WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,033
COMMITMENTS
90,266 106,349 175,155 337,031 301,490 602,452 582,994 46,581 66,039
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 24,201)
1,444 7,884 14,647 7,231 3,071 23,323 25,602 879 -1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 16.4 27.0 51.9 46.5 92.8 89.8 7.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
157 164 190 105 143 376 395
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,357,123
COMMITMENTS
549,402 99,568 817,706 768,431 1134977 2135538 2052251 221,585 304,872
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 246,336)
20,330 5,046 157,029 50,023 83,044 227,382 245,119 18,954 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 4.2 34.7 32.6 48.2 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 947)
293 176 304 273 429 687 799
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,427
COMMITMENTS
3,314 203 868 7,056 11,765 11,238 12,837 3,189 1,590
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 47)
-593 -78 -28 222 172 -398 67 445 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 1.4 6.0 48.9 81.5 77.9 89.0 22.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 4 7 16 13 39 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,934
COMMITMENTS
189,561 26,882 277,568 351,834 482,246 818,963 786,697 63,971 96,237
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 80,631)
6,500 -6,497 40,819 31,556 42,222 78,875 76,544 1,756 4,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.0 31.4 39.8 54.6 92.8 89.1 7.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
214 132 222 135 224 471 491
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,040
COMMITMENTS
25,401 3,409 2,032 32 6,485 27,465 11,926 2,575 18,114
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,682)
1,224 824 559 13 -283 1,796 1,100 -114 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.6 11.3 6.8 0.1 21.6 91.4 39.7 8.6 60.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 11 10 2 13 22 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,654
COMMITMENTS
105,176 24,567 88,599 172,831 273,832 366,606 386,998 41,048 20,656
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 24,515)
-8,632 -1,752 15,184 13,936 9,100 20,488 22,532 4,027 1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.0 21.7 42.4 67.2 89.9 94.9 10.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
120 50 82 64 75 229 177
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,917
COMMITMENTS
97,425 105,686 49,510 473,550 494,227 620,485 649,423 170,432 141,494
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,845)
15,142 9,959 -3,248 -4,877 766 7,017 7,478 7,828 7,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 13.4 6.3 59.9 62.5 78.5 82.1 21.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
34 31 42 89 91 144 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 232,943
COMMITMENTS
37,984 26,310 284 148,546 170,939 186,814 197,533 46,129 35,411
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 6,581)
2,039 2,940 -41 6,489 1,965 8,488 4,864 -1,906 1,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.3 0.1 63.8 73.4 80.2 84.8 19.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 6 2 20 25 28 32
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,449
COMMITMENTS
822 1,377 341 8,028 7,563 9,191 9,281 258 168
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -202)
-39 134 27 -234 -356 -246 -195 44 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.6 3.6 85.0 80.0 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 5 18 18 27 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,016
COMMITMENTS
63,265 13,366 42,168 90,134 159,129 195,567 214,663 37,449 18,353
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 11,837)
4,173 -1,356 5,171 3,387 9,993 12,731 13,808 -894 -1,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.7 18.1 38.7 68.3 83.9 92.1 16.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
76 30 55 75 70 176 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,090
COMMITMENTS
4,941 2,293 3,573 6,637 12,736 15,152 18,602 4,938 1,488
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 476)
-26 -349 216 227 1,029 418 897 58 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 11.4 17.8 33.0 63.4 75.4 92.6 24.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
47 9 15 28 22 82 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 773,585
COMMITMENTS
188,080 123,562 35,936 433,715 491,069 657,732 650,568 115,853 123,017
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 15,610)
-14,931 -3,200 8,382 16,791 1,887 10,242 7,069 5,368 8,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 16.0 4.6 56.1 63.5 85.0 84.1 15.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
36 43 29 84 103 138 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,313,493
COMMITMENTS
247,911 182,956 302,783 1415243 1478643 1965936 1964382 347,556 349,110
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 37,093)
9,024 -28,007 27,894 -26,815 18,467 10,103 18,354 26,989 18,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.9 13.1 61.2 63.9 85.0 84.9 15.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
54 56 82 156 165 253 260
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,140,360
COMMITMENTS
212,982 85,113 76,845 619,801 720,035 909,628 881,993 230,732 258,367
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 70,816)
1,349 3,939 13,630 53,940 44,436 68,919 62,005 1,897 8,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 7.5 6.7 54.4 63.1 79.8 77.3 20.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 32 33 75 89 126 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,313,146
COMMITMENTS
121,130 22,424 736,280 420,521 504,648 1277931 1263352 35,215 49,795
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 36,387)
905 -633 17,522 20,951 21,864 39,377 38,752 -2,990 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.7 56.1 32.0 38.4 97.3 96.2 2.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
33 17 40 57 57 104 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,098
COMMITMENTS
17,240 4,668 794 22,532 36,596 40,566 42,058 6,532 5,040
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,456)
-4,131 775 114 1,510 -3,659 -2,507 -2,769 -949 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 9.9 1.7 47.8 77.7 86.1 89.3 13.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 11 10 29 39 59 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,196
COMMITMENTS
34,479 9,336 1,589 45,065 73,191 81,133 84,116 13,063 10,080
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -6,912)
-8,262 1,550 228 3,020 -7,317 -5,013 -5,539 -1,899 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 9.9 1.7 47.8 77.7 86.1 89.3 13.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 11 10 29 39 59 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 4,679
COMMITMENTS
2,814 2,449 46 1,720 2,147 4,580 4,642 99 37
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 118)
168 125 5 142 -12 315 118 -197 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 52.3 1.0 36.8 45.9 97.9 99.2 2.1 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 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,094
COMMITMENTS
1,188 3,460 0 10,572 8,558 11,760 12,018 334 76
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 931)
73 761 0 865 197 938 958 -7 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 28.6 0.0 87.4 70.8 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 7 0 12 12 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,014
COMMITMENTS
2,229 1,000 0 38,516 39,888 40,745 40,888 269 126
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,934)
85 -1,513 0 1,940 3,398 2,025 1,885 -91 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.4 0.0 93.9 97.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 4 0 6 18 12 22
Updated October 15, 2010