WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,877
COMMITMENTS
125,938 91,745 86,260 283,293 304,354 495,491 482,359 51,386 64,518
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -15,321)
-8,049 393 -7,438 2,347 -9,169 -13,140 -16,214 -2,181 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 16.8 15.8 51.8 55.7 90.6 88.2 9.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
163 131 157 89 131 356 334
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,719,874
COMMITMENTS
614,859 131,535 232,738 689,418 1097213 1537015 1461486 182,859 258,388
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 29,748)
-5,829 3,580 23,445 11,532 11,157 29,148 38,182 600 -8,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.6 13.5 40.1 63.8 89.4 85.0 10.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 930)
301 126 253 250 389 681 695
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,505
COMMITMENTS
5,037 190 613 4,917 12,333 10,567 13,136 3,938 1,369
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 140)
143 -62 -290 -119 249 -266 -103 406 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 1.3 4.2 33.9 85.0 72.9 90.6 27.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 3 7 14 11 44 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 698,766
COMMITMENTS
262,195 55,405 100,756 268,220 445,794 631,171 601,955 67,595 96,811
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 672)
-8,308 9,649 4,705 4,135 -20,299 532 -5,945 140 6,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 7.9 14.4 38.4 63.8 90.3 86.1 9.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
228 102 197 140 212 474 454
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,616
COMMITMENTS
24,034 4,337 133 24 5,211 24,191 9,681 2,425 16,935
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -190)
-201 263 13 -2 82 -190 358 0 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.3 16.3 0.5 0.1 19.6 90.9 36.4 9.1 63.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 12 8 1 14 22 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 398,449
COMMITMENTS
117,012 36,938 42,359 201,119 292,542 360,490 371,839 37,959 26,610
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -9,710)
-10,184 8,920 -3,540 4,714 -21,307 -9,010 -15,927 -700 6,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 9.3 10.6 50.5 73.4 90.5 93.3 9.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
99 55 75 71 63 216 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 591,848
COMMITMENTS
57,188 96,115 4,997 401,228 328,950 463,413 430,062 128,435 161,786
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 5,878)
-10,336 5,438 -1,496 18,930 -4,321 7,098 -379 -1,220 6,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 16.2 0.8 67.8 55.6 78.3 72.7 21.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
23 34 21 75 69 110 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 323,620
COMMITMENTS
43,228 60,708 1,886 212,651 213,328 257,765 275,922 65,855 47,698
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 10,747)
1,557 3,282 1,604 8,011 6,283 11,172 11,169 -425 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 18.8 0.6 65.7 65.9 79.7 85.3 20.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 13 6 29 29 38 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,447
COMMITMENTS
593 407 410 6,228 6,290 7,231 7,107 216 340
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -294)
-684 79 -8 415 -321 -277 -250 -17 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 5.5 5.5 83.6 84.5 97.1 95.4 2.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 5 20 25 27 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 218,541
COMMITMENTS
71,633 19,164 20,047 87,963 160,204 179,643 199,415 38,898 19,126
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,443)
-2,982 3,644 -4,146 6,846 -3,155 -282 -3,657 -2,161 1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 8.8 9.2 40.3 73.3 82.2 91.2 17.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
71 27 40 65 65 161 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,876
COMMITMENTS
9,905 2,791 1,233 7,116 20,663 18,254 24,687 7,622 1,189
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 854)
329 -133 49 130 865 508 781 346 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 10.8 4.8 27.5 79.9 70.5 95.4 29.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
64 19 17 23 20 100 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,551
COMMITMENTS
180,645 215,731 20,132 640,204 546,281 840,981 782,144 87,570 146,407
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 62,925)
30,199 30,842 10,015 27,247 15,232 67,461 56,089 -4,536 6,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 23.2 2.2 68.9 58.8 90.6 84.2 9.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
29 54 22 82 111 124 174
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,562,735
COMMITMENTS
182,412 298,916 45,941 1083587 887,085 1311940 1231942 250,795 330,793
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 55,832)
6,229 26,578 15,325 48,803 30,211 70,357 72,114 -14,525 -16,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 19.1 2.9 69.3 56.8 84.0 78.8 16.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
50 58 47 114 129 184 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,360,754
COMMITMENTS
329,563 147,836 27,457 836,891 886,551 1193911 1061844 166,843 298,910
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 70,427)
-6,218 17,359 8,312 54,753 37,921 56,847 63,592 13,580 6,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 10.9 2.0 61.5 65.2 87.7 78.0 12.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
34 35 22 86 95 124 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 598,736
COMMITMENTS
113,537 39,900 64,196 384,604 451,334 562,337 555,430 36,399 43,306
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 27,927)
-5,893 4,679 5,785 20,204 13,335 20,096 23,799 7,831 4,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 6.7 10.7 64.2 75.4 93.9 92.8 6.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
27 21 29 57 53 95 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,212
COMMITMENTS
17,051 4,130 2,254 29,737 43,501 49,042 49,885 9,170 8,327
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,583)
1,515 -1,268 235 286 3,494 2,035 2,460 549 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 7.1 3.9 51.1 74.7 84.2 85.7 15.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 11 6 32 33 67 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,537
COMMITMENTS
3,050 513 0 6,574 8,839 9,624 9,352 1,913 2,185
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 766)
253 37 0 383 795 636 832 130 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 4.4 0.0 57.0 76.6 83.4 81.1 16.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 0 7 8 13 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,349
COMMITMENTS
32,165 11,397 344 46,326 69,324 78,835 81,065 14,514 12,284
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,634)
3,350 -1,783 -358 -195 5,397 2,797 3,256 837 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 12.2 0.4 49.6 74.3 84.5 86.8 15.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 13 1 29 32 58 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,613
COMMITMENTS
3,783 2,157 37 1,721 3,419 5,541 5,613 72 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 149)
172 78 0 0 71 172 149 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.4 38.4 0.7 30.7 60.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 5 1 1 4 14 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,430
COMMITMENTS
195 1,442 0 14,173 12,769 14,368 14,211 62 219
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,272)
-1,032 131 0 -220 -1,397 -1,252 -1,266 -20 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 10.0 0.0 98.2 88.5 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 7 0 9 15 11 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 49,316
COMMITMENTS
191 1,009 16 48,732 48,109 48,939 49,134 377 182
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -4,582)
-1,424 -268 16 -3,310 -4,385 -4,718 -4,637 136 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.0 0.0 98.8 97.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 1 6 17 9 22
Updated February 18, 2011