WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,772
COMMITMENTS
106,386 96,087 66,454 278,015 270,452 450,855 432,993 43,917 61,779
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,313)
-8,637 3,925 6,128 7,209 -6,839 4,700 3,214 -1,387 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 19.4 13.4 56.2 54.7 91.1 87.5 8.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
148 137 129 93 123 325 318
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,449,581
COMMITMENTS
577,927 108,774 157,692 556,376 929,934 1291995 1196400 157,586 253,181
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 7,935)
-3,051 -6,490 4,092 273 5,815 1,314 3,417 6,621 4,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 7.5 10.9 38.4 64.2 89.1 82.5 10.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 898)
289 142 182 187 386 550 662
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,447
COMMITMENTS
3,929 256 119 5,551 10,633 9,599 11,008 2,848 1,439
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 81)
18 17 -47 162 95 133 65 -52 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 2.1 1.0 44.6 85.4 77.1 88.4 22.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 4 13 11 35 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,508
COMMITMENTS
219,717 39,518 83,164 241,995 398,972 544,876 521,654 58,632 81,854
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 42,509)
21,474 4,362 8,759 8,413 25,565 38,646 38,686 3,863 3,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 6.5 13.8 40.1 66.1 90.3 86.4 9.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
228 88 128 102 195 399 374
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 28,984
COMMITMENTS
25,274 2,773 794 19 7,132 26,087 10,699 2,897 18,285
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,819)
1,400 499 428 0 310 1,828 1,237 -9 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.2 9.6 2.7 0.1 24.6 90.0 36.9 10.0 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 7 11 1 15 23 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,074
COMMITMENTS
113,863 33,124 38,764 129,715 229,796 282,342 301,684 36,732 17,390
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 8,251)
17,181 1,233 -1,050 -5,891 7,931 10,240 8,114 -1,989 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 10.4 12.1 40.7 72.0 88.5 94.5 11.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
97 57 91 58 63 224 177
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 676,868
COMMITMENTS
78,361 79,796 20,175 427,868 456,623 526,404 556,594 150,464 120,274
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 10,454)
3,239 11,329 -537 5,856 -8,713 8,558 2,079 1,896 8,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 11.8 3.0 63.2 67.5 77.8 82.2 22.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
30 26 16 76 68 118 98
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 226,274
COMMITMENTS
39,348 22,144 1,172 139,562 173,986 180,082 197,302 46,192 28,972
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,312)
3,275 -1,398 -15 -222 8,849 3,038 7,436 274 -4,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 9.8 0.5 61.7 76.9 79.6 87.2 20.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 5 3 22 25 32 31
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138
COMMITMENTS
995 1,228 307 8,686 8,494 9,988 10,029 150 109
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 409)
9 117 10 476 295 495 422 -86 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 12.1 3.0 85.7 83.8 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 4 4 22 22 32 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,421
COMMITMENTS
76,504 16,978 19,344 71,104 152,733 166,952 189,055 40,469 18,366
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -5,697)
-3,154 1,672 1,573 -5,892 -10,251 -7,473 -7,006 1,776 1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 8.2 9.3 34.3 73.6 80.5 91.1 19.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
71 34 50 58 54 163 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,802
COMMITMENTS
5,549 4,236 1,420 5,838 10,510 12,807 16,166 4,995 1,636
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 31)
228 -206 -14 160 542 374 322 -343 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 23.8 8.0 32.8 59.0 71.9 90.8 28.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
41 18 10 24 20 75 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 723,573
COMMITMENTS
177,224 147,410 6,372 425,507 456,011 609,103 609,793 114,470 113,780
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,874)
9,482 -16,399 718 -12,725 20,773 -2,525 5,092 4,399 -3,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.4 0.9 58.8 63.0 84.2 84.3 15.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
32 44 15 77 101 120 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,653,910
COMMITMENTS
216,519 181,404 16,672 1127026 1132676 1360217 1330752 293,693 323,158
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,368)
-16,878 1,342 -15,242 26,603 -962 -5,517 -14,862 9,885 19,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 11.0 1.0 68.1 68.5 82.2 80.5 17.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
46 41 29 107 125 169 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,911
COMMITMENTS
195,989 69,963 10,675 507,618 620,918 714,282 701,556 227,629 240,355
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 14,859)
-2,560 4,410 1,457 10,004 -4,086 8,901 1,781 5,958 13,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 7.4 1.1 53.9 65.9 75.8 74.5 24.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
30 25 14 62 74 98 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 622,161
COMMITMENTS
166,141 23,473 74,967 345,478 473,500 586,586 571,940 35,575 50,221
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 24,468)
4,958 2,205 3,845 14,116 22,177 22,919 28,227 1,549 -3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 3.8 12.0 55.5 76.1 94.3 91.9 5.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
34 17 30 50 48 95 85
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,430
COMMITMENTS
17,723 3,744 661 19,989 33,814 38,372 38,218 6,058 6,212
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,157)
5,584 -1,954 399 -1,394 6,636 4,589 5,081 569 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 8.4 1.5 45.0 76.1 86.4 86.0 13.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 10 6 25 37 49 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,859
COMMITMENTS
35,445 7,487 1,321 39,978 67,627 76,744 76,435 12,115 12,424
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 10,314)
11,167 -3,908 797 -2,787 13,272 9,177 10,161 1,137 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 8.4 1.5 45.0 76.1 86.4 86.0 13.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 10 6 25 37 49 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,111
COMMITMENTS
1,006 2,445 0 9,825 8,541 10,831 10,986 280 125
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,246)
12 1,736 -48 1,286 -443 1,250 1,245 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 22.0 0.0 88.4 76.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 0 10 13 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,851
COMMITMENTS
1,630 2,615 0 33,938 33,047 35,568 35,662 283 189
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 794)
-86 14 0 839 666 753 680 41 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 7.3 0.0 94.7 92.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 3 0 6 20 12 23
Updated October 1, 2010