WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,187
COMMITMENTS
104,258 95,770 62,506 272,555 261,435 439,319 419,711 39,868 59,476
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 19,766)
19,775 -8,085 2,357 -5,552 26,766 16,580 21,038 3,186 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.0 13.0 56.9 54.6 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
157 119 117 82 123 308 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,489,862
COMMITMENTS
540,244 118,656 163,219 622,779 963,137 1326242 1245012 163,620 244,850
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -28,285)
8,599 1,757 -21,538 -12,201 -7,575 -25,140 -27,356 -3,145 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 8.0 11.0 41.8 64.6 89.0 83.6 11.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 875)
257 127 191 211 397 555 664
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,878
COMMITMENTS
3,657 164 153 5,836 10,193 9,646 10,510 2,232 1,368
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -93)
590 -32 8 -508 258 90 234 -183 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 1.4 1.3 49.1 85.8 81.2 88.5 18.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 2 2 15 10 33 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,787
COMMITMENTS
246,107 37,578 71,653 253,788 433,590 571,548 542,821 60,239 88,966
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 265)
7,950 2,676 5,757 -18,981 -11,541 -5,274 -3,108 5,539 3,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 5.9 11.3 40.2 68.6 90.5 85.9 9.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
216 82 149 111 201 396 398
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,553
COMMITMENTS
19,255 2,597 152 43 4,153 19,450 6,902 3,103 15,651
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 36)
-342 -601 -151 7 256 -486 -496 522 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.4 11.5 0.7 0.2 18.4 86.2 30.6 13.8 69.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 8 2 2 8 20 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 343,364
COMMITMENTS
92,397 28,140 42,400 169,703 246,020 304,500 316,560 38,864 26,804
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 16,956)
7,014 1,570 2,300 5,876 12,867 15,190 16,737 1,766 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 8.2 12.3 49.4 71.6 88.7 92.2 11.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
94 55 84 62 56 210 159
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 593,469
COMMITMENTS
73,797 54,289 3,368 398,899 393,597 476,064 451,254 117,405 142,215
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -41,192)
9,212 -22,367 -1,997 -29,245 -18,359 -22,030 -42,723 -19,162 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 9.1 0.6 67.2 66.3 80.2 76.0 19.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
26 25 11 68 65 99 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 315,259
COMMITMENTS
37,656 47,504 626 215,813 223,349 254,095 271,479 61,164 43,780
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -17,446)
2,770 2,289 270 -22,111 -15,747 -19,071 -13,188 1,625 -4,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 15.1 0.2 68.5 70.8 80.6 86.1 19.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 8 3 26 26 33 34
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,317
COMMITMENTS
1,131 344 504 5,524 6,164 7,159 7,012 158 305
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -95)
85 -440 60 -115 278 30 -102 -125 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 4.7 6.9 75.5 84.2 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 4 5 17 18 26 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 193,278
COMMITMENTS
58,598 10,822 14,970 83,738 152,836 157,306 178,628 35,972 14,650
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,772)
2,499 1,908 -3,092 -3,514 695 -4,107 -489 1,335 -2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 5.6 7.7 43.3 79.1 81.4 92.4 18.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
71 19 38 70 61 156 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,884
COMMITMENTS
4,819 2,515 1,265 6,952 12,621 13,036 16,401 4,848 1,483
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 437)
674 134 29 -442 411 261 574 176 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 14.1 7.1 38.9 70.6 72.9 91.7 27.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
36 13 14 27 14 71 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 664,692
COMMITMENTS
91,590 121,089 4,689 465,774 437,566 562,053 563,344 102,639 101,348
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -14,076)
-10,930 -12,525 -4,613 370 7,108 -15,173 -10,030 1,097 -4,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 18.2 0.7 70.1 65.8 84.6 84.8 15.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
27 32 14 71 92 105 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,318,394
COMMITMENTS
157,786 203,160 16,262 874,316 776,627 1048364 996,049 270,030 322,345
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -34,658)
13,811 -8,470 -17,360 3,249 -10,265 -300 -36,095 -34,358 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 15.4 1.2 66.3 58.9 79.5 75.6 20.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
46 42 25 109 112 169 165
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,012,186
COMMITMENTS
133,026 89,088 21,207 666,482 659,616 820,715 769,911 191,471 242,275
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -24,520)
-9,722 -1,385 -8,835 -4,732 -17,686 -23,289 -27,906 -1,231 3,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 8.8 2.1 65.8 65.2 81.1 76.1 18.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
23 31 14 71 77 101 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 543,323
COMMITMENTS
154,842 31,229 58,673 298,247 403,609 511,762 493,511 31,561 49,812
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -83,383)
-24,525 3,244 -11,749 -41,600 -70,415 -77,874 -78,920 -5,509 -4,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 5.7 10.8 54.9 74.3 94.2 90.8 5.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 14 27 47 42 85 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,189
COMMITMENTS
18,228 3,938 666 22,721 38,347 41,614 42,951 6,575 5,238
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -405)
2,430 -1,679 461 -3,129 1,580 -239 362 -167 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 8.2 1.4 47.1 79.6 86.4 89.1 13.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 11 11 28 33 64 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,378
COMMITMENTS
36,455 7,876 1,332 45,441 76,694 83,228 85,902 13,150 10,476
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -810)
4,859 -3,358 922 -6,258 3,160 -477 724 -333 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 8.2 1.4 47.1 79.6 86.4 89.1 13.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 11 11 28 33 64 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,547
COMMITMENTS
3,397 3,139 37 1,983 2,314 5,417 5,490 130 57
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.2 56.6 0.7 35.7 41.7 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 4 1 3 2 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,362
COMMITMENTS
918 1,776 1,541 18,784 17,875 21,243 21,192 119 170
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,257)
152 739 586 1,523 941 2,261 2,266 -4 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 8.3 7.2 87.9 83.7 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 1 12 14 16 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,308
COMMITMENTS
627 2,137 3,027 60,431 58,994 64,085 64,158 223 150
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 6,134)
-50 -352 1,154 5,297 5,262 6,401 6,064 -267 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.3 4.7 94.0 91.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 2 7 18 12 26
Updated December 10, 2010