WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,790
COMMITMENTS
75,583 64,302 99,689 213,455 206,401 388,728 370,392 33,062 51,398
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 88)
-516 -1,776 1,413 -787 -2,086 110 -2,449 -22 2,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 15.2 23.6 50.6 48.9 92.2 87.8 7.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
121 121 119 74 98 263 276
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,218,859
COMMITMENTS
269,720 80,575 260,185 564,986 606,275 1094891 947,035 123,969 271,824
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,008)
-12,865 20,974 -176 15,147 -14,836 2,105 5,961 -4,113 -7,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 6.6 21.3 46.4 49.7 89.8 77.7 10.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
184 129 217 207 294 503 558
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,187
COMMITMENTS
1,723 406 928 7,593 9,863 10,244 11,197 2,943 1,990
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 546)
-617 405 -260 1,078 -531 201 -386 344 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 3.1 7.0 57.6 74.8 77.7 84.9 22.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 3 2 13 12 22 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,896
COMMITMENTS
144,937 32,422 159,248 243,155 319,241 547,339 510,911 64,556 100,984
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 3,306)
4,704 6,577 -3,395 2,344 -4,995 3,653 -1,812 -347 5,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 5.3 26.0 39.7 52.2 89.4 83.5 10.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488)
173 111 173 112 173 387 377
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,876
COMMITMENTS
15,634 2,475 485 0 2,037 16,119 4,997 2,757 13,879
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -513)
-120 490 1 0 -179 -119 312 -394 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 13.1 2.6 0.0 10.8 85.4 26.5 14.6 73.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 5 12 0 5 18 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 274,347
COMMITMENTS
59,317 19,448 62,922 113,778 170,209 236,017 252,580 38,330 21,767
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -19,663)
-1,967 -695 -9,540 -8,706 -8,803 -20,213 -19,039 550 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.1 22.9 41.5 62.0 86.0 92.1 14.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
76 50 67 58 60 185 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 781,954
COMMITMENTS
61,828 144,111 41,882 535,546 465,876 639,256 651,870 142,698 130,084
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -83,688)
-22,739 -16,079 -4,693 -47,891 -52,351 -75,322 -73,123 -8,366 -10,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 18.4 5.4 68.5 59.6 81.8 83.4 18.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
33 34 37 80 83 132 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 181,375
COMMITMENTS
55,974 17,721 23,141 65,591 119,160 144,706 160,021 36,668 21,354
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,088)
-1,347 3,040 -693 1,076 -3,787 -964 -1,439 -1,124 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 9.8 12.8 36.2 65.7 79.8 88.2 20.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
68 32 43 54 51 146 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,701
COMMITMENTS
6,578 218 950 4,917 15,175 12,445 16,343 5,256 1,358
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 68)
-112 -50 -282 139 323 -256 -9 324 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 1.2 5.4 27.8 85.7 70.3 92.3 29.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
33 5 6 29 20 67 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 981,708
COMMITMENTS
368,917 160,511 52,160 476,513 646,743 897,589 859,414 84,119 122,294
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -41,899)
8,404 16,399 -13,451 -32,291 -41,132 -37,338 -38,184 -4,560 -3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 16.4 5.3 48.5 65.9 91.4 87.5 8.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
39 61 36 79 115 140 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,488,359
COMMITMENTS
191,713 195,850 145,220 858,415 837,836 1195348 1178906 293,011 309,453
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -113,211)
-6,550 -6,474 -32,857 -53,258 -64,469 -92,665 -103,801 -20,546 -9,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.2 9.8 57.7 56.3 80.3 79.2 19.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
47 34 52 114 114 182 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 894,918
COMMITMENTS
136,759 95,161 47,433 489,937 528,510 674,129 671,104 220,790 223,814
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -41,082)
21,810 6,349 -17,215 -31,828 -9,766 -27,233 -20,633 -13,849 -20,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.6 5.3 54.7 59.1 75.3 75.0 24.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 25 22 74 85 111 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 864,116
COMMITMENTS
59,703 52,352 295,151 472,305 476,397 827,160 823,900 36,956 40,215
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -38,111)
-12,013 6,973 7,609 -21,377 -44,765 -25,781 -30,183 -12,330 -7,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.1 34.2 54.7 55.1 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
24 34 50 47 57 100 118
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,756
COMMITMENTS
3,493 2,873 14 8,701 9,222 12,208 12,109 3,548 3,647
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 77)
-26 19 10 1 0 -15 29 93 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 18.2 0.1 55.2 58.5 77.5 76.9 22.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 2 5 8 9 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,588
COMMITMENTS
32,077 15,517 1,330 26,955 43,717 60,362 60,564 11,226 11,024
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,500)
-6,065 1,362 211 5,083 -2,537 -771 -964 -729 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 21.7 1.9 37.7 61.1 84.3 84.6 15.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 21 9 31 29 70 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,434
COMMITMENTS
9,605 9,537 0 1,658 2,893 11,263 12,430 1,171 4
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -22)
282 14 0 -324 -40 -42 -26 20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 76.7 0.0 13.3 23.3 90.6 100.0 9.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 6 0 1 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,639
COMMITMENTS
720 3,834 95 15,600 12,584 16,415 16,513 224 126
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 625)
135 164 0 472 481 607 645 18 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 23.0 0.6 93.8 75.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 11 1 15 14 19 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,228
COMMITMENTS
3,924 819 270 33,567 36,839 37,761 37,928 467 300
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 373)
-1,787 568 182 1,998 -339 393 411 -20 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.1 0.7 87.8 96.4 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 2 10 10 19 17
Updated December 11, 2009