WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,241
COMMITMENTS
107,502 86,535 63,779 269,284 273,008 440,565 423,322 39,676 56,919
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,877)
-839 -3,849 471 -4 4,393 -372 1,015 2,249 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 18.0 13.3 56.1 56.8 91.7 88.1 8.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
141 122 122 82 125 302 299
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,518,419
COMMITMENTS
587,744 124,981 140,980 640,827 1012811 1369551 1278772 148,868 239,647
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 28,403)
23,998 2,862 -5,966 11,459 31,193 29,491 28,089 -1,088 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 8.2 9.3 42.2 66.7 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 861)
278 118 174 212 389 560 631
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,771
COMMITMENTS
4,899 166 62 4,577 10,338 9,538 10,566 2,233 1,205
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -98)
531 91 -9 -694 -170 -172 -88 74 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 1.4 0.5 38.9 87.8 81.0 89.8 19.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
23 2 3 14 11 37 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,863
COMMITMENTS
257,558 41,529 86,829 258,352 445,154 602,739 573,512 58,124 87,351
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 17,690)
8,493 4,063 4,175 7,047 10,739 19,715 18,977 -2,025 -1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 6.3 13.1 39.1 67.4 91.2 86.8 8.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
225 89 173 117 209 438 423
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,292
COMMITMENTS
17,215 663 6 39 3,703 17,260 4,372 3,032 15,920
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,122)
-1,316 -1,911 0 0 314 -1,316 -1,597 194 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.8 3.3 0.0 0.2 18.2 85.1 21.5 14.9 78.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 2 2 2 7 16 11
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 354,995
COMMITMENTS
96,709 26,833 46,482 175,166 258,984 318,357 332,299 36,638 22,696
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,260)
3,502 186 2,407 -3,317 2,042 2,592 4,635 -332 -2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 7.6 13.1 49.3 73.0 89.7 93.6 10.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
101 46 79 61 60 210 161
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 537,120
COMMITMENTS
48,451 74,969 3,129 376,169 319,875 427,749 397,973 109,371 139,147
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -42,142)
-26,722 6,253 -35 -7,245 -50,206 -34,002 -43,988 -8,140 1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 14.0 0.6 70.0 59.6 79.6 74.1 20.4 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
21 29 9 66 60 91 94
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 305,268
COMMITMENTS
38,679 48,503 294 208,226 213,353 247,199 262,150 58,069 43,118
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,012)
45 -102 -470 2,627 3,996 2,202 3,424 -190 -1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.9 0.1 68.2 69.9 81.0 85.9 19.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 9 2 27 27 32 37
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,089
COMMITMENTS
942 370 539 5,430 5,881 6,911 6,790 178 299
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -327)
-98 -17 67 -316 -390 -347 -340 20 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 5.2 7.6 76.6 83.0 97.5 95.8 2.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 6 17 20 27 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 194,131
COMMITMENTS
62,713 9,572 15,571 76,972 152,242 155,256 177,385 38,875 16,746
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 665)
4,903 277 -470 -7,783 -2,316 -3,350 -2,509 4,015 3,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 4.9 8.0 39.6 78.4 80.0 91.4 20.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
80 16 38 64 53 164 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,508
COMMITMENTS
4,868 2,500 1,582 6,840 12,704 13,290 16,786 5,218 1,722
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 413)
135 99 30 73 -72 238 57 175 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 13.5 8.5 37.0 68.6 71.8 90.7 28.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
36 12 14 28 16 72 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 683,291
COMMITMENTS
74,143 140,064 5,485 528,423 423,521 608,051 569,070 75,240 114,221
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 27,375)
2,307 13,462 -1,298 30,383 8,311 31,392 20,475 -4,017 6,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 20.5 0.8 77.3 62.0 89.0 83.3 11.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
24 35 13 75 93 108 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,355,794
COMMITMENTS
174,375 252,298 11,181 931,985 792,240 1117541 1055719 238,253 300,075
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 5,061)
-16,077 53,742 -2,348 55,678 -42,863 37,253 8,531 -32,192 -3,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 18.6 0.8 68.7 58.4 82.4 77.9 17.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
47 44 22 101 111 159 166
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,039
COMMITMENTS
165,357 100,757 16,907 686,470 691,622 868,734 809,286 165,305 224,753
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 28,226)
-1,800 1,745 829 58,107 37,574 57,136 40,148 -28,910 -11,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 9.7 1.6 66.4 66.9 84.0 78.3 16.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
24 29 13 81 88 110 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 574,405
COMMITMENTS
170,888 35,891 61,698 313,925 436,907 546,511 534,496 27,894 39,909
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 11,870)
1,001 6,528 87 13,927 13,705 15,015 20,320 -3,145 -8,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 6.2 10.7 54.7 76.1 95.1 93.1 4.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 17 28 48 46 87 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,880
COMMITMENTS
10,095 3,118 9 20,605 30,470 30,708 33,597 6,172 3,284
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -10,753)
-3,165 -47 -838 -5,336 -6,672 -9,339 -7,556 -1,414 -3,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 8.5 0.0 55.9 82.6 83.3 91.1 16.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 10 1 27 30 49 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,760
COMMITMENTS
20,189 6,236 17 41,210 60,940 61,416 67,193 12,344 6,567
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -21,505)
-6,330 -94 -1,675 -10,672 -13,343 -18,677 -15,112 -2,828 -6,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 8.5 0.0 55.9 82.6 83.3 91.1 16.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 10 1 27 30 49 41
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,867
COMMITMENTS
1,828 1,763 0 11,980 11,885 13,808 13,648 59 219
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,033)
38 522 0 1,122 550 1,160 1,072 -127 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 12.7 0.0 86.4 85.7 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 8 0 10 15 12 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,980
COMMITMENTS
3,256 835 0 35,245 37,860 38,501 38,695 479 285
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,108)
72 -556 0 -1,526 -530 -1,454 -1,086 346 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 2.1 0.0 90.4 97.1 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 0 7 16 11 20
Updated December 27, 2010