WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 620,197
COMMITMENTS
100,451 90,443 160,654 307,900 298,955 569,005 550,052 51,193 70,145
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,022)
-7,432 3,968 2,611 2,006 -7,119 -2,816 -540 3,838 1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.6 25.9 49.6 48.2 91.7 88.7 8.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
161 154 180 101 138 369 371
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,125,837
COMMITMENTS
538,594 95,122 675,122 716,459 1057655 1930175 1827899 195,661 297,938
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 126,073)
7,019 -4,631 80,822 31,852 62,912 119,693 139,103 6,379 -13,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 4.5 31.8 33.7 49.8 90.8 86.0 9.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 971)
305 181 312 255 426 695 807
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,665
COMMITMENTS
3,481 240 1,044 6,090 10,905 10,615 12,188 3,050 1,477
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 905)
273 -12 145 484 924 902 1,056 3 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 1.8 7.6 44.6 79.8 77.7 89.2 22.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 8 15 13 38 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 754,876
COMMITMENTS
187,298 28,688 217,734 289,359 420,119 694,391 666,540 60,484 88,335
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 63,868)
18,039 968 36,667 4,945 24,603 59,650 62,238 4,218 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 3.8 28.8 38.3 55.7 92.0 88.3 8.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
210 123 188 125 220 436 449
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 27,165
COMMITMENTS
23,874 2,274 366 19 6,822 24,259 9,462 2,906 17,703
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 285)
-60 329 75 0 820 15 1,224 270 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.9 8.4 1.3 0.1 25.1 89.3 34.8 10.7 65.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 7 7 1 15 20 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 382,003
COMMITMENTS
87,557 29,755 84,001 171,059 250,600 342,617 364,356 39,386 17,647
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 37,287)
13,601 -8,638 14,400 5,771 31,348 33,772 37,110 3,515 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 7.8 22.0 44.8 65.6 89.7 95.4 10.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
96 55 105 66 74 225 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 791,223
COMMITMENTS
83,340 72,059 72,842 471,653 516,921 627,834 661,822 163,389 129,401
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 11,191)
-3,494 -17,673 -2,289 11,620 34,393 5,838 14,431 5,353 -3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.1 9.2 59.6 65.3 79.3 83.6 20.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 31 46 91 89 150 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 223,680
COMMITMENTS
36,073 23,564 1,243 139,841 165,137 177,157 189,944 46,523 33,736
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,504)
7,975 -2,781 -3,989 -4,846 6,423 -860 -347 3,364 2,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 10.5 0.6 62.5 73.8 79.2 84.9 20.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 3 23 23 32 29
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,729
COMMITMENTS
986 1,111 297 8,210 8,199 9,493 9,607 236 122
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 234)
2 594 -72 395 -191 325 331 -91 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.4 3.1 84.4 84.3 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 5 21 21 31 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,697
COMMITMENTS
80,782 11,604 38,328 86,838 178,393 205,947 228,325 40,749 18,372
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 13,406)
5,087 952 2,994 1,750 8,727 9,831 12,673 3,575 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 4.7 15.5 35.2 72.3 83.5 92.6 16.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
86 29 53 65 59 178 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,050
COMMITMENTS
5,539 3,558 2,908 5,952 11,445 14,399 17,911 5,652 2,139
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 69)
-774 -111 54 290 15 -430 -43 499 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 17.7 14.5 29.7 57.1 71.8 89.3 28.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
48 16 14 25 21 81 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 755,217
COMMITMENTS
160,054 153,709 41,328 442,042 440,373 643,424 635,410 111,792 119,806
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 27,714)
39,842 -20,896 15,144 -29,657 32,361 25,329 26,610 2,385 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 20.4 5.5 58.5 58.3 85.2 84.1 14.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
32 47 26 80 105 130 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,186,686
COMMITMENTS
213,816 166,400 283,973 1372048 1402521 1869837 1852894 316,849 333,791
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 50,717)
28,537 -14,746 21,473 -15,224 43,512 34,786 50,238 15,931 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.6 13.0 62.7 64.1 85.5 84.7 14.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
53 48 77 149 159 239 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,050,996
COMMITMENTS
199,406 63,477 63,823 554,916 682,877 818,144 810,177 232,852 240,819
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 70,515)
35,653 -9,491 8,048 9,039 69,789 52,739 68,346 17,776 2,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.0 6.1 52.8 65.0 77.8 77.1 22.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 19 29 73 84 118 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,276,605
COMMITMENTS
146,667 21,152 693,977 398,796 504,907 1239440 1220036 37,165 56,569
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 15,161)
7,380 1,564 6,427 1,847 3,264 15,655 11,255 -493 3,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.7 54.4 31.2 39.6 97.1 95.6 2.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
38 16 42 57 60 108 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,324
COMMITMENTS
12,171 5,802 424 22,175 27,866 34,771 34,092 5,553 6,232
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -13,934)
981 -370 -2,570 -10,146 -11,120 -11,734 -14,060 -2,199 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 14.4 1.1 55.0 69.1 86.2 84.5 13.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 12 5 29 37 52 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,648
COMMITMENTS
24,343 11,604 849 44,350 55,731 69,541 68,184 11,106 12,464
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -27,868)
1,962 -740 -5,140 -20,292 -22,241 -23,469 -28,120 -4,399 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 14.4 1.1 55.0 69.1 86.2 84.5 13.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 12 5 29 37 52 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,865
COMMITMENTS
994 709 48 8,539 8,984 9,581 9,741 284 124
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -19)
63 -611 48 -238 446 -127 -117 108 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.2 0.5 86.6 91.1 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 1 8 15 13 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,057
COMMITMENTS
1,716 2,601 0 33,099 32,381 34,815 34,982 242 75
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,255)
46 -218 0 1,117 1,610 1,163 1,392 92 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.4 0.0 94.4 92.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 4 0 6 20 11 24
Updated September 24, 2010