WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,944
COMMITMENTS
122,304 87,913 88,620 277,548 298,521 488,472 475,054 47,472 60,890
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 29,838)
11,105 2,136 6,807 7,537 18,699 25,449 27,642 4,389 2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 16.4 16.5 51.8 55.7 91.1 88.6 8.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
163 139 150 84 131 344 338
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,623,752
COMMITMENTS
603,395 121,475 199,378 648,014 1035169 1450787 1356022 172,965 267,730
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 13,563)
-3,345 -5,546 16,953 -5,438 -14,495 8,170 -3,088 5,393 16,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 7.5 12.3 39.9 63.8 89.3 83.5 10.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 874)
271 125 198 228 381 598 646
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,624
COMMITMENTS
3,745 207 1,349 5,538 11,166 10,632 12,722 2,992 902
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -216)
-494 98 13 118 -211 -363 -100 147 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 1.5 9.9 40.6 82.0 78.0 93.4 22.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 4 6 15 13 39 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 650,122
COMMITMENTS
250,683 37,487 79,835 259,499 446,198 590,017 563,520 60,105 86,602
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -4,256)
-12,929 -537 15,872 -6,835 -23,396 -3,892 -8,061 -364 3,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 5.8 12.3 39.9 68.6 90.8 86.7 9.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
225 93 149 110 208 405 409
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,012
COMMITMENTS
22,114 2,566 86 26 5,545 22,226 8,197 2,786 16,815
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -345)
-590 211 74 5 -184 -511 101 166 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.4 10.3 0.3 0.1 22.2 88.9 32.8 11.1 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 10 5 3 13 22 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 384,603
COMMITMENTS
101,880 33,092 41,137 209,848 291,360 352,865 365,589 31,738 19,014
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 11,355)
-4,970 5,391 6,691 11,927 -1,221 13,648 10,861 -2,293 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 8.6 10.7 54.6 75.8 91.7 95.1 8.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
97 54 82 64 61 205 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 567,906
COMMITMENTS
60,222 70,020 4,176 371,297 352,099 435,695 426,295 132,211 141,611
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,916)
311 -916 -2,098 1,012 16,984 -775 13,970 8,691 -6,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 12.3 0.7 65.4 62.0 76.7 75.1 23.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
21 31 10 63 68 89 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 302,284
COMMITMENTS
43,223 56,459 250 195,145 197,119 238,618 253,828 63,666 48,456
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -3,008)
-30 -958 0 -3,263 -6,272 -3,293 -7,230 285 4,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 18.7 0.1 64.6 65.2 78.9 84.0 21.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 11 1 26 28 31 40
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,100
COMMITMENTS
1,378 431 393 6,146 7,044 7,917 7,868 183 232
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 327)
21 -66 -66 387 421 342 289 -15 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 5.3 4.9 75.9 87.0 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 4 5 20 23 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,803
COMMITMENTS
65,938 14,165 18,407 87,907 161,405 172,252 193,977 39,551 17,826
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,039)
1,283 3,627 418 2,410 -1,987 4,111 2,058 -72 1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 6.7 8.7 41.5 76.2 81.3 91.6 18.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
73 24 40 69 56 168 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,292
COMMITMENTS
6,788 2,384 952 6,260 15,679 14,000 19,015 6,292 1,277
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,334)
836 -287 -397 173 2,048 612 1,364 722 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 11.7 4.7 30.8 77.3 69.0 93.7 31.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
44 10 13 23 18 74 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 743,230
COMMITMENTS
141,718 120,940 9,627 488,948 484,812 640,293 615,379 102,937 127,851
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 22,578)
1,697 -8,214 4,860 15,202 27,515 21,759 24,161 819 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 16.3 1.3 65.8 65.2 86.2 82.8 13.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
31 33 15 77 102 117 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,370,848
COMMITMENTS
130,886 245,204 15,969 959,321 785,172 1106176 1046345 264,672 324,503
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 44,149)
-19,364 8,392 366 57,057 31,857 38,059 40,615 6,090 3,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 17.9 1.2 70.0 57.3 80.7 76.3 19.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
41 51 29 95 114 150 180
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,132,961
COMMITMENTS
259,763 87,777 12,619 677,810 786,195 950,192 886,591 182,769 246,370
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 34,813)
14,964 18,215 -437 10,027 9,832 24,554 27,610 10,259 7,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 7.7 1.1 59.8 69.4 83.9 78.3 16.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 33 17 79 86 120 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 582,416
COMMITMENTS
127,039 37,557 58,790 365,535 440,910 551,364 537,257 31,052 45,159
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 20,029)
5,706 3,700 -4,105 17,734 21,368 19,335 20,963 694 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 6.4 10.1 62.8 75.7 94.7 92.2 5.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
25 19 29 50 51 88 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,782
COMMITMENTS
18,658 6,530 252 23,700 37,763 42,609 44,545 7,173 5,237
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,363)
2,513 1,496 238 1,602 2,289 4,352 4,022 11 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 13.1 0.5 47.6 75.9 85.6 89.5 14.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 16 2 25 34 54 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,563
COMMITMENTS
37,315 13,059 504 47,399 75,526 85,218 89,089 14,345 10,474
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 8,726)
5,025 2,991 475 3,204 4,577 8,704 8,043 22 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 13.1 0.5 47.6 75.9 85.6 89.5 14.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 16 2 25 34 54 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,126
COMMITMENTS
3,450 1,766 37 1,588 3,290 5,075 5,093 51 33
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 34)
-14 -10 0 78 30 64 20 -30 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 34.5 0.7 31.0 64.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 5 1 1 2 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,296
COMMITMENTS
1,580 1,549 17 13,640 13,511 15,237 15,077 59 219
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 651)
132 -45 0 545 702 677 657 -26 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.1 0.1 89.2 88.3 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 1 10 14 13 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,580
COMMITMENTS
3,184 1,698 0 47,153 48,392 50,337 50,090 243 490
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 2,317)
-29 -236 0 2,673 2,484 2,644 2,248 -327 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 3.4 0.0 93.2 95.7 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 7 0 7 17 12 24
Updated January 28, 2011