COTlive Reports

Sunday, August 21, 2011

The Third Dimension: COTLIVE.COM has updated the Commitment of Traders ...


CFTC Commitment of Traders Report Breakdown
7-Yr low 7-Wk low 7-Wk high Record High
OI=Open Interest  FL=Fund Longs  FS=Fund Shorts  CL=Commercial Longs  CS=Commercial Shorts Vol=Total of Shorts + Longs
  8/16/2011 OI FL FS CL CS Fund_Vol Comm Vol Spec Vol
View WHEAT - CHICAGO BOARD OF TRADE 434710 81118 113611 251119 196713 194729 447832 99799
View WHEAT - KANSAS CITY BOARD OF TRADE 171471 57427 10398 66254 110136 67825 176390 47455
View WHEAT - MINNEAPOLIS GRAIN EXCHANGE 49705 12133 2242 20059 31216 14375 51275 22480
View CORN - CHICAGO BOARD OF TRADE 1245188 471986 98619 512514 799481 570605 1311995 378770
View OATS - CHICAGO BOARD OF TRADE 13078 3088 1105 6484 9792 4193 16276 4385
View SOYBEANS - CHICAGO BOARD OF TRADE 506885 165401 57228 243573 329578 222629 573151 120260
View SOYBEAN OIL - CHICAGO BOARD OF TRADE 277896 60092 58488 161600 161770 118580 323370 54778
View SOYBEAN MEAL - CHICAGO BOARD OF TRADE 165344 46090 23942 73897 104540 70032 178437 52149
View ROUGH RICE - CHICAGO BOARD OF TRADE 18303 4273 2303 7024 12529 6576 19553 6023
View U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE 642101 65853 109054 416617 402457 174907 819074 266903
View 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF 974709 206052 183830 644039 657447 389882 1301486 227350
View 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD 1971277 252285 261972 1386384 1344074 514257 2730458 623575
View 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD 1422470 325488 150747 854393 990482 476235 1844875 482800
View NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERC 311693 45454 33201 195154 214906 78655 410060 65807
View NATURAL GAS - NEW YORK MERCANTILE EXCHANGE 1000246 154431 344604 426353 264227 499035 690580 127985
View PJM ELECTRICITY MONTHLY - NEW YORK MERC 51617 20128 936 28746 49035 21064 77781 2169
View CRUDE OIL, LIGHT SWEET - NEW YORK MERC 1553021 323171 191937 741831 883516 515108 1625347 138939
View GASOLINE BLENDSTOCK (RBOB) - NY MERC 256851 64332 19404 150238 198110 83736 348348 32104
View COTTON NO. 2 - ICE FUTURES U.S. 141177 50072 21390 71037 102632 71462 173669 24057
View FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES 26142 11016 2431 10085 21171 13447 31256 4801
View RANDOM LENGTH LUMBER - CHICAGO MERC 9592 4141 4975 3101 1747 9116 4848 4176
View COCOA - ICE FUTURES U.S. 163718 38623 32968 98757 103005 71591 201762 17285
View SUGAR NO. 11 - ICE FUTURES U.S. 586551 174328 46038 281160 440297 220366 721457 133393
View COFFEE C - ICE FUTURES U.S. 107446 28361 21318 61663 69589 49679 131252 15365
View MILK, Class III - CHICAGO MERCANTILE EXCHANGE 35752 8446 7093 20507 23639 15539 44146 10059
View LEAN HOGS - CHICAGO MERCANTILE EXCHANGE 244872 70312 45608 102231 117843 115920 220074 67620
View LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE 311777 95410 52944 148419 159963 148354 308382 81190
View FEEDER CATTLE - CHICAGO MERCANTILE EXCH 33829 11592 6318 9867 7272 17910 17139 23785
View PALLADIUM - NEW YORK MERCANTILE EXCHANGE 21268 14740 1696 4054 18419 16436 22473 2841
View PLATINUM - NEW YORK MERCANTILE EXCHANGE 36041 25861 2534 3779 31818 28395 35597 7236
View SILVER - COMMODITY EXCHANGE INC. 116007 32697 10769 34555 75236 43466 109791 39267
View COPPER-GRADE #1 - COMMODITY EXCHANGE INC. 125673 27568 21674 71675 72565 49242 144240 31126
View GOLD - COMMODITY EXCHANGE INC. 514107 263954 63868 160562 409409 327822 569971 92259
View CANADIAN DOLLAR - CHICAGO MERCANTILE EX 103509 23153 19032 39061 60465 42185 99526 65135
View SWISS FRANC - CHICAGO MERCANTILE EXCHANGE 48498 13330 4322 14400 31306 17652 45706 33474
View MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE 110017 40669 18035 61953 83817 58704 145770 14822
View BRITISH POUND STERLING - CHICAGO MERC 100562 36193 39289 36090 41640 75482 77730 47742
View JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE 126262 59060 11712 34111 88078 70772 122189 59473
View U.S. DOLLAR INDEX - ICE FUTURES U.S. 54579 29824 31071 17624 17096 60895 34720 11199
View EURO FX - CHICAGO MERCANTILE EXCHANGE 168931 47094 40368 75036 82944 87462 157980 89134
View AUSTRALIAN DOLLAR - CHICAGO MERC 103162 41286 11563 40131 67875 52849 108006 45407
View DOW JONES INDUSTRIAL AVG- x $5 - CBOT 80495 18689 13576 54404 56512 32265 110916 17685
View E-MINI S&P 500 STOCK INDEX - CHICAGO MERC 3229005 344568 529599 2592105 2353493 874167 4945598 538621