 88.2 7.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
117 145 179 98 125 326 353
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,971,299
COMMITMENTS
391,641 80,387 652,200 730,171 954,216 1774011 1686802 197,287 284,496
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 76,679)
22,897 6,310 57,291 -14,140 11,328 66,047 74,929 10,631 1,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.1 33.1 37.0 48.4 90.0 85.6 10.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 898)
265 168 303 298 410 703 763
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,869
COMMITMENTS
2,708 1,105 1,741 7,403 10,345 11,852 13,191 3,017 1,678
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 101)
-58 3 -96 -149 212 -303 119 404 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.4 11.7 49.8 69.6 79.7 88.7 20.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 6 5 17 12 33 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 708,542
COMMITMENTS
134,227 54,972 206,293 311,639 368,315 652,159 629,580 56,382 78,961
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,508)
12,243 -7,242 -2,215 -10,521 13,783 -493 4,326 2,001 -2,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 7.8 29.1 44.0 52.0 92.0 88.9 8.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
195 144 228 128 204 421 493
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,262
COMMITMENTS
20,247 2,202 129 8 5,726 20,384 8,057 2,878 15,205
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 297)
220 158 8 0 -45 228 121 69 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 9.5 0.6 0.0 24.6 87.6 34.6 12.4 65.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 8 5 1 15 21 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,263
COMMITMENTS
56,605 58,410 58,781 187,716 184,255 303,103 301,446 27,161 28,817
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,494)
-1,529 -3,197 -13 -4,192 -144 -5,734 -3,354 1,240 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 17.7 17.8 56.8 55.8 91.8 91.3 8.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
58 82 73 74 75 184 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 860,150
COMMITMENTS
63,013 92,675 125,037 510,386 502,406 698,435 720,119 161,715 140,032
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 10,377)
-3,805 -17,753 15,187 -8,866 28,225 2,515 25,658 7,862 -15,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.8 14.5 59.3 58.4 81.2 83.7 18.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 27 41 85 88 135 140
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 421,927
COMMITMENTS
55,532 58,534 5,145 291,005 318,893 351,682 382,572 70,245 39,354
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 8,646)
-2,813 -5,083 341 8,956 20,213 6,484 15,471 2,163 -6,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.9 1.2 69.0 75.6 83.4 90.7 16.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 9 5 39 38 49 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,636
COMMITMENTS
1,017 838 446 7,540 8,011 9,003 9,295 633 341
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 198)
-73 -129 201 44 200 172 272 26 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.7 4.6 78.2 83.1 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 3 4 21 27 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 190,169
COMMITMENTS
40,063 22,708 33,428 84,204 110,967 157,695 167,103 32,475 23,067
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 592)
-4,519 1,735 5,132 -140 -3,933 473 2,935 118 -2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 11.9 17.6 44.3 58.4 82.9 87.9 17.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
62 34 51 63 63 148 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,289
COMMITMENTS
4,426 2,199 3,476 7,331 13,278 15,233 18,953 5,056 1,335
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 911)
162 1 284 -7 480 440 766 472 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 10.8 17.1 36.1 65.4 75.1 93.4 24.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 21 25 25 19 78 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,027,552
COMMITMENTS
207,179 177,779 52,979 654,885 674,954 915,044 905,712 112,509 121,840
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -48,701)
-40,776 2,443 -434 -7,335 -36,142 -48,545 -34,132 -157 -14,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 17.3 5.2 63.7 65.7 89.1 88.1 10.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
48 54 29 96 139 159 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,666,497
COMMITMENTS
226,994 201,847 378,247 1737568 1733139 2342809 2313233 323,689 353,264
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 117,218)
-32,181 684 -1,093 153,398 133,996 120,124 133,587 -2,907 -16,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.6 14.2 65.2 65.0 87.9 86.8 12.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
45 46 63 149 165 223 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,667,443
COMMITMENTS
311,608 103,045 173,514 950,191 1117688 1435314 1394247 232,130 273,196
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -11,435)
-1,967 -16,425 9,788 -18,639 10,394 -10,819 3,757 -617 -15,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.2 10.4 57.0 67.0 86.1 83.6 13.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
30 36 41 90 119 143 173
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,092,195
COMMITMENTS
68,444 53,493 363,798 612,378 621,743 1044620 1039034 47,575 53,162
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 7,705)
-8,392 -11,735 6,579 7,801 4,069 5,987 -1,087 1,718 8,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.9 33.3 56.1 56.9 95.6 95.1 4.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
26 31 44 68 78 118 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,271
COMMITMENTS
8,779 6,079 3,849 37,300 39,134 49,928 49,063 6,343 7,209
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -12,481)
-6,982 4,909 1,595 -4,613 -19,145 -10,000 -12,641 -2,481 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 10.8 6.8 66.3 69.5 88.7 87.2 11.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 10 12 35 32 59 52
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,679
COMMITMENTS
2,407 2,258 36 8,749 9,458 11,192 11,752 2,487 1,926
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -3,413)
-433 1,502 -0 -3,003 -4,784 -3,436 -3,282 23 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.5 0.3 64.0 69.1 81.8 85.9 18.2 14.1
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,186
COMMITMENTS
18,658 13,556 1,712 57,103 59,353 77,472 74,621 7,713 10,565
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -18,137)
-9,366 10,548 -544 -3,219 -28,722 -13,129 -18,718 -5,008 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 15.9 2.0 67.0 69.7 90.9 87.6 9.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 11 10 33 30 54 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,839
COMMITMENTS
5,788 6,175 850 3,647 3,813 10,285 10,838 554 1
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 396)
75 438 357 28 0 460 795 -64 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 57.0 7.8 33.6 35.2 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 13 2 3 1 14 15
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,343
COMMITMENTS
3,180 411 6 9,805 12,865 12,991 13,282 352 61
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -505)
1,189 -1 -53 -1,640 -502 -504 -556 -1 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 3.1 0.0 73.5 96.4 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 3 1 6 12 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,228
COMMITMENTS
3,021 1,569 0 17,966 19,614 20,987 21,183 241 45
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -342)
-1,058 -88 0 750 -252 -308 -340 -34 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.4 0.0 84.6 92.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 5 0 8 13 17 18
Updated August 19, 2011