WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,702
COMMITMENTS
76,099 66,077 98,276 214,242 208,487 388,618 372,841 33,084 48,861
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,821)
2,643 -614 1,225 -1,692 3,080 2,176 3,691 645 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 15.7 23.3 50.8 49.4 92.2 88.4 7.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
122 123 130 74 103 279 283
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,220,867
COMMITMENTS
282,585 59,602 260,362 549,839 621,111 1092785 941,074 128,082 279,793
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 6,007)
26,837 -3,562 -1,813 -13,276 18,747 11,748 13,371 -5,740 -7,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.9 21.3 45.0 50.9 89.5 77.1 10.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
194 109 236 191 294 515 569
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,641
COMMITMENTS
2,340 1 1,187 6,515 10,394 10,042 11,582 2,599 1,059
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -996)
-179 -105 84 -891 -774 -986 -795 -10 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 9.4 51.5 82.2 79.4 91.6 20.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 1 6 13 12 28 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,589
COMMITMENTS
140,233 25,845 162,643 240,811 324,236 543,686 512,724 64,903 95,866
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 21,245)
1,725 -1,522 7,664 8,659 14,695 18,048 20,837 3,197 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.2 26.7 39.6 53.3 89.3 84.2 10.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478)
179 101 163 113 173 382 362
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,389
COMMITMENTS
15,754 1,985 484 0 2,216 16,238 4,685 3,151 14,704
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,843)
2,019 -325 60 0 303 2,079 38 -236 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 10.2 2.5 0.0 11.4 83.7 24.2 16.3 75.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 5 10 0 5 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,010
COMMITMENTS
61,284 20,144 72,463 122,483 179,012 256,230 271,618 37,780 22,392
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 6,808)
811 -663 -1,983 5,305 7,826 4,133 5,180 2,675 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.9 24.6 41.7 60.9 87.2 92.4 12.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
82 45 75 61 61 198 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 865,642
COMMITMENTS
84,567 160,191 46,575 583,437 518,227 714,578 724,992 151,063 140,649
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 15,167)
12,898 -16,138 6,997 -8,533 29,400 11,363 20,259 3,804 -5,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 18.5 5.4 67.4 59.9 82.5 83.8 17.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 30 37 79 82 131 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,463
COMMITMENTS
57,321 14,680 23,834 64,516 122,946 145,671 161,461 37,792 22,003
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,070)
3,701 1,410 -1,375 -7,116 -2,997 -4,791 -2,962 1,720 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 8.0 13.0 35.2 67.0 79.4 88.0 20.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
71 29 41 52 50 145 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,633
COMMITMENTS
6,691 269 1,232 4,778 14,852 12,701 16,353 4,932 1,281
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,447)
526 -157 361 109 1,043 997 1,247 451 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 1.5 7.0 27.1 84.2 72.0 92.7 28.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 2 8 27 20 68 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,023,607
COMMITMENTS
360,513 144,112 65,611 508,804 687,876 934,928 897,598 88,679 126,009
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -85,094)
-28,187 -28,675 25,275 -68,412 -51,914 -71,324 -55,313 -13,770 -29,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 14.1 6.4 49.7 67.2 91.3 87.7 8.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
38 53 31 81 126 137 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,601,570
COMMITMENTS
198,263 202,325 178,077 911,672 902,305 1288012 1282707 313,557 318,863
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 59,414)
10,122 -66,443 54,430 -15,163 55,706 49,389 43,693 10,025 15,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.6 11.1 56.9 56.3 80.4 80.1 19.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
40 42 50 109 119 175 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 936,001
COMMITMENTS
114,949 88,813 64,648 521,765 538,276 701,362 691,737 234,639 244,264
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 54,374)
-22,635 9,422 40,403 18,630 -10,661 36,398 39,164 17,977 15,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 9.5 6.9 55.7 57.5 74.9 73.9 25.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
19 18 17 76 87 105 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 902,227
COMMITMENTS
71,717 45,379 287,542 493,682 521,162 852,941 854,083 49,286 48,143
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -45,259)
-850 -4,212 -45,495 -7,573 1,773 -53,918 -47,934 8,659 2,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.0 31.9 54.7 57.8 94.5 94.7 5.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
28 31 47 49 56 99 114
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,678
COMMITMENTS
3,519 2,854 4 8,700 9,222 12,223 12,080 3,455 3,599
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,103)
-255 237 2 -0 -1,499 -253 -1,260 -849 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 18.2 0.0 55.5 58.8 78.0 77.0 22.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 2 5 8 10 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,088
COMMITMENTS
38,142 14,155 1,119 21,872 46,255 61,132 61,528 11,955 11,560
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,678)
3,468 1,435 72 -1,406 6,394 2,134 7,900 1,544 -4,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 19.4 1.5 29.9 63.3 83.6 84.2 16.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
44 15 8 28 32 74 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,456
COMMITMENTS
9,323 9,523 0 1,982 2,933 11,305 12,456 1,151 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 194)
184 98 0 23 104 207 202 -13 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 76.5 0.0 15.9 23.5 90.8 100.0 9.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 6 0 2 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,014
COMMITMENTS
585 3,670 95 15,128 12,103 15,808 15,868 206 146
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -774)
55 -285 -4 -719 -448 -668 -737 -106 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 22.9 0.6 94.5 75.6 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 1 14 15 19 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,855
COMMITMENTS
5,711 251 88 31,569 37,178 37,368 37,517 487 338
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -865)
-797 -613 66 -98 -275 -829 -822 -36 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.7 0.2 83.4 98.2 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 5 1 10 9 20 15
Updated December 4, 2009