WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,431
COMMITMENTS
104,832 108,424 70,820 296,355 276,009 472,007 455,253 40,424 57,178
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 11,886)
2,149 9,749 4,683 4,586 -242 11,418 14,190 468 -2,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 21.2 13.8 57.8 53.9 92.1 88.8 7.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
153 135 131 93 129 331 324
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,475,534
COMMITMENTS
556,358 123,621 168,064 585,036 933,704 1309458 1225389 166,076 250,145
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 35,665)
1,249 12,647 1,343 24,373 26,095 26,965 40,085 8,700 -4,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 8.4 11.4 39.6 63.3 88.7 83.0 11.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 891)
279 147 197 204 384 567 666
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,162
COMMITMENTS
3,583 206 106 6,452 11,310 10,141 11,622 3,021 1,540
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 42)
-682 -81 16 316 84 -350 19 392 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 1.6 0.8 49.0 85.9 77.0 88.3 23.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 2 3 15 12 37 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,883
COMMITMENTS
209,876 36,922 82,360 286,187 432,022 578,423 551,304 57,460 84,579
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 31,675)
963 -4,696 2,271 27,153 32,648 30,387 30,223 1,288 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 5.8 13.0 45.0 67.9 91.0 86.7 9.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
229 86 151 116 208 425 406
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 30,040
COMMITMENTS
25,401 3,409 2,032 32 6,485 27,465 11,926 2,575 18,114
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,682)
1,224 824 559 13 -283 1,796 1,100 -114 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.6 11.3 6.8 0.1 21.6 91.4 39.7 8.6 60.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 11 10 2 13 22 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,279
COMMITMENTS
114,505 27,870 29,042 129,808 236,501 273,355 293,413 39,924 19,866
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 4,266)
-6,856 178 595 6,763 1,670 502 2,443 3,764 1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 8.9 9.3 41.4 75.5 87.3 93.7 12.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
111 53 73 55 64 214 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,890
COMMITMENTS
96,571 103,773 9,147 433,639 456,209 539,357 569,129 153,533 123,761
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 18,568)
17,133 11,333 -2,562 -3,184 2,669 11,387 11,440 7,181 7,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.0 1.3 62.6 65.8 77.8 82.1 22.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
31 26 13 76 75 116 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 232,194
COMMITMENTS
37,984 26,254 230 148,508 170,939 186,722 197,423 45,472 34,771
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 6,697)
2,039 2,976 0 6,508 1,965 8,547 4,941 -1,850 1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 11.3 0.1 64.0 73.6 80.4 85.0 19.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 6 2 20 25 28 32
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,449
COMMITMENTS
822 1,377 341 8,028 7,563 9,191 9,281 258 168
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -202)
-39 134 27 -234 -356 -246 -195 44 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 14.6 3.6 85.0 80.0 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 5 18 18 27 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 192,578
COMMITMENTS
63,125 20,513 16,942 77,690 138,080 157,757 175,535 34,821 17,043
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 5,451)
2,535 2,437 742 3,587 4,139 6,864 7,318 -1,413 -1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 10.7 8.8 40.3 71.7 81.9 91.2 18.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
66 34 46 69 58 164 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,414
COMMITMENTS
4,596 3,306 1,832 6,528 10,995 12,956 16,133 4,458 1,281
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 415)
-73 -262 82 422 935 431 755 -16 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 19.0 10.5 37.5 63.1 74.4 92.6 25.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
38 15 13 26 19 76 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 740,994
COMMITMENTS
191,147 129,094 7,771 428,295 483,829 627,213 620,694 113,781 120,300
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 7,805)
-13,384 -320 1,049 15,308 -968 2,973 -239 4,832 8,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 17.4 1.0 57.8 65.3 84.6 83.8 15.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
34 45 20 81 100 130 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,689,611
COMMITMENTS
256,441 200,693 28,732 1083195 1138098 1368368 1367523 321,243 322,088
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -17,153)
23,813 -8,338 -3,108 -61,989 -18,679 -41,284 -30,125 24,131 12,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.9 1.7 64.1 67.4 81.0 80.9 19.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
46 53 40 120 133 191 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 992,698
COMMITMENTS
201,412 98,129 11,994 558,509 635,073 771,915 745,196 220,783 247,502
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 46,313)
-5,208 10,359 424 51,274 28,466 46,490 39,249 -177 7,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 9.9 1.2 56.3 64.0 77.8 75.1 22.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 36 16 64 74 102 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 596,498
COMMITMENTS
147,076 23,269 76,514 340,974 449,534 564,564 549,317 31,934 47,181
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,178)
4,797 -564 -889 13,447 18,262 17,355 16,809 -3,177 -2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 3.9 12.8 57.2 75.4 94.6 92.1 5.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
28 18 27 51 49 92 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,517
COMMITMENTS
17,192 4,613 511 21,377 35,543 39,079 40,666 6,439 4,851
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,490)
-4,176 740 163 1,472 -3,696 -2,542 -2,793 -949 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 10.1 1.1 47.0 78.1 85.9 89.3 14.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 10 7 27 38 56 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,034
COMMITMENTS
34,383 9,225 1,021 42,753 71,086 78,157 81,332 12,877 9,702
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -6,980)
-8,352 1,479 326 2,943 -7,391 -5,083 -5,586 -1,897 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 10.1 1.1 47.0 78.1 85.9 89.3 14.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 10 7 27 38 56 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 4,679
COMMITMENTS
2,814 2,449 46 1,720 2,147 4,580 4,642 99 37
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 118)
168 125 5 142 -12 315 118 -197 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 52.3 1.0 36.8 45.9 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 1 2 3 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,094
COMMITMENTS
1,188 3,460 0 10,572 8,558 11,760 12,018 334 76
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 931)
73 761 0 865 197 938 958 -7 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 28.6 0.0 87.4 70.8 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 7 0 12 12 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,014
COMMITMENTS
2,229 1,000 0 38,516 39,888 40,745 40,888 269 126
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,934)
85 -1,513 0 1,940 3,398 2,025 1,885 -91 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.4 0.0 93.9 97.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 4 0 6 18 12 22
Updated October 15, 2010