WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 562,198
COMMITMENTS
133,987 91,352 93,698 280,946 313,523 508,631 498,573 53,567 63,625
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 16,445)
9,073 1,718 2,480 695 9,977 12,248 14,175 4,197 2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 16.2 16.7 50.0 55.8 90.5 88.7 9.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
169 130 170 82 134 370 347
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,690,126
COMMITMENTS
620,688 127,955 209,293 677,886 1086056 1507867 1423304 182,259 266,822
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 21,010)
5,940 11,384 -8,641 16,778 21,780 14,077 24,523 6,933 -3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 7.6 12.4 40.1 64.3 89.2 84.2 10.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 901)
293 118 231 238 390 646 671
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,365
COMMITMENTS
4,894 252 903 5,036 12,084 10,833 13,239 3,532 1,126
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 354)
194 64 -25 -227 308 -58 347 412 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 1.8 6.3 35.1 84.1 75.4 92.2 24.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
26 4 7 14 11 44 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 698,094
COMMITMENTS
270,503 45,756 96,051 264,085 466,093 630,639 607,900 67,455 90,194
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 20,242)
4,684 -1,254 8,580 2,252 9,596 15,516 16,922 4,726 3,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 6.6 13.8 37.8 66.8 90.3 87.1 9.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
239 97 180 131 211 461 440
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,806
COMMITMENTS
24,235 4,074 120 26 5,129 24,381 9,323 2,425 17,483
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 485)
388 622 20 0 -314 408 328 77 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.4 15.2 0.4 0.1 19.1 91.0 34.8 9.0 65.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 13 6 3 13 25 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,159
COMMITMENTS
127,196 28,018 45,899 196,405 313,849 369,500 387,766 38,659 20,393
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,560)
8,022 -1,437 2,616 -5,931 5,947 4,707 7,126 2,853 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 6.9 11.2 48.1 76.9 90.5 95.0 9.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
119 43 84 65 65 229 171
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 585,970
COMMITMENTS
67,524 90,677 6,493 382,298 333,271 456,315 430,441 129,655 155,529
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 25,447)
14,555 19,267 1,263 4,570 -6,196 20,388 14,334 5,059 11,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 15.5 1.1 65.2 56.9 77.9 73.5 22.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
23 37 19 70 66 104 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 312,873
COMMITMENTS
41,671 57,426 282 204,640 207,045 246,593 264,753 66,280 48,120
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,379)
2 -341 26 5,077 9,422 5,105 9,107 2,274 -1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 18.4 0.1 65.4 66.2 78.8 84.6 21.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 11 2 27 32 32 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,741
COMMITMENTS
1,277 328 418 5,813 6,611 7,508 7,357 233 384
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -166)
-182 28 20 -44 -412 -206 -364 40 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 4.2 5.4 75.1 85.4 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 5 19 23 28 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,984
COMMITMENTS
74,615 15,520 24,193 81,117 163,359 179,925 203,072 41,059 17,912
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,895)
1,337 2,471 2,675 -635 -3,049 3,377 2,097 -482 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 7.0 10.9 36.7 73.9 81.4 91.9 18.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
84 21 47 67 66 177 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,022
COMMITMENTS
9,576 2,924 1,184 6,986 19,798 17,746 23,906 7,276 1,116
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,988)
1,114 273 -33 648 1,987 1,729 2,227 259 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 11.7 4.7 27.9 79.1 70.9 95.5 29.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
59 20 15 24 21 95 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 865,626
COMMITMENTS
150,446 184,889 10,117 612,957 531,049 773,520 726,055 92,106 139,571
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 69,513)
-50,722 48,514 -422 131,393 11,716 80,249 59,808 -10,736 9,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 21.4 1.2 70.8 61.3 89.4 83.9 10.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
28 44 16 81 108 121 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,506,903
COMMITMENTS
176,183 272,338 30,616 1034784 856,874 1241583 1159828 265,320 347,075
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 141,367)
36,433 -1,242 17,761 94,234 95,428 148,428 111,947 -7,061 29,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 18.1 2.0 68.7 56.9 82.4 77.0 17.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
46 60 33 107 121 170 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,290,327
COMMITMENTS
335,781 130,477 19,145 782,138 848,630 1137064 998,252 153,263 292,075
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 170,017)
52,548 48,407 3,510 157,284 76,342 213,342 128,259 -43,325 41,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 10.1 1.5 60.6 65.8 88.1 77.4 11.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 34 22 85 90 127 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 570,809
COMMITMENTS
119,430 35,221 58,411 364,400 437,999 542,241 531,631 28,568 39,178
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 26,392)
10,313 4,710 -3,547 17,275 27,886 24,041 29,049 2,351 -2,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 6.2 10.2 63.8 76.7 95.0 93.1 5.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 17 31 55 52 96 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,629
COMMITMENTS
15,536 5,398 2,020 29,452 40,008 47,007 47,425 8,622 8,204
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,942)
-6,010 1,051 464 208 -7,761 -5,339 -6,247 397 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 9.7 3.6 52.9 71.9 84.5 85.3 15.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 14 8 31 31 66 51
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,771
COMMITMENTS
2,797 476 0 6,191 8,044 8,988 8,520 1,783 2,251
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 155)
144 11 0 0 0 144 11 11 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 4.4 0.0 57.5 74.7 83.4 79.1 16.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 6 7 12 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,715
COMMITMENTS
28,815 13,180 702 46,521 63,927 76,038 77,809 13,677 11,906
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -10,193)
-12,082 2,305 702 415 -15,522 -10,965 -12,515 772 2,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 14.7 0.8 51.9 71.3 84.8 86.7 15.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 17 2 29 30 58 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,464
COMMITMENTS
3,611 2,079 37 1,721 3,348 5,369 5,464 95 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 86)
10 44 0 52 62 62 106 24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 38.0 0.7 31.5 61.3 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 1 1 4 12 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,702
COMMITMENTS
1,227 1,311 0 14,393 14,166 15,620 15,477 82 225
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 298)
-165 -110 -20 475 418 290 288 8 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 8.3 0.0 91.7 90.2 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 7 0 9 15 11 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,898
COMMITMENTS
1,615 1,277 0 52,042 52,494 53,657 53,771 241 127
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,717)
-783 -783 0 -846 -882 -1,629 -1,665 -88 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.4 0.0 96.6 97.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 0 6 17 10 23
Updated February 11, 2011