WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,424
COMMITMENTS
69,686 95,554 52,609 211,713 167,466 334,008 315,629 27,416 45,795
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 2,395)
733 1,805 758 -475 1,173 1,016 3,736 1,379 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 26.4 14.6 58.6 46.3 92.4 87.3 7.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
94 135 99 64 91 229 267
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 989,671
COMMITMENTS
299,554 62,766 86,330 500,403 604,714 886,287 753,810 103,384 235,861
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 26,188)
15,304 -6,642 3,273 -146 23,865 18,431 20,496 7,757 5,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 6.3 8.7 50.6 61.1 89.6 76.2 10.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
168 104 137 168 272 408 469
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,009
COMMITMENTS
2,570 1,093 194 6,914 9,509 9,678 10,796 2,331 1,213
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 24)
81 -48 -17 -371 65 -307 0 331 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 9.1 1.6 57.6 79.2 80.6 89.9 19.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 3 12 11 24 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,295
COMMITMENTS
111,706 36,056 63,405 202,975 240,082 378,086 339,543 45,209 83,752
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -34,360)
-14,716 753 -4,575 -11,786 -24,351 -31,077 -28,173 -3,283 -6,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 8.5 15.0 48.0 56.7 89.3 80.2 10.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
125 87 121 97 152 306 307
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 210,048
COMMITMENTS
43,230 20,728 43,802 94,736 127,494 181,768 192,024 28,280 18,024
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -8,067)
-892 149 -206 -7,347 -5,884 -8,445 -5,941 378 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 9.9 20.9 45.1 60.7 86.5 91.4 13.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
65 49 81 49 50 172 160
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 670,423
COMMITMENTS
46,190 149,880 2,547 503,468 388,317 552,205 540,744 118,218 129,679
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -10,554)
-14,845 -2,796 -1,555 1,712 -2,787 -14,688 -7,138 4,134 -3,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 22.4 0.4 75.1 57.9 82.4 80.7 17.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 30 5 69 73 98 104
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,726
COMMITMENTS
0 376 155 6,335 6,000 6,490 6,531 236 195
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -694)
-166 296 2 -429 -891 -593 -593 -101 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 2.3 94.2 89.2 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 17 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,749
COMMITMENTS
48,995 24,417 13,522 66,950 104,563 129,467 142,502 29,282 16,247
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -8,622)
-391 -253 -1,830 -1,264 623 -3,485 -1,460 -5,137 -7,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 15.4 8.5 42.2 65.9 81.6 89.8 18.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
57 32 32 48 46 129 93
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,981
COMMITMENTS
6,194 823 440 5,415 13,672 12,049 14,935 3,932 1,046
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -364)
-36 586 -169 143 -685 -62 -268 -302 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 5.1 2.8 33.9 85.6 75.4 93.5 24.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
32 5 4 24 19 59 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 853,762
COMMITMENTS
288,266 134,545 17,172 468,526 590,012 773,964 741,729 79,798 112,033
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -32,275)
-46,026 -4,340 7,950 8,146 -24,986 -29,930 -21,376 -2,345 -10,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 15.8 2.0 54.9 69.1 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
35 52 19 68 107 112 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,407
COMMITMENTS
151,758 288,114 23,417 746,976 575,359 922,151 886,890 237,256 272,517
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -12,203)
-10,562 40,824 -923 7,379 -56,422 -4,106 -16,521 -8,097 4,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 24.9 2.0 64.4 49.6 79.5 76.5 20.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
40 39 19 93 91 142 140
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 758,023
COMMITMENTS
106,855 76,615 13,934 479,735 457,677 600,524 548,226 157,499 209,797
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -57,041)
-25,023 4,139 8,067 -22,150 -74,968 -39,106 -62,762 -17,935 5,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 10.1 1.8 63.3 60.4 79.2 72.3 20.8 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
19 21 7 65 73 87 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 550,847
COMMITMENTS
86,982 52,189 59,416 372,800 400,815 519,198 512,420 31,649 38,427
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 13,791)
3,164 796 2,911 7,042 9,538 13,117 13,245 674 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.5 10.8 67.7 72.8 94.3 93.0 5.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 26 32 46 57 89 105
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,963
COMMITMENTS
26,570 6,673 566 25,006 47,909 52,142 55,148 11,821 8,815
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,893)
662 -1,808 -114 604 4,057 1,152 2,135 741 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 10.4 0.9 39.1 74.9 81.5 86.2 18.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 13 3 22 29 51 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,802
COMMITMENTS
9,904 12,066 0 1,531 635 11,435 12,701 1,367 101
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -67)
-31 14 0 -37 -80 -68 -66 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.4 94.3 0.0 12.0 5.0 89.3 99.2 10.7 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 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,226
COMMITMENTS
104 2,364 175 8,411 6,012 8,690 8,551 536 675
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 263)
-41 237 0 498 116 457 353 -194 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 25.6 1.9 91.2 65.2 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 9 2 12 13 16 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,303
COMMITMENTS
2,389 1,010 0 10,632 12,073 13,021 13,083 282 220
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -701)
-686 -42 0 93 -568 -593 -610 -108 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 7.6 0.0 79.9 90.8 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 0 8 10 14 14
Updated January 7, 2010