WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,244
COMMITMENTS
102,682 76,303 157,846 308,919 318,065 569,447 552,214 46,796 64,030
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,231)
-1,638 -1,108 7,584 2,415 1,118 8,361 7,593 -1,130 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 12.4 25.6 50.1 51.6 92.4 89.6 7.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
155 143 178 95 140 358 366
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,293,704
COMMITMENTS
505,557 113,158 716,955 860,945 1177448 2083457 2007561 210,247 286,143
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 68,639)
-10,538 -3,093 64,527 9,932 8,264 63,921 69,698 4,718 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 4.9 31.3 37.5 51.3 90.8 87.5 9.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 927)
286 157 303 292 423 706 775
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,170
COMMITMENTS
3,640 199 1,110 5,607 10,785 10,357 12,094 2,813 1,076
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -505)
-1,256 -106 287 296 -533 -673 -352 168 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 1.5 8.4 42.6 81.9 78.6 91.8 21.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 9 18 14 43 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 909,097
COMMITMENTS
196,565 25,989 302,082 346,448 492,610 845,096 820,681 64,001 88,416
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -1,117)
-2,093 -484 -1,749 3,514 2,818 -328 585 -788 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 2.9 33.2 38.1 54.2 93.0 90.3 7.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
231 103 207 136 238 447 486
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,264
COMMITMENTS
20,579 1,696 6 28 5,066 20,613 6,768 2,651 16,496
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,168)
1,443 -60 -38 0 488 1,405 390 -237 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.5 7.3 0.0 0.1 21.8 88.6 29.1 11.4 70.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
17 5 2 2 12 20 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 448,075
COMMITMENTS
89,257 26,573 93,322 229,146 308,219 411,725 428,114 36,350 19,961
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,176)
-1,540 2,523 1,219 10,405 8,264 10,085 12,006 -909 -2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 5.9 20.8 51.1 68.8 91.9 95.5 8.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
90 60 79 67 72 209 172
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 609,964
COMMITMENTS
49,860 64,422 33,412 395,618 356,435 478,890 454,270 131,074 155,695
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 13,607)
-12,316 -588 3,340 10,227 5,617 1,251 8,368 12,356 5,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.6 5.5 64.9 58.4 78.5 74.5 21.5 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 30 29 76 74 114 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 308,099
COMMITMENTS
42,865 51,457 570 204,350 209,380 247,785 261,408 60,313 46,691
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -630)
1,020 2,508 140 -2,309 -3,893 -1,149 -1,245 518 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 16.7 0.2 66.3 68.0 80.4 84.8 19.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 10 3 26 31 34 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,171
COMMITMENTS
967 693 437 5,532 5,887 6,936 7,017 235 154
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 133)
73 239 -80 100 17 93 176 40 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.7 6.1 77.1 82.1 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 7 6 22 22 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,313
COMMITMENTS
55,414 12,842 39,198 96,682 165,287 191,295 217,327 42,018 15,986
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 5,653)
625 1,611 1,882 3,466 2,720 5,973 6,213 -319 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 5.5 16.8 41.4 70.8 82.0 93.1 18.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
70 27 49 71 63 171 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,920
COMMITMENTS
5,355 2,646 2,397 6,992 13,472 14,744 18,515 5,176 1,406
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -396)
-200 -181 -168 -72 -221 -440 -570 45 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.3 12.0 35.1 67.6 74.0 92.9 26.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
39 13 21 26 18 76 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 716,111
COMMITMENTS
104,373 133,222 25,068 491,046 428,332 620,487 586,623 95,623 129,488
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 45,422)
27,444 16,132 4,959 1,970 19,663 34,373 40,754 11,049 4,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 18.6 3.5 68.6 59.8 86.6 81.9 13.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
26 39 24 79 102 120 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,776,443
COMMITMENTS
144,089 234,760 199,337 1146826 998,106 1490252 1432203 286,190 344,239
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 21,756)
10,383 2,597 11,854 -14,342 -15,075 7,895 -623 13,862 22,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 13.2 11.2 64.6 56.2 83.9 80.6 16.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
39 58 67 131 142 210 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,160,208
COMMITMENTS
235,213 75,639 63,064 680,239 768,124 978,516 906,826 181,693 253,382
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 68,467)
36,632 11,450 -255 27,122 53,719 63,499 64,915 4,967 3,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.5 5.4 58.6 66.2 84.3 78.2 15.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
28 32 27 88 86 132 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 795,316
COMMITMENTS
126,329 41,896 274,417 362,961 433,971 763,707 750,284 31,608 45,032
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 44,714)
12,550 5,199 9,544 20,317 24,987 42,411 39,731 2,302 4,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.3 34.5 45.6 54.6 96.0 94.3 4.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 23 32 48 51 92 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,227
COMMITMENTS
15,073 3,185 536 21,976 36,651 37,586 40,371 6,641 3,855
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,733)
1,759 -166 -104 881 3,267 2,536 2,997 197 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 7.2 1.2 49.7 82.9 85.0 91.3 15.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 13 4 31 33 59 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,454
COMMITMENTS
30,146 6,369 1,072 43,953 73,301 75,171 80,743 13,282 7,711
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 5,467)
3,519 -332 -208 1,762 6,534 5,072 5,994 394 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 7.2 1.2 49.7 82.9 85.0 91.3 15.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 13 4 31 33 59 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,065
COMMITMENTS
3,236 1,776 37 1,524 3,238 4,797 5,051 268 14
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 35.1 0.7 30.1 63.9 94.7 99.7 5.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 1 1 3 12 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,110
COMMITMENTS
1,575 1,742 0 12,349 12,019 13,924 13,761 186 349
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 326)
529 -154 0 -339 354 190 200 136 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.3 0.0 87.5 85.2 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 0 9 15 11 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 42,554
COMMITMENTS
2,630 1,724 0 39,842 40,392 42,472 42,116 82 438
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -1,462)
-1,507 539 0 38 -2,235 -1,469 -1,696 7 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.1 0.0 93.6 94.9 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 0 6 18 9 25
Updated January 14, 2011