WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,364
COMMITMENTS
108,341 90,384 63,308 269,288 268,615 440,937 422,307 37,427 56,057
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -823)
4,083 -5,386 802 -3,267 7,180 1,618 2,596 -2,441 -3,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 18.9 13.2 56.3 56.2 92.2 88.3 7.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
151 125 125 83 126 307 312
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,490,016
COMMITMENTS
563,746 122,119 146,946 629,368 981,618 1340060 1250683 149,956 239,333
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 154)
23,502 3,463 -16,273 6,589 18,481 13,818 5,671 -13,664 -5,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 8.2 9.9 42.2 65.9 89.9 83.9 10.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 851)
260 116 165 211 395 536 634
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,869
COMMITMENTS
4,368 75 71 5,271 10,508 9,710 10,654 2,159 1,215
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -9)
711 -89 -82 -565 315 64 144 -73 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 0.6 0.6 44.4 88.5 81.8 89.8 18.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
23 1 3 15 12 38 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 643,173
COMMITMENTS
249,065 37,466 82,654 251,305 434,415 583,024 554,535 60,149 88,638
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 11,386)
2,958 -112 11,001 -2,483 825 11,476 11,714 -90 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 5.8 12.9 39.1 67.5 90.6 86.2 9.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
216 85 155 110 205 406 407
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,414
COMMITMENTS
18,531 2,574 6 39 3,389 18,576 5,969 2,838 15,445
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,139)
-724 -23 -146 -4 -764 -874 -933 -265 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.5 12.0 0.0 0.2 15.8 86.7 27.9 13.3 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 11 2 2 6 20 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 352,735
COMMITMENTS
93,207 26,647 44,075 178,483 256,942 315,765 327,664 36,970 25,071
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 9,371)
810 -1,493 1,675 8,780 10,922 11,265 11,104 -1,894 -1,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 7.6 12.5 50.6 72.8 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
89 49 79 62 55 203 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,262
COMMITMENTS
75,173 68,716 3,164 383,414 370,081 461,751 441,961 117,511 137,301
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -14,207)
1,376 14,427 -204 -15,485 -23,516 -14,313 -9,293 106 -4,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 11.9 0.5 66.2 63.9 79.7 76.3 20.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
26 25 9 67 70 98 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 303,256
COMMITMENTS
38,634 48,605 764 205,599 209,357 244,997 258,726 58,259 44,530
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -12,003)
978 1,101 138 -10,214 -13,992 -9,098 -12,753 -2,905 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 16.0 0.3 67.8 69.0 80.8 85.3 19.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 9 4 27 27 34 37
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,416
COMMITMENTS
1,040 387 472 5,746 6,271 7,258 7,130 158 286
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 99)
-91 43 -32 222 107 99 118 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 5.2 6.4 77.5 84.6 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 5 17 20 26 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 193,466
COMMITMENTS
57,810 9,295 16,041 84,755 154,558 158,606 179,894 34,860 13,572
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 188)
-788 -1,527 1,071 1,017 1,722 1,300 1,266 -1,112 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 4.8 8.3 43.8 79.9 82.0 93.0 18.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
78 15 39 64 55 159 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,095
COMMITMENTS
4,733 2,401 1,552 6,767 12,776 13,052 16,729 5,043 1,366
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 211)
-86 -114 287 -185 155 16 328 195 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 13.3 8.6 37.4 70.6 72.1 92.5 27.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
37 11 15 26 16 73 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 655,916
COMMITMENTS
71,836 126,602 6,783 498,040 415,210 576,659 548,595 79,257 107,321
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -8,776)
-19,754 5,513 2,094 32,266 -22,356 14,606 -14,749 -23,382 5,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 19.3 1.0 75.9 63.3 87.9 83.6 12.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
24 36 16 76 90 109 133
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,350,733
COMMITMENTS
190,452 198,556 13,529 876,307 835,103 1080288 1047188 270,445 303,545
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 32,339)
32,666 -4,604 -2,733 1,991 58,476 31,924 51,139 415 -18,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 14.7 1.0 64.9 61.8 80.0 77.5 20.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
50 40 22 104 113 167 162
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,005,813
COMMITMENTS
167,157 99,012 16,078 628,363 654,048 811,598 769,138 194,215 236,675
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -6,373)
34,131 9,924 -5,129 -38,119 -5,568 -9,117 -773 2,744 -5,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 9.8 1.6 62.5 65.0 80.7 76.5 19.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
25 25 11 70 77 100 108
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 562,535
COMMITMENTS
169,887 29,363 61,611 299,998 423,202 531,496 514,176 31,039 48,359
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 19,212)
15,045 -1,866 2,938 1,751 19,593 19,734 20,665 -522 -1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 5.2 11.0 53.3 75.2 94.5 91.4 5.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 14 27 45 44 83 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,633
COMMITMENTS
13,260 3,165 846 25,941 37,142 40,047 41,153 7,586 6,480
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -557)
-4,968 -773 180 3,221 -1,206 -1,568 -1,799 1,011 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.6 1.8 54.5 78.0 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 9 9 35 38 71 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,265
COMMITMENTS
26,519 6,330 1,692 51,882 74,283 80,093 82,305 15,172 12,960
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,113)
-9,936 -1,546 360 6,441 -2,411 -3,135 -3,597 2,022 2,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.6 1.8 54.5 78.0 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 9 9 35 38 71 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,879
COMMITMENTS
3,269 3,283 41 3,155 3,209 6,465 6,533 414 346
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,332)
-128 144 4 1,172 895 1,048 1,043 284 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 47.7 0.6 45.9 46.6 94.0 95.0 6.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 4 2 4 2 16 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,834
COMMITMENTS
1,790 1,241 0 10,858 11,335 12,648 12,576 186 258
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -8,528)
872 -535 -1,541 -7,926 -6,540 -8,595 -8,616 67 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 9.7 0.0 84.6 88.3 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 7 0 9 15 11 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,088
COMMITMENTS
3,184 1,391 0 36,771 38,390 39,955 39,781 133 307
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -24,220)
2,557 -746 -3,027 -23,660 -20,604 -24,130 -24,377 -90 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 3.5 0.0 91.7 95.8 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 0 7 15 11 20
Updated December 17, 2010