WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 609,012
COMMITMENTS
104,321 77,411 150,262 306,504 316,947 561,087 544,620 47,926 64,392
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 12,113)
-2,653 -2,436 8,337 4,538 4,893 10,223 10,794 1,890 1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 12.7 24.7 50.3 52.0 92.1 89.4 7.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
166 129 171 93 142 355 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,225,065
COMMITMENTS
516,095 116,251 652,428 851,013 1169185 2019536 1937864 205,530 287,202
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 4,484)
-25,557 1,352 19,843 16,762 -12,926 11,047 8,269 -6,563 -3,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 5.2 29.3 38.2 52.5 90.8 87.1 9.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 904)
283 147 286 285 416 684 749
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,675
COMMITMENTS
4,897 305 822 5,311 11,319 11,030 12,446 2,645 1,229
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,066)
565 91 260 83 568 908 919 158 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 2.2 6.0 38.8 82.8 80.7 91.0 19.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 6 8 19 15 46 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 910,214
COMMITMENTS
198,659 26,473 303,831 342,935 489,792 845,424 820,096 64,790 90,118
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -17,283)
-14,093 334 1,931 2,006 -13,426 -10,156 -11,161 -7,127 -6,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.9 33.4 37.7 53.8 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
219 114 218 133 235 457 496
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,096
COMMITMENTS
19,136 1,756 44 28 4,578 19,208 6,378 2,888 15,718
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -388)
-465 512 8 0 179 -457 699 69 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.6 7.9 0.2 0.1 20.7 86.9 28.9 13.1 71.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 6 4 2 11 20 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 438,899
COMMITMENTS
90,796 24,050 92,103 218,741 299,955 401,640 416,108 37,259 22,791
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 9,491)
2,455 205 1,747 7,031 8,527 11,233 10,480 -1,743 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.5 21.0 49.8 68.3 91.5 94.8 8.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
101 48 80 66 70 208 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,357
COMMITMENTS
62,176 65,010 30,072 385,391 350,819 477,639 445,901 118,718 150,456
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 16,536)
18,681 -2,463 1,285 7,761 13,817 27,727 12,639 -11,192 3,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 10.9 5.0 64.6 58.8 80.1 74.8 19.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
23 28 29 71 69 109 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 308,729
COMMITMENTS
41,845 48,949 430 206,658 213,273 248,934 262,652 59,795 46,077
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -76)
1,531 -217 106 -925 -3,392 713 -3,503 -789 3,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.9 0.1 66.9 69.1 80.6 85.1 19.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 10 2 25 28 32 39
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,038
COMMITMENTS
894 454 517 5,432 5,870 6,843 6,841 195 197
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -217)
-75 74 -29 -87 -68 -191 -23 -26 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.5 7.3 77.2 83.4 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 5 5 20 22 29 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,659
COMMITMENTS
54,789 11,231 37,316 93,217 162,567 185,322 211,114 42,337 16,546
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,918)
1,277 269 -4,637 -3,458 356 -6,818 -4,013 1,900 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.9 16.4 40.9 71.4 81.4 92.7 18.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
70 25 52 70 63 174 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,316
COMMITMENTS
5,556 2,827 2,565 7,064 13,692 15,184 19,084 5,132 1,232
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -281)
753 492 -642 -493 -9 -383 -159 103 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 13.9 12.6 34.8 67.4 74.7 93.9 25.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 13 23 28 19 82 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 670,689
COMMITMENTS
76,929 117,090 20,109 489,076 408,670 586,114 545,869 84,575 124,820
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,948)
10,680 8,694 2,678 -12,782 -4,053 577 7,319 1,371 -5,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 17.5 3.0 72.9 60.9 87.4 81.4 12.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
21 37 23 77 92 113 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,754,686
COMMITMENTS
133,706 232,163 187,483 1161168 1013181 1482358 1432827 272,329 321,860
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 17,513)
19,781 -20,731 -9,131 14,233 36,018 24,883 6,157 -7,371 11,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.2 10.7 66.2 57.7 84.5 81.7 15.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
47 53 67 128 139 211 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,091,741
COMMITMENTS
198,581 64,189 63,319 653,117 714,404 915,016 841,912 176,725 249,830
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -17,842)
28,880 -21,231 -6,167 -32,012 -2,224 -9,299 -29,621 -8,543 11,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.9 5.8 59.8 65.4 83.8 77.1 16.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
27 29 28 81 81 124 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 750,602
COMMITMENTS
113,779 36,696 264,873 342,644 408,984 721,296 710,553 29,306 40,049
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -232,162)
-38,124 3,379 -163,532 -30,759 -71,099 -232,414 -231,253 252 -909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.9 35.3 45.6 54.5 96.1 94.7 3.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 17 31 46 48 89 86
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,494
COMMITMENTS
13,314 3,351 640 21,096 33,384 35,050 37,374 6,444 4,119
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,557)
3,508 719 164 -300 2,622 3,371 3,505 186 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 8.1 1.5 50.8 80.5 84.5 90.1 15.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 8 4 28 32 59 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,987
COMMITMENTS
26,627 6,701 1,280 42,191 66,767 70,099 74,749 12,888 8,238
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 7,115)
7,015 1,438 328 -601 5,243 6,743 7,009 372 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 8.1 1.5 50.8 80.5 84.5 90.1 15.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 8 4 28 32 59 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,784
COMMITMENTS
1,046 1,896 0 12,688 11,665 13,734 13,561 50 223
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -388)
-729 -58 0 335 -355 -394 -413 6 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.8 0.0 92.0 84.6 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 10 0 10 15 12 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,016
COMMITMENTS
4,137 1,185 0 39,804 42,627 43,941 43,812 75 204
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,858)
-141 130 0 3,231 2,703 3,090 2,833 -232 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.7 0.0 90.4 96.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 0 7 16 10 21
Updated January 7, 2011