WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 662,361
COMMITMENTS
101,350 104,082 184,536 322,151 309,052 608,038 597,670 54,323 64,690
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 2,352)
8,599 780 9,559 -18,174 -3,764 -16 6,575 2,368 -4,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 15.7 27.9 48.6 46.7 91.8 90.2 8.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
181 157 217 103 140 410 411
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,491,349
COMMITMENTS
557,569 123,776 853,808 844,294 1208314 2255671 2185899 235,678 305,450
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 60,068)
12,342 10,406 25,836 20,261 27,311 58,439 63,553 1,629 -3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.0 34.3 33.9 48.5 90.5 87.7 9.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 981)
326 160 328 301 439 745 827
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,288
COMMITMENTS
3,330 251 1,241 7,382 12,117 11,953 13,610 3,335 1,679
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -212)
-33 -2 -231 124 122 -140 -111 -72 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 1.6 8.1 48.3 79.3 78.2 89.0 21.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 5 7 16 13 36 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 809,479
COMMITMENTS
214,660 22,179 208,657 320,214 486,035 743,531 716,871 65,948 92,608
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -15,386)
1,210 -2,399 1,228 -13,497 -6,842 -11,060 -8,013 -4,326 -7,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 2.7 25.8 39.6 60.0 91.9 88.6 8.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
222 90 170 132 239 426 452
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 467,877
COMMITMENTS
102,444 27,684 114,324 210,918 305,184 427,686 447,191 40,191 20,685
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 20,315)
-1,696 1,591 8,555 15,709 8,745 22,569 18,891 -2,253 1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 5.9 24.4 45.1 65.2 91.4 95.6 8.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
116 46 95 66 75 233 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 770,287
COMMITMENTS
76,556 101,796 52,800 483,631 468,388 612,987 622,984 157,300 147,304
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 20,064)
525 -1,692 4,263 20,521 22,892 25,310 25,464 -5,245 -5,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.2 6.9 62.8 60.8 79.6 80.9 20.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
31 31 39 91 86 144 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 255,785
COMMITMENTS
34,434 36,351 679 166,809 181,016 201,922 218,046 53,863 37,739
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 15,228)
-4,664 4,537 112 11,074 9,951 6,522 14,599 8,706 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.2 0.3 65.2 70.8 78.9 85.2 21.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 1 25 28 31 34
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 248,875
COMMITMENTS
60,089 11,636 49,948 97,648 170,173 207,685 231,756 41,189 17,118
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 4,237)
-474 847 2,450 3,478 2,325 5,454 5,623 -1,217 -1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.7 20.1 39.2 68.4 83.4 93.1 16.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
78 23 55 81 78 187 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,588
COMMITMENTS
5,135 2,084 2,725 6,807 14,329 14,667 19,139 5,920 1,449
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -876)
3 -54 -393 -631 -382 -1,021 -829 144 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.1 13.2 33.1 69.6 71.2 93.0 28.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
44 10 14 29 23 81 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 763,082
COMMITMENTS
173,624 130,404 53,130 416,625 474,947 643,380 658,482 119,702 104,599
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,990)
-4,733 9,398 4,878 -6,023 -8,364 -5,878 5,913 2,887 -8,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 17.1 7.0 54.6 62.2 84.3 86.3 15.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
39 38 26 87 105 141 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,147,112
COMMITMENTS
212,492 196,711 300,596 1317006 1306126 1830094 1803433 317,018 343,679
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 144,254)
12,943 1,414 64,763 70,112 67,086 147,818 133,263 -3,564 10,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.2 14.0 61.3 60.8 85.2 84.0 14.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
58 58 81 154 156 251 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,191,314
COMMITMENTS
243,475 75,746 77,470 659,428 779,439 980,373 932,655 210,942 258,659
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 46,407)
28,180 -7,988 23,751 10,278 40,724 62,209 56,488 -15,802 -10,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 6.4 6.5 55.4 65.4 82.3 78.3 17.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
41 23 33 79 94 131 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,192,799
COMMITMENTS
116,209 19,242 654,731 385,388 468,353 1156328 1142326 36,470 50,473
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -133,151)
-18,302 -1,878 -81,926 -31,319 -47,808 -131,546 -131,611 -1,605 -1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.6 54.9 32.3 39.3 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 16 39 56 53 101 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 50,130
COMMITMENTS
19,961 4,153 598 21,990 39,704 42,549 44,454 7,581 5,676
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 528)
464 849 -168 18 -946 313 -266 214 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 8.3 1.2 43.9 79.2 84.9 88.7 15.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 14 9 28 36 61 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 100,260
COMMITMENTS
39,922 8,305 1,196 43,979 79,407 85,097 88,909 15,163 11,352
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,055)
928 1,698 -337 35 -1,893 627 -531 428 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 8.3 1.2 43.9 79.2 84.9 88.7 15.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 14 9 28 36 61 56
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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