WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,694
COMMITMENTS
118,883 110,382 73,143 280,182 280,974 472,208 464,499 52,486 60,195
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,631)
2,397 2,757 -6,739 981 3,377 -3,361 -605 4,992 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 21.0 13.9 53.4 53.6 90.0 88.5 10.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
170 139 149 87 127 350 338
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,674,251
COMMITMENTS
586,970 151,362 227,958 669,543 1033156 1484471 1412476 189,780 261,775
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 56,051)
17,223 15,073 5,439 20,836 23,660 43,498 44,172 12,553 11,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 9.0 13.6 40.0 61.7 88.7 84.4 11.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 944)
296 145 229 256 413 649 725
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,820
COMMITMENTS
3,912 305 128 6,460 11,640 10,500 12,073 3,320 1,747
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 134)
-2 36 -38 26 -2 -14 -4 148 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 2.2 0.9 46.7 84.2 76.0 87.4 24.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 5 3 16 11 37 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,476
COMMITMENTS
245,713 40,801 58,433 264,133 441,976 568,279 541,210 60,197 87,266
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 14,491)
13,663 15,574 -987 94 -1,729 12,770 12,858 1,721 1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 6.5 9.3 42.0 70.3 90.4 86.1 9.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
224 97 124 99 232 382 422
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,404
COMMITMENTS
19,595 1,105 1,257 38 3,922 20,890 6,284 2,514 17,120
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,228)
3,384 715 -315 38 1,338 3,107 1,738 121 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.7 4.7 5.4 0.2 16.8 89.3 26.9 10.7 73.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
21 4 6 2 8 23 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,884
COMMITMENTS
101,629 35,020 48,600 182,743 269,580 332,972 353,200 41,912 21,684
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 15,579)
-6,572 3,873 1,579 17,403 7,668 12,410 13,120 3,169 2,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 9.3 13.0 48.7 71.9 88.8 94.2 11.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
102 54 82 59 62 212 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 681,718
COMMITMENTS
103,408 106,420 11,769 429,912 423,039 545,089 541,228 136,629 140,490
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 6,226)
22,792 7,747 -3,996 -10,568 -9,361 8,228 -5,610 -2,002 11,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 15.6 1.7 63.1 62.1 80.0 79.4 20.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
34 28 22 78 72 125 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 295,946
COMMITMENTS
36,374 42,732 644 204,447 211,659 241,465 255,035 54,481 40,911
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 42,130)
1,940 6,743 55 38,777 31,407 40,772 38,205 1,358 3,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 14.4 0.2 69.1 71.5 81.6 86.2 18.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 1 31 30 37 37
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,114
COMMITMENTS
1,016 940 712 6,036 6,192 7,764 7,844 350 270
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 8)
80 215 -92 35 -124 23 -1 -15 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 11.6 8.8 74.4 76.3 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 5 5 15 19 27 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,155
COMMITMENTS
59,347 14,970 20,452 82,230 150,329 162,029 185,751 36,126 12,404
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -6,556)
-2,468 -4,508 -1,039 -1,510 1,917 -5,017 -3,630 -1,539 -2,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 7.6 10.3 41.5 75.9 81.8 93.7 18.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
78 27 50 71 61 176 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,530
COMMITMENTS
4,883 2,298 1,599 6,584 13,245 13,066 17,142 5,464 1,388
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 104)
-85 -2 26 308 -66 249 -42 -145 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 12.4 8.6 35.5 71.5 70.5 92.5 29.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
38 11 12 25 18 71 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 731,140
COMMITMENTS
151,266 162,391 13,145 453,428 448,092 617,839 623,628 113,301 107,512
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 12,790)
-28,189 23,798 2,306 40,999 -18,670 15,116 7,434 -2,326 5,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 22.2 1.8 62.0 61.3 84.5 85.3 15.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
31 47 21 81 101 129 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,565,838
COMMITMENTS
278,164 219,503 49,612 934,205 971,021 1261981 1240136 303,857 325,702
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 15,366)
43,040 22,708 -1,312 -44,693 -13,694 -2,965 7,702 18,331 7,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 14.0 3.2 59.7 62.0 80.6 79.2 19.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
47 59 37 127 119 196 193
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,208,127
COMMITMENTS
267,919 115,137 27,963 712,354 813,422 1008236 956,522 199,891 251,605
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 129,431)
24,267 23,967 7,629 94,661 91,362 126,557 122,958 2,874 6,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 9.5 2.3 59.0 67.3 83.5 79.2 16.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
34 32 25 70 86 117 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 593,896
COMMITMENTS
140,333 25,508 76,216 340,716 440,723 557,265 542,447 36,631 51,449
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 35,598)
1,052 2,380 5,588 25,747 23,920 32,387 31,888 3,211 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 4.3 12.8 57.4 74.2 93.8 91.3 6.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
25 14 24 51 44 86 74
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,875
COMMITMENTS
22,612 6,753 204 21,237 38,794 44,053 45,750 6,822 5,125
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 2,408)
2,661 2,623 -36 436 196 3,062 2,784 -654 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 13.3 0.4 41.7 76.3 86.6 89.9 13.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 12 5 25 32 59 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,749
COMMITMENTS
45,224 13,505 408 42,473 77,587 88,105 91,500 13,644 10,249
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 4,815)
5,322 5,246 -71 872 392 6,123 5,567 -1,308 -752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 13.3 0.4 41.7 76.3 86.6 89.9 13.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 12 5 25 32 59 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,463
COMMITMENTS
789 2,303 0 14,407 13,066 15,196 15,369 267 94
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,029)
-135 449 0 1,142 588 1,007 1,037 22 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 14.9 0.0 93.2 84.5 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 0 12 12 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,100
COMMITMENTS
2,363 4,388 250 40,958 39,363 43,571 44,001 529 99
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -1,900)
563 407 250 -2,789 -2,407 -1,976 -1,750 76 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 10.0 0.6 92.9 89.3 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 1 7 18 15 22
Updated November 15, 2010