WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 506,106
COMMITMENTS
111,199 85,777 81,813 270,011 279,822 463,023 447,412 43,083 58,694
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 9,731)
3,430 3,701 3,303 1,170 1,402 7,903 8,406 1,828 1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 16.9 16.2 53.4 55.3 91.5 88.4 8.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
159 136 145 83 132 336 335
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,610,189
COMMITMENTS
606,740 127,021 182,425 653,452 1049664 1442617 1359110 167,572 251,079
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 56,538)
19,273 505 14,754 9,298 28,416 43,325 43,675 13,213 12,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 7.9 11.3 40.6 65.2 89.6 84.4 10.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 902)
285 127 189 227 390 601 655
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,840
COMMITMENTS
4,239 109 1,336 5,420 11,377 10,995 12,822 2,845 1,018
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,767)
242 -88 938 497 915 1,677 1,765 90 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 0.8 9.7 39.2 82.2 79.4 92.6 20.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 3 7 16 13 42 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 654,378
COMMITMENTS
263,612 38,024 63,963 266,334 469,594 593,909 571,581 60,469 82,797
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 34,922)
10,466 3,655 8,091 10,281 21,152 28,838 32,898 6,084 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 5.8 9.8 40.7 71.8 90.8 87.3 9.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
243 80 129 106 213 399 391
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,357
COMMITMENTS
22,704 2,355 12 21 5,729 22,737 8,096 2,620 17,261
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,093)
2,125 659 6 -7 663 2,124 1,328 -31 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.5 9.3 0.0 0.1 22.6 89.7 31.9 10.3 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 8 3 2 13 22 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,248
COMMITMENTS
106,850 27,701 34,446 197,921 292,581 339,217 354,728 34,031 18,520
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 6,520)
3,158 737 -1,232 5,393 7,513 7,319 7,018 -799 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 7.4 9.2 53.0 78.4 90.9 95.0 9.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
104 45 66 64 60 207 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 559,990
COMMITMENTS
59,911 70,936 6,274 370,285 335,115 436,470 412,325 123,520 147,665
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 11,600)
8,631 1,240 2,585 -3,555 3,491 7,661 7,316 3,939 4,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 12.7 1.1 66.1 59.8 77.9 73.6 22.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 33 13 63 70 94 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 305,292
COMMITMENTS
43,253 57,417 250 198,408 203,391 241,911 261,058 63,381 44,234
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -847)
388 5,808 0 -4,915 -5,197 -4,527 611 3,680 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 18.8 0.1 65.0 66.6 79.2 85.5 20.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 12 1 26 30 31 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,773
COMMITMENTS
1,357 497 459 5,759 6,623 7,575 7,579 198 194
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 602)
390 -196 22 227 736 639 562 -37 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 6.4 5.9 74.1 85.2 97.5 97.5 2.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 6 6 21 23 32 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,764
COMMITMENTS
64,655 10,538 17,989 85,497 163,392 168,141 191,919 39,623 15,845
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 14,787)
-500 -197 6,273 7,217 6,999 12,990 13,075 1,797 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 5.1 8.7 41.2 78.6 80.9 92.4 19.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
78 19 39 64 54 163 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,958
COMMITMENTS
5,952 2,671 1,349 6,087 13,631 13,388 17,651 5,570 1,307
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 677)
667 -10 -133 -439 817 95 674 582 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 14.1 7.1 32.1 71.9 70.6 93.1 29.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
34 14 17 23 16 68 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 720,652
COMMITMENTS
140,021 129,154 4,767 473,746 457,297 618,534 591,218 102,118 129,434
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 33,870)
35,336 -5,776 -1,052 -8,964 37,311 25,320 30,483 8,550 3,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 17.9 0.7 65.7 63.5 85.8 82.0 14.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
34 37 17 67 98 110 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,699
COMMITMENTS
150,250 236,812 15,603 902,264 753,315 1068117 1005730 258,582 320,969
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -23,323)
-10,210 -4,344 -259 -9,966 -19,580 -20,435 -24,183 -2,888 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 17.8 1.2 68.0 56.8 80.5 75.8 19.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
44 48 29 102 109 159 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,098,148
COMMITMENTS
244,799 69,562 13,056 667,783 776,363 925,638 858,981 172,510 239,167
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 46,496)
4,396 -10,221 4,431 32,708 51,733 41,535 45,943 4,961 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 6.3 1.2 60.8 70.7 84.3 78.2 15.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 28 16 82 83 119 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 562,387
COMMITMENTS
121,333 33,857 62,895 347,801 419,542 532,029 516,294 30,358 46,093
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 12,522)
-5,543 -2,713 1,853 15,135 10,099 11,445 9,239 1,077 3,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.0 11.2 61.8 74.6 94.6 91.8 5.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 19 30 48 48 87 86
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,419
COMMITMENTS
16,145 5,034 15 22,098 35,475 38,257 40,523 7,162 4,896
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,807)
1,066 1,905 15 1,139 -274 2,220 1,646 587 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 11.1 0.0 48.7 78.1 84.2 89.2 15.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 16 2 26 33 56 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,837
COMMITMENTS
32,290 10,068 29 44,195 70,949 76,514 81,046 14,323 9,791
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 5,613)
2,132 3,810 29 2,278 -547 4,439 3,292 1,174 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 11.1 0.0 48.7 78.1 84.2 89.2 15.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 16 2 26 33 56 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,092
COMMITMENTS
3,464 1,776 37 1,510 3,260 5,011 5,073 81 19
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 27)
228 0 0 -14 22 214 22 -187 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 34.9 0.7 29.7 64.0 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 5 1 1 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,645
COMMITMENTS
1,448 1,594 17 13,095 12,809 14,560 14,420 85 225
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 535)
-127 -148 17 746 790 636 659 -101 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 10.9 0.1 89.4 87.5 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 9 1 9 14 12 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 48,263
COMMITMENTS
3,213 1,934 0 44,480 45,908 47,693 47,842 570 421
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 5,709)
583 210 0 4,638 5,516 5,221 5,726 488 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 4.0 0.0 92.2 95.1 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 9 0 7 17 10 26
Updated January 21, 2011