WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,753
COMMITMENTS
124,914 89,634 91,218 280,251 303,546 496,383 484,398 49,370 61,355
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 9,809)
2,610 1,721 2,598 2,703 5,025 7,911 9,344 1,898 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 16.4 16.7 51.4 55.6 91.0 88.8 9.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
164 134 163 87 134 358 343
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,669,116
COMMITMENTS
614,748 116,571 217,934 661,108 1064276 1493790 1398781 175,326 270,335
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 45,364)
11,353 -4,904 18,556 13,094 29,107 43,003 42,759 2,361 2,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 7.0 13.1 39.6 63.8 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 891)
287 116 214 237 385 633 654
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,011
COMMITMENTS
4,700 188 928 5,263 11,776 10,891 12,892 3,120 1,119
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 387)
955 -19 -421 -275 610 259 170 128 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 1.3 6.6 37.6 84.0 77.7 92.0 22.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
24 4 6 15 12 43 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 677,852
COMMITMENTS
265,819 47,010 87,471 261,833 456,497 615,123 590,978 62,729 86,874
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 27,730)
15,136 9,523 7,636 2,334 10,299 25,106 27,458 2,624 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 6.9 12.9 38.6 67.3 90.7 87.2 9.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
235 88 155 120 207 429 413
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,321
COMMITMENTS
23,847 3,452 100 26 5,443 23,973 8,995 2,348 17,326
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,309)
1,733 886 14 0 -102 1,747 798 -438 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.6 13.1 0.4 0.1 20.7 91.1 34.2 8.9 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 13 7 3 12 26 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,599
COMMITMENTS
119,174 29,455 43,283 202,336 307,902 364,793 380,640 35,806 19,959
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 15,996)
17,294 -3,637 2,146 -7,512 16,542 11,928 15,051 4,068 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 7.4 10.8 50.5 76.9 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
112 43 83 63 62 220 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 560,523
COMMITMENTS
52,969 71,410 5,230 377,728 339,467 435,927 416,107 124,596 144,416
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -7,383)
-7,253 1,390 1,054 6,431 -12,632 232 -10,188 -7,615 2,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.7 0.9 67.4 60.6 77.8 74.2 22.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
17 33 16 66 65 93 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 305,494
COMMITMENTS
41,669 57,767 256 199,563 197,623 241,488 255,646 64,006 49,848
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 3,210)
-1,554 1,308 6 4,418 504 2,870 1,818 340 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 18.9 0.1 65.3 64.7 79.0 83.7 21.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 1 26 27 30 39
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,907
COMMITMENTS
1,459 300 398 5,857 7,023 7,714 7,721 193 186
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -193)
81 -131 5 -289 -21 -203 -147 10 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 3.8 5.0 74.1 88.8 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 5 5 20 24 30 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 218,089
COMMITMENTS
73,278 13,049 21,518 81,752 166,408 176,548 200,975 41,541 17,114
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 6,286)
7,340 -1,116 3,111 -6,155 5,003 4,296 6,998 1,990 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 6.0 9.9 37.5 76.3 81.0 92.2 19.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
84 18 42 67 64 177 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,034
COMMITMENTS
8,462 2,651 1,217 6,338 17,811 16,017 21,679 7,017 1,355
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 2,742)
1,674 267 265 78 2,132 2,017 2,664 725 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 11.5 5.3 27.5 77.3 69.5 94.1 30.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
58 14 14 22 21 88 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 796,113
COMMITMENTS
201,168 136,375 10,539 481,564 519,333 693,271 666,247 102,842 129,866
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 52,883)
59,450 15,435 912 -7,384 34,521 52,978 50,868 -95 2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 17.1 1.3 60.5 65.2 87.1 83.7 12.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
38 39 19 73 104 122 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,365,536
COMMITMENTS
139,750 273,580 12,855 940,550 761,446 1093155 1047881 272,381 317,655
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -5,312)
8,864 28,376 -3,114 -18,771 -23,726 -13,021 1,536 7,709 -6,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 20.0 0.9 68.9 55.8 80.1 76.7 19.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
37 60 32 99 117 151 194
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,120,310
COMMITMENTS
283,233 82,070 15,635 624,854 772,288 923,722 869,993 196,588 250,317
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -12,651)
23,470 -5,707 3,016 -52,956 -13,907 -26,470 -16,598 13,819 3,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.3 1.4 55.8 68.9 82.5 77.7 17.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
33 32 21 77 80 119 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 544,417
COMMITMENTS
109,117 30,511 61,958 347,125 410,113 518,200 502,582 26,217 41,835
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -37,999)
-17,922 -7,046 3,168 -18,410 -30,797 -33,164 -34,675 -4,835 -3,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 5.6 11.4 63.8 75.3 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 21 31 51 51 92 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,570
COMMITMENTS
21,546 4,347 1,556 29,244 47,769 52,346 53,671 8,225 6,899
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 10,789)
2,888 -2,183 1,304 5,545 10,006 9,737 9,127 1,052 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 7.2 2.6 48.3 78.9 86.4 88.6 13.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
39 11 6 31 33 73 50
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,616
COMMITMENTS
2,653 465 0 6,191 8,044 8,844 8,509 1,772 2,107
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.4 0.0 58.3 75.8 83.3 80.2 16.7 19.8
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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,908
COMMITMENTS
40,897 10,875 0 46,106 79,449 87,003 90,324 12,905 9,584
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 345)
3,582 -2,184 -504 -1,293 3,923 1,785 1,235 -1,440 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 10.9 0.0 46.1 79.5 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
36 15 0 29 32 65 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,378
COMMITMENTS
3,601 2,035 37 1,669 3,286 5,307 5,358 71 20
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 252)
151 269 0 81 -4 232 265 20 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 37.8 0.7 31.0 61.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 5 1 1 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,404
COMMITMENTS
1,392 1,421 20 13,918 13,748 15,330 15,189 74 215
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 108)
-188 -128 3 278 237 93 112 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 9.2 0.1 90.4 89.2 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 8 1 9 15 12 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,615
COMMITMENTS
2,398 2,060 0 52,888 53,376 55,286 55,436 329 179
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 5,035)
-786 362 0 5,735 4,984 4,949 5,346 86 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.7 0.0 95.1 96.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 0 7 17 12 25
Updated February 4, 2011