WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,375
COMMITMENTS
107,769 82,076 78,510 268,841 278,420 455,120 439,006 41,255 57,369
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -2,163)
-2,427 -1,568 5,611 -4,313 -6,084 -1,129 -2,041 -1,034 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 16.5 15.8 54.2 56.1 91.7 88.4 8.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
143 131 137 83 128 317 320
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,553,651
COMMITMENTS
587,467 126,516 167,671 644,154 1021248 1399292 1315435 154,359 238,216
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,496)
3,211 -1,270 23,763 -20,654 -10,379 6,320 12,114 1,176 -4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 8.1 10.8 41.5 65.7 90.1 84.7 9.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 879)
272 127 190 222 385 578 655
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,073
COMMITMENTS
3,997 197 398 4,923 10,462 9,318 11,057 2,755 1,016
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -490)
-1,131 -31 196 281 -497 -654 -332 164 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 1.6 3.3 40.8 86.7 77.2 91.6 22.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 3 6 17 12 42 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 619,456
COMMITMENTS
253,146 34,369 55,872 256,053 448,442 565,071 538,683 54,385 80,773
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -3,155)
809 448 -6,728 3,632 3,904 -2,287 -2,376 -868 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.5 9.0 41.3 72.4 91.2 87.0 8.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
233 74 120 103 221 387 389
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,264
COMMITMENTS
20,579 1,696 6 28 5,066 20,613 6,768 2,651 16,496
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,168)
1,443 -60 -38 0 488 1,405 390 -237 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.5 7.3 0.0 0.1 21.8 88.6 29.1 11.4 70.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 5 2 2 12 20 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 366,728
COMMITMENTS
103,692 26,964 35,678 192,528 285,068 331,898 347,710 34,830 19,018
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,512)
179 1,764 -520 9,013 8,933 8,672 10,177 -1,160 -2,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 7.4 9.7 52.5 77.7 90.5 94.8 9.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
99 48 64 60 61 196 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 548,390
COMMITMENTS
51,280 69,696 3,689 373,840 331,624 428,809 405,009 119,581 143,381
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,760)
-12,460 284 400 9,125 3,878 -2,935 4,562 12,695 5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.7 0.7 68.2 60.5 78.2 73.9 21.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
19 31 9 66 69 90 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 306,139
COMMITMENTS
42,865 51,609 250 203,323 208,588 246,438 260,447 59,701 45,692
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -699)
1,020 2,664 0 -2,622 -4,664 -1,602 -2,000 903 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 16.9 0.1 66.4 68.1 80.5 85.1 19.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 10 1 25 30 31 41
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,171
COMMITMENTS
967 693 437 5,532 5,887 6,936 7,017 235 154
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 133)
73 239 -80 100 17 93 176 40 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 9.7 6.1 77.1 82.1 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 7 6 22 22 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 192,977
COMMITMENTS
65,155 10,735 11,716 78,280 156,393 155,151 178,844 37,826 14,133
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,942)
1,363 795 -20 2,404 3,270 3,747 4,045 -805 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 5.6 6.1 40.6 81.0 80.4 92.7 19.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
75 20 35 65 53 162 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,281
COMMITMENTS
5,285 2,681 1,482 6,526 12,814 13,293 16,977 4,988 1,304
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -487)
-149 -219 -260 -97 -176 -506 -655 19 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 14.7 8.1 35.7 70.1 72.7 92.9 27.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 12 15 20 15 63 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 686,782
COMMITMENTS
104,685 134,930 5,819 482,710 419,986 593,214 560,735 93,568 126,047
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 41,674)
28,016 14,960 3,409 -840 18,763 30,585 37,132 11,089 4,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 19.6 0.8 70.3 61.2 86.4 81.6 13.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
24 40 14 72 100 105 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,350,022
COMMITMENTS
160,460 241,156 15,862 912,230 772,895 1088552 1029913 261,470 320,109
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -7,088)
4,756 9,059 -855 -21,949 -31,770 -18,048 -23,566 10,960 16,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 17.9 1.2 67.6 57.3 80.6 76.3 19.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
44 46 33 100 120 158 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,652
COMMITMENTS
240,403 79,783 8,625 635,075 724,630 884,103 813,038 167,549 238,614
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 63,226)
34,906 13,378 268 22,949 47,423 58,123 61,069 5,103 2,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 7.6 0.8 60.4 68.9 84.1 77.3 15.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 30 11 79 75 113 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 549,865
COMMITMENTS
126,876 36,570 61,042 332,666 409,443 520,584 507,055 29,281 42,810
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 35,653)
9,238 788 4,887 18,871 24,710 32,996 30,385 2,657 5,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 6.7 11.1 60.5 74.5 94.7 92.2 5.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
23 21 30 46 46 84 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,612
COMMITMENTS
15,079 3,129 0 20,959 35,748 36,038 38,877 6,575 3,735
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,593)
1,725 -223 -187 845 3,246 2,383 2,836 210 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 7.3 0.0 49.2 83.9 84.6 91.2 15.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 13 0 27 32 52 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,224
COMMITMENTS
30,158 6,258 0 41,917 71,496 72,075 77,754 13,149 7,470
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 5,185)
3,450 -446 -374 1,689 6,492 4,765 5,672 420 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 7.3 0.0 49.2 83.9 84.6 91.2 15.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 13 0 27 32 52 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,065
COMMITMENTS
3,236 1,776 37 1,524 3,238 4,797 5,051 268 14
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 35.1 0.7 30.1 63.9 94.7 99.7 5.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 1 1 3 12 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,110
COMMITMENTS
1,575 1,742 0 12,349 12,019 13,924 13,761 186 349
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 326)
529 -154 0 -339 354 190 200 136 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 12.3 0.0 87.5 85.2 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 0 9 15 11 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 42,554
COMMITMENTS
2,630 1,724 0 39,842 40,392 42,472 42,116 82 438
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -1,462)
-1,507 539 0 38 -2,235 -1,469 -1,696 7 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 4.1 0.0 93.6 94.9 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 0 6 18 9 25
Updated January 14, 2011