WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,421
COMMITMENTS
84,483 103,855 60,149 278,107 234,669 422,739 398,673 36,682 60,748
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -36,993)
-15,987 -3,116 -9,099 -12,804 -25,237 -37,890 -37,452 897 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 22.6 13.1 60.5 51.1 92.0 86.8 8.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
119 147 134 80 123 284 329
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,518,147
COMMITMENTS
531,645 116,899 184,757 634,980 970,712 1351382 1272368 166,765 245,779
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -111,878)
-13,633 -36,086 -46,717 -47,930 -28,088 -108,280 -110,891 -3,598 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 7.7 12.2 41.8 63.9 89.0 83.8 11.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 895)
264 122 210 224 405 587 685
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,971
COMMITMENTS
3,067 196 145 6,344 9,935 9,556 10,276 2,415 1,695
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,438)
-414 -207 -94 -510 -700 -1,018 -1,001 -420 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 1.6 1.2 53.0 83.0 79.8 85.8 20.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 2 1 16 10 33 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,522
COMMITMENTS
238,157 34,902 65,896 272,769 445,131 576,822 545,929 54,700 85,593
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 8,874)
619 -3,358 4,365 -1,195 4,389 3,789 5,396 5,085 3,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 5.5 10.4 43.2 70.5 91.3 86.4 8.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
198 79 127 104 208 358 389
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,517
COMMITMENTS
19,597 3,198 303 36 3,897 19,936 7,398 2,581 15,119
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 560)
832 1,163 -80 0 -229 752 854 -192 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 14.2 1.3 0.2 17.3 88.5 32.9 11.5 67.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 11 3 2 8 24 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,408
COMMITMENTS
85,383 26,570 40,100 163,827 233,153 289,310 299,823 37,098 26,585
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -30,759)
-7,066 -5,124 -7,227 -21,432 -20,931 -35,725 -33,282 4,966 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 8.1 12.3 50.2 71.4 88.6 91.9 11.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
86 65 89 63 61 208 172
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,661
COMMITMENTS
64,585 76,656 5,365 428,144 411,956 498,094 493,977 136,567 140,684
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 7,779)
-4,072 -4,698 -7,147 14,945 20,945 3,726 9,100 4,053 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 12.1 0.8 67.5 64.9 78.5 77.8 21.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
21 29 12 73 72 102 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,705
COMMITMENTS
34,886 45,215 356 237,924 239,096 273,166 284,667 59,539 48,038
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -9,358)
1,582 -3,251 -3,069 1,723 -2,770 236 -9,090 -9,594 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.6 0.1 71.5 71.9 82.1 85.6 17.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 7 3 28 27 36 34
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,412
COMMITMENTS
1,046 784 444 5,639 5,886 7,129 7,114 283 298
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -535)
40 -83 -219 -361 -293 -540 -595 5 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 10.6 6.0 76.1 79.4 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 4 15 17 24 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,050
COMMITMENTS
56,099 8,914 18,062 87,252 152,141 161,413 179,117 34,637 16,933
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -9,354)
4,609 -3,507 -5,542 -7,297 -1,067 -8,230 -10,116 -1,124 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 4.5 9.2 44.5 77.6 82.3 91.4 17.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
67 17 49 68 59 163 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,447
COMMITMENTS
4,145 2,381 1,236 7,394 12,210 12,775 15,827 4,672 1,620
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 171)
66 4 -159 225 117 132 -38 39 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 13.6 7.1 42.4 70.0 73.2 90.7 26.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 11 11 26 15 61 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 678,768
COMMITMENTS
102,520 133,614 9,302 465,404 430,458 577,226 573,374 101,542 105,394
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -63,391)
14,199 -6,023 -17,814 -52,647 -33,244 -56,262 -57,081 -7,129 -6,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 19.7 1.4 68.6 63.4 85.0 84.5 15.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
30 37 17 74 92 114 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,052
COMMITMENTS
143,975 211,630 33,622 871,067 786,892 1048664 1032144 304,388 320,908
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -123,754)
-93,847 1,089 -7,329 -56,953 -126,291 -158,129 -132,531 34,375 8,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 15.6 2.5 64.4 58.2 77.5 76.3 22.5 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
43 43 22 103 109 158 162
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,036,706
COMMITMENTS
142,748 90,473 30,042 671,214 677,302 844,004 797,817 192,702 238,889
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -110,772)
-54,467 -12,924 -22,695 -38,555 -51,298 -115,717 -86,917 4,945 -23,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 8.7 2.9 64.7 65.3 81.4 77.0 18.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 28 16 70 84 101 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 626,706
COMMITMENTS
179,367 27,985 70,422 339,847 474,024 589,636 572,431 37,070 54,275
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 28,790)
30,452 3,248 -1,757 1,996 26,440 30,691 27,931 -1,901 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 4.5 11.2 54.2 75.6 94.1 91.3 5.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
34 13 25 54 47 95 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,594
COMMITMENTS
15,798 5,617 205 25,850 36,767 41,853 42,589 6,742 6,005
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -2,073)
-1,812 -1,342 -73 -122 -1,498 -2,006 -2,913 -67 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 11.6 0.4 53.2 75.7 86.1 87.6 13.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 15 11 28 31 62 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,188
COMMITMENTS
31,596 11,234 410 51,699 73,534 83,705 85,178 13,483 12,010
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,145)
-3,623 -2,684 -145 -244 -2,996 -4,012 -5,825 -133 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 11.6 0.4 53.2 75.7 86.1 87.6 13.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 15 11 28 31 62 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 19,105
COMMITMENTS
766 1,037 955 17,261 16,934 18,982 18,926 123 179
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,842)
-52 179 808 1,107 844 1,863 1,831 -21 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 5.4 5.0 90.3 88.6 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 7 1 13 13 17 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,174
COMMITMENTS
677 2,489 1,873 55,134 53,732 57,684 58,094 490 80
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 7,473)
217 -338 1,174 5,913 6,874 7,304 7,710 169 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 4.3 3.2 94.8 92.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 5 1 7 18 13 23
Updated December 3, 2010