WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,531
COMMITMENTS
107,644 106,215 76,491 298,014 284,443 482,149 467,149 45,382 60,382
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 3,263)
4,540 881 762 -5,966 872 -664 2,515 3,927 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 20.1 14.5 56.5 53.9 91.4 88.6 8.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
155 139 148 91 124 342 333
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,580,990
COMMITMENTS
555,870 125,207 214,482 635,029 986,312 1405381 1326001 175,609 254,989
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 50,333)
-2,721 -1,969 23,582 22,374 26,685 43,235 48,298 7,098 2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 7.9 13.6 40.2 62.4 88.9 83.9 11.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 921)
297 148 220 220 393 610 695
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,980
COMMITMENTS
3,827 268 478 6,453 11,522 10,758 12,268 3,222 1,712
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 433)
65 8 390 -283 -81 172 317 261 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 1.9 3.4 46.2 82.4 77.0 87.8 23.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 4 4 15 12 37 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 651,516
COMMITMENTS
228,806 26,963 75,020 283,648 455,850 587,474 557,833 64,042 93,683
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -916)
-5,929 -10,621 -2,509 -738 8,878 -9,176 -4,252 8,260 3,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 4.1 11.5 43.5 70.0 90.2 85.6 9.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
221 73 143 114 212 413 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,838
COMMITMENTS
17,550 1,339 1,543 0 2,945 19,093 5,827 2,745 16,011
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,604)
-1,569 616 322 0 -934 -1,247 4 -357 -1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 6.1 7.1 0.0 13.5 87.4 26.7 12.6 73.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 4 7 0 5 17 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 347,905
COMMITMENTS
110,252 31,333 42,645 154,058 255,619 306,955 329,597 40,950 18,308
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 20,554)
-1,782 2,476 6,599 14,542 14,035 19,359 23,110 1,195 -2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 9.0 12.3 44.3 73.5 88.2 94.7 11.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
110 53 72 56 65 213 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 667,626
COMMITMENTS
77,404 100,589 16,137 429,397 414,416 522,938 531,142 144,688 136,484
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -27,903)
-21,082 3,976 5,582 -13,147 -48,254 -28,647 -38,696 744 10,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 15.1 2.4 64.3 62.1 78.3 79.6 21.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 25 13 78 65 117 93
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 238,885
COMMITMENTS
39,098 31,570 424 154,957 171,054 194,479 203,048 44,406 35,837
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,540)
154 3,002 -65 141 -3,052 230 -115 -1,770 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 13.2 0.2 64.9 71.6 81.4 85.0 18.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 7 1 22 28 30 35
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,580
COMMITMENTS
886 1,030 733 6,625 6,616 8,244 8,379 336 201
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -596)
39 -161 124 -805 -573 -642 -610 46 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 12.0 8.5 77.2 77.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 6 6 19 17 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,181
COMMITMENTS
61,821 18,090 19,541 80,781 146,831 162,143 184,462 39,038 16,719
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,025)
-2,329 -1,435 1,857 -906 1,012 -1,378 1,434 2,403 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 9.0 9.7 40.2 73.0 80.6 91.7 19.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
66 31 43 72 64 165 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,338
COMMITMENTS
4,947 2,373 1,976 6,958 13,726 13,881 18,075 5,457 1,263
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,432)
602 -913 87 348 2,422 1,037 1,596 395 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 12.3 10.2 36.0 71.0 71.8 93.5 28.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 12 14 28 21 81 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 725,063
COMMITMENTS
180,571 130,244 11,121 419,259 472,516 610,951 613,881 114,112 111,182
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -10,142)
-27,812 2,456 4,144 7,918 -15,684 -15,750 -9,084 5,608 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.0 1.5 57.8 65.2 84.3 84.7 15.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
31 39 16 80 101 121 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,514,959
COMMITMENTS
211,434 195,678 45,307 960,544 965,074 1217285 1206059 297,674 308,900
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -82,797)
-47,713 3,878 3,345 -13,415 -83,646 -57,783 -76,423 -25,014 -6,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 12.9 3.0 63.4 63.7 80.4 79.6 19.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
48 53 42 115 130 183 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,605
COMMITMENTS
211,157 90,348 13,813 612,157 691,986 837,127 796,147 214,478 255,458
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,492)
-54,429 -12,453 1,345 69,970 -4,601 16,886 -15,709 -14,394 18,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 8.6 1.3 58.2 65.8 79.6 75.7 20.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
32 27 16 68 77 108 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 613,027
COMMITMENTS
159,399 24,671 76,684 341,772 462,118 577,855 563,473 35,172 49,554
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 5,775)
3,747 149 269 2,785 6,187 6,801 6,605 -1,026 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 4.0 12.5 55.8 75.4 94.3 91.9 5.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 19 28 54 49 96 85
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,054
COMMITMENTS
19,498 3,291 432 20,849 39,603 40,779 43,325 7,276 4,729
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,958)
2,654 -969 60 -726 3,998 1,988 3,089 970 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 6.8 0.9 43.4 82.4 84.9 90.2 15.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 9 5 27 36 58 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,108
COMMITMENTS
38,996 6,581 863 41,698 79,206 81,557 86,650 14,551 9,458
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 5,915)
5,308 -1,937 119 -1,451 7,995 3,976 6,177 1,939 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 6.8 0.9 43.4 82.4 84.9 90.2 15.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 9 5 27 36 58 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,445
COMMITMENTS
1,276 1,800 0 12,869 12,550 14,145 14,350 300 95
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,932)
74 40 0 1,868 1,873 1,942 1,913 -10 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 12.5 0.0 89.1 86.9 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 0 12 12 17 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,352
COMMITMENTS
2,046 2,475 0 42,017 41,647 44,063 44,122 289 230
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,595)
20 1,327 0 1,652 217 1,672 1,544 -77 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 5.6 0.0 94.7 93.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 0 6 18 10 22
Updated October 29, 2010