WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,517
COMMITMENTS
81,791 113,325 39,589 179,661 131,418 301,041 284,332 29,476 46,185
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,293)
2,341 4,915 -4,603 917 893 -1,345 1,205 -948 -3,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 34.3 12.0 54.4 39.8 91.1 86.0 8.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
100 142 90 66 85 225 265
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 899,495
COMMITMENTS
255,996 159,733 78,991 463,894 448,604 798,881 687,328 100,614 212,167
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 47,266)
24,741 -2,453 5,137 11,336 34,607 41,214 37,291 6,052 9,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 17.8 8.8 51.6 49.9 88.8 76.4 11.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
137 163 139 159 259 401 482
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,105
COMMITMENTS
2,178 1,254 478 8,438 9,540 11,094 11,272 2,011 1,833
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -196)
-402 -217 8 -21 -14 -415 -223 219 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 9.6 3.6 64.4 72.8 84.7 86.0 15.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 7 3 15 10 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,603
COMMITMENTS
104,113 73,235 75,598 226,727 223,305 406,438 372,138 46,165 80,465
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 14,845)
7,876 9,693 668 824 2,792 9,368 13,153 5,477 1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 16.2 16.7 50.1 49.3 89.8 82.2 10.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
115 136 152 107 140 325 369
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,844
COMMITMENTS
17,894 2,614 360 24 3,988 18,278 6,962 2,566 13,882
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,523)
-1,404 -801 -104 13 499 -1,495 -406 -28 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.8 12.5 1.7 0.1 19.1 87.7 33.4 12.3 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 6 7 2 9 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 205,530
COMMITMENTS
38,975 51,571 33,882 109,342 93,818 182,199 179,271 23,331 26,259
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -7,677)
651 -1,407 -2,725 -7,972 -3,819 -10,046 -7,951 2,369 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 25.1 16.5 53.2 45.6 88.6 87.2 11.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
56 61 60 62 55 156 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 768,850
COMMITMENTS
80,955 142,903 9,487 544,819 492,246 635,261 644,636 133,589 124,214
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 16,181)
9,533 2,756 2,320 -3,853 5,278 8,000 10,354 8,181 5,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 18.6 1.2 70.9 64.0 82.6 83.8 17.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 32 13 65 72 97 109
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,408
COMMITMENTS
39,782 13,400 18,828 70,209 98,939 128,819 131,167 23,589 21,241
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,074)
79 1,948 155 305 -2,138 539 -35 535 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 8.8 12.4 46.1 64.9 84.5 86.1 15.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
45 32 40 58 58 132 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,691
COMMITMENTS
2,715 1,631 1,121 5,970 7,557 9,806 10,309 1,885 1,382
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 408)
-125 376 -106 578 277 347 547 61 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 14.0 9.6 51.1 64.6 83.9 88.2 16.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 9 13 20 17 43 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 876,398
COMMITMENTS
300,980 142,968 8,793 464,134 589,182 773,907 740,943 102,491 135,455
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 72,939)
-6,249 5,237 -4,139 75,323 53,361 64,935 54,459 8,004 18,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 16.3 1.0 53.0 67.2 88.3 84.5 11.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
32 54 17 71 106 112 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,237,547
COMMITMENTS
172,339 183,554 45,814 754,531 709,498 972,684 938,866 264,863 298,681
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 83,637)
33,381 -22,705 25,482 27,341 91,239 86,204 94,016 -2,567 -10,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.8 3.7 61.0 57.3 78.6 75.9 21.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
40 52 28 96 110 150 176
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 806,851
COMMITMENTS
118,581 87,574 4,612 484,535 535,401 607,728 627,587 199,123 179,264
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 19,503)
20,986 11,568 -4,658 -1,332 22,149 14,996 29,059 4,507 -9,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 10.9 0.6 60.1 66.4 75.3 77.8 24.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
22 22 11 62 76 89 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 444,901
COMMITMENTS
115,419 43,701 47,171 249,817 318,865 412,407 409,737 32,494 35,164
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -8,979)
-19,979 18,594 9,796 1,277 -34,584 -8,906 -6,194 -73 -2,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 9.8 10.6 56.2 71.7 92.7 92.1 7.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 12 32 40 40 83 77
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,359
COMMITMENTS
3,198 1,343 5 6,919 9,332 10,122 10,680 3,237 2,679
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 10.1 0.0 51.8 69.9 75.8 79.9 24.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 1 5 7 11 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,231
COMMITMENTS
28,806 7,285 338 26,288 45,379 55,432 53,002 12,799 15,229
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,531)
-497 -3,433 -649 -3,321 2,126 -4,467 -1,956 936 -1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 10.7 0.5 38.5 66.5 81.2 77.7 18.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 13 5 21 23 54 41
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,942
COMMITMENTS
1,720 1,820 197 13,797 13,753 15,714 15,770 228 172
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,067)
1,141 -1,268 107 -3,395 -924 -2,147 -2,085 80 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 11.4 1.2 86.5 86.3 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 11 2 11 15 18 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,700
COMMITMENTS
4,784 545 25 26,676 31,096 31,485 31,666 215 34
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 678)
-1,018 280 0 1,664 401 646 681 32 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 1.7 0.1 84.2 98.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 9 8 18 17
Updated October 9, 2008