WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 722,923
COMMITMENTS
126,601 83,169 202,462 333,227 365,763 662,289 651,393 60,634 71,530
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 38,706)
7,637 1,144 19,984 6,165 14,144 33,787 35,272 4,920 3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 11.5 28.0 46.1 50.6 91.6 90.1 8.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
180 144 220 94 146 408 407
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,510,643
COMMITMENTS
539,521 107,766 822,953 909,365 1263059 2271839 2193778 238,804 316,865
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 47,248)
422 8,105 14,340 25,466 28,975 40,229 51,420 7,019 -4,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 4.3 32.8 36.2 50.3 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 940)
296 145 330 309 425 754 790
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,627
COMMITMENTS
4,940 181 1,574 5,521 12,694 12,036 14,450 3,592 1,178
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 408)
400 3 -58 -329 458 14 403 394 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 1.2 10.1 35.3 81.2 77.0 92.5 23.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
27 6 11 15 13 47 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,009,315
COMMITMENTS
220,032 31,424 365,216 346,971 513,450 932,219 910,090 77,096 99,226
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 24,253)
2,384 -1,481 12,558 4,544 10,673 19,486 21,750 4,767 2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.1 36.2 34.4 50.9 92.4 90.2 7.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
263 103 258 144 228 511 517
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,806
COMMITMENTS
24,235 4,074 120 26 5,129 24,381 9,323 2,425 17,483
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 485)
388 622 20 0 -314 408 328 77 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.4 15.2 0.4 0.1 19.1 91.0 34.8 9.0 65.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 13 6 3 13 25 31
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,236
COMMITMENTS
741 6,892 1,394 6,587 740 8,723 9,026 513 210
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 291)
-88 395 -53 403 -45 263 298 29 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 74.6 15.1 71.3 8.0 94.4 97.7 5.6 2.3
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 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 503,024
COMMITMENTS
113,457 24,596 115,930 232,282 340,787 461,669 481,314 41,354 21,710
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 11,848)
10,067 53 4,127 -5,541 7,041 8,653 11,221 3,195 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.9 23.0 46.2 67.7 91.8 95.7 8.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
126 44 100 70 76 243 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 671,980
COMMITMENTS
60,714 87,614 47,620 415,752 366,488 524,086 501,722 147,894 170,258
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 51,895)
9,682 20,995 14,426 17,439 2,831 41,547 38,252 10,348 13,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 13.0 7.1 61.9 54.5 78.0 74.7 22.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 37 38 78 74 122 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 315,191
COMMITMENTS
41,671 57,445 407 206,333 207,056 248,412 264,909 66,779 50,282
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,745)
2 -211 -59 5,696 9,342 5,638 9,071 2,107 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 18.2 0.1 65.5 65.7 78.8 84.0 21.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 11 2 27 32 32 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,741
COMMITMENTS
1,277 328 418 5,813 6,611 7,508 7,357 233 384
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -166)
-182 28 20 -44 -412 -206 -364 40 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.2 5.4 75.1 85.4 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 5 19 23 28 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 265,189
COMMITMENTS
61,547 14,513 57,212 100,336 173,375 219,096 245,100 46,093 20,089
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,914)
26 2,223 3,890 -226 -3,556 3,690 2,558 -776 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 5.5 21.6 37.8 65.4 82.6 92.4 17.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
91 19 61 71 74 189 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,150
COMMITMENTS
9,824 2,644 2,524 7,102 20,650 19,451 25,818 7,700 1,332
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,677)
1,200 70 -118 299 1,989 1,381 1,941 296 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 9.7 9.3 26.2 76.1 71.6 95.1 28.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
68 17 21 29 24 107 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 902,804
COMMITMENTS
153,018 179,088 29,114 623,383 547,465 805,515 755,666 97,289 147,138
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 78,356)
-49,777 45,401 2,017 135,939 18,999 88,178 66,416 -9,822 11,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 19.8 3.2 69.0 60.6 89.2 83.7 10.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
33 41 27 84 109 132 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,135,574
COMMITMENTS
162,131 251,289 325,747 1353738 1180570 1841615 1757606 293,959 377,969
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 366,769)
29,060 -8,892 140,844 199,279 202,744 369,183 334,696 -2,414 32,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.8 15.3 63.4 55.3 86.2 82.3 13.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
47 67 75 131 144 224 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,472,666
COMMITMENTS
321,998 123,060 116,286 862,290 916,911 1300575 1156256 172,091 316,409
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 238,418)
42,580 48,531 42,449 190,923 97,534 275,951 188,514 -37,533 49,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 8.4 7.9 58.6 62.3 88.3 78.5 11.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
36 36 31 101 105 149 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 768,079
COMMITMENTS
113,296 37,121 231,782 391,909 457,506 736,986 726,408 31,093 41,671
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 37,599)
6,558 1,634 9,749 18,483 28,791 34,789 40,173 2,809 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.8 30.2 51.0 59.6 96.0 94.6 4.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
32 23 36 57 56 107 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,745
COMMITMENTS
15,432 5,320 2,882 30,745 41,209 49,059 49,411 8,686 8,334
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,700)
-6,033 1,018 607 344 -7,650 -5,081 -6,025 382 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.2 5.0 53.2 71.4 85.0 85.6 15.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 16 12 35 34 72 57
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,792
COMMITMENTS
2,797 476 0 6,191 8,044 8,988 8,520 1,804 2,272
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 153)
144 11 0 0 0 144 11 9 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 4.4 0.0 57.4 74.5 83.3 78.9 16.7 21.1
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 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,906
COMMITMENTS
28,607 13,025 2,428 49,107 66,330 80,142 81,783 13,764 12,123
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -9,706)
-12,128 2,239 989 688 -15,301 -10,451 -12,073 745 2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 13.9 2.6 52.3 70.6 85.3 87.1 14.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 19 6 33 33 64 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 5,464
COMMITMENTS
3,611 2,079 37 1,721 3,348 5,369 5,464 95 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 86)
10 44 0 52 62 62 106 24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 38.0 0.7 31.5 61.3 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 1 1 4 12 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,702
COMMITMENTS
1,227 1,311 0 14,393 14,166 15,620 15,477 82 225
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 298)
-165 -110 -20 475 418 290 288 8 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.3 0.0 91.7 90.2 99.5 98.6 0.5 1.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,898
COMMITMENTS
1,615 1,277 0 52,042 52,494 53,657 53,771 241 127
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,717)
-783 -783 0 -846 -882 -1,629 -1,665 -88 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.4 0.0 96.6 97.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 0 6 17 10 23
Updated February 11, 2011