COTlive Reports

Tuesday, March 15, 2011

TopStep's weekly CFTC Commitment of Traders Report

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

  3/8/2011 OI FL FS CL CS Fund_Vol Comm Vol Spec Vol
View WHEAT - CHICAGO BOARD OF TRADE 485958 97057 77507 268758 275101 174564 543859 98703
View WHEAT - KANSAS CITY BOARD OF TRADE 191892 58461 7704 72305 128476 66165 200781 61664
View WHEAT - MINNEAPOLIS GRAIN EXCHANGE 63856 22222 2286 21708 40238 24508 61946 28386
View CORN - CHICAGO BOARD OF TRADE 1627775 558925 101036 673431 1053631 659961 1727062 423141
View OATS - CHICAGO BOARD OF TRADE 13058 3832 62 5720 11684 3894 17404 4776
View SOYBEANS - CHICAGO BOARD OF TRADE 617315 212527 33994 262346 411217 246521 673563 154000
View SOYBEAN OIL - CHICAGO BOARD OF TRADE 371133 109839 34212 182588 271231 144051 453819 57382
View SOYBEAN MEAL - CHICAGO BOARD OF TRADE 212482 56576 21582 91600 141039 78158 232639 62841
View ROUGH RICE - CHICAGO BOARD OF TRADE 25768 8943 3020 7924 19395 11963 27319 8504
View U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE 622337 84958 108404 399489 352237 193362 751726 295136
View 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF 868953 201928 150148 564021 569673 352076 1133694 233146
View 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD 1547378 184288 241005 1093930 939587 425293 2033517 581350
View 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD 1212652 270218 130304 750718 808297 400522 1559015 432769
View NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERC 306312 60979 38653 171406 210186 99632 381592 70434
View NATURAL GAS - NEW YORK MERCANTILE EXCHANGE 956442 132981 387495 440064 215092 520476 655156 134940
View PJM ELECTRICITY MONTHLY - NEW YORK MERC 47213 11244 1060 32704 44061 12304 76765 2973
View CRUDE OIL, LIGHT SWEET - NEW YORK MERC 1572544 409817 134235 675232 992296 544052 1667528 166596
View GASOLINE BLENDSTOCK (RBOB) - NY MERC 274371 78372 15066 152143 228834 93438 380977 39221
View COTTON NO. 2 - ICE FUTURES U.S. 173688 49770 24417 92043 128029 74187 220072 31193
View FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES 30362 17127 2270 8823 26946 19397 35769 4790
View RANDOM LENGTH LUMBER - CHICAGO MERC 9534 4276 1362 2880 5657 5638 8537 3125
View COCOA - ICE FUTURES U.S. 167172 56833 23590 78385 120193 80423 198578 21927
View SUGAR NO. 11 - ICE FUTURES U.S. 609365 199218 20111 284191 492503 219329 776694 117383
View COFFEE C - ICE FUTURES U.S. 128569 44702 10568 63107 101729 55270 164836 15886
View MILK, Class III - CHICAGO MERCANTILE EXCHANGE 36823 7556 5097 22646 26121 12653 48767 9654
View LEAN HOGS - CHICAGO MERCANTILE EXCHANGE 228430 70652 27590 91366 125345 98242 216711 60451
View LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE 362122 129895 57316 144239 178177 187211 322416 100249
View FEEDER CATTLE - CHICAGO MERCANTILE EXCH 48448 20595 5919 14778 13581 26514 28359 32029
View PALLADIUM - NEW YORK MERCANTILE EXCHANGE 23191 16994 2372 3316 19822 19366 23138 3606
View PLATINUM - NEW YORK MERCANTILE EXCHANGE 39640 28270 1478 5174 36792 29748 41966 6990
View SILVER - COMMODITY EXCHANGE INC. 133485 50394 11900 30841 86191 62294 117032 47326
View COPPER-GRADE #1 - COMMODITY EXCHANGE INC. 141773 49103 24793 67688 93617 73896 161305 30437
View GOLD - COMMODITY EXCHANGE INC. 515214 253434 62494 152903 400367 315928 553270 96818
View CANADIAN DOLLAR - CHICAGO MERCANTILE EX 174715 81253 3709 37451 152641 84962 190092 72870
View SWISS FRANC - CHICAGO MERCANTILE EXCHANGE 62936 30841 7180 5161 46508 38021 51669 36036
View MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE 157775 118812 5647 28874 149038 124459 177912 9899
View BRITISH POUND STERLING - CHICAGO MERC 145352 54967 21061 47957 96190 76028 144147 65193
View JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE 131247 43205 26549 60542 68760 69754 129302 62712
View U.S. DOLLAR INDEX - ICE FUTURES U.S. 52704 33803 40476 12672 6393 74279 19065 9382
View EURO FX - CHICAGO MERCANTILE EXCHANGE 263702 98171 35877 93190 167583 134048 260773 111379
View AUSTRALIAN DOLLAR - CHICAGO MERC 152865 80756 7061 30380 125660 87817 156040 51513
View DOW JONES INDUSTRIAL AVG- x $5 - CBOT 90950 29345 13191 48559 67577 42536 116136 22774
View E-MINI S&P 500 STOCK INDEX - CHICAGO MERC 3037799 534578 447932 2246449 2243969 982510 4490418 536402


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W. D. Gann Blog --> http://wdgannmatrix.blogspot.com/
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Commitment of Traders Blog --> http://cotlive.blogspot.com/

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