WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 666,521
COMMITMENTS
91,550 75,525 205,222 319,980 311,015 616,752 591,762 49,768 74,759
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 26,862)
167 -3,507 25,785 -10,990 -2,939 14,961 19,338 11,901 7,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.3 30.8 48.0 46.7 92.5 88.8 7.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
152 158 198 91 127 368 375
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,763,632
COMMITMENTS
415,193 104,739 486,968 708,711 851,558 1610872 1443265 152,760 320,366
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 91,751)
34,241 -14,360 37,032 12,404 65,669 83,678 88,341 8,073 3,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.9 27.6 40.2 48.3 91.3 81.8 8.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 842)
240 162 279 234 378 611 714
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,176
COMMITMENTS
1,525 375 1,504 5,893 8,741 8,922 10,621 3,254 1,555
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -135)
302 -50 -17 -363 101 -78 34 -57 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.1 12.4 48.4 71.8 73.3 87.2 26.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 3 9 15 16 34 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 653,055
COMMITMENTS
162,406 32,558 166,647 269,182 361,835 598,236 561,040 54,820 92,015
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 32,300)
13,493 -2,693 10,314 7,046 24,804 30,853 32,425 1,447 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.0 25.5 41.2 55.4 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
200 125 167 113 200 394 423
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,936
COMMITMENTS
23,124 1,712 227 5 5,414 23,356 7,353 2,580 18,583
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,926)
2,556 31 37 -6 150 2,587 218 -661 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.2 6.6 0.9 0.0 20.9 90.1 28.4 9.9 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 7 9 1 12 23 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,184
COMMITMENTS
81,729 45,200 88,219 167,484 216,854 337,432 350,273 35,752 22,911
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 24,980)
12,757 430 8,623 -180 14,997 21,200 24,050 3,780 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 12.1 23.6 44.9 58.1 90.4 93.9 9.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
97 57 98 65 62 224 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,303
COMMITMENTS
88,282 101,481 44,179 500,436 523,921 632,897 669,581 186,406 149,722
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 51,955)
-4,557 -37,923 2,169 21,842 56,629 19,455 20,874 32,500 31,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.4 5.4 61.1 63.9 77.2 81.7 22.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
31 28 34 79 80 128 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 172,266
COMMITMENTS
20,430 30,222 94 105,212 119,073 125,736 149,388 46,530 22,878
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,011)
-472 -8,155 -101 2,867 9,016 2,295 760 3,717 5,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 17.5 0.1 61.1 69.1 73.0 86.7 27.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 6 1 16 17 22 23
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,342
COMMITMENTS
2,110 422 444 8,408 10,238 10,962 11,104 380 238
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -333)
-23 -22 -73 -220 -239 -316 -334 -17 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 3.7 3.9 74.1 90.3 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 3 2 19 20 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,805
COMMITMENTS
77,128 10,364 29,760 73,924 159,699 180,813 199,824 41,992 22,981
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 7,527)
1,286 -1,167 2,801 1,920 7,073 6,007 8,707 1,520 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 4.7 13.4 33.2 71.7 81.2 89.7 18.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
81 22 46 61 58 165 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,189
COMMITMENTS
4,365 3,579 3,631 7,437 10,711 15,433 17,921 4,755 2,267
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 806)
170 -201 405 -151 571 424 775 382 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 17.7 18.0 36.8 53.1 76.4 88.8 23.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
40 16 15 24 23 74 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 891,324
COMMITMENTS
184,279 165,368 75,453 513,457 529,867 773,189 770,688 118,135 120,636
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 31,265)
9,896 -15,364 119 -9,961 12,560 53 -2,685 31,212 33,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 18.6 8.5 57.6 59.4 86.7 86.5 13.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
34 55 32 77 117 136 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,652,965
COMMITMENTS
213,826 179,422 329,332 1780937 1809919 2324095 2318673 328,870 334,292
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 360,394)
36,960 -124,613 90,168 146,719 324,200 273,846 289,754 86,547 70,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.8 12.4 67.1 68.2 87.6 87.4 12.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
46 44 62 146 159 218 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,195,776
COMMITMENTS
213,599 78,676 75,454 685,906 775,114 974,960 929,244 220,816 266,531
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 82,258)
-52,993 3,935 5,117 100,914 44,881 53,039 53,933 29,219 28,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.6 6.3 57.4 64.8 81.5 77.7 18.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 26 27 82 99 124 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,268,997
COMMITMENTS
140,382 10,795 663,583 416,660 531,302 1220625 1205680 48,371 63,316
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 32,588)
-22,222 -969 29,512 23,522 4,345 30,812 32,888 1,776 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.9 52.3 32.8 41.9 96.2 95.0 3.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 17 39 60 59 105 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,140
COMMITMENTS
9,628 4,030 805 29,554 35,655 39,987 40,491 7,153 6,649
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,571)
-804 -364 199 1,090 650 484 485 1,087 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 8.6 1.7 62.7 75.6 84.8 85.9 15.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 8 9 30 32 61 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,279
COMMITMENTS
19,256 8,061 1,610 59,108 71,311 79,974 80,981 14,305 13,298
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,142)
-1,609 -727 398 2,180 1,299 969 970 2,174 2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 8.6 1.7 62.7 75.6 84.8 85.9 15.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 8 9 30 32 61 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,151
COMMITMENTS
3,255 1,868 0 1,819 3,246 5,074 5,114 77 37
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 36.3 0.0 35.3 63.0 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 0 3 2 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,773
COMMITMENTS
1,597 901 156 12,751 13,581 14,504 14,638 269 135
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 942)
278 -9 0 539 839 817 830 125 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.1 1.1 86.3 91.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 1 9 17 16 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,353
COMMITMENTS
2,012 2,353 20 38,962 38,865 40,994 41,238 359 115
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,762)
162 1,358 0 2,494 1,350 2,656 2,708 106 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.7 0.0 94.2 94.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 2 1 6 19 14 21
Updated August 13, 2010