WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,067
COMMITMENTS
100,787 83,125 141,378 298,096 295,523 540,260 520,026 42,806 63,041
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 290)
3,500 -5,487 -494 -473 9,923 2,533 3,941 -2,243 -3,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 14.3 24.2 51.1 50.7 92.7 89.2 7.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
142 151 163 94 136 342 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,118,708
COMMITMENTS
508,024 118,081 619,972 791,966 1101788 1919962 1839842 198,746 278,866
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 37,045)
26,774 3,466 9,570 13,217 27,495 49,561 40,531 -12,516 -3,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.6 29.3 37.4 52.0 90.6 86.8 9.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 890)
256 153 267 280 426 653 743
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,579
COMMITMENTS
3,966 91 602 5,754 10,605 10,323 11,299 2,257 1,281
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -2)
735 -80 -96 -579 333 60 158 -62 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 0.7 4.8 45.7 84.3 82.1 89.8 17.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 7 7 16 13 39 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 955,765
COMMITMENTS
197,820 25,498 350,223 338,435 482,999 886,478 858,720 69,287 97,046
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 20,573)
2,931 -1,332 18,878 -1,413 3,107 20,396 20,653 177 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 2.7 36.6 35.4 50.5 92.8 89.8 7.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
228 101 229 134 219 464 482
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,414
COMMITMENTS
18,531 2,574 6 39 3,389 18,576 5,969 2,838 15,445
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,139)
-724 -23 -146 -4 -764 -874 -933 -265 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 12.0 0.0 0.2 15.8 86.7 27.9 13.3 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 11 2 2 6 20 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 439,474
COMMITMENTS
85,796 24,908 103,595 211,647 285,250 401,037 413,752 38,437 25,722
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 14,880)
3,963 -1,398 3,115 9,299 14,778 16,377 16,495 -1,496 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 5.7 23.6 48.2 64.9 91.3 94.1 8.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
94 48 90 66 62 214 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 666,429
COMMITMENTS
70,912 63,461 49,642 409,477 402,655 530,032 515,759 136,397 150,671
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 5,474)
-550 12,803 13,402 -9,339 -15,286 3,513 10,919 1,961 -5,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.5 7.4 61.4 60.4 79.5 77.4 20.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 27 33 79 76 123 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 304,935
COMMITMENTS
38,634 48,658 844 206,581 209,357 246,059 258,859 58,877 46,077
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -11,661)
978 1,088 165 -10,000 -14,005 -8,857 -12,753 -2,804 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 16.0 0.3 67.7 68.7 80.7 84.9 19.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 9 4 27 27 34 37
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,416
COMMITMENTS
1,040 387 472 5,746 6,271 7,258 7,130 158 286
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 99)
-91 43 -32 222 107 99 118 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.2 6.4 77.5 84.6 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 5 17 20 26 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 228,335
COMMITMENTS
48,863 10,972 39,881 101,433 162,432 190,177 213,285 38,158 15,050
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -254)
-803 -248 -3 1,399 1,049 593 798 -846 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.8 17.5 44.4 71.1 83.3 93.4 16.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
77 18 52 69 65 168 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,575
COMMITMENTS
4,826 2,113 2,995 7,434 13,966 15,255 19,074 5,320 1,501
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 77)
-110 -168 221 -207 155 -96 207 173 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.3 14.6 36.1 67.9 74.1 92.7 25.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
44 10 19 29 20 83 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 695,351
COMMITMENTS
73,348 116,740 35,073 504,219 433,068 612,640 584,881 82,710 110,470
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,728)
-17,968 5,264 5,125 33,564 -19,544 20,721 -9,155 -22,449 7,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 16.8 5.0 72.5 62.3 88.1 84.1 11.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
27 34 22 79 93 116 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,951,995
COMMITMENTS
149,575 199,753 302,735 1193340 1117806 1645650 1620293 306,345 331,701
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 215,552)
-6,880 -4,788 106,820 104,563 126,927 204,503 228,959 11,049 -13,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 10.2 15.5 61.1 57.3 84.3 83.0 15.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
49 49 62 131 144 213 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,132,345
COMMITMENTS
161,763 96,333 85,109 674,720 700,058 921,592 881,500 210,754 250,846
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 26,768)
28,915 11,288 15,375 -20,924 3,201 23,366 29,864 3,402 -3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 8.5 7.5 59.6 61.8 81.4 77.8 18.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
26 27 30 85 86 127 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 981,153
COMMITMENTS
144,643 29,803 440,468 362,650 460,612 947,761 930,882 33,392 50,271
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 29,648)
9,917 -2,096 12,056 8,213 21,028 30,185 30,988 -537 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.0 44.9 37.0 46.9 96.6 94.9 3.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
34 17 38 51 50 98 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,518
COMMITMENTS
13,349 3,195 1,217 27,236 38,424 41,802 42,837 7,716 6,681
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -428)
-4,891 -710 141 3,297 -1,127 -1,453 -1,696 1,026 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 6.5 2.5 55.0 77.6 84.4 86.5 15.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
34 10 12 37 39 74 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,035
COMMITMENTS
26,697 6,390 2,435 54,471 76,848 83,603 85,673 15,432 13,362
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -855)
-9,782 -1,420 281 6,594 -2,253 -2,906 -3,392 2,051 2,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 6.5 2.5 55.0 77.6 84.4 86.5 15.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
34 10 12 37 39 74 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,879
COMMITMENTS
3,269 3,283 41 3,155 3,209 6,465 6,533 414 346
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,332)
-128 144 4 1,172 895 1,048 1,043 284 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 47.7 0.6 45.9 46.6 94.0 95.0 6.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 4 2 4 2 16 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,834
COMMITMENTS
1,790 1,241 0 10,858 11,335 12,648 12,576 186 258
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -8,528)
872 -535 -1,541 -7,926 -6,540 -8,595 -8,616 67 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.7 0.0 84.6 88.3 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 7 0 9 15 11 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,088
COMMITMENTS
3,184 1,391 0 36,771 38,390 39,955 39,781 133 307
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -24,220)
2,557 -746 -3,027 -23,660 -20,604 -24,130 -24,377 -90 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.5 0.0 91.7 95.8 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 0 7 15 11 20
Updated December 17, 2010