WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,973
COMMITMENTS
99,470 78,925 145,463 301,899 303,555 546,832 527,943 45,141 64,030
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 8,906)
-1,317 -4,200 4,085 3,803 8,032 6,571 7,917 2,335 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 13.3 24.6 51.0 51.3 92.4 89.2 7.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
146 141 160 92 137 336 347
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,198,012
COMMITMENTS
534,178 119,463 641,033 823,012 1153796 1998223 1914293 199,789 283,719
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 79,304)
26,154 1,382 21,061 31,046 52,008 78,261 74,451 1,042 4,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 5.4 29.2 37.4 52.5 90.9 87.1 9.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 904)
279 150 276 282 423 676 748
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,600
COMMITMENTS
4,657 188 583 5,044 10,564 10,284 11,335 2,316 1,265
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 21)
691 97 -19 -710 -41 -39 36 60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 1.5 4.6 40.0 83.8 81.6 90.0 18.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 8 8 15 12 39 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 984,720
COMMITMENTS
205,925 27,480 362,464 348,755 498,750 917,144 888,694 67,576 96,026
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 28,954)
8,104 1,982 12,241 10,320 15,751 30,665 29,974 -1,711 -1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 2.8 36.8 35.4 50.6 93.1 90.2 6.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
224 118 238 142 224 493 496
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,292
COMMITMENTS
17,215 663 6 39 3,703 17,260 4,372 3,032 15,920
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,122)
-1,316 -1,911 0 0 314 -1,316 -1,597 194 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.8 3.3 0.0 0.2 18.2 85.1 21.5 14.9 78.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 2 2 2 7 16 11
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 443,967
COMMITMENTS
88,546 24,697 107,704 209,603 288,906 405,853 421,307 38,114 22,660
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,492)
2,751 -211 4,109 -2,044 3,656 4,816 7,555 -323 -3,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 5.6 24.3 47.2 65.1 91.4 94.9 8.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
98 54 90 65 68 221 176
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,335
COMMITMENTS
43,833 69,530 48,265 402,222 350,587 494,320 468,382 126,015 151,953
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -46,095)
-27,079 6,069 -1,377 -7,256 -52,069 -35,712 -47,377 -10,382 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.2 7.8 64.8 56.5 79.7 75.5 20.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
26 30 35 77 68 121 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 306,631
COMMITMENTS
38,679 48,543 342 209,027 214,005 248,048 262,891 58,583 43,740
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,696)
45 -114 -502 2,446 4,648 1,989 4,032 -294 -2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 15.8 0.1 68.2 69.8 80.9 85.7 19.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 9 2 27 28 32 38
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,089
COMMITMENTS
942 370 539 5,430 5,881 6,911 6,790 178 299
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -327)
-98 -17 67 -316 -390 -347 -340 20 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.2 7.6 76.6 83.0 97.5 95.8 2.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 6 17 20 27 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 231,389
COMMITMENTS
53,485 10,792 40,888 94,521 161,452 188,895 213,132 42,494 18,257
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 3,054)
4,623 -180 1,007 -6,912 -980 -1,282 -153 4,336 3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.7 17.7 40.8 69.8 81.6 92.1 18.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
73 24 49 69 63 173 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,829
COMMITMENTS
4,978 2,270 2,922 7,457 13,802 15,358 18,995 5,471 1,834
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 254)
153 157 -73 23 -163 103 -79 151 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.9 14.0 35.8 66.3 73.7 91.2 26.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
41 13 18 31 20 82 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 721,447
COMMITMENTS
74,059 130,183 33,436 535,434 440,214 642,929 603,833 78,518 117,614
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 26,096)
710 13,443 -1,638 31,216 7,146 30,288 18,952 -4,192 7,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 18.0 4.6 74.2 61.0 89.1 83.7 10.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
26 36 21 78 96 116 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,952,568
COMMITMENTS
133,938 254,385 297,367 1257357 1081068 1688661 1632819 263,907 319,749
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 573)
-15,637 54,632 -5,368 64,016 -36,738 43,011 12,526 -42,438 -11,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 13.0 15.2 64.4 55.4 86.5 83.6 13.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
37 67 64 134 144 215 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,161,843
COMMITMENTS
160,505 97,863 85,677 739,098 743,015 985,281 926,555 176,562 235,288
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 29,498)
-1,258 1,530 568 64,379 42,957 63,689 45,056 -34,192 -15,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 8.4 7.4 63.6 64.0 84.8 79.7 15.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
26 32 32 99 97 143 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 981,790
COMMITMENTS
151,946 35,984 429,094 370,335 474,633 951,375 939,711 30,415 42,079
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 637)
7,302 6,182 -11,374 7,686 14,022 3,614 8,829 -2,977 -8,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.7 43.7 37.7 48.3 96.9 95.7 3.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
33 20 38 53 53 101 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,106
COMMITMENTS
10,106 3,150 313 21,471 31,263 31,889 34,726 6,217 3,380
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -11,412)
-3,243 -45 -905 -5,765 -7,161 -9,912 -8,111 -1,499 -3,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.3 0.8 56.3 82.0 83.7 91.1 16.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 11 4 30 31 54 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,212
COMMITMENTS
20,211 6,300 626 42,942 62,526 63,779 69,451 12,433 6,760
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -22,823)
-6,486 -90 -1,809 -11,529 -14,323 -19,825 -16,222 -2,998 -6,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.3 0.8 56.3 82.0 83.7 91.1 16.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 11 4 30 31 54 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,867
COMMITMENTS
1,828 1,763 0 11,980 11,885 13,808 13,648 59 219
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,033)
38 522 0 1,122 550 1,160 1,072 -127 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.7 0.0 86.4 85.7 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 8 0 10 15 12 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,980
COMMITMENTS
3,256 835 0 35,245 37,860 38,501 38,695 479 285
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,108)
72 -556 0 -1,526 -530 -1,454 -1,086 346 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.1 0.0 90.4 97.1 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 0 7 16 11 20
Updated December 27, 2010