WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,141
COMMITMENTS
93,923 94,981 158,921 313,761 292,021 566,605 545,923 49,536 70,218
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -4,056)
-6,528 4,538 -1,733 5,861 -6,934 -2,399 -4,129 -1,657 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.4 25.8 50.9 47.4 92.0 88.6 8.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
148 168 186 104 135 371 380
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,096,043
COMMITMENTS
553,500 95,043 632,252 710,990 1067469 1896741 1794763 199,301 301,279
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -29,794)
14,906 -79 -42,870 -5,470 9,814 -33,434 -33,135 3,640 3,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.5 30.2 33.9 50.9 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 945)
318 152 300 252 423 670 791
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,680
COMMITMENTS
3,491 240 954 6,277 10,953 10,721 12,147 2,958 1,532
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 15)
10 1 -90 187 49 107 -41 -92 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 1.8 7.0 45.9 80.1 78.4 88.8 21.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 4 7 15 13 38 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,023
COMMITMENTS
203,601 29,970 245,015 298,219 443,599 746,835 718,584 65,187 93,438
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 57,147)
16,303 1,282 27,282 8,859 23,481 52,444 52,044 4,703 5,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 3.7 30.2 36.7 54.6 92.0 88.5 8.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
221 124 201 118 210 444 457
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 28,984
COMMITMENTS
25,274 2,773 794 19 7,132 26,087 10,699 2,897 18,285
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,819)
1,400 499 428 0 310 1,828 1,237 -9 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.2 9.6 2.7 0.1 24.6 90.0 36.9 10.0 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 7 11 1 15 23 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,789
COMMITMENTS
105,571 31,424 85,918 167,546 261,645 359,035 378,987 37,755 17,802
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 14,787)
18,014 1,669 1,917 -3,513 11,045 16,418 14,631 -1,631 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.9 21.7 42.2 65.9 90.5 95.5 9.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
109 51 103 65 69 239 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 786,877
COMMITMENTS
83,025 82,778 62,906 475,516 504,268 621,448 649,951 165,429 136,925
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -4,346)
-314 10,718 -9,936 3,864 -12,653 -6,386 -11,870 2,040 7,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.5 8.0 60.4 64.1 79.0 82.6 21.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
31 30 39 86 84 138 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 227,173
COMMITMENTS
39,348 22,277 1,304 139,638 173,986 180,290 197,567 46,883 29,606
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,494)
3,275 -1,287 61 -203 8,849 3,133 7,623 360 -4,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 9.8 0.6 61.5 76.6 79.4 87.0 20.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 5 3 22 25 32 31
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138
COMMITMENTS
995 1,228 307 8,686 8,494 9,988 10,029 150 109
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 409)
9 117 10 476 295 495 422 -86 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 12.1 3.0 85.7 83.8 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 4 4 22 22 32 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 239,829
COMMITMENTS
77,155 13,206 39,253 80,840 167,791 197,248 220,250 42,581 19,579
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -6,868)
-3,626 1,602 925 -5,998 -10,601 -8,700 -8,075 1,832 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 5.5 16.4 33.7 70.0 82.2 91.8 17.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
84 28 59 63 63 175 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,393
COMMITMENTS
5,862 3,286 3,025 6,095 12,197 14,982 18,508 5,411 1,885
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 342)
323 -272 118 143 752 584 597 -241 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 16.1 14.8 29.9 59.8 73.5 90.8 26.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
51 12 13 28 22 84 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 743,751
COMMITMENTS
176,634 145,697 22,070 429,416 459,989 628,120 627,756 115,631 115,995
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -11,465)
16,580 -8,013 -19,258 -12,626 19,616 -15,304 -7,654 3,838 -3,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 19.6 3.0 57.7 61.8 84.5 84.4 15.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
35 42 26 79 104 129 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,106,654
COMMITMENTS
208,157 180,356 203,614 1375997 1378719 1787768 1762690 318,886 343,964
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -80,032)
-5,659 13,956 -80,359 3,949 -23,802 -82,068 -90,205 2,037 10,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.6 9.7 65.3 65.4 84.9 83.7 15.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
50 42 62 143 148 220 225
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,052,998
COMMITMENTS
200,648 66,652 51,562 562,790 683,002 815,000 801,216 237,999 251,782
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,002)
1,243 3,175 -12,261 7,874 125 -3,144 -8,961 5,147 10,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 6.3 4.9 53.4 64.9 77.4 76.1 22.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
39 16 28 71 86 116 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,319,132
COMMITMENTS
146,200 22,560 716,760 417,186 526,823 1280147 1266143 38,986 52,989
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 42,528)
-467 1,408 22,783 18,391 21,916 40,707 46,107 1,821 -3,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.7 54.3 31.6 39.9 97.0 96.0 3.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
39 17 44 58 59 111 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,773
COMMITMENTS
17,776 3,794 925 20,920 34,690 39,621 39,409 6,153 6,365
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,450)
5,605 -2,008 500 -1,255 6,824 4,850 5,317 599 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 8.3 2.0 45.7 75.8 86.6 86.1 13.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 10 9 27 38 53 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,547
COMMITMENTS
35,553 7,589 1,849 41,840 69,379 79,242 78,817 12,305 12,730
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 10,899)
11,210 -4,015 1,000 -2,510 13,648 9,700 10,634 1,199 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 8.3 2.0 45.7 75.8 86.6 86.1 13.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 10 9 27 38 53 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,111
COMMITMENTS
1,006 2,445 0 9,825 8,541 10,831 10,986 280 125
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,246)
12 1,736 -48 1,286 -443 1,250 1,245 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 22.0 0.0 88.4 76.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 0 10 13 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,851
COMMITMENTS
1,630 2,615 0 33,938 33,047 35,568 35,662 283 189
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 794)
-86 14 0 839 666 753 680 41 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.3 0.0 94.7 92.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 3 0 6 20 12 23
Updated October 1, 2010