WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 634,365
COMMITMENTS
85,034 108,104 169,417 332,870 285,087 587,321 562,608 47,044 71,757
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -38,244)
-17,778 4,215 -15,394 6,943 -29,899 -26,230 -41,078 -12,014 2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 17.0 26.7 52.5 44.9 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
152 168 204 102 135 381 396
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,485,904
COMMITMENTS
512,615 133,352 865,344 888,810 1191561 2266769 2190257 219,135 295,648
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -86,818)
-43,242 -268 -29,322 17,511 -45,033 -55,053 -74,623 -31,766 -12,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 5.4 34.8 35.8 47.9 91.2 88.1 8.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 976)
279 186 331 327 458 759 841
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,180
COMMITMENTS
2,787 351 1,408 8,130 11,520 12,326 13,279 2,854 1,901
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -297)
-628 55 220 760 -653 353 -378 -650 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.3 9.3 53.6 75.9 81.2 87.5 18.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 6 8 16 13 36 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 883,783
COMMITMENTS
194,449 34,016 270,673 357,938 484,057 823,060 788,746 60,723 95,037
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 4,852)
-35,645 -596 17,389 32,491 -10,898 14,235 5,895 -9,383 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.8 30.6 40.5 54.8 93.1 89.2 6.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
214 101 187 129 239 412 475
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,972
COMMITMENTS
20,381 2,162 667 36 4,101 21,084 6,930 2,888 17,042
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 568)
786 1,057 -590 -2 179 194 646 374 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.0 9.0 2.8 0.2 17.1 88.0 28.9 12.0 71.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
21 8 3 2 8 23 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 480,888
COMMITMENTS
79,599 26,339 119,022 245,115 311,564 443,735 456,925 37,153 23,963
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -16,808)
-17,015 -3,040 -8,143 13,869 -7,611 -11,289 -18,795 -5,519 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 5.5 24.8 51.0 64.8 92.3 95.0 7.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
91 49 82 72 71 207 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 765,395
COMMITMENTS
78,011 65,123 73,283 449,631 462,752 600,925 601,158 164,471 164,238
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -12,622)
-25,698 -40,157 18,093 -15,219 3,812 -22,823 -18,251 10,201 5,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 8.5 9.6 58.7 60.5 78.5 78.5 21.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
31 28 45 96 91 150 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 317,143
COMMITMENTS
32,394 45,442 1,230 223,049 228,524 256,673 275,196 60,470 41,947
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 17,221)
-3,980 2,442 128 16,202 15,468 12,350 18,037 4,872 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.3 0.4 70.3 72.1 80.9 86.8 19.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 2 29 30 35 38
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,862
COMMITMENTS
904 778 665 5,959 6,227 7,528 7,670 334 192
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -252)
-112 -162 -47 -77 35 -236 -174 -16 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.9 8.5 75.8 79.2 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 4 5 17 17 27 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 244,567
COMMITMENTS
47,634 8,287 52,153 108,478 168,155 208,266 228,596 36,301 15,972
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,606)
-10,237 2,227 -2,332 9,662 -8,261 -2,907 -8,366 -3,699 1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 3.4 21.3 44.4 68.8 85.2 93.5 14.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
69 27 59 78 74 178 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,901
COMMITMENTS
4,290 2,334 2,582 7,966 13,431 14,838 18,347 5,063 1,555
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -1,080)
-783 285 -358 811 -1,007 -330 -1,079 -750 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 11.7 13.0 40.0 67.5 74.6 92.2 25.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
38 14 16 30 22 79 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 730,473
COMMITMENTS
106,286 131,821 50,927 462,864 437,139 620,077 619,887 110,396 110,586
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -46,596)
-46,945 -21,896 -97 5,988 -25,448 -41,054 -47,440 -5,542 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 18.0 7.0 63.4 59.8 84.9 84.9 15.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
35 38 29 85 102 135 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,127,525
COMMITMENTS
262,741 205,607 305,861 1250399 1267998 1819001 1779466 308,524 348,059
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -24,307)
-7,302 -3,722 3,129 3,206 -19,751 -967 -20,343 -23,340 -3,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 9.7 14.4 58.8 59.6 85.5 83.6 14.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
72 43 82 159 159 260 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,270,815
COMMITMENTS
215,891 112,296 89,622 763,646 815,800 1069159 1017718 201,657 253,098
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -53,001)
-55,098 2,117 5,581 7,532 -47,019 -41,985 -39,321 -11,016 -13,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.8 7.1 60.1 64.2 84.1 80.1 15.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
37 30 37 90 102 140 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,226,598
COMMITMENTS
123,160 21,994 664,057 399,827 489,843 1187043 1175895 39,554 50,703
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -15,037)
5,213 -94 -9,123 -10,908 -2,212 -14,819 -11,429 -218 -3,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.8 54.1 32.6 39.9 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 14 34 60 53 102 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,456
COMMITMENTS
17,310 5,672 404 24,841 38,151 42,555 44,227 6,901 5,229
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -3,152)
-5,308 -1,103 -163 2,355 -1,789 -3,115 -3,055 -37 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 11.5 0.8 50.2 77.1 86.0 89.4 14.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 17 7 32 32 65 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,912
COMMITMENTS
34,621 11,345 807 49,682 76,302 85,110 88,454 13,802 10,458
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,304)
-10,615 -2,205 -326 4,710 -3,578 -6,231 -6,109 -73 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 11.5 0.8 50.2 77.1 86.0 89.4 14.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 17 7 32 32 65 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,777
COMMITMENTS
844 637 354 14,389 14,674 15,587 15,665 190 112
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 314)
55 -1,666 354 -18 1,608 391 296 -77 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.0 2.2 91.2 93.0 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 1 12 13 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 46,732
COMMITMENTS
729 3,295 297 45,422 42,880 46,448 46,472 284 260
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,632)
-1,634 -1,093 47 4,464 3,517 2,877 2,471 -245 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.1 0.6 97.2 91.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 1 7 17 11 22
Updated November 19, 2010