COTlive Reports

Saturday, February 5, 2011

Commitment of Trader, Records highs across the commodity markets

 CFTC Commitment of Traders Report Breakdown
7-Yr low 7-Wk low 7-Wk high Record High

OI=Open Interest  FL=Fund Longs  FS=Fund Shorts  CL=Commercial Longs  CS=Commercial Shorts Vol=Total of Shorts + Longs

  2/1/2011 OI FL FS CL CS Fund_Vol Comm Vol Spec Vol
View WHEAT - CHICAGO BOARD OF TRADE 545753 124914 89634 280251 303546 214548 583797 110725
View WHEAT - KANSAS CITY BOARD OF TRADE 215717 68863 5792 83942 150901 74655 234843 64914
View WHEAT - MINNEAPOLIS GRAIN EXCHANGE 70869 22801 3081 22852 43823 25882 66675 34925
View CORN - CHICAGO BOARD OF TRADE 1669116 614748 116571 661108 1064276 731319 1725384 445661
View OATS - CHICAGO BOARD OF TRADE 14011 4700 188 5263 11776 4888 17039 4239
View SOYBEANS - CHICAGO BOARD OF TRADE 677852 265819 47010 261833 456497 312829 718330 149603
View SOYBEAN OIL - CHICAGO BOARD OF TRADE 400599 119174 29455 202336 307902 148629 510238 55765
View SOYBEAN MEAL - CHICAGO BOARD OF TRADE 218089 73278 13049 81752 166408 86327 248160 58655
View ROUGH RICE - CHICAGO BOARD OF TRADE 23034 8462 2651 6338 17811 11113 24149 8372
View U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE 560523 52969 71410 377728 339467 124379 717195 269012
View 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF 796113 201168 136375 481564 519333 337543 1000897 232708
View 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD 1365536 139750 273580 940550 761446 413330 1701996 590036
View 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD 1120310 283233 82070 624854 772288 365303 1397142 446905
View NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERC 306216 79865 39101 149718 211556 118966 361274 69888
View NATURAL GAS - NEW YORK MERCANTILE EXCHANGE 831568 139589 358721 365181 192200 498310 557381 116961
View PJM ELECTRICITY MONTHLY - NEW YORK MERC 45143 7078 1296 34155 41585 8374 75740 5100
View CRUDE OIL, LIGHT SWEET - NEW YORK MERC 1531942 324925 172216 737246 934026 497141 1671272 156281
View GASOLINE BLENDSTOCK (RBOB) - NY MERC 279746 82474 9170 153955 238892 91644 392847 33037
View COTTON NO. 2 - ICE FUTURES U.S. 211690 60035 25291 112041 158826 85326 270867 35247
View FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES 31410 16702 2198 10469 27992 18900 38461 5021
View RANDOM LENGTH LUMBER - CHICAGO MERC 10363 5251 1392 2358 6866 6643 9224 3229
View COCOA - ICE FUTURES U.S. 166379 45137 23186 83816 113657 68323 197473 18538
View SUGAR NO. 11 - ICE FUTURES U.S. 646042 200514 18418 306716 528410 218932 835126 124694
View COFFEE C - ICE FUTURES U.S. 142532 49875 9011 67284 112207 58886 179491 15649
View MILK, Class III - CHICAGO MERCANTILE EXCHANGE 36448 4738 6576 25150 23762 11314 48912 9370
View LEAN HOGS - CHICAGO MERCANTILE EXCHANGE 242344 68703 32256 97561 125980 100959 223541 66136
View LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE 368348 130564 64954 148655 177494 195518 326149 99243
View FEEDER CATTLE - CHICAGO MERCANTILE EXCH 52705 21043 6288 13118 13949 27331 27067 30892
View PALLADIUM - NEW YORK MERCANTILE EXCHANGE 22356 16701 2211 2452 18863 18912 21315 3637
View PLATINUM - NEW YORK MERCANTILE EXCHANGE 42483 31081 1414 5321 39461 32495 44782 6925
View SILVER - COMMODITY EXCHANGE INC. 125287 37883 7203 31966 76767 45086 108733 46115
View COPPER-GRADE #1 - COMMODITY EXCHANGE INC. 160259 57306 32595 67515 95663 89901 163178 32991
View GOLD - COMMODITY EXCHANGE INC. 462907 212265 61071 159816 353013 273336 512829 89155
View CANADIAN DOLLAR - CHICAGO MERCANTILE EX 119488 55186 21372 15872 82109 76558 97981 63323
View SWISS FRANC - CHICAGO MERCANTILE EXCHANGE 46750 22079 11638 2659 24378 33717 27037 32614
View MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE 151734 123543 20426 20100 129964 143969 150064 9371
View BRITISH POUND STERLING - CHICAGO MERC 108587 46923 24264 29231 61587 71187 90818 55003
View JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE 116384 52648 21167 36222 61666 73815 97888 60037
View U.S. DOLLAR INDEX - ICE FUTURES U.S. 42472 26115 29740 9535 7367 55855 16902 10753
View EURO FX - CHICAGO MERCANTILE EXCHANGE 211730 80381 40447 65404 111805 120828 177209 120495
View AUSTRALIAN DOLLAR - CHICAGO MERC 120991 71144 11067 15318 95573 82211 110891 48546
View DOW JONES INDUSTRIAL AVG- x $5 - CBOT 99908 40897 10875 46106 79449 51772 125555 22489
View E-MINI S&P 500 STOCK INDEX - CHICAGO MERC 2707779 401779 342334 2017563 2085026 744113 4102589 483374

 

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TRADING IN COMMODITY FUTURES OR OPTIONS INVOLVES SUBSTANTIAL
RISK OF LOSS. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
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View my different blogs as there many intraday posting that aren't on the main web site.
W. D. Gann Blog --> http://wdgannmatrix.blogspot.com/
Soybeans Blog --> http://soylive.blogspot.com/
Commitment of Traders Blog --> http://cotlive.blogspot.com/
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