WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,257
COMMITMENTS
66,856 75,586 134,546 220,400 197,418 421,802 407,550 38,455 52,707
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 13,308)
-1,938 -44 4,956 5,247 2,412 8,265 7,323 5,044 5,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 16.4 29.2 47.9 42.9 91.6 88.5 8.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
110 143 155 83 102 299 311
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,473,215
COMMITMENTS
256,519 59,779 441,988 630,973 661,182 1329480 1162949 143,735 310,266
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 50,528)
-1,514 -2,147 7,176 10,783 5,849 16,444 10,878 34,084 39,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 4.1 30.0 42.8 44.9 90.2 78.9 9.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
190 148 257 226 284 566 583
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,718
COMMITMENTS
1,839 107 1,050 9,300 12,215 12,189 13,373 2,528 1,344
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 189)
-231 0 -235 432 471 -33 237 223 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.7 7.1 63.2 83.0 82.8 90.9 17.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 3 6 15 15 30 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,638
COMMITMENTS
106,845 35,211 143,718 228,718 268,503 479,282 447,432 56,356 88,206
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -2,590)
-15,380 5,820 -7,790 18,857 -6,396 -4,313 -8,366 1,723 5,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 6.6 26.8 42.7 50.1 89.5 83.5 10.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
149 93 157 114 156 353 335
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 12,870
COMMITMENTS
10,111 2,010 246 0 971 10,357 3,227 2,513 9,643
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 15.6 1.9 0.0 7.5 80.5 25.1 19.5 74.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
14 4 11 0 3 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 286,457
COMMITMENTS
38,671 26,491 87,807 124,807 150,293 251,286 264,591 35,171 21,865
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,539)
-2,251 -2,092 4,362 261 -51 2,372 2,220 1,167 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.2 30.7 43.6 52.5 87.7 92.4 12.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
65 58 102 66 72 207 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 797,679
COMMITMENTS
45,530 159,027 39,953 594,355 454,849 679,839 653,829 117,841 143,850
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 5,980)
-11,104 6,744 1,627 16,892 -5,029 7,415 3,342 -1,435 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 19.9 5.0 74.5 57.0 85.2 82.0 14.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
31 30 35 80 79 126 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 177,437
COMMITMENTS
44,605 15,556 29,583 68,893 109,171 143,082 154,310 34,355 23,127
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -1,146)
-1,425 4,173 -3,812 3,313 -4,827 -1,924 -4,465 778 3,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 8.8 16.7 38.8 61.5 80.6 87.0 19.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
62 33 44 57 59 141 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,574
COMMITMENTS
5,370 660 898 5,674 12,968 11,942 14,527 3,632 1,047
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 617)
443 -101 -15 -233 641 196 525 421 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.2 5.8 36.4 83.3 76.7 93.3 23.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
31 4 8 22 19 57 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,100,993
COMMITMENTS
373,884 151,253 55,997 579,156 765,313 1009037 972,563 91,955 128,430
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 60,864)
64,400 -5,921 -4,501 17,707 87,579 77,606 77,157 -16,742 -16,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 13.7 5.1 52.6 69.5 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
42 57 34 79 120 136 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,560,407
COMMITMENTS
141,515 200,742 179,050 977,231 823,985 1297796 1203777 262,610 356,629
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 42,110)
16,012 5,963 9,008 24,058 22,254 49,078 37,225 -6,968 4,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 12.9 11.5 62.6 52.8 83.2 77.1 16.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
43 59 65 122 132 202 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 880,747
COMMITMENTS
124,977 68,318 25,413 530,242 575,038 680,633 668,769 200,114 211,977
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 55,411)
23,897 -5,768 -3,456 29,271 60,435 49,712 51,211 5,699 4,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.8 2.9 60.2 65.3 77.3 75.9 22.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
20 23 22 76 85 109 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 875,598
COMMITMENTS
82,985 50,340 302,772 445,521 475,268 831,278 828,380 44,320 47,218
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 30,972)
-3,730 -6,768 3,948 24,291 24,867 24,509 22,047 6,463 8,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.7 34.6 50.9 54.3 94.9 94.6 5.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
34 24 46 51 55 102 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,880
COMMITMENTS
3,322 2,683 393 8,805 10,494 12,520 13,570 4,361 3,310
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 942)
441 279 312 72 4 825 595 117 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 15.9 2.3 52.2 62.2 74.2 80.4 25.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 4 5 8 13 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,988
COMMITMENTS
34,703 13,373 1,959 23,094 37,704 59,756 53,035 12,232 18,953
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 5,507)
9,004 -3,675 750 -3,750 5,553 6,004 2,629 -497 2,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 18.6 2.7 32.1 52.4 83.0 73.7 17.0 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 21 12 28 28 70 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,348
COMMITMENTS
8,530 8,972 0 1,720 2,263 10,250 11,235 1,098 113
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.2 79.1 0.0 15.2 19.9 90.3 99.0 9.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,822
COMMITMENTS
358 3,153 101 15,235 12,389 15,694 15,643 128 179
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 279)
-251 385 0 533 -4 282 381 -3 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 19.9 0.6 96.3 78.3 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 9 2 15 13 20 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,767
COMMITMENTS
7,936 439 153 33,499 41,120 41,588 41,712 179 55
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,661)
606 62 0 1,045 1,625 1,651 1,687 10 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 1.1 0.4 80.2 98.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 5 1 12 11 23 17
Updated November 13, 2009