WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 430,167
COMMITMENTS
80,471 103,448 111,820 203,965 165,605 396,255 380,872 33,912 49,295
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -729)
2,643 3,672 -2,468 -389 1,673 -213 2,877 -516 -3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 24.0 26.0 47.4 38.5 92.1 88.5 7.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
114 142 127 82 95 273 294
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,377,970
COMMITMENTS
247,273 107,306 414,406 589,463 588,264 1251142 1109976 126,828 267,994
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 64,874)
18,113 -15,929 27,760 11,110 40,501 56,983 52,332 7,891 12,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.8 30.1 42.8 42.7 90.8 80.6 9.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
172 164 226 212 284 517 560
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 13,872
COMMITMENTS
1,782 1,254 1,076 8,887 9,658 11,745 11,987 2,127 1,884
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -176)
-449 -217 24 41 -8 -384 -202 208 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 9.0 7.8 64.1 69.6 84.7 86.4 15.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 7 6 17 12 31 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 607,932
COMMITMENTS
93,259 61,891 195,429 267,368 256,303 556,056 513,623 51,877 94,310
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 18,504)
6,461 9,000 3,195 2,921 3,774 12,578 15,969 5,927 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.2 32.1 44.0 42.2 91.5 84.5 8.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
143 142 213 124 153 397 415
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 243,041
COMMITMENTS
33,160 53,580 55,294 130,543 106,953 218,997 215,827 24,044 27,213
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -7,721)
2,457 -614 -3,850 -8,645 -3,340 -10,038 -7,803 2,316 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.0 22.8 53.7 44.0 90.1 88.8 9.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
52 68 71 66 64 169 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 828,730
COMMITMENTS
83,454 142,761 34,583 564,262 514,628 682,300 691,972 146,431 136,758
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 27,133)
10,105 2,503 8,406 -1,778 8,267 16,734 19,176 10,400 7,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 17.2 4.2 68.1 62.1 82.3 83.5 17.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
35 27 34 70 78 119 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 172,182
COMMITMENTS
39,542 13,764 31,044 76,666 104,783 147,251 149,591 24,931 22,591
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,553)
358 2,921 -468 1,342 -2,246 1,232 207 321 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.0 18.0 44.5 60.9 85.5 86.9 14.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
55 30 53 61 62 146 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,277
COMMITMENTS
2,704 1,528 1,472 6,160 7,795 10,336 10,795 1,941 1,482
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 388)
-200 391 -75 609 211 334 526 55 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 12.4 12.0 50.2 63.5 84.2 87.9 15.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 8 13 22 19 45 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 901,415
COMMITMENTS
300,386 139,917 26,152 471,125 597,248 797,663 763,317 103,752 138,098
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 67,627)
-5,529 4,547 -7,740 72,785 52,512 59,516 49,319 8,111 18,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 15.5 2.9 52.3 66.3 88.5 84.7 11.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
37 51 30 75 109 125 177
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,549,002
COMMITMENTS
171,384 143,417 196,253 895,487 882,647 1263124 1222318 285,878 326,684
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 152,068)
30,060 -38,229 66,639 56,099 128,468 152,798 156,878 -730 -4,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.3 12.7 57.8 57.0 81.5 78.9 18.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
51 46 66 123 135 206 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 851,715
COMMITMENTS
118,431 83,124 24,431 499,415 556,610 642,277 664,164 209,438 187,550
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 24,348)
20,437 10,737 -1,902 -193 24,095 18,343 32,930 6,005 -8,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.8 2.9 58.6 65.4 75.4 78.0 24.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
22 23 22 67 80 101 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 781,646
COMMITMENTS
82,853 24,363 311,059 351,566 406,888 745,477 742,310 36,169 39,336
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -16,167)
-43,888 -1,472 24,312 3,603 -35,164 -15,972 -12,324 -195 -3,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.1 39.8 45.0 52.1 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 17 46 44 46 96 96
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 13,487
COMMITMENTS
3,201 1,343 6 6,950 9,355 10,157 10,703 3,331 2,784
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 10.0 0.0 51.5 69.4 75.3 79.4 24.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 2 6 7 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 71,080
COMMITMENTS
28,746 7,311 746 28,503 47,356 57,995 55,413 13,085 15,667
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,267)
-494 -3,480 -523 -3,218 2,191 -4,236 -1,812 968 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 10.3 1.0 40.1 66.6 81.6 78.0 18.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 13 8 24 24 58 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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