WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,029
COMMITMENTS
68,953 93,749 51,851 212,188 166,293 332,992 311,893 26,037 47,136
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 3,307)
-3,633 14,051 3,212 6,904 -10,951 6,483 6,312 -3,176 -3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 26.1 14.4 59.1 46.3 92.7 86.9 7.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
93 136 95 68 94 229 271
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 963,483
COMMITMENTS
284,250 69,408 83,057 500,549 580,849 867,856 733,314 95,627 230,169
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 9,475)
-980 -2,861 892 9,749 12,256 9,661 10,287 -186 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 7.2 8.6 52.0 60.3 90.1 76.1 9.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
159 116 140 170 274 402 480
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,985
COMMITMENTS
2,489 1,141 211 7,285 9,444 9,985 10,796 2,000 1,189
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -101)
204 271 -15 -60 -303 129 -47 -230 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 9.5 1.8 60.8 78.8 83.3 90.1 16.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 6 2 12 11 23 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,655
COMMITMENTS
126,422 35,303 67,980 214,761 264,433 409,163 367,716 48,492 89,939
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -29,583)
-27,778 570 4,879 305 -31,520 -22,594 -26,071 -6,989 -3,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.7 14.9 46.9 57.8 89.4 80.3 10.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
150 85 130 106 157 334 324
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,388
COMMITMENTS
11,579 1,525 341 0 1,300 11,920 3,166 2,468 11,222
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -2,762)
-2,052 -880 7 0 -854 -2,045 -1,727 -717 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 10.6 2.4 0.0 9.0 82.8 22.0 17.2 78.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
15 3 10 0 4 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 218,115
COMMITMENTS
44,122 20,579 44,008 102,083 133,378 190,213 197,965 27,902 20,150
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -11,722)
-13,875 -1,146 -233 6,773 -11,523 -7,335 -12,902 -4,387 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 9.4 20.2 46.8 61.2 87.2 90.8 12.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
61 50 78 57 53 174 160
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,977
COMMITMENTS
61,035 152,676 4,102 501,756 391,104 566,893 547,882 114,084 133,095
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -16,232)
5,179 -3,525 -557 -7,169 -26,563 -2,547 -30,645 -13,685 14,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 22.4 0.6 73.7 57.4 83.2 80.5 16.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 31 6 69 73 103 106
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,420
COMMITMENTS
166 80 153 6,764 6,891 7,083 7,124 337 296
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 406)
91 -33 -32 281 377 340 312 66 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.1 2.1 91.2 92.9 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 17 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 167,371
COMMITMENTS
49,386 24,670 15,352 68,214 103,940 132,952 143,962 34,419 23,409
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -6,991)
-9,799 332 556 5,295 -9,729 -3,948 -8,841 -3,043 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 14.7 9.2 40.8 62.1 79.4 86.0 20.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
58 30 32 50 48 128 97
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,345
COMMITMENTS
6,230 237 609 5,272 14,357 12,111 15,203 4,234 1,142
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,346)
-716 64 -417 558 -1,108 -575 -1,461 -771 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 1.4 3.7 32.3 87.8 74.1 93.0 25.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
36 3 9 21 21 60 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 886,037
COMMITMENTS
334,292 138,885 9,222 460,380 614,998 803,894 763,105 82,143 122,932
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -22,477)
535 -16,104 -3,906 -12,107 -2,785 -15,478 -22,795 -6,999 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 15.7 1.0 52.0 69.4 90.7 86.1 9.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
35 54 19 67 106 112 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,171,610
COMMITMENTS
162,320 247,290 24,340 739,597 631,781 926,257 903,411 245,353 268,199
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -6,814)
-5,855 26,334 -4,828 26,701 -23,905 16,018 -2,399 -22,832 -4,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 21.1 2.1 63.1 53.9 79.1 77.1 20.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
42 44 22 102 99 156 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 815,064
COMMITMENTS
131,878 72,476 5,867 501,885 532,645 639,630 610,988 175,434 204,076
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -14,251)
-161 -22,102 -3 10,316 10,110 10,152 -11,995 -24,403 -2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 8.9 0.7 61.6 65.4 78.5 75.0 21.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
20 23 6 64 73 87 99
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 537,056
COMMITMENTS
83,818 51,393 56,505 365,758 391,277 506,081 499,175 30,975 37,881
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -3,167)
1,417 -3,001 -5,307 2,331 4,283 -1,559 -4,025 -1,608 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 9.6 10.5 68.1 72.9 94.2 92.9 5.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 24 32 44 58 85 106
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,070
COMMITMENTS
25,908 8,481 680 24,402 43,852 50,990 53,013 11,080 9,057
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -24,903)
-3,505 -5,270 -1,953 -14,835 -12,101 -20,293 -19,324 -4,610 -5,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 13.7 1.1 39.3 70.6 82.1 85.4 17.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 17 2 24 24 51 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,869
COMMITMENTS
9,935 12,052 0 1,568 715 11,503 12,767 1,366 102
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -2,275)
52 2,273 -2,327 -90 -2,214 -2,365 -2,268 90 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 93.7 0.0 12.2 5.6 89.4 99.2 10.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 1 3 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,963
COMMITMENTS
145 2,127 175 7,913 5,896 8,233 8,198 730 765
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -312)
-221 -424 80 -695 -628 -836 -972 524 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 23.7 2.0 88.3 65.8 91.9 91.5 8.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 9 2 13 12 17 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,004
COMMITMENTS
3,075 1,052 0 10,539 12,641 13,614 13,693 390 311
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -286)
-478 929 0 -37 -1,481 -515 -552 229 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 7.5 0.0 75.3 90.3 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 4 0 8 10 15 14
Updated December 28, 2009