WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,899
COMMITMENTS
106,973 79,847 141,925 301,965 312,054 550,864 533,827 46,035 63,073
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 4,926)
7,503 922 -3,538 67 8,499 4,032 5,884 894 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 13.4 23.8 50.6 52.3 92.3 89.4 7.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
151 141 160 92 138 344 345
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,220,581
COMMITMENTS
541,652 114,899 632,585 834,252 1182111 2008488 1929594 212,093 290,987
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 22,569)
7,474 -4,564 -8,448 11,239 28,314 10,265 15,302 12,304 7,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.2 28.5 37.6 53.2 90.4 86.9 9.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 905)
267 164 271 280 422 678 742
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,609
COMMITMENTS
4,332 214 562 5,228 10,751 10,122 11,527 2,487 1,082
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 9)
-325 26 -21 184 187 -162 192 171 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 1.7 4.5 41.5 85.3 80.3 91.4 19.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 6 7 18 13 41 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 927,497
COMMITMENTS
212,751 26,139 301,901 340,928 503,218 855,581 831,258 71,916 96,239
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -57,223)
6,827 -1,341 -60,563 -7,826 4,468 -61,563 -57,436 4,340 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 2.8 32.6 36.8 54.3 92.2 89.6 7.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
226 101 223 144 231 480 487
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,484
COMMITMENTS
19,601 1,244 36 28 4,399 19,665 5,679 2,819 16,805
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,192)
2,386 581 30 -11 696 2,405 1,307 -213 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.2 5.5 0.2 0.1 19.6 87.5 25.3 12.5 74.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 4 4 2 9 20 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 429,409
COMMITMENTS
88,342 23,845 90,355 211,710 291,428 390,407 405,629 39,002 23,780
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -14,558)
-205 -852 -17,349 2,107 2,522 -15,446 -15,679 888 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 5.6 21.0 49.3 67.9 90.9 94.5 9.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
101 45 82 67 65 211 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,821
COMMITMENTS
43,495 67,474 28,787 377,630 337,002 449,912 433,263 129,910 146,559
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -40,513)
-339 -2,056 -19,478 -24,591 -13,585 -44,408 -35,119 3,895 -5,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.6 5.0 65.1 58.1 77.6 74.7 22.4 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
25 24 27 72 66 108 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 308,805
COMMITMENTS
40,314 49,166 324 207,583 216,665 248,221 266,155 60,584 42,650
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,174)
1,635 623 -18 -1,444 2,660 173 3,265 2,001 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 15.9 0.1 67.2 70.2 80.4 86.2 19.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 9 2 25 28 31 38
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,255
COMMITMENTS
969 380 546 5,519 5,938 7,034 6,864 221 391
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 166)
27 10 7 89 57 123 74 43 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.2 7.5 76.1 81.8 97.0 94.6 3.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 5 17 20 26 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 232,577
COMMITMENTS
53,512 10,962 41,953 96,675 162,211 192,140 215,126 40,437 17,451
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,189)
26 170 1,065 2,154 759 3,245 1,994 -2,057 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.7 18.0 41.6 69.7 82.6 92.5 17.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
74 23 54 70 59 179 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,597
COMMITMENTS
4,803 2,335 3,207 7,557 13,701 15,568 19,243 5,029 1,353
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -232)
-175 65 285 100 -101 210 248 -442 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.3 15.6 36.7 66.5 75.6 93.4 24.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
43 9 25 31 22 87 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 668,741
COMMITMENTS
66,249 108,396 17,431 501,858 412,723 585,537 538,550 83,203 130,191
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -52,706)
-7,810 -21,787 -16,005 -33,577 -27,491 -57,391 -65,283 4,685 12,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 16.2 2.6 75.0 61.7 87.6 80.5 12.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
21 31 19 72 89 104 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,737,174
COMMITMENTS
113,926 252,894 196,614 1146935 977,162 1457474 1426670 279,699 310,504
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -215,395)
-20,012 -1,491 -100,753 -110,422 -103,906 -231,187 -206,150 15,792 -9,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.6 11.3 66.0 56.3 83.9 82.1 16.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
37 62 55 123 136 196 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,109,583
COMMITMENTS
169,700 85,419 69,486 685,129 716,628 924,315 871,533 185,268 238,050
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -52,260)
9,195 -12,444 -16,191 -53,969 -26,387 -60,966 -55,022 8,706 2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 7.7 6.3 61.7 64.6 83.3 78.5 16.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
25 27 29 85 85 126 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 982,764
COMMITMENTS
151,903 33,318 428,405 373,403 480,083 953,711 941,806 29,053 40,958
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 974)
-43 -2,667 -688 3,067 5,450 2,336 2,095 -1,362 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.4 43.6 38.0 48.9 97.0 95.8 3.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 21 38 53 53 101 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,936
COMMITMENTS
9,806 2,631 476 21,396 30,762 31,678 33,870 6,258 4,067
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -170)
-300 -519 163 -75 -501 -211 -856 41 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.9 1.3 56.4 81.1 83.5 89.3 16.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 8 5 28 29 50 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,872
COMMITMENTS
19,612 5,263 952 42,792 61,524 63,356 67,739 12,516 8,133
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -339)
-599 -1,037 327 -150 -1,002 -422 -1,712 83 1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.9 1.3 56.4 81.1 83.5 89.3 16.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 8 5 28 29 50 41
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,172
COMMITMENTS
1,775 1,954 0 12,353 12,020 14,128 13,974 44 198
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 305)
-53 191 0 373 135 320 326 -15 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 13.8 0.0 87.2 84.8 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 10 0 10 15 12 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,158
COMMITMENTS
4,278 1,055 0 36,573 39,924 40,851 40,979 307 179
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,178)
1,022 220 0 1,328 2,064 2,350 2,284 -172 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.6 0.0 88.9 97.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 6 0 6 16 8 22
Updated January 3, 2011