WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,217
COMMITMENTS
118,964 82,025 182,477 327,061 351,618 628,502 616,121 55,714 68,096
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 14,381)
2,146 -86 6,450 3,455 7,273 12,052 13,637 2,329 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.0 26.7 47.8 51.4 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
173 147 202 99 145 397 388
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,463,395
COMMITMENTS
539,099 99,661 808,613 883,899 1234084 2231610 2142357 231,785 321,038
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 82,224)
18,984 -6,765 42,588 17,433 38,119 79,004 73,942 3,221 8,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 4.0 32.8 35.9 50.1 90.6 87.0 9.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 932)
287 152 317 311 421 750 773
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,220
COMMITMENTS
4,540 178 1,632 5,850 12,237 12,022 14,047 3,198 1,173
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 492)
1,114 -1 -433 -342 707 339 272 154 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 1.2 10.7 38.4 80.4 79.0 92.3 21.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 5 9 16 13 45 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 985,063
COMMITMENTS
217,648 32,904 352,657 342,428 502,778 912,733 888,339 72,329 96,723
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 49,896)
19,425 5,621 28,881 -2,053 13,125 46,253 47,627 3,643 2,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 3.3 35.8 34.8 51.0 92.7 90.2 7.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
237 110 232 136 222 479 488
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,321
COMMITMENTS
23,847 3,452 100 26 5,443 23,973 8,995 2,348 17,326
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,309)
1,733 886 14 0 -102 1,747 798 -438 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.6 13.1 0.4 0.1 20.7 91.1 34.2 8.9 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 13 7 3 12 26 31
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,945
COMMITMENTS
829 6,497 1,447 6,184 785 8,460 8,728 484 216
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 72.6 16.2 69.1 8.8 94.6 97.6 5.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 6 9 7 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 491,175
COMMITMENTS
103,389 24,544 111,803 237,823 333,746 453,016 470,093 38,159 21,083
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 24,474)
20,838 -5,886 8,808 -10,241 20,431 19,405 23,354 5,069 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.0 22.8 48.4 67.9 92.2 95.7 7.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
116 47 96 67 76 234 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,085
COMMITMENTS
51,032 66,619 33,194 398,313 363,657 482,539 463,470 137,546 156,615
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -390)
-9,047 2,051 5,657 7,953 -11,770 4,563 -4,061 -4,953 3,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.7 5.4 64.2 58.6 77.8 74.7 22.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 31 29 74 76 111 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 307,445
COMMITMENTS
41,669 57,656 467 200,638 197,715 242,773 255,837 64,672 51,608
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 3,480)
-1,554 1,348 28 4,836 440 3,311 1,817 170 1,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.8 0.2 65.3 64.3 79.0 83.2 21.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 2 26 28 31 40
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,907
COMMITMENTS
1,459 300 398 5,857 7,023 7,714 7,721 193 186
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -193)
81 -131 5 -289 -21 -203 -147 10 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.8 5.0 74.1 88.8 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 5 5 20 24 30 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 262,275
COMMITMENTS
61,522 12,289 53,321 100,562 176,931 215,406 242,542 46,869 19,733
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 10,722)
6,938 -2,670 6,365 -5,147 7,133 8,156 10,827 2,566 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 4.7 20.3 38.3 67.5 82.1 92.5 17.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
87 18 55 72 73 187 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,473
COMMITMENTS
8,624 2,573 2,642 6,803 18,661 18,070 23,877 7,404 1,597
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 3,265)
1,719 180 623 82 2,293 2,424 3,097 841 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 10.1 10.4 26.7 73.3 70.9 93.7 29.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
64 14 20 29 25 101 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 824,448
COMMITMENTS
202,795 133,687 27,097 487,445 528,466 717,337 689,250 107,111 135,198
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 59,302)
60,751 14,352 4,169 -7,528 36,434 57,391 54,955 1,911 4,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 16.2 3.3 59.1 64.1 87.0 83.6 13.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
42 35 27 76 107 132 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,768,805
COMMITMENTS
133,071 260,181 184,903 1154459 977,826 1472432 1422910 296,373 345,895
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 69,153)
10,693 27,362 35,945 10,285 8,043 56,923 71,350 12,229 -2,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 14.7 10.5 65.3 55.3 83.2 80.4 16.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
46 57 67 124 139 205 228
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,234,248
COMMITMENTS
279,419 74,529 73,837 671,368 819,377 1024623 967,742 209,624 266,505
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 4,256)
22,625 -4,356 10,079 -43,362 -6,948 -10,658 -1,224 14,915 5,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.0 6.0 54.4 66.4 83.0 78.4 17.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
40 28 33 89 91 140 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 730,481
COMMITMENTS
106,738 35,487 222,033 373,426 428,715 702,197 686,235 28,284 44,246
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -121,262)
-13,534 -4,493 -74,913 -26,757 -38,086 -115,204 -117,492 -6,057 -3,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.9 30.4 51.1 58.7 96.1 93.9 3.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
30 24 34 53 54 101 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,445
COMMITMENTS
21,465 4,302 2,275 30,400 48,859 54,141 55,437 8,304 7,008
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 10,912)
2,896 -2,200 1,348 5,599 10,105 9,842 9,253 1,070 1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 6.9 3.6 48.7 78.2 86.7 88.8 13.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
39 12 10 34 36 78 56
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,639
COMMITMENTS
2,653 465 0 6,191 8,044 8,844 8,509 1,795 2,130
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 4.4 0.0 58.2 75.6 83.1 80.0 16.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 6 7 12 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,612
COMMITMENTS
40,736 10,786 1,439 48,419 81,631 90,593 93,855 13,019 9,756
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 546)
3,597 -2,218 -416 -1,185 4,122 1,996 1,488 -1,450 -942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 10.4 1.4 46.7 78.8 87.4 90.6 12.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
36 16 4 32 35 70 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,378
COMMITMENTS
3,601 2,035 37 1,669 3,286 5,307 5,358 71 20
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 252)
151 269 0 81 -4 232 265 20 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 37.8 0.7 31.0 61.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 5 1 1 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,404
COMMITMENTS
1,392 1,421 20 13,918 13,748 15,330 15,189 74 215
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 108)
-188 -128 3 278 237 93 112 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.2 0.1 90.4 89.2 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 8 1 9 15 12 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,615
COMMITMENTS
2,398 2,060 0 52,888 53,376 55,286 55,436 329 179
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 5,035)
-786 362 0 5,735 4,984 4,949 5,346 86 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.7 0.0 95.1 96.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 0 7 17 12 25
Updated February 4, 2011