WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 669,836
COMMITMENTS
116,817 82,111 176,027 323,606 344,345 616,450 602,483 53,385 67,352
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 36,627)
12,868 3,237 9,573 9,278 20,945 31,719 33,755 4,909 2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.3 26.3 48.3 51.4 92.0 89.9 8.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
167 156 187 95 141 382 377
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,381,171
COMMITMENTS
520,116 106,426 766,025 866,466 1195964 2152607 2068415 228,564 312,756
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -60,798)
-21,595 -4,792 -33,779 -7,430 -33,594 -62,804 -72,164 2,006 11,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 4.5 32.2 36.4 50.2 90.4 86.9 9.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 923)
290 147 308 300 419 723 770
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,727
COMMITMENTS
3,426 179 2,065 6,192 11,530 11,683 13,774 3,044 953
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -194)
-633 102 89 217 -267 -328 -76 134 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 1.2 14.0 42.0 78.3 79.3 93.5 20.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 6 9 16 14 40 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 935,166
COMMITMENTS
198,223 27,284 323,776 344,481 489,652 866,480 840,712 68,686 94,454
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -30,413)
-10,259 2,083 -10,825 -7,947 -24,415 -29,032 -33,157 -1,381 2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 2.9 34.6 36.8 52.4 92.7 89.9 7.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
235 102 225 134 226 458 487
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,012
COMMITMENTS
22,114 2,566 86 26 5,545 22,226 8,197 2,786 16,815
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -345)
-590 211 74 5 -184 -511 101 166 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.4 10.3 0.3 0.1 22.2 88.9 32.8 11.1 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 10 5 3 13 22 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 466,701
COMMITMENTS
82,551 30,430 102,995 248,065 313,315 433,611 446,739 33,091 19,962
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,111)
-6,841 4,766 3,114 12,448 -2,350 8,721 5,529 -2,610 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.5 22.1 53.2 67.1 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
93 64 93 67 74 217 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,475
COMMITMENTS
60,079 64,567 27,537 390,361 375,427 477,977 467,532 142,498 152,943
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -2,031)
3,147 -1,477 -9,937 -2,130 14,948 -8,919 3,535 6,888 -5,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.4 4.4 62.9 60.5 77.0 75.4 23.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
25 30 26 73 76 111 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 303,965
COMMITMENTS
43,223 56,308 438 195,802 197,275 239,463 254,021 64,502 49,944
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -3,669)
-30 -815 -210 -3,926 -6,987 -4,166 -8,012 498 4,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 18.5 0.1 64.4 64.9 78.8 83.6 21.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 11 2 27 28 33 40
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,100
COMMITMENTS
1,378 431 393 6,146 7,044 7,917 7,868 183 232
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 327)
21 -66 -66 387 421 342 289 -15 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 5.3 4.9 75.9 87.0 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 4 5 20 23 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,553
COMMITMENTS
54,584 14,960 46,957 105,709 169,799 207,250 231,715 44,303 19,838
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 239)
-587 3,558 -1,339 2,198 -3,414 272 -1,195 -33 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 5.9 18.7 42.0 67.5 82.4 92.1 17.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
72 28 54 72 66 176 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,208
COMMITMENTS
6,905 2,393 2,019 6,722 16,368 15,646 20,780 6,562 1,429
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,411)
828 -239 -346 138 2,002 619 1,416 792 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 10.8 9.1 30.3 73.7 70.5 93.6 29.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
46 13 20 27 22 84 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 765,146
COMMITMENTS
142,045 119,335 22,929 494,973 492,032 659,946 634,296 105,200 130,850
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 14,473)
3,593 -6,364 -2,381 12,454 25,284 13,667 16,540 806 -2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.6 3.0 64.7 64.3 86.3 82.9 13.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
33 31 23 79 105 125 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,699,653
COMMITMENTS
122,378 232,819 148,958 1144173 969,783 1415509 1351560 284,144 348,092
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -46,386)
-14,495 -2,378 -45,480 11,363 -3,939 -48,612 -51,797 2,225 5,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.7 8.8 67.3 57.1 83.3 79.5 16.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
46 52 63 121 133 197 218
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,229,991
COMMITMENTS
256,794 78,884 63,758 714,730 826,324 1035282 968,966 194,709 261,025
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 21,529)
16,721 17,578 -5,120 634 3,021 12,234 15,478 9,295 6,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.4 5.2 58.1 67.2 84.2 78.8 15.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 30 31 92 95 143 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 851,742
COMMITMENTS
120,272 39,979 296,947 400,183 466,800 817,401 803,726 34,341 48,016
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 25,035)
3,643 2,042 1,468 18,744 22,418 23,855 25,928 1,181 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.7 34.9 47.0 54.8 96.0 94.4 4.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
26 24 30 53 55 97 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,533
COMMITMENTS
18,569 6,502 928 24,802 38,754 44,298 46,184 7,235 5,349
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,384)
2,469 1,477 273 1,625 2,308 4,367 4,058 16 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 12.6 1.8 48.1 75.2 86.0 89.6 14.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 17 6 29 35 60 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,066
COMMITMENTS
37,138 13,004 1,855 49,603 77,508 88,597 92,368 14,469 10,698
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 8,767)
4,939 2,954 547 3,249 4,616 8,735 8,116 32 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 12.6 1.8 48.1 75.2 86.0 89.6 14.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 17 6 29 35 60 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,126
COMMITMENTS
3,450 1,766 37 1,588 3,290 5,075 5,093 51 33
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 34)
-14 -10 0 78 30 64 20 -30 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 34.5 0.7 31.0 64.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 5 1 1 2 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,296
COMMITMENTS
1,580 1,549 17 13,640 13,511 15,237 15,077 59 219
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 651)
132 -45 0 545 702 677 657 -26 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 10.1 0.1 89.2 88.3 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 9 1 10 14 13 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,580
COMMITMENTS
3,184 1,698 0 47,153 48,392 50,337 50,090 243 490
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 2,317)
-29 -236 0 2,673 2,484 2,644 2,248 -327 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.4 0.0 93.2 95.7 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 7 0 7 17 12 24
Updated January 28, 2011