WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 672,609
COMMITMENTS
102,812 103,889 184,812 325,927 314,985 613,551 603,686 59,058 68,923
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 10,249)
1,462 -193 276 3,776 5,933 5,513 6,016 4,736 4,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 15.4 27.5 48.5 46.8 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
179 162 210 100 140 401 403
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,572,723
COMMITMENTS
555,857 133,620 894,665 871,299 1236594 2321822 2264879 250,901 307,843
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 81,374)
-1,712 9,844 40,857 27,006 28,279 66,151 78,981 15,223 2,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.2 34.8 33.9 48.1 90.2 88.0 9.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 997)
323 162 330 316 455 761 847
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,477
COMMITMENTS
3,415 296 1,188 7,370 12,172 11,973 13,657 3,503 1,820
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 188)
85 45 -53 -12 55 20 47 168 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.9 7.7 47.6 78.7 77.4 88.2 22.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 8 7 16 13 38 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,931
COMMITMENTS
230,094 34,612 253,284 325,447 494,955 808,825 782,851 70,106 96,080
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 69,452)
15,434 12,433 44,627 5,232 8,921 65,294 65,981 4,158 3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.9 28.8 37.0 56.3 92.0 89.1 8.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
221 121 191 127 246 440 491
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,404
COMMITMENTS
19,595 1,105 1,257 38 3,922 20,890 6,284 2,514 17,120
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,228)
3,384 715 -315 38 1,338 3,107 1,738 121 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 4.7 5.4 0.2 16.8 89.3 26.9 10.7 73.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
21 4 6 2 8 23 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 497,696
COMMITMENTS
96,613 29,379 127,165 231,246 319,175 455,024 475,720 42,672 21,976
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 29,820)
-5,831 1,696 12,841 20,328 13,992 27,338 28,529 2,481 1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 5.9 25.6 46.5 64.1 91.4 95.6 8.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
106 55 94 64 72 224 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 778,018
COMMITMENTS
103,709 105,280 55,189 464,850 458,939 623,748 619,408 154,270 158,609
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 7,730)
27,153 3,484 2,389 -18,781 -9,448 10,761 -3,575 -3,031 11,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.5 7.1 59.7 59.0 80.2 79.6 19.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 30 45 93 84 152 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 299,921
COMMITMENTS
36,374 43,001 1,102 206,847 213,056 244,323 257,159 55,598 42,763
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 44,137)
1,940 6,650 423 40,038 32,039 42,401 39,112 1,736 5,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.3 0.4 69.0 71.0 81.5 85.7 18.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 2 32 31 39 38
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,114
COMMITMENTS
1,016 940 712 6,036 6,192 7,764 7,844 350 270
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 8)
80 215 -92 35 -124 23 -1 -15 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.6 8.8 74.4 76.3 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 5 5 15 19 27 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,173
COMMITMENTS
57,872 6,060 54,485 98,816 176,416 211,173 236,961 40,000 14,212
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 2,298)
-2,218 -5,575 4,537 1,168 6,243 3,488 5,205 -1,189 -2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 2.4 21.7 39.3 70.2 84.1 94.3 15.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
88 22 58 80 74 190 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,982
COMMITMENTS
5,073 2,048 2,940 7,155 14,437 15,168 19,426 5,813 1,556
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 394)
-62 -36 215 348 108 501 287 -107 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 9.8 14.0 34.1 68.8 72.3 92.6 27.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
42 12 14 29 22 80 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 777,069
COMMITMENTS
153,231 153,717 51,024 456,876 462,586 661,131 667,328 115,938 109,741
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 13,988)
-20,393 23,313 -2,106 40,251 -12,361 17,751 8,846 -3,764 5,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 19.8 6.6 58.8 59.5 85.1 85.9 14.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
36 44 28 83 105 136 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,151,832
COMMITMENTS
270,043 209,329 302,731 1247193 1287749 1819968 1799809 331,864 352,023
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 4,720)
57,551 12,617 2,136 -69,813 -18,378 -10,126 -3,625 14,846 8,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.7 14.1 58.0 59.8 84.6 83.6 15.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
55 62 75 157 156 248 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,323,817
COMMITMENTS
270,989 110,179 84,041 756,114 862,819 1111144 1057038 212,673 266,778
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 132,502)
27,514 34,433 6,571 96,687 83,380 130,771 124,383 1,731 8,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 8.3 6.3 57.1 65.2 83.9 79.8 16.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 30 36 81 97 135 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,241,634
COMMITMENTS
117,947 22,088 673,180 410,735 492,055 1201862 1187324 39,772 54,311
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 48,836)
1,738 2,847 18,449 25,347 23,702 45,534 44,998 3,302 3,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.8 54.2 33.1 39.6 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 15 36 57 51 100 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,608
COMMITMENTS
22,618 6,775 567 22,486 39,940 45,671 47,282 6,938 5,327
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 2,478)
2,657 2,622 -32 497 237 3,122 2,827 -644 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 12.9 1.1 42.7 75.9 86.8 89.9 13.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 13 8 27 33 63 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,216
COMMITMENTS
45,236 13,550 1,133 44,972 79,881 91,341 94,563 13,875 10,653
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 4,956)
5,314 5,245 -63 993 473 6,244 5,655 -1,288 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 12.9 1.1 42.7 75.9 86.8 89.9 13.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 13 8 27 33 63 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,463
COMMITMENTS
789 2,303 0 14,407 13,066 15,196 15,369 267 94
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,029)
-135 449 0 1,142 588 1,007 1,037 22 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 14.9 0.0 93.2 84.5 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 0 12 12 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,100
COMMITMENTS
2,363 4,388 250 40,958 39,363 43,571 44,001 529 99
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -1,900)
563 407 250 -2,789 -2,407 -1,976 -1,750 76 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.0 0.6 92.9 89.3 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 1 7 18 15 22
Updated November 15, 2010