WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 523,063
COMMITMENTS
116,486 107,625 79,882 279,201 277,597 475,569 465,104 47,494 57,959
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,468)
8,842 1,410 3,391 -18,813 -6,846 -6,580 -2,045 2,112 -2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 20.6 15.3 53.4 53.1 90.9 88.9 9.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
167 142 160 91 126 363 347
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,618,200
COMMITMENTS
569,747 136,289 222,519 648,707 1009496 1440973 1368304 177,227 249,896
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 37,210)
13,877 11,082 8,037 13,678 23,184 35,592 42,303 1,618 -5,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 8.4 13.8 40.1 62.4 89.0 84.6 11.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 934)
303 140 232 237 400 635 710
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,686
COMMITMENTS
3,914 269 166 6,434 11,642 10,514 12,077 3,172 1,609
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -294)
87 1 -312 -19 120 -244 -191 -50 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 2.0 1.2 47.0 85.1 76.8 88.2 23.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 4 3 15 11 34 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,985
COMMITMENTS
232,050 25,227 59,420 264,039 443,705 555,509 528,352 58,476 85,633
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -37,531)
3,244 -1,736 -15,600 -19,609 -12,145 -31,965 -29,481 -5,566 -8,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 4.1 9.7 43.0 72.3 90.5 86.1 9.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
220 70 116 106 222 376 391
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,176
COMMITMENTS
16,211 390 1,572 0 2,584 17,783 4,546 2,393 15,630
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,662)
-1,339 -949 29 0 -361 -1,310 -1,281 -352 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 1.9 7.8 0.0 12.8 88.1 22.5 11.9 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
18 2 6 0 5 18 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,305
COMMITMENTS
108,201 31,147 47,021 165,340 261,912 320,562 340,080 38,743 19,225
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 11,400)
-2,051 -186 4,376 11,282 6,293 13,607 10,483 -2,207 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 8.7 13.1 46.0 72.9 89.2 94.6 10.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
106 50 81 62 66 222 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 675,492
COMMITMENTS
80,616 98,673 15,765 440,480 432,400 536,861 546,838 138,631 128,654
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 7,866)
3,212 -1,916 -372 11,083 17,984 13,923 15,696 -6,057 -7,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 14.6 2.3 65.2 64.0 79.5 81.0 20.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
30 25 13 78 73 118 101
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 253,816
COMMITMENTS
34,434 35,989 589 165,670 180,252 200,693 216,830 53,123 36,986
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 14,931)
-4,664 4,419 165 10,713 9,198 6,214 13,782 8,717 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.2 0.2 65.3 71.0 79.1 85.4 20.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 1 25 27 31 33
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,106
COMMITMENTS
936 725 804 6,001 6,316 7,741 7,845 365 261
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -474)
50 -305 71 -624 -300 -503 -534 29 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 8.9 9.9 74.0 77.9 95.5 96.8 4.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 5 6 17 18 29 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 204,711
COMMITMENTS
61,815 19,478 21,491 83,740 148,412 167,046 189,381 37,665 15,330
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 3,530)
-6 1,388 1,950 2,959 1,581 4,903 4,919 -1,373 -1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 9.5 10.5 40.9 72.5 81.6 92.5 18.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
70 27 45 74 66 174 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,426
COMMITMENTS
4,968 2,300 1,573 6,276 13,311 12,817 17,184 5,609 1,242
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -912)
21 -73 -403 -682 -415 -1,064 -891 152 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 12.5 8.5 34.1 72.2 69.6 93.3 30.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
39 11 11 25 18 71 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 718,350
COMMITMENTS
179,455 138,593 10,839 412,429 466,762 602,723 616,194 115,627 102,156
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -6,713)
-1,116 8,349 -282 -6,830 -5,754 -8,228 2,313 1,515 -9,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 19.3 1.5 57.4 65.0 83.9 85.8 16.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
35 39 18 85 101 132 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,550,472
COMMITMENTS
235,124 196,795 50,924 978,898 984,715 1264946 1232434 285,526 318,038
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 35,513)
23,690 1,117 5,617 18,354 19,641 47,661 26,375 -12,148 9,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 12.7 3.3 63.1 63.5 81.6 79.5 18.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 50 46 120 126 193 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,078,696
COMMITMENTS
243,652 91,170 20,334 617,693 722,060 881,679 833,564 197,017 245,132
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 27,091)
32,495 822 6,521 5,536 30,074 44,552 37,417 -17,461 -10,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 8.5 1.9 57.3 66.9 81.7 77.3 18.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 28 21 70 84 116 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 558,298
COMMITMENTS
139,281 23,128 70,628 314,969 416,803 524,878 510,559 33,420 47,739
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -54,729)
-20,118 -1,543 -6,056 -26,803 -45,315 -52,977 -52,914 -1,752 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 4.1 12.7 56.4 74.7 94.0 91.4 6.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 15 25 50 45 88 78
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,467
COMMITMENTS
19,951 4,130 240 20,801 38,598 40,991 42,967 7,476 5,501
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 413)
453 839 -192 -49 -1,006 213 -359 201 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 8.5 0.5 42.9 79.6 84.6 88.7 15.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 14 6 26 35 57 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,934
COMMITMENTS
39,902 8,259 479 41,601 77,195 81,982 85,933 14,952 11,001
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 826)
906 1,678 -384 -97 -2,011 425 -717 401 1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 8.5 0.5 42.9 79.6 84.6 88.7 15.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 14 6 26 35 57 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,434
COMMITMENTS
924 1,854 0 13,265 12,478 14,189 14,332 245 102
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -11)
-352 54 0 396 -72 44 -18 -55 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 12.8 0.0 91.9 86.4 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 8 0 12 12 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 46,000
COMMITMENTS
1,800 3,981 0 43,747 41,770 45,547 45,751 453 249
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,648)
-246 1,506 0 1,730 123 1,484 1,629 164 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 8.7 0.0 95.1 90.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 0 6 18 10 23
Updated November 5, 2010