WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 698,258
COMMITMENTS
118,040 84,653 189,639 333,914 354,269 641,593 628,561 56,665 69,697
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -24,665)
-8,560 1,484 -12,823 687 -11,494 -20,696 -22,832 -3,969 -1,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.1 27.2 47.8 50.7 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
167 151 205 100 142 389 395
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,573,509
COMMITMENTS
524,775 111,937 874,348 935,581 1280827 2334704 2267112 238,805 306,398
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 62,867)
-14,746 4,171 51,395 26,216 17,768 62,865 73,334 2 -10,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.3 34.0 36.4 49.8 90.7 88.1 9.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 963)
292 163 347 309 424 771 810
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,733
COMMITMENTS
5,053 183 1,250 5,406 12,859 11,709 14,292 4,024 1,441
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 105)
112 1 -324 -115 165 -327 -158 432 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 1.2 7.9 34.4 81.7 74.4 90.8 25.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 7 10 15 13 46 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,003,821
COMMITMENTS
199,200 41,388 366,285 361,679 491,318 927,164 898,990 76,657 104,831
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -5,494)
-20,832 9,964 1,069 14,708 -22,132 -5,055 -11,099 -439 5,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.1 36.5 36.0 48.9 92.4 89.6 7.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
244 116 267 153 227 519 526
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,616
COMMITMENTS
24,034 4,337 133 24 5,211 24,191 9,681 2,425 16,935
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -190)
-201 263 13 -2 82 -190 358 0 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.3 16.3 0.5 0.1 19.6 90.9 36.4 9.1 63.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 12 8 1 14 22 33
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,038
COMMITMENTS
547 7,626 1,578 7,441 634 9,566 9,837 472 201
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 802)
-194 733 183 854 -106 843 811 -42 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 76.0 15.7 74.1 6.3 95.3 98.0 4.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 6 9 7 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 490,148
COMMITMENTS
100,248 35,503 109,858 240,071 317,402 450,177 462,763 39,971 27,385
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -12,875)
-13,209 10,907 -6,072 7,789 -23,386 -11,492 -18,551 -1,383 5,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 7.2 22.4 49.0 64.8 91.8 94.4 8.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
99 62 95 75 74 227 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 670,069
COMMITMENTS
50,729 92,502 44,126 433,933 357,988 528,789 494,616 141,281 175,453
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,911)
-9,984 4,888 -3,494 18,181 -8,500 4,702 -7,106 -6,613 5,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.8 6.6 64.8 53.4 78.9 73.8 21.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
21 41 40 85 77 132 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 326,702
COMMITMENTS
43,228 60,859 2,219 214,333 213,807 259,780 276,885 66,922 49,817
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 11,512)
1,557 3,414 1,812 8,000 6,751 11,368 11,977 143 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 18.6 0.7 65.6 65.4 79.5 84.8 20.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 13 6 31 30 40 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,447
COMMITMENTS
593 407 410 6,228 6,290 7,231 7,107 216 340
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -294)
-684 79 -8 415 -321 -277 -250 -17 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.5 5.5 83.6 84.5 97.1 95.4 2.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 5 20 25 27 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 263,524
COMMITMENTS
55,252 19,854 54,119 110,989 168,765 220,361 242,738 43,163 20,786
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,664)
-6,295 5,342 -3,093 10,653 -4,611 1,265 -2,362 -2,930 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 7.5 20.5 42.1 64.0 83.6 92.1 16.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
68 34 57 72 73 177 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,772
COMMITMENTS
10,082 2,680 2,429 7,333 21,342 19,845 26,451 7,927 1,321
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 622)
259 36 -95 231 692 394 633 227 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 9.6 8.7 26.4 76.8 71.5 95.2 28.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
71 18 23 28 24 112 59
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 963,532
COMMITMENTS
181,185 209,401 40,102 650,679 562,703 871,965 812,206 91,567 151,327
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 60,728)
28,166 30,313 10,988 27,296 15,238 66,450 56,539 -5,721 4,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 21.7 4.2 67.5 58.4 90.5 84.3 9.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
32 53 31 87 115 137 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,559
COMMITMENTS
172,681 285,253 277,811 1364149 1169425 1814641 1732490 272,918 355,070
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -48,015)
10,550 33,965 -47,936 10,411 -11,145 -26,974 -25,116 -21,041 -22,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 13.7 13.3 65.3 56.0 86.9 83.0 13.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
50 64 77 136 153 230 250
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,540,233
COMMITMENTS
318,877 140,184 125,719 914,039 955,846 1358635 1221749 181,598 318,483
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 67,567)
-3,121 17,124 9,433 51,748 38,936 58,060 65,493 9,507 2,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 9.1 8.2 59.3 62.1 88.2 79.3 11.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
31 41 32 101 108 146 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 816,212
COMMITMENTS
107,670 43,271 251,707 417,785 475,081 777,162 770,059 39,050 46,152
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 48,132)
-5,626 6,151 19,925 25,876 17,575 40,175 43,651 7,957 4,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.3 30.8 51.2 58.2 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
31 24 36 59 57 106 102
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,443
COMMITMENTS
16,947 4,034 3,184 31,067 44,753 51,197 51,971 9,246 8,471
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,698)
1,514 -1,286 301 322 3,544 2,138 2,560 560 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 6.7 5.3 51.4 74.0 84.7 86.0 15.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 11 10 37 35 74 54
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,558
COMMITMENTS
3,050 513 0 6,574 8,839 9,624 9,352 1,934 2,206
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 766)
253 37 0 383 795 636 832 130 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.4 0.0 56.9 76.5 83.3 80.9 16.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 0 7 8 13 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,769
COMMITMENTS
31,957 11,206 2,204 48,985 71,829 83,146 85,239 14,623 12,531
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,863)
3,350 -1,819 -224 -122 5,499 3,004 3,456 860 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 11.5 2.3 50.1 73.5 85.0 87.2 15.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 13 5 34 34 65 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,613
COMMITMENTS
3,783 2,157 37 1,721 3,419 5,541 5,613 72 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 149)
172 78 0 0 71 172 149 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 38.4 0.7 30.7 60.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 5 1 1 4 14 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,430
COMMITMENTS
195 1,442 0 14,173 12,769 14,368 14,211 62 219
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,272)
-1,032 131 0 -220 -1,397 -1,252 -1,266 -20 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.0 0.0 98.2 88.5 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 7 0 9 15 11 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 49,316
COMMITMENTS
191 1,009 16 48,732 48,109 48,939 49,134 377 182
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -4,582)
-1,424 -268 16 -3,310 -4,385 -4,718 -4,637 136 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.0 0.0 98.8 97.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 1 6 17 9 22
Updated February 18, 2011