WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,597
COMMITMENTS
77,030 99,832 113,085 294,877 245,674 484,992 458,591 40,605 67,006
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -100,816)
-4,218 -3,533 -55,908 -39,888 -41,205 -100,014 -100,646 -802 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.0 21.5 56.1 46.7 92.3 87.3 7.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
119 163 171 92 134 324 365
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,043,404
COMMITMENTS
480,675 117,172 585,865 766,630 1059712 1833171 1762749 210,233 280,655
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -430,417)
-9,061 -6,453 -298,461 -111,830 -116,099 -419,351 -421,014 -11,066 -9,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.7 28.7 37.5 51.9 89.7 86.3 10.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 929)
270 147 307 290 434 691 794
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,689
COMMITMENTS
2,593 219 711 6,902 10,001 10,207 10,931 2,482 1,757
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -2,112)
-362 -168 -499 -744 -982 -1,605 -1,650 -507 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.7 5.6 54.4 78.8 80.4 86.1 19.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 4 5 16 12 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 907,072
COMMITMENTS
189,369 26,929 300,825 354,119 486,122 844,313 813,877 62,759 93,195
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -5,902)
-2,852 -2,381 -3,466 -4,773 -3,500 -11,091 -9,347 5,188 3,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.0 33.2 39.0 53.6 93.1 89.7 6.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
210 89 198 130 218 416 454
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,517
COMMITMENTS
19,597 3,198 303 36 3,897 19,936 7,398 2,581 15,119
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 560)
832 1,163 -80 0 -229 752 854 -192 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 14.2 1.3 0.2 17.3 88.5 32.9 11.5 67.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 11 3 2 8 24 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 398,807
COMMITMENTS
71,723 25,443 92,206 196,754 253,389 360,683 371,037 38,124 27,769
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -80,348)
-932 -842 -36,899 -47,669 -46,186 -85,499 -83,928 5,152 3,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.4 23.1 49.3 63.5 90.4 93.0 9.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
85 67 94 67 67 212 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,752
COMMITMENTS
63,014 75,943 30,406 449,304 431,821 542,724 538,170 149,028 153,582
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -45,947)
4,372 5,023 -43,170 -5,787 -2,552 -44,585 -40,699 -1,361 -5,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 11.0 4.4 65.0 62.4 78.5 77.8 21.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
21 30 30 82 77 120 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 333,397
COMMITMENTS
34,886 45,295 373 238,247 239,121 273,505 284,789 59,891 48,608
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -12,177)
1,582 -3,627 -3,384 -430 -3,993 -2,232 -11,004 -9,945 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.6 0.1 71.5 71.7 82.0 85.4 18.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 7 3 28 27 36 34
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,412
COMMITMENTS
1,046 784 444 5,639 5,886 7,129 7,114 283 298
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -535)
40 -83 -219 -361 -293 -540 -595 5 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.6 6.0 76.1 79.4 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 4 15 17 24 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,793
COMMITMENTS
48,275 9,761 39,639 102,285 160,095 190,198 209,494 37,595 18,299
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -28,944)
-580 1,280 -15,778 -10,916 -14,246 -27,273 -28,744 -1,671 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.3 17.4 44.9 70.3 83.5 92.0 16.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
61 24 62 73 68 173 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,061
COMMITMENTS
4,202 2,269 2,703 8,171 13,301 15,076 18,273 4,985 1,788
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 143)
168 -114 -157 69 189 79 -82 64 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 11.3 13.5 40.7 66.3 75.2 91.1 24.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
36 10 14 29 20 71 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 702,482
COMMITMENTS
99,476 124,194 32,528 467,465 439,457 599,469 596,179 103,013 106,303
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -84,017)
13,710 -5,612 -34,853 -54,690 -34,243 -75,834 -74,708 -8,184 -9,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.7 4.6 66.5 62.6 85.3 84.9 14.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
31 37 23 75 94 120 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,647,817
COMMITMENTS
152,110 209,101 159,731 1016102 943,304 1327943 1312136 319,874 335,681
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -375,120)
-53,291 -12,104 -139,306 -211,706 -227,135 -404,302 -378,544 29,183 3,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.7 9.7 61.7 57.2 80.6 79.6 19.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
47 42 60 119 129 190 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,106,917
COMMITMENTS
144,935 84,994 67,828 691,918 704,607 904,682 857,429 202,235 249,488
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -168,939)
-55,538 -25,768 -37,690 -71,822 -71,193 -165,049 -134,650 -3,890 -34,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 7.7 6.1 62.5 63.7 81.7 77.5 18.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 23 26 79 87 118 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,266,260
COMMITMENTS
166,029 25,867 655,646 405,036 528,022 1226710 1209535 39,550 56,725
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 20,650)
35,773 4,188 -9,143 -3,417 25,186 23,214 20,230 -2,563 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.0 51.8 32.0 41.7 96.9 95.5 3.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
39 15 39 60 54 109 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,139
COMMITMENTS
15,845 5,670 514 26,937 37,804 43,296 43,987 6,843 6,151
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -2,041)
-1,810 -1,338 -62 -132 -1,495 -2,004 -2,895 -37 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 11.3 1.0 53.7 75.4 86.4 87.7 13.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 15 14 29 32 65 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,277
COMMITMENTS
31,691 11,340 1,027 53,874 75,608 86,591 87,975 13,686 12,303
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,082)
-3,620 -2,676 -124 -264 -2,989 -4,008 -5,790 -74 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 11.3 1.0 53.7 75.4 86.4 87.7 13.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 15 14 29 32 65 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 19,105
COMMITMENTS
766 1,037 955 17,261 16,934 18,982 18,926 123 179
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,842)
-52 179 808 1,107 844 1,863 1,831 -21 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.4 5.0 90.3 88.6 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 7 1 13 13 17 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,174
COMMITMENTS
677 2,489 1,873 55,134 53,732 57,684 58,094 490 80
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 7,473)
217 -338 1,174 5,913 6,874 7,304 7,710 169 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.3 3.2 94.8 92.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 5 1 7 18 13 23
Updated December 3, 2010