WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,790
COMMITMENTS
81,533 98,831 150,585 277,175 237,429 509,293 486,845 41,498 63,945
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,391)
3,444 -2,582 4,269 -2,871 2,588 4,842 4,275 -1,451 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.9 27.3 50.3 43.1 92.5 88.4 7.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
112 150 178 104 127 333 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,027,276
COMMITMENTS
401,095 83,680 674,432 745,881 974,828 1821408 1732939 205,868 294,337
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 55,978)
9,455 3,292 22,232 15,710 20,612 47,397 46,137 8,581 9,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.1 33.3 36.8 48.1 89.8 85.5 10.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 918)
266 187 313 302 419 722 783
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,822
COMMITMENTS
3,243 997 1,789 7,971 11,357 13,003 14,143 2,819 1,679
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 953)
534 -108 48 569 1,012 1,151 952 -198 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.3 11.3 50.4 71.8 82.2 89.4 17.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 5 6 17 12 35 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 751,738
COMMITMENTS
173,107 43,317 223,645 288,326 405,663 685,078 672,625 66,659 79,113
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 43,196)
38,879 -11,656 17,352 -23,313 37,347 32,919 43,044 10,277 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 5.8 29.8 38.4 54.0 91.1 89.5 8.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
212 145 232 122 204 441 489
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,812
COMMITMENTS
20,501 2,599 123 8 5,899 20,632 8,621 3,180 15,191
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 550)
254 397 -6 0 173 248 564 302 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.1 10.9 0.5 0.0 24.8 86.6 36.2 13.4 63.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 10 6 1 15 21 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,128
COMMITMENTS
58,779 48,987 63,279 177,424 186,972 299,482 299,238 27,646 27,890
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,135)
2,173 -9,422 4,498 -10,292 2,717 -3,621 -2,208 486 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 15.0 19.3 54.2 57.2 91.5 91.5 8.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
75 71 82 72 75 193 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,529
COMMITMENTS
62,888 96,816 139,449 535,910 512,190 738,246 748,454 162,283 152,074
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 40,378)
-125 4,141 14,412 25,524 9,783 39,810 28,336 568 12,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 10.8 15.5 59.5 56.9 82.0 83.1 18.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 32 46 89 85 145 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 423,121
COMMITMENTS
52,166 54,839 7,948 288,398 317,046 348,512 379,834 74,609 43,287
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,195)
-3,366 -3,695 2,804 -2,607 -1,847 -3,169 -2,738 4,364 3,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 13.0 1.9 68.2 74.9 82.4 89.8 17.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 11 6 44 39 55 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,093
COMMITMENTS
1,036 998 610 7,804 8,088 9,450 9,696 643 397
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 457)
19 160 164 264 77 447 401 10 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.9 6.0 77.3 80.1 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 5 20 26 31 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,876
COMMITMENTS
54,181 21,739 36,826 78,571 128,072 169,578 186,636 42,297 25,239
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 21,706)
14,118 -969 3,398 -5,633 17,105 11,884 19,533 9,822 2,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 10.3 17.4 37.1 60.4 80.0 88.1 20.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
73 35 53 67 68 170 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,546
COMMITMENTS
4,145 2,255 3,856 7,563 13,257 15,564 19,368 4,982 1,177
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 257)
-281 56 380 232 -21 331 415 -74 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 11.0 18.8 36.8 64.5 75.8 94.3 24.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 21 28 28 18 82 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,017,004
COMMITMENTS
210,053 177,348 61,863 629,622 648,845 901,538 888,057 115,466 128,947
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -10,548)
2,874 -431 8,884 -25,263 -26,108 -13,505 -17,655 2,957 7,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 17.4 6.1 61.9 63.8 88.6 87.3 11.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
49 59 35 95 133 166 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,650,280
COMMITMENTS
220,658 208,094 391,811 1727856 1697973 2340325 2297878 309,955 352,403
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -16,217)
-6,336 6,247 13,564 -9,711 -35,167 -2,483 -15,356 -13,734 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.9 14.8 65.2 64.1 88.3 86.7 11.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
39 56 67 154 172 231 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,670,371
COMMITMENTS
394,296 96,575 185,507 844,793 1111688 1424595 1393769 245,776 276,602
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,928)
82,687 -6,470 11,993 -105,399 -6,001 -10,718 -478 13,646 3,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.8 11.1 50.6 66.6 85.3 83.4 14.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
38 31 43 92 115 148 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,076,264
COMMITMENTS
67,684 56,930 354,076 610,435 616,601 1032195 1027606 44,069 48,658
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -15,931)
-760 3,436 -9,722 -1,943 -5,142 -12,425 -11,428 -3,506 -4,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.3 32.9 56.7 57.3 95.9 95.5 4.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
27 30 42 71 78 120 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,418
COMMITMENTS
7,369 1,308 3,968 36,405 42,342 47,742 47,618 6,676 6,800
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,854)
-1,410 -4,772 119 -896 3,208 -2,186 -1,445 333 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.4 7.3 66.9 77.8 87.7 87.5 12.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 7 11 38 31 63 47
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,834
COMMITMENTS
2,470 2,460 38 9,002 9,711 11,510 12,209 2,324 1,626
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 156)
63 202 2 253 253 318 457 -162 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 17.8 0.3 65.1 70.2 83.2 88.2 16.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 2 8 7 14 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,167
COMMITMENTS
15,820 3,717 1,838 54,805 65,263 72,463 70,818 8,703 10,348
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -4,019)
-2,838 -9,839 126 -2,298 5,910 -5,009 -3,802 990 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.6 2.3 67.5 80.4 89.3 87.3 10.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 7 9 35 29 57 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,255
COMMITMENTS
5,246 6,971 1,456 4,976 3,813 11,678 12,240 577 15
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,416)
-542 796 606 1,329 0 1,393 1,402 23 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 56.9 11.9 40.6 31.1 95.3 99.9 4.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 11 2 3 1 14 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,547
COMMITMENTS
2,112 412 0 10,098 12,072 12,210 12,484 337 63
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -796)
-1,068 1 -6 293 -793 -781 -798 -15 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.3 0.0 80.5 96.2 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 3 0 7 13 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,716
COMMITMENTS
2,858 1,316 4 17,529 19,331 20,391 20,651 325 65
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -512)
-163 -253 4 -437 -283 -596 -532 84 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 6.4 0.0 84.6 93.3 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 1 6 13 17 18
Updated August 26, 2011