WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 624,832
COMMITMENTS
88,822 98,465 160,508 329,799 298,419 579,130 557,392 45,702 67,439
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 8,691)
-5,100 3,485 1,586 16,038 6,398 12,524 11,469 -3,834 -2,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 15.8 25.7 52.8 47.8 92.7 89.2 7.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
160 158 192 108 136 380 386
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,110,788
COMMITMENTS
529,072 94,522 660,677 718,408 1051933 1908157 1807132 202,631 303,656
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 14,745)
-24,428 -521 28,425 7,418 -15,536 11,415 12,368 3,330 2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 4.5 31.3 34.0 49.8 90.4 85.6 9.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 943)
312 159 301 266 418 693 780
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,381
COMMITMENTS
3,906 281 896 6,834 11,593 11,636 12,770 2,744 1,610
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 701)
416 41 -58 557 640 915 623 -214 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.0 6.2 47.5 80.6 80.9 88.8 19.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
23 3 7 16 13 41 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 802,303
COMMITMENTS
183,061 33,379 236,749 320,278 440,024 740,088 710,153 62,215 92,151
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -9,719)
-20,540 3,410 -8,267 22,060 -3,575 -6,747 -8,432 -2,972 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 4.2 29.5 39.9 54.8 92.2 88.5 7.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
215 129 212 128 208 455 463
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 28,358
COMMITMENTS
24,177 2,585 1,473 19 6,768 25,669 10,826 2,689 17,532
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -626)
-1,097 -188 679 0 -364 -418 127 -208 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.3 9.1 5.2 0.1 23.9 90.5 38.2 9.5 61.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 8 9 1 13 18 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 383,139
COMMITMENTS
113,808 26,319 73,415 158,895 264,732 346,118 364,466 37,021 18,673
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -13,651)
8,237 -5,105 -12,503 -8,650 3,087 -12,917 -14,521 -734 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 6.9 19.2 41.5 69.1 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
121 46 82 64 72 231 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 776,072
COMMITMENTS
82,283 95,726 52,758 478,427 493,460 613,468 641,945 162,604 134,127
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -10,805)
-742 12,949 -10,148 2,910 -10,807 -7,979 -8,006 -2,826 -2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 12.3 6.8 61.6 63.6 79.0 82.7 21.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
31 31 42 90 89 144 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 226,362
COMMITMENTS
35,945 23,370 325 142,057 168,974 178,326 192,669 48,036 33,694
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -811)
-3,403 1,093 -980 2,419 -5,012 -1,964 -4,898 1,153 4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 10.3 0.1 62.8 74.6 78.8 85.1 21.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 5 2 20 22 28 28
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,651
COMMITMENTS
861 1,243 314 8,262 7,919 9,437 9,476 214 175
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -487)
-134 15 7 -424 -575 -551 -553 64 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.9 3.3 85.6 82.1 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 4 3 21 21 29 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 221,179
COMMITMENTS
59,092 14,721 36,997 86,747 149,137 182,836 200,855 38,343 20,324
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -18,649)
-18,063 1,516 -2,256 5,908 -18,655 -14,412 -19,395 -4,238 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 6.7 16.7 39.2 67.4 82.7 90.8 17.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
69 30 55 69 64 167 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,614
COMMITMENTS
4,967 2,642 3,357 6,410 11,706 14,734 17,705 4,880 1,909
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -779)
-896 -644 332 316 -490 -248 -803 -530 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 13.5 17.1 32.7 59.7 75.1 90.3 24.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
43 12 13 30 21 80 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 757,975
COMMITMENTS
203,012 126,762 27,554 416,924 489,183 647,490 643,498 110,485 114,477
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 14,224)
26,377 -18,935 5,484 -12,492 29,194 19,370 15,742 -5,145 -1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 16.7 3.6 55.0 64.5 85.4 84.9 14.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
41 41 29 84 100 142 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,276,400
COMMITMENTS
238,886 210,963 274,889 1442058 1460176 1955833 1946028 320,567 330,372
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 169,746)
30,729 30,607 71,275 66,061 81,457 168,065 183,338 1,681 -13,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.3 12.1 63.3 64.1 85.9 85.5 14.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
53 54 78 142 154 235 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,544
COMMITMENTS
211,632 81,174 63,216 565,861 675,599 840,709 819,988 228,835 249,555
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 16,546)
10,984 14,522 11,654 3,072 -7,404 25,710 18,773 -9,164 -2,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.6 5.9 52.9 63.2 78.6 76.7 21.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
35 27 31 76 89 125 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,276,759
COMMITMENTS
120,225 23,057 718,758 399,571 482,784 1238554 1224600 38,205 52,159
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -42,373)
-25,975 498 1,998 -17,616 -44,039 -41,593 -41,543 -781 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.8 56.3 31.3 37.8 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 18 40 55 55 103 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,554
COMMITMENTS
21,371 3,893 680 21,022 40,254 43,073 44,827 7,481 5,727
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,780)
3,594 99 -245 102 5,565 3,452 5,419 1,328 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 7.7 1.3 41.6 79.6 85.2 88.7 14.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 11 8 26 38 57 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,108
COMMITMENTS
42,741 7,786 1,360 42,044 80,509 86,146 89,655 14,962 11,453
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 9,561)
7,189 197 -489 205 11,129 6,904 10,837 2,657 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 7.7 1.3 41.6 79.6 85.2 88.7 14.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 11 8 26 38 57 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 4,561
COMMITMENTS
2,646 2,324 41 1,578 2,159 4,265 4,524 296 37
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 51.0 0.9 34.6 47.3 93.5 99.2 6.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 1 2 3 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,163
COMMITMENTS
1,115 2,699 0 9,707 8,361 10,822 11,060 341 103
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 52)
109 254 0 -118 -180 -9 74 61 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 24.2 0.0 87.0 74.9 96.9 99.1 3.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 0 11 12 15 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 39,080
COMMITMENTS
2,144 2,513 0 36,576 36,490 38,720 39,003 360 77
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 3,229)
514 -102 0 2,638 3,443 3,152 3,341 77 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.4 0.0 93.6 93.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 4 0 6 18 12 22
Updated October 8, 2010