WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 626,413
COMMITMENTS
81,248 103,365 168,993 334,765 286,879 585,006 559,237 41,407 67,175
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -7,952)
-3,786 -4,739 -424 1,895 1,792 -2,315 -3,370 -5,637 -4,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.5 27.0 53.4 45.8 93.4 89.3 6.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
148 172 199 102 139 375 401
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,473,822
COMMITMENTS
489,736 123,625 884,326 878,460 1175811 2252522 2183762 221,299 290,059
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -12,083)
-22,880 -9,727 18,983 -10,350 -15,750 -14,247 -6,494 2,165 -5,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.0 35.7 35.5 47.5 91.1 88.3 8.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 993)
312 162 360 343 453 800 858
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,801
COMMITMENTS
2,955 387 1,211 7,646 10,984 11,812 12,581 2,989 2,220
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -379)
168 36 -198 -484 -536 -514 -698 135 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 2.6 8.2 51.7 74.2 79.8 85.0 20.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 5 7 16 12 36 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 912,974
COMMITMENTS
192,221 29,310 304,291 358,892 489,622 855,403 823,223 57,571 89,751
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 29,191)
-2,228 -4,706 33,618 954 5,565 32,344 34,477 -3,152 -5,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 3.2 33.3 39.3 53.6 93.7 90.2 6.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
203 111 186 139 235 420 466
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,957
COMMITMENTS
18,765 2,035 383 36 4,126 19,184 6,544 2,773 15,413
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,015)
-1,616 -127 -284 0 25 -1,900 -386 -115 -1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.5 9.3 1.7 0.2 18.8 87.4 29.8 12.6 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
20 7 3 2 8 22 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 479,154
COMMITMENTS
72,655 26,285 129,105 244,422 299,575 446,182 454,965 32,972 24,189
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,734)
-6,944 -54 10,084 -693 -11,989 2,447 -1,959 -4,181 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.5 26.9 51.0 62.5 93.1 95.0 6.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
97 47 98 71 70 223 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,698
COMMITMENTS
58,642 70,920 73,576 455,092 434,374 587,309 578,869 150,389 158,829
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -27,697)
-19,369 5,797 293 5,461 -28,378 -13,616 -22,288 -14,082 -5,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.6 10.0 61.7 58.9 79.6 78.5 20.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
28 34 45 94 92 148 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 345,574
COMMITMENTS
33,304 48,922 3,757 238,677 243,115 275,737 295,793 69,837 49,781
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 28,431)
910 3,479 2,526 15,628 14,591 19,064 20,597 9,367 7,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.2 1.1 69.1 70.4 79.8 85.6 20.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 10 6 30 30 40 40
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,947
COMMITMENTS
1,006 867 663 6,000 6,179 7,669 7,709 278 238
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 85)
102 89 -2 41 -48 141 39 -56 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 10.9 8.3 75.5 77.8 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 5 6 16 17 27 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 256,737
COMMITMENTS
48,854 8,481 55,416 113,201 174,341 217,471 238,239 39,266 18,499
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 12,170)
1,220 194 3,263 4,722 6,186 9,205 9,643 2,965 2,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.3 21.6 44.1 67.9 84.7 92.8 15.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
71 20 61 84 76 187 142
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,919
COMMITMENTS
4,035 2,383 2,860 8,103 13,112 14,997 18,355 4,922 1,564
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 17)
-255 49 277 137 -319 159 8 -142 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 12.0 14.4 40.7 65.8 75.3 92.1 24.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
36 13 16 30 21 75 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 786,499
COMMITMENTS
85,766 129,805 67,382 522,155 473,700 675,303 670,887 111,196 115,612
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 56,026)
-20,520 -2,016 16,454 59,292 36,561 55,226 51,000 800 5,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.5 8.6 66.4 60.2 85.9 85.3 14.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
38 35 31 87 103 138 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,022,937
COMMITMENTS
205,401 221,205 299,037 1227808 1170439 1732246 1690680 290,691 332,257
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -104,587)
-57,341 15,598 -6,824 -22,591 -97,560 -86,755 -88,786 -17,832 -15,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.9 14.8 60.7 57.9 85.6 83.6 14.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
67 47 83 157 155 255 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,275,856
COMMITMENTS
200,473 110,762 105,518 763,740 775,800 1069731 992,079 206,125 283,776
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 5,040)
-15,418 -1,534 15,896 94 -40,001 572 -25,638 4,468 30,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.7 8.3 59.9 60.8 83.8 77.8 16.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
30 35 34 90 94 137 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,245,609
COMMITMENTS
130,255 21,679 664,789 408,452 502,837 1203496 1189304 42,113 56,305
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 19,012)
7,096 -315 732 8,626 12,994 16,453 13,410 2,559 5,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.7 53.4 32.8 40.4 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 18 36 59 53 102 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,180
COMMITMENTS
17,656 7,008 576 27,069 39,299 45,300 46,882 6,880 5,297
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 2,724)
345 1,336 172 2,227 1,147 2,745 2,655 -21 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 13.4 1.1 51.9 75.3 86.8 89.8 13.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 17 8 32 33 65 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,359
COMMITMENTS
35,311 14,016 1,151 54,137 78,597 90,600 93,765 13,759 10,594
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 5,447)
691 2,672 344 4,455 2,295 5,490 5,310 -42 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 13.4 1.1 51.9 75.3 86.8 89.8 13.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 17 8 32 33 65 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,263
COMMITMENTS
818 858 147 16,154 16,090 17,119 17,095 144 168
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,486)
-26 221 -207 1,765 1,416 1,532 1,430 -46 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.0 0.9 93.6 93.2 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 7 1 12 13 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,701
COMMITMENTS
460 2,827 699 49,221 46,858 50,380 50,384 321 317
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,969)
-269 -468 402 3,799 3,978 3,932 3,912 37 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.6 1.4 97.1 92.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 1 7 17 11 22
Updated November 29, 2010