WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,777
COMMITMENTS
97,286 88,612 141,872 298,568 285,600 537,727 516,085 45,050 66,692
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 57,180)
20,256 -11,220 28,787 3,692 39,926 52,735 57,494 4,445 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.2 24.3 51.2 49.0 92.3 88.6 7.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
155 136 158 92 132 338 340
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,081,663
COMMITMENTS
481,250 114,615 610,402 778,748 1074293 1870400 1799311 211,263 282,352
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 38,259)
575 -2,556 24,537 12,118 14,582 37,229 36,562 1,029 1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 5.5 29.3 37.4 51.6 89.9 86.4 10.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 911)
256 159 291 281 428 669 773
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,581
COMMITMENTS
3,231 171 698 6,334 10,272 10,263 11,141 2,319 1,440
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -108)
638 -48 -13 -569 271 56 210 -164 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 1.4 5.5 50.3 81.6 81.6 88.6 18.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 5 16 12 34 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 935,192
COMMITMENTS
194,889 26,829 331,345 339,848 479,892 866,082 838,066 69,110 97,125
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 28,120)
5,520 -100 30,520 -14,271 -6,230 21,769 24,190 6,351 3,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.9 35.4 36.3 51.3 92.6 89.6 7.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
213 108 223 133 215 445 476
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,553
COMMITMENTS
19,255 2,597 152 43 4,153 19,450 6,902 3,103 15,651
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 36)
-342 -601 -151 7 256 -486 -496 522 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.4 11.5 0.7 0.2 18.4 86.2 30.6 13.8 69.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 8 2 2 8 20 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 424,594
COMMITMENTS
81,833 26,306 100,480 202,348 270,472 384,661 397,257 39,933 27,337
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 25,787)
10,109 863 8,274 5,595 17,083 23,978 26,220 1,809 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 6.2 23.7 47.7 63.7 90.6 93.6 9.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
99 54 95 66 63 218 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 660,955
COMMITMENTS
71,462 50,658 36,240 418,816 417,941 526,519 504,840 134,437 156,116
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -30,796)
8,448 -25,285 5,834 -30,488 -13,880 -16,205 -33,330 -14,591 2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 7.7 5.5 63.4 63.2 79.7 76.4 20.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
19 33 33 77 74 119 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 316,596
COMMITMENTS
37,656 47,570 679 216,581 223,362 254,916 271,611 61,680 44,985
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -16,800)
2,770 2,275 307 -21,666 -15,759 -18,589 -13,177 1,789 -3,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.0 0.2 68.4 70.6 80.5 85.8 19.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 8 3 26 26 33 34
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,317
COMMITMENTS
1,131 344 504 5,524 6,164 7,159 7,012 158 305
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -95)
85 -440 60 -115 278 30 -102 -125 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.7 6.9 75.5 84.2 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 4 5 17 18 26 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 228,589
COMMITMENTS
49,666 11,219 39,885 100,034 161,382 189,584 212,487 39,004 16,102
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 795)
1,391 1,458 246 -2,251 1,288 -614 2,992 1,409 -2,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 4.9 17.4 43.8 70.6 82.9 93.0 17.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
67 25 49 75 71 166 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,498
COMMITMENTS
4,936 2,281 2,774 7,641 13,811 15,351 18,867 5,147 1,631
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 437)
733 12 72 -530 510 275 594 162 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 11.1 13.5 37.3 67.4 74.9 92.0 25.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
42 13 18 30 19 81 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 697,079
COMMITMENTS
91,316 111,476 29,948 470,655 452,612 591,919 594,036 105,159 103,043
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,403)
-8,159 -12,718 -2,580 3,190 13,156 -7,550 -2,143 2,147 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 16.0 4.3 67.5 64.9 84.9 85.2 15.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
30 30 19 73 94 111 135
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,736,443
COMMITMENTS
156,455 204,541 195,915 1088777 990,879 1441147 1391334 295,296 345,109
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 88,625)
4,345 -4,560 36,183 72,675 47,575 113,203 79,198 -24,578 9,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.8 11.3 62.7 57.1 83.0 80.1 17.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
51 43 63 130 141 208 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,105,577
COMMITMENTS
132,848 85,045 69,734 695,643 696,857 898,225 851,635 207,352 253,942
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,339)
-12,087 51 1,905 3,725 -7,750 -6,457 -5,794 5,117 4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 7.7 6.3 62.9 63.0 81.2 77.0 18.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
24 32 26 82 84 122 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 951,505
COMMITMENTS
134,727 31,899 428,412 354,437 439,584 917,575 899,895 33,929 51,610
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -314,755)
-31,302 6,032 -227,233 -50,599 -88,439 -309,134 -309,640 -5,620 -5,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.4 45.0 37.3 46.2 96.4 94.6 3.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 18 37 52 48 98 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,945
COMMITMENTS
18,240 3,905 1,077 23,939 39,551 43,255 44,533 6,690 5,412
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -194)
2,394 -1,765 563 -2,998 1,747 -41 546 -153 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 7.8 2.2 47.9 79.2 86.6 89.2 13.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 12 14 30 34 68 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,890
COMMITMENTS
36,479 7,811 2,153 47,877 79,102 86,510 89,066 13,381 10,824
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -387)
4,788 -3,529 1,126 -5,997 3,494 -82 1,091 -305 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 7.8 2.2 47.9 79.2 86.6 89.2 13.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 12 14 30 34 68 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,547
COMMITMENTS
3,397 3,139 37 1,983 2,314 5,417 5,490 130 57
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 56.6 0.7 35.7 41.7 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 4 1 3 2 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,362
COMMITMENTS
918 1,776 1,541 18,784 17,875 21,243 21,192 119 170
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,257)
152 739 586 1,523 941 2,261 2,266 -4 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 8.3 7.2 87.9 83.7 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 1 12 14 16 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,308
COMMITMENTS
627 2,137 3,027 60,431 58,994 64,085 64,158 223 150
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 6,134)
-50 -352 1,154 5,297 5,262 6,401 6,064 -267 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.3 4.7 94.0 91.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 2 7 18 12 26
Updated December 10, 2010