WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,419
COMMITMENTS
109,696 90,276 78,291 277,693 287,701 465,680 456,268 52,739 62,151
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -28,458)
-16,242 -1,469 -7,969 -5,600 -16,653 -29,811 -26,091 1,353 -2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 17.4 15.1 53.6 55.5 89.8 88.0 10.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
152 129 151 96 133 345 336
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,712,941
COMMITMENTS
594,534 111,754 216,224 701,567 1105324 1512325 1433302 200,616 279,639
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -6,933)
-20,325 -19,781 -16,514 12,149 8,111 -24,690 -28,184 17,757 21,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 6.5 12.6 41.0 64.5 88.3 83.7 11.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 906)
275 134 255 249 380 653 698
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,757
COMMITMENTS
5,282 103 575 5,132 12,870 10,989 13,548 3,768 1,209
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 252)
245 -87 -38 215 537 422 412 -170 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 0.7 3.9 34.8 87.2 74.5 91.8 25.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
24 2 6 14 12 42 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 637,703
COMMITMENTS
219,963 44,021 86,438 266,560 410,223 572,961 540,682 64,742 97,021
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -61,063)
-42,232 -11,384 -14,318 -1,660 -35,571 -58,210 -61,273 -2,853 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 6.9 13.6 41.8 64.3 89.8 84.8 10.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567)
195 91 181 144 209 440 429
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,684
COMMITMENTS
20,743 1,708 483 24 5,231 21,250 7,422 2,434 16,262
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,932)
-3,291 -2,629 350 0 20 -2,941 -2,259 9 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.6 7.2 2.0 0.1 22.1 89.7 31.3 10.3 68.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 6 9 1 14 19 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,754
COMMITMENTS
93,116 36,421 42,535 197,255 263,936 332,906 342,892 40,848 30,862
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -24,695)
-23,896 -517 176 -3,864 -28,606 -27,584 -28,947 2,889 4,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 9.7 11.4 52.8 70.6 89.1 91.7 10.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
88 64 82 67 66 209 181
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 665,717
COMMITMENTS
66,349 114,277 10,056 421,284 366,094 497,689 490,427 168,028 175,290
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 73,869)
9,161 18,162 5,059 20,056 37,144 34,276 60,365 39,593 13,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 17.2 1.5 63.3 55.0 74.8 73.7 25.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
21 33 17 69 64 99 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 330,946
COMMITMENTS
43,620 63,572 4,638 210,250 206,060 258,508 274,270 72,438 56,676
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 7,326)
392 2,864 2,752 -2,401 -7,268 743 -1,652 6,583 8,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 19.2 1.4 63.5 62.3 78.1 82.9 21.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 13 5 30 27 38 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,802
COMMITMENTS
719 555 435 6,422 6,536 7,576 7,526 226 276
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 355)
126 148 25 194 246 345 419 10 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 7.1 5.6 82.3 83.8 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 6 21 26 30 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 205,915
COMMITMENTS
61,930 19,967 18,963 89,030 145,089 169,923 184,019 35,992 21,896
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -12,626)
-9,703 803 -1,084 1,067 -15,115 -9,720 -15,396 -2,906 2,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 9.7 9.2 43.2 70.5 82.5 89.4 17.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
64 24 39 71 61 162 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,495
COMMITMENTS
9,230 2,547 1,570 7,193 20,308 17,993 24,425 7,502 1,070
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -381)
-675 -244 337 77 -355 -261 -262 -120 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 10.0 6.2 28.2 79.7 70.6 95.8 29.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
58 12 16 23 21 90 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 987,414
COMMITMENTS
198,026 233,419 24,784 662,180 578,460 884,990 836,663 102,424 150,751
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 58,863)
17,381 17,688 4,652 21,976 32,179 44,009 54,519 14,854 4,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 23.6 2.5 67.1 58.6 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
26 56 24 87 109 127 175
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,590,703
COMMITMENTS
171,359 319,588 25,758 1112164 882,553 1309281 1227899 281,422 362,804
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 27,968)
-11,053 20,672 -20,183 28,577 -4,532 -2,659 -4,043 30,627 32,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 20.1 1.6 69.9 55.5 82.3 77.2 17.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
30 59 37 110 115 162 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,630
COMMITMENTS
326,767 131,391 24,887 786,633 866,242 1138287 1022520 188,343 304,110
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -34,124)
-2,796 -16,445 -2,570 -50,258 -20,309 -55,624 -39,324 21,500 5,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 9.9 1.9 59.3 65.3 85.8 77.1 14.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
32 41 26 87 93 128 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 611,996
COMMITMENTS
110,206 43,503 70,916 388,587 443,814 569,709 558,233 42,287 53,763
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 13,260)
-3,331 3,603 6,720 3,983 -7,520 7,372 2,803 5,888 10,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 7.1 11.6 63.5 72.5 93.1 91.2 6.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
28 22 30 56 50 97 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,762
COMMITMENTS
16,433 5,595 2,732 29,900 41,356 49,065 49,683 8,698 8,079
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -450)
-618 1,466 478 163 -2,145 23 -202 -473 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 9.7 4.7 51.8 71.6 84.9 86.0 15.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 15 10 34 33 70 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,833
COMMITMENTS
3,326 753 0 6,582 8,839 9,908 9,592 1,925 2,241
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 296)
276 240 0 8 0 284 240 12 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 6.4 0.0 55.6 74.7 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 0 7 8 13 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,858
COMMITMENTS
31,282 14,752 396 46,635 65,034 78,313 80,182 13,545 11,676
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,491)
-883 3,355 52 309 -4,290 -522 -883 -969 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 16.1 0.4 50.8 70.8 85.3 87.3 14.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 16 4 32 32 62 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,634
COMMITMENTS
3,804 2,184 37 1,721 3,384 5,562 5,605 72 29
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 21)
21 27 0 0 -35 21 -8 0 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 38.8 0.7 30.5 60.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 4 1 1 3 14 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,635
COMMITMENTS
530 1,501 255 13,788 12,629 14,573 14,385 62 250
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 205)
335 59 255 -385 -140 205 174 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 10.3 1.7 94.2 86.3 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 7 1 9 15 11 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 47,125
COMMITMENTS
1,316 948 0 45,361 46,064 46,677 47,012 448 113
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,191)
1,125 -61 -16 -3,371 -2,045 -2,262 -2,122 71 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 2.0 0.0 96.3 97.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 0 7 17 11 22
Updated February 25, 2011