WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 502,231
COMMITMENTS
104,490 109,282 70,717 287,193 259,230 462,400 439,229 39,831 63,002
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -22,463)
-14,393 -1,100 -2,426 7,011 -21,744 -9,808 -25,270 -12,655 2,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 21.8 14.1 57.2 51.6 92.1 87.5 7.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
155 133 147 90 122 327 338
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,632,201
COMMITMENTS
559,943 150,890 218,849 685,568 1015234 1464360 1384973 167,841 247,228
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -42,050)
-27,027 -472 -9,109 16,025 -17,922 -20,111 -27,503 -21,939 -14,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 9.2 13.4 42.0 62.2 89.7 84.9 10.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 927)
279 148 230 268 417 652 718
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,589
COMMITMENTS
3,518 368 253 7,098 11,132 10,869 11,753 2,720 1,836
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -231)
-394 63 125 638 -508 369 -320 -600 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 2.7 1.9 52.2 81.9 80.0 86.5 20.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 5 3 16 11 35 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 617,469
COMMITMENTS
233,608 38,954 53,787 276,392 436,421 563,787 529,162 53,682 88,307
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -11,007)
-12,105 -1,847 -4,646 12,259 -5,555 -4,492 -12,048 -6,515 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 6.3 8.7 44.8 70.7 91.3 85.7 8.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
204 90 116 99 224 346 407
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,972
COMMITMENTS
20,381 2,162 667 36 4,101 21,084 6,930 2,888 17,042
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 568)
786 1,057 -590 -2 179 194 646 374 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.0 9.0 2.8 0.2 17.1 88.0 28.9 12.0 71.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
21 8 3 2 8 23 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,487
COMMITMENTS
96,321 33,469 35,516 190,183 265,650 322,020 334,635 36,467 23,852
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -16,397)
-5,308 -1,551 -13,084 7,440 -3,930 -10,952 -18,565 -5,445 2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 9.3 9.9 53.1 74.1 89.8 93.3 10.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
87 48 72 67 61 195 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 647,423
COMMITMENTS
82,755 68,043 14,318 407,067 419,402 504,140 501,763 143,283 145,660
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -34,295)
-20,653 -38,377 2,549 -22,845 -3,637 -40,949 -39,465 6,654 5,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 10.5 2.2 62.9 64.8 77.9 77.5 22.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
28 27 18 76 82 115 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 312,931
COMMITMENTS
32,394 45,234 655 220,360 227,038 253,409 272,927 59,522 40,004
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 16,985)
-3,980 2,502 11 15,913 15,379 11,944 17,892 5,041 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 14.5 0.2 70.4 72.6 81.0 87.2 19.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 1 28 29 33 37
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,862
COMMITMENTS
904 778 665 5,959 6,227 7,528 7,670 334 192
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -252)
-112 -162 -47 -77 35 -236 -174 -16 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 9.9 8.5 75.8 79.2 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 4 5 17 17 27 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,858
COMMITMENTS
50,449 12,051 22,500 90,745 147,970 163,694 182,521 33,164 14,337
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -1,297)
-8,898 -2,919 2,048 8,515 -2,359 1,665 -3,230 -2,962 1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 6.1 11.4 46.1 75.2 83.2 92.7 16.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
61 30 49 71 60 165 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,485
COMMITMENTS
4,284 2,301 1,288 7,144 12,494 12,716 16,083 4,769 1,402
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -1,045)
-599 3 -311 560 -751 -350 -1,059 -695 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 13.2 7.4 40.9 71.5 72.7 92.0 27.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
39 9 13 26 16 70 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 689,507
COMMITMENTS
105,182 140,324 16,740 459,753 425,432 581,675 582,496 107,832 107,011
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -41,633)
-46,084 -22,067 3,595 6,325 -22,660 -36,164 -41,132 -5,469 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 20.4 2.4 66.7 61.7 84.4 84.5 15.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
32 40 23 82 99 128 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,523,980
COMMITMENTS
290,379 193,033 45,798 910,362 967,053 1246539 1205884 277,441 318,096
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -41,858)
12,215 -26,470 -3,814 -23,843 -3,968 -15,442 -34,252 -26,416 -7,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 12.7 3.0 59.7 63.5 81.8 79.1 18.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
67 37 41 129 125 214 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,130,653
COMMITMENTS
213,314 110,429 27,587 704,282 758,906 945,183 896,922 185,470 233,731
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -77,474)
-54,605 -4,708 -376 -8,072 -54,516 -63,053 -59,600 -14,421 -17,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 9.8 2.4 62.3 67.1 83.6 79.3 16.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
30 33 23 75 88 115 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 576,187
COMMITMENTS
142,431 24,162 67,970 329,607 436,281 540,008 528,413 36,179 47,774
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -17,709)
2,098 -1,346 -8,246 -11,109 -4,442 -17,257 -14,034 -452 -3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 4.2 11.8 57.2 75.7 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
23 14 22 54 44 86 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,805
COMMITMENTS
17,265 5,617 86 23,709 37,060 41,060 42,763 6,745 5,042
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -3,070)
-5,348 -1,136 -118 2,473 -1,734 -2,993 -2,987 -77 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 11.7 0.2 49.6 77.5 85.9 89.5 14.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 17 4 31 30 62 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,609
COMMITMENTS
34,529 11,234 172 47,418 74,120 82,119 85,526 13,490 10,083
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,140)
-10,695 -2,271 -236 4,945 -3,467 -5,986 -5,974 -154 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 11.7 0.2 49.6 77.5 85.9 89.5 14.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 17 4 31 30 62 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,777
COMMITMENTS
844 637 354 14,389 14,674 15,587 15,665 190 112
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 314)
55 -1,666 354 -18 1,608 391 296 -77 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 4.0 2.2 91.2 93.0 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 1 12 13 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 46,732
COMMITMENTS
729 3,295 297 45,422 42,880 46,448 46,472 284 260
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,632)
-1,634 -1,093 47 4,464 3,517 2,877 2,471 -245 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 7.1 0.6 97.2 91.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 1 7 17 11 22
Updated November 19, 2010