WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 378,252
COMMITMENTS
72,561 89,634 59,453 208,354 175,602 340,368 324,689 37,884 53,563
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 27,117)
3,289 -3,930 5,943 13,109 19,197 22,341 21,210 4,776 5,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 23.7 15.7 55.1 46.4 90.0 85.8 10.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
96 147 131 68 98 265 301
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,056,596
COMMITMENTS
291,466 98,769 124,601 514,876 566,149 930,943 789,519 125,653 267,077
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 51,759)
16,902 -1,223 6,095 13,647 31,096 36,644 35,968 15,115 15,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 9.3 11.8 48.7 53.6 88.1 74.7 11.9 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
175 144 186 184 276 490 532
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,232
COMMITMENTS
2,391 139 841 7,687 11,375 10,919 12,355 3,313 1,877
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 660)
314 13 445 -1,006 -398 -247 60 907 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 1.0 5.9 54.0 79.9 76.7 86.8 23.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 2 7 16 10 36 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,987
COMMITMENTS
129,122 38,011 56,934 198,033 259,361 384,089 354,306 59,898 89,681
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 21,369)
13,966 329 -2,651 607 14,289 11,922 11,967 9,447 9,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 8.6 12.8 44.6 58.4 86.5 79.8 13.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
165 80 107 101 145 325 295
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,631
COMMITMENTS
11,492 1,645 283 0 1,601 11,775 3,529 2,856 11,102
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,761)
1,381 -365 37 0 630 1,418 302 343 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.5 11.2 1.9 0.0 10.9 80.5 24.1 19.5 75.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
16 5 9 0 5 17 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,665
COMMITMENTS
61,097 27,423 49,224 106,128 156,867 216,449 233,514 43,216 26,151
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 18,963)
14,400 -1,529 -6,678 1,434 22,062 9,156 13,855 9,807 5,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 10.6 19.0 40.9 60.4 83.4 89.9 16.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
75 51 78 59 64 188 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 785,818
COMMITMENTS
63,182 182,400 8,107 584,685 464,699 655,974 655,206 129,844 130,612
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 41,985)
12,613 17,758 -186 7,885 26,095 20,312 43,667 21,673 -1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 23.2 1.0 74.4 59.1 83.5 83.4 16.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
26 34 20 74 81 111 124
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,837
COMMITMENTS
146 276 386 5,076 4,986 5,608 5,648 229 189
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -183)
124 -442 25 -373 179 -224 -238 41 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.7 6.6 87.0 85.4 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 4 12 14 16 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 162,915
COMMITMENTS
47,369 17,904 14,982 67,881 108,800 130,232 141,686 32,683 21,229
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 9,710)
3,729 1,556 364 5,092 7,597 9,185 9,517 525 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 11.0 9.2 41.7 66.8 79.9 87.0 20.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
57 38 43 58 52 143 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,727
COMMITMENTS
5,417 499 433 4,883 12,788 10,733 13,720 3,994 1,007
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -254)
134 -186 -193 -724 40 -783 -339 529 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 3.4 2.9 33.2 86.8 72.9 93.2 27.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
30 3 7 21 18 55 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,095,883
COMMITMENTS
392,533 175,957 13,044 586,685 767,061 992,262 956,062 103,621 139,821
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 38,506)
9,120 14,360 -1,843 16,355 10,501 23,632 23,018 14,874 15,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 16.1 1.2 53.5 70.0 90.5 87.2 9.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
38 59 22 73 116 120 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,358,680
COMMITMENTS
175,751 272,474 55,163 847,811 743,428 1078725 1071065 279,955 287,615
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 62,052)
30,824 56,170 1,135 -7,773 52,606 24,186 109,911 37,866 -47,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 20.1 4.1 62.4 54.7 79.4 78.8 20.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
33 63 37 105 111 165 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,684
COMMITMENTS
164,047 74,767 13,468 494,790 570,585 672,305 658,820 195,379 208,864
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 29,200)
38,949 4,557 3,816 -19,008 13,672 23,757 22,045 5,443 7,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 8.6 1.6 57.0 65.8 77.5 75.9 22.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
26 18 18 72 78 105 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 539,898
COMMITMENTS
96,434 56,686 66,528 343,630 377,731 506,592 500,945 33,306 38,953
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 23,532)
-957 147 1,993 28,199 24,265 29,235 26,405 -5,703 -2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 10.5 12.3 63.6 70.0 93.8 92.8 6.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 16 36 44 52 87 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,167
COMMITMENTS
3,309 2,623 7 8,691 10,299 12,007 12,929 4,160 3,238
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 45)
137 95 7 0 -124 144 -22 -99 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 16.2 0.0 53.8 63.7 74.3 80.0 25.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 2 4 8 12 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,880
COMMITMENTS
34,094 13,292 926 22,225 37,473 57,245 51,691 12,635 18,189
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,326)
-829 119 -183 2,734 2,762 1,722 2,698 604 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 19.0 1.3 31.8 53.6 81.9 74.0 18.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
40 18 8 24 28 66 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,483
COMMITMENTS
8,648 9,151 0 1,737 2,218 10,385 11,369 1,098 114
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 135)
118 179 0 17 -45 135 134 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 79.7 0.0 15.1 19.3 90.4 99.0 9.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 0 2 2 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,603
COMMITMENTS
519 3,607 101 15,785 12,740 16,405 16,448 198 155
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 781)
161 454 0 550 351 711 805 70 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 21.7 0.6 95.1 76.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 2 14 13 19 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,215
COMMITMENTS
7,510 680 22 28,490 35,431 36,022 36,133 193 82
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -5,552)
-426 241 -131 -5,009 -5,689 -5,566 -5,579 14 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 1.9 0.1 78.7 97.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 1 9 10 18 16
Updated November 20, 2009