WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 633,208
COMMITMENTS
103,950 78,874 166,454 314,328 323,400 584,732 568,729 48,476 64,480
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 16,965)
1,267 2,571 8,608 5,409 5,336 15,284 16,515 1,680 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.5 26.3 49.6 51.1 92.3 89.8 7.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
156 159 192 95 142 379 381
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,441,969
COMMITMENTS
541,711 111,218 799,804 873,896 1229558 2215411 2140579 226,558 301,389
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 148,265)
36,154 -1,940 82,849 12,951 52,110 131,954 133,018 16,311 15,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 4.6 32.8 35.8 50.4 90.7 87.7 9.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 948)
277 174 311 296 430 723 792
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,921
COMMITMENTS
4,059 77 1,976 5,975 11,796 12,011 13,850 2,910 1,071
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,751)
419 -122 867 369 1,011 1,654 1,756 97 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.5 13.2 40.0 79.1 80.5 92.8 19.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 4 9 17 14 43 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 965,579
COMMITMENTS
208,482 25,200 334,602 352,428 514,067 895,512 873,869 70,068 91,710
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 56,482)
11,917 -789 32,519 5,979 21,457 50,416 53,188 6,066 3,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 2.6 34.7 36.5 53.2 92.7 90.5 7.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
232 114 216 135 232 459 484
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 460,591
COMMITMENTS
89,393 25,664 99,881 235,616 315,665 424,890 441,210 35,701 19,381
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 12,516)
136 -909 6,559 6,470 7,446 13,165 13,096 -649 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 5.6 21.7 51.2 68.5 92.2 95.8 7.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
104 51 81 69 72 221 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 622,506
COMMITMENTS
56,932 66,044 37,474 392,490 360,479 486,896 463,997 135,610 158,509
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 12,542)
7,072 1,622 4,062 -3,128 4,043 8,006 9,727 4,536 2,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 10.6 6.0 63.1 57.9 78.2 74.5 21.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 30 34 73 76 117 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 307,633
COMMITMENTS
43,253 57,123 648 199,728 204,261 243,629 262,033 64,004 45,601
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -465)
388 5,665 78 -4,622 -5,119 -4,156 625 3,691 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.6 0.2 64.9 66.4 79.2 85.2 20.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 12 3 27 31 34 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 251,314
COMMITMENTS
55,171 11,402 48,295 103,511 173,213 206,978 232,910 44,336 18,404
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 18,001)
-244 -1,440 9,097 6,829 7,926 15,683 15,584 2,318 2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 4.5 19.2 41.2 68.9 82.4 92.7 17.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
74 25 53 70 65 174 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,797
COMMITMENTS
6,077 2,632 2,365 6,584 14,366 15,027 19,364 5,770 1,433
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 877)
722 -14 -32 -408 895 282 849 594 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 12.7 11.4 31.7 69.1 72.3 93.1 27.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
42 12 23 28 19 80 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 750,673
COMMITMENTS
138,451 125,699 25,309 482,518 466,748 646,279 617,756 104,394 132,917
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 34,562)
34,078 -7,524 241 -8,528 38,415 25,792 31,133 8,770 3,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.7 3.4 64.3 62.2 86.1 82.3 13.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
36 36 27 76 100 127 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,746,039
COMMITMENTS
136,873 235,197 194,437 1132810 973,723 1464120 1403357 281,918 342,682
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -30,404)
-7,217 437 -4,900 -14,016 -24,383 -26,132 -28,846 -4,272 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.5 11.1 64.9 55.8 83.9 80.4 16.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
40 60 66 128 139 208 225
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,208,462
COMMITMENTS
240,073 61,307 68,878 714,096 823,303 1023048 953,488 185,414 254,974
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 48,254)
4,860 -14,332 5,815 33,857 55,179 44,532 46,662 3,722 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 5.1 5.7 59.1 68.1 84.7 78.9 15.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 25 32 95 93 144 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 826,707
COMMITMENTS
116,629 37,937 295,479 381,439 444,382 793,547 777,798 33,160 48,908
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 31,391)
-9,701 -3,958 21,062 18,478 10,411 29,839 27,514 1,552 3,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.6 35.7 46.1 53.8 96.0 94.1 4.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 23 31 51 52 95 90
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 47,149
COMMITMENTS
16,100 5,025 654 23,177 36,446 39,931 42,126 7,218 5,024
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,923)
1,027 1,841 118 1,201 -204 2,345 1,754 577 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 10.7 1.4 49.2 77.3 84.7 89.3 15.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 17 6 30 34 63 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 94,299
COMMITMENTS
32,200 10,051 1,308 46,354 72,893 79,862 84,252 14,437 10,047
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 5,845)
2,054 3,681 236 2,401 -409 4,691 3,509 1,154 2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 10.7 1.4 49.2 77.3 84.7 89.3 15.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 17 6 30 34 63 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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