WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,009
COMMITMENTS
92,751 103,302 174,977 340,326 312,816 608,054 591,095 51,955 68,914
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 7,240)
5,046 -687 2,084 -4,121 4,648 3,008 6,045 4,232 1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.7 26.5 51.6 47.4 92.1 89.6 7.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
157 167 209 103 138 394 397
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,431,281
COMMITMENTS
545,227 113,370 827,972 824,032 1181003 2197232 2122346 234,049 308,936
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 51,209)
3,576 5,731 9,118 29,131 34,811 41,825 49,661 9,384 1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 4.7 34.1 33.9 48.6 90.4 87.3 9.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 973)
321 166 318 285 433 724 812
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,501
COMMITMENTS
3,363 253 1,472 7,259 11,996 12,093 13,721 3,407 1,780
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 502)
186 -20 374 -365 29 195 383 307 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.6 9.5 46.8 77.4 78.0 88.5 22.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 5 8 16 13 39 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 824,864
COMMITMENTS
213,451 24,578 207,429 333,712 492,876 754,591 724,883 70,274 99,981
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -79,495)
4,756 -234 -72,780 -19,023 -4,863 -87,048 -77,878 7,553 -1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 3.0 25.1 40.5 59.8 91.5 87.9 8.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
214 97 180 140 226 455 444
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,838
COMMITMENTS
17,550 1,339 1,543 0 2,945 19,093 5,827 2,745 16,011
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,604)
-1,569 616 322 0 -934 -1,247 4 -357 -1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 6.1 7.1 0.0 13.5 87.4 26.7 12.6 73.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 4 7 0 5 17 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 447,561
COMMITMENTS
104,140 26,093 105,769 195,208 296,439 405,117 428,300 42,444 19,261
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 23,362)
-338 1,453 8,251 13,623 16,373 21,537 26,077 1,826 -2,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 5.8 23.6 43.6 66.2 90.5 95.7 9.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
121 47 85 63 74 229 181
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,223
COMMITMENTS
76,031 103,488 48,536 463,110 445,496 587,677 597,520 162,546 152,703
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -43,113)
-22,143 5,268 -2,645 -19,257 -54,471 -44,045 -51,848 932 8,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.8 6.5 61.7 59.4 78.3 79.6 21.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
32 27 36 89 81 139 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 240,557
COMMITMENTS
39,098 31,814 567 155,735 171,066 195,400 203,447 45,157 37,110
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,071)
154 3,133 17 452 -3,040 622 110 -1,693 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.2 0.2 64.7 71.1 81.2 84.6 18.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 7 1 23 28 31 35
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,580
COMMITMENTS
886 1,030 733 6,625 6,616 8,244 8,379 336 201
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -596)
39 -161 124 -805 -573 -642 -610 46 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.0 8.5 77.2 77.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 6 6 19 17 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 244,638
COMMITMENTS
60,563 10,788 47,497 94,170 167,848 202,231 226,133 42,406 18,504
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,915)
-2,855 -1,815 3,663 -702 1,231 107 3,079 2,808 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 4.4 19.4 38.5 68.6 82.7 92.4 17.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
77 24 53 79 76 178 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,464
COMMITMENTS
5,132 2,138 3,119 7,438 14,712 15,688 19,968 5,776 1,496
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 349)
470 -129 -797 427 1,412 100 485 249 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.0 14.5 34.7 68.5 73.1 93.0 26.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
48 10 16 31 24 88 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 766,072
COMMITMENTS
178,357 121,006 48,252 422,648 483,311 649,258 652,569 116,814 113,502
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -11,631)
-27,119 5,477 4,092 5,617 -15,716 -17,410 -6,147 5,778 -5,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 15.8 6.3 55.2 63.1 84.8 85.2 15.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
32 40 24 83 105 132 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,002,858
COMMITMENTS
199,549 195,297 235,833 1246894 1239040 1682276 1670171 320,582 332,687
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -255,486)
-48,890 24,818 -99,966 -80,671 -173,359 -229,527 -248,508 -25,958 -6,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.8 11.8 62.3 61.9 84.0 83.4 16.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
48 63 76 150 158 241 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,144,907
COMMITMENTS
215,295 83,734 53,719 649,149 738,714 918,164 876,167 226,744 268,740
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -64,245)
-64,207 1,172 -33,899 46,106 -52,009 -52,000 -84,736 -12,245 20,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 7.3 4.7 56.7 64.5 80.2 76.5 19.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 25 28 75 88 120 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,325,950
COMMITMENTS
134,511 21,119 736,657 416,707 516,161 1287874 1273937 38,075 52,012
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -161)
3,319 -1,687 -2,983 930 5,494 1,266 824 -1,427 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.6 55.6 31.4 38.9 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 18 43 60 57 109 104
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,603
COMMITMENTS
19,497 3,303 766 21,972 40,650 42,235 44,720 7,367 4,883
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 3,010)
2,654 -973 62 -683 4,035 2,033 3,125 977 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 6.7 1.5 44.3 82.0 85.1 90.2 14.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 10 8 29 37 62 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,205
COMMITMENTS
38,994 6,607 1,533 43,944 81,300 84,470 89,440 14,735 9,765
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,021)
5,308 -1,946 125 -1,366 8,070 4,066 6,249 1,954 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 6.7 1.5 44.3 82.0 85.1 90.2 14.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 10 8 29 37 62 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,445
COMMITMENTS
1,276 1,800 0 12,869 12,550 14,145 14,350 300 95
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,932)
74 40 0 1,868 1,873 1,942 1,913 -10 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 12.5 0.0 89.1 86.9 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 0 12 12 17 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,352
COMMITMENTS
2,046 2,475 0 42,017 41,647 44,063 44,122 289 230
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,595)
20 1,327 0 1,652 217 1,672 1,544 -77 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.6 0.0 94.7 93.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 0 6 18 10 22
Updated October 29, 2010