WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,769
COMMITMENTS
87,705 103,989 172,894 344,447 308,168 605,046 585,050 47,723 67,718
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 3,736)
-2,561 -2,361 -2,262 7,416 6,678 2,594 2,056 1,142 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 15.9 26.5 52.8 47.2 92.7 89.6 7.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
157 169 199 102 143 383 402
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,380,072
COMMITMENTS
541,651 107,639 818,854 794,902 1146192 2155407 2072685 224,665 307,387
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 22,949)
-7,750 8,071 1,148 26,471 11,215 19,869 20,434 3,080 2,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 4.5 34.4 33.4 48.2 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 951)
292 179 307 282 429 703 799
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,999
COMMITMENTS
3,177 273 1,098 7,623 11,966 11,898 13,338 3,100 1,661
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 571)
-137 70 230 567 201 660 501 -89 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 1.8 7.3 50.8 79.8 79.3 88.9 20.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 7 16 13 38 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 904,359
COMMITMENTS
208,695 24,813 280,209 352,735 497,739 841,639 802,761 62,721 101,598
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 21,426)
19,134 -2,070 2,641 901 15,493 22,676 16,064 -1,250 5,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 2.7 31.0 39.0 55.0 93.1 88.8 6.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
226 121 216 142 228 475 490
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,442
COMMITMENTS
19,119 723 1,221 0 3,879 20,340 5,823 3,102 17,619
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -6,598)
-6,282 -2,686 -811 -32 -2,606 -7,125 -6,103 527 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.6 3.1 5.2 0.0 16.5 86.8 24.8 13.2 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 4 7 0 7 15 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 424,199
COMMITMENTS
104,478 24,640 97,518 181,585 280,066 383,581 402,223 40,618 21,976
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 16,545)
-698 73 8,919 8,754 6,234 16,975 15,225 -430 1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 5.8 23.0 42.8 66.0 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
112 49 78 64 73 222 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 793,337
COMMITMENTS
98,174 98,219 51,182 482,367 499,967 631,723 649,368 161,614 143,969
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,420)
749 -7,466 1,672 8,817 5,740 11,238 -55 -8,818 2,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.4 6.5 60.8 63.0 79.6 81.9 20.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
37 31 44 96 95 156 147
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 241,628
COMMITMENTS
38,944 28,681 550 155,284 174,106 194,778 203,337 46,850 38,291
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 8,684)
960 2,371 266 6,738 3,167 7,964 5,804 721 2,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.9 0.2 64.3 72.1 80.6 84.2 19.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 2 22 26 30 32
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,176
COMMITMENTS
847 1,191 609 7,430 7,189 8,886 8,989 290 187
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -273)
25 -186 268 -598 -374 -305 -292 32 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 13.0 6.6 81.0 78.3 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 6 5 20 19 30 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 241,723
COMMITMENTS
63,418 12,603 43,834 94,872 166,617 202,124 223,054 39,598 18,669
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 8,707)
153 -763 1,666 4,738 7,488 6,557 8,391 2,149 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 5.2 18.1 39.2 68.9 83.6 92.3 16.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
76 30 51 76 73 178 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,115
COMMITMENTS
4,662 2,268 3,916 7,011 13,300 15,588 19,483 5,527 1,631
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,025)
-279 -25 343 373 564 437 881 589 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.7 18.5 33.2 63.0 73.8 92.3 26.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
41 11 16 28 20 78 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 777,703
COMMITMENTS
205,476 115,529 44,160 417,031 499,027 666,667 658,717 111,036 118,987
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 4,118)
17,396 -8,033 8,224 -16,684 7,958 8,935 8,149 -4,817 -4,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.9 5.7 53.6 64.2 85.7 84.7 14.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
43 39 27 83 106 140 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,258,344
COMMITMENTS
248,439 170,480 335,800 1327565 1412399 1911804 1918678 346,540 339,665
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -55,149)
529 -12,476 33,017 -87,678 -66,244 -54,133 -45,704 -1,016 -9,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.5 14.9 58.8 62.5 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
49 66 85 157 167 256 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,209,152
COMMITMENTS
279,502 82,562 87,618 603,043 790,723 970,164 960,903 238,988 248,249
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 68,792)
66,521 -2,551 10,773 -16,758 70,688 60,536 78,910 8,257 -10,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.8 7.2 49.9 65.4 80.2 79.5 19.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
48 23 35 76 95 133 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,326,111
COMMITMENTS
131,191 22,806 739,640 415,777 510,667 1286608 1273113 39,502 52,998
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 12,964)
10,061 382 3,361 -4,744 6,019 8,677 9,761 4,287 3,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.7 55.8 31.4 38.5 97.0 96.0 3.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 17 41 57 56 106 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,592
COMMITMENTS
16,843 4,277 704 22,655 36,615 40,202 41,595 6,390 4,997
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -506)
-397 -392 -90 123 19 -364 -463 -141 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 9.2 1.5 48.6 78.6 86.3 89.3 13.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 13 8 30 37 62 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,184
COMMITMENTS
33,686 8,553 1,408 45,310 73,230 80,404 83,191 12,780 9,994
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -1,011)
-794 -783 -180 246 38 -729 -925 -283 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 9.2 1.5 48.6 78.6 86.3 89.3 13.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 13 8 30 37 62 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,513
COMMITMENTS
1,202 1,760 0 11,001 10,677 12,203 12,437 310 76
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 419)
14 -1,700 0 429 2,119 443 419 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.1 0.0 87.9 85.3 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 7 0 12 12 17 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 42,757
COMMITMENTS
2,026 1,148 0 40,365 41,430 42,391 42,578 366 179
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,743)
-203 148 0 1,849 1,542 1,646 1,690 97 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.7 0.0 94.4 96.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 0 6 18 10 22
Updated October 22, 2010