WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,334
COMMITMENTS
113,353 85,742 65,619 269,214 280,903 448,186 432,264 40,148 56,070
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 8,093)
5,851 -793 1,840 -70 7,895 7,621 8,942 472 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 17.6 13.4 55.1 57.5 91.8 88.5 8.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
153 121 121 79 126 310 297
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,542,447
COMMITMENTS
600,205 119,770 134,488 648,130 1042683 1382823 1296941 159,624 245,506
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 24,028)
12,461 -5,211 -6,492 7,303 29,872 13,272 18,169 10,756 5,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 7.8 8.7 42.0 67.6 89.7 84.1 10.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 863)
278 120 166 214 389 566 623
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,770
COMMITMENTS
4,573 136 73 4,719 10,541 9,365 10,750 2,405 1,020
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -1)
-326 -30 11 142 203 -173 184 172 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 1.2 0.6 40.1 89.6 79.6 91.3 20.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
23 2 3 17 11 40 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 646,356
COMMITMENTS
259,531 31,258 70,562 253,908 457,123 584,001 558,943 62,355 87,413
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -14,507)
1,973 -10,271 -16,267 -4,444 11,969 -18,738 -14,569 4,231 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 4.8 10.9 39.3 70.7 90.4 86.5 9.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
234 71 161 122 215 437 412
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,484
COMMITMENTS
19,601 1,244 36 28 4,399 19,665 5,679 2,819 16,805
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,192)
2,386 581 30 -11 696 2,405 1,307 -213 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.2 5.5 0.2 0.1 19.6 87.5 25.3 12.5 74.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 4 4 2 9 20 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 351,072
COMMITMENTS
99,143 26,238 35,289 179,058 266,788 313,490 328,315 37,582 22,757
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -3,923)
2,434 -595 -11,193 3,892 7,804 -4,867 -3,984 944 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 7.5 10.1 51.0 76.0 89.3 93.5 10.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
97 45 70 62 57 199 151
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 529,597
COMMITMENTS
44,226 71,225 4,947 363,038 319,673 412,211 395,845 117,386 133,752
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -7,523)
-4,225 -3,744 1,818 -13,131 -202 -15,538 -2,128 8,015 -5,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 13.4 0.9 68.5 60.4 77.8 74.7 22.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
19 24 11 68 58 93 87
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 307,561
COMMITMENTS
40,314 49,206 250 206,626 216,665 247,190 266,121 60,371 41,440
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,293)
1,635 703 -44 -1,600 3,312 -9 3,971 2,302 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.0 0.1 67.2 70.4 80.4 86.5 19.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 9 1 25 28 30 38
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,255
COMMITMENTS
969 380 546 5,519 5,938 7,034 6,864 221 391
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 166)
27 10 7 89 57 123 74 43 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 5.2 7.5 76.1 81.8 97.0 94.6 3.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 5 17 20 26 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,263
COMMITMENTS
62,571 9,597 17,313 79,662 153,411 159,546 180,321 36,717 15,942
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,132)
-142 25 1,742 2,690 1,169 4,290 2,936 -2,158 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 4.9 8.8 40.6 78.2 81.3 91.9 18.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
80 16 40 65 52 171 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,081
COMMITMENTS
4,695 2,460 2,376 7,130 12,979 14,201 17,815 4,880 1,266
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 573)
-173 -40 794 290 275 911 1,029 -338 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 12.9 12.5 37.4 68.0 74.4 93.4 25.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 14 21 28 18 78 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 646,445
COMMITMENTS
66,147 109,945 2,830 496,277 405,958 565,254 518,733 81,191 127,712
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -36,846)
-7,996 -30,119 -2,655 -32,146 -17,563 -42,797 -50,337 5,951 13,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 17.0 0.4 76.8 62.8 87.4 80.2 12.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
21 29 11 68 89 95 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,334,702
COMMITMENTS
147,554 253,147 9,552 915,546 776,713 1072652 1039412 262,050 295,290
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -21,092)
-26,821 849 -1,629 -16,439 -15,527 -44,889 -16,307 23,797 -4,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.0 0.7 68.6 58.2 80.4 77.9 19.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
46 42 18 98 109 154 159
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,002,092
COMMITMENTS
173,246 83,222 13,538 642,260 677,511 829,044 774,271 173,048 227,821
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -31,947)
7,889 -17,535 -3,369 -44,210 -14,111 -39,690 -35,015 7,743 3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 8.3 1.4 64.1 67.6 82.7 77.3 17.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 23 14 75 77 108 108
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 575,278
COMMITMENTS
170,461 33,181 60,715 317,468 442,427 548,644 536,323 26,634 38,955
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 873)
-427 -2,710 -983 3,543 5,520 2,133 1,827 -1,260 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 5.8 10.6 55.2 76.9 95.4 93.2 4.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 18 28 49 46 88 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,546
COMMITMENTS
9,844 2,642 47 20,447 29,903 30,338 32,591 6,209 3,955
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -334)
-251 -477 38 -158 -567 -371 -1,006 37 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 7.2 0.1 55.9 81.8 83.0 89.2 17.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 8 2 24 28 45 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,092
COMMITMENTS
19,688 5,283 93 40,894 59,806 60,675 65,182 12,417 7,910
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -668)
-501 -953 76 -316 -1,134 -741 -2,011 73 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 7.2 0.1 55.9 81.8 83.0 89.2 17.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 8 2 24 28 45 38
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,172
COMMITMENTS
1,775 1,954 0 12,353 12,020 14,128 13,974 44 198
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 305)
-53 191 0 373 135 320 326 -15 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 13.8 0.0 87.2 84.8 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 10 0 10 15 12 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,158
COMMITMENTS
4,278 1,055 0 36,573 39,924 40,851 40,979 307 179
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,178)
1,022 220 0 1,328 2,064 2,350 2,284 -172 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 2.6 0.0 88.9 97.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 6 0 6 16 8 22
Updated January 3, 2011