WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,891
COMMITMENTS
87,176 86,909 143,085 313,368 285,741 543,629 515,735 40,262 68,156
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 28,660)
4,607 -9,812 14,555 5,922 22,616 25,084 27,360 3,575 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.9 24.5 53.7 48.9 93.1 88.3 6.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
135 139 169 87 121 330 337
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,559,644
COMMITMENTS
323,742 115,984 421,591 683,530 715,314 1428863 1252889 130,781 306,755
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 77,367)
23,707 -14,425 27,660 32,467 60,731 83,834 73,966 -6,467 3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.4 27.0 43.8 45.9 91.6 80.3 8.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
215 162 259 206 340 547 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,071
COMMITMENTS
867 772 1,183 6,027 7,787 8,077 9,742 2,994 1,329
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -130)
-60 -85 6 -340 -11 -395 -91 265 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.0 10.7 54.4 70.3 73.0 88.0 27.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 5 17 14 29 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 617,391
COMMITMENTS
132,396 36,499 177,415 254,608 309,084 564,418 522,997 52,972 94,394
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 21,241)
26,691 -9,417 4,365 -9,505 28,566 21,550 23,514 -309 -2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.9 28.7 41.2 50.1 91.4 84.7 8.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
180 135 195 122 186 404 428
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,096
COMMITMENTS
17,735 845 357 12 4,205 18,104 5,407 2,992 15,689
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,840)
2,062 50 94 -4 186 2,152 330 -312 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 4.0 1.7 0.1 19.9 85.8 25.6 14.2 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
18 3 7 2 10 20 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,238
COMMITMENTS
47,827 58,482 74,746 179,391 172,758 301,964 305,986 28,273 24,252
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -2,872)
-2,558 -10,011 5,046 -6,826 4,386 -4,338 -579 1,465 -2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.7 22.6 54.3 52.3 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
72 77 84 69 64 193 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,853
COMMITMENTS
77,190 133,530 49,333 484,283 441,969 610,806 624,832 161,047 147,021
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 24,080)
-10,312 2,957 6,360 18,678 -2,023 14,726 7,294 9,353 16,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 17.3 6.4 62.7 57.3 79.1 81.0 20.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 30 34 78 76 126 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 160,213
COMMITMENTS
17,055 32,858 75 102,196 109,549 119,326 142,482 40,887 17,731
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 4,708)
3,732 2,468 -76 -934 2,534 2,722 4,926 1,986 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 20.5 0.0 63.8 68.4 74.5 88.9 25.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 1 17 19 23 26
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,164
COMMITMENTS
2,049 477 479 9,303 10,982 11,831 11,938 333 226
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 172)
354 238 -48 18 -10 324 180 -152 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.9 3.9 76.5 90.3 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 3 2 22 23 33 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,129
COMMITMENTS
72,903 13,903 29,485 81,603 158,936 183,992 202,324 45,138 26,805
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 9,984)
2,667 3,852 -381 3,633 5,678 5,919 9,149 4,065 835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 6.1 12.9 35.6 69.4 80.3 88.3 19.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
73 35 45 71 67 174 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,554
COMMITMENTS
3,268 3,908 2,478 7,557 7,845 13,303 14,231 3,251 2,323
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 678)
194 119 519 -534 172 180 810 499 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.6 15.0 45.6 47.4 80.4 86.0 19.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 15 15 22 24 55 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 917,064
COMMITMENTS
173,741 196,179 51,736 589,533 545,245 815,010 793,159 102,054 123,904
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 28,923)
10,986 -402 -69 19,472 30,787 30,389 30,315 -1,465 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 21.4 5.6 64.3 59.5 88.9 86.5 11.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
31 64 37 76 126 137 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,399,993
COMMITMENTS
192,343 294,324 270,107 1637404 1498583 2099853 2063013 300,140 336,980
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 209,416)
-2,979 30,296 51,937 167,923 132,456 216,880 214,689 -7,464 -5,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.3 11.3 68.2 62.4 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
47 49 59 134 157 208 238
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,230
COMMITMENTS
164,982 78,738 50,564 562,552 624,708 778,099 754,011 223,132 247,219
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 55,407)
-2,354 26 19,101 39,399 37,286 56,146 56,413 -740 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.9 5.1 56.2 62.4 77.7 75.3 22.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
29 25 27 66 86 106 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,231,786
COMMITMENTS
176,917 13,285 594,647 414,115 556,045 1185679 1163977 46,107 67,809
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 41,932)
-11,701 -2,213 36,336 15,717 1,339 40,352 35,462 1,580 6,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.1 48.3 33.6 45.1 96.3 94.5 3.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
32 18 42 57 62 106 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,921
COMMITMENTS
6,513 4,751 562 29,524 28,613 36,599 33,926 5,323 7,995
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 2,060)
1,676 -1,585 198 -29 2,795 1,845 1,408 215 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.3 1.3 70.4 68.3 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 12 10 32 31 58 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,843
COMMITMENTS
13,026 9,502 1,124 59,048 57,227 73,197 67,853 10,645 15,990
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 4,121)
3,353 -3,170 397 -59 5,590 3,691 2,817 430 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.3 1.3 70.4 68.3 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 12 10 32 31 58 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,935
COMMITMENTS
2,133 726 156 10,396 11,897 12,685 12,779 250 156
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,592)
-396 -5 103 -1,287 -1,713 -1,580 -1,615 -12 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.6 1.2 80.4 92.0 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 1 8 16 13 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,327
COMMITMENTS
2,745 3,078 20 30,290 30,119 33,055 33,217 272 110
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,930)
778 -1,070 20 1,176 3,007 1,974 1,957 -44 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.2 0.1 90.9 90.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 2 1 7 16 16 18
Updated July 23, 2010