WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,402
COMMITMENTS
75,522 70,284 104,721 221,848 205,882 402,091 380,887 33,311 54,515
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 13,612)
-61 5,983 5,032 8,393 -519 13,363 10,495 249 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 16.1 24.1 51.0 47.3 92.3 87.5 7.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
123 117 128 80 101 275 286
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,212,495
COMMITMENTS
272,089 67,873 256,424 564,032 622,373 1092545 946,670 119,950 265,825
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -6,364)
2,370 -12,702 -3,761 -954 16,098 -2,345 -365 -4,019 -5,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.6 21.1 46.5 51.3 90.1 78.1 9.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
181 116 196 212 298 486 537
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,059
COMMITMENTS
1,717 870 922 8,114 9,922 10,753 11,714 2,307 1,345
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -128)
-7 464 -6 522 59 509 518 -637 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 6.7 7.1 62.1 76.0 82.3 89.7 17.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 6 3 14 14 24 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 622,997
COMMITMENTS
150,150 35,276 163,508 246,961 321,017 560,618 519,801 62,378 103,196
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 11,101)
5,213 2,854 4,260 3,806 1,776 13,279 8,889 -2,178 2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 5.7 26.2 39.6 51.5 90.0 83.4 10.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
182 113 182 115 169 397 381
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,150
COMMITMENTS
13,631 2,405 334 0 2,154 13,965 4,893 3,185 12,257
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -1,726)
-2,003 -70 -151 0 117 -2,154 -104 428 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 14.0 1.9 0.0 12.6 81.4 28.5 18.6 71.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 4 12 0 5 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 268,540
COMMITMENTS
55,421 18,996 67,070 111,846 162,220 234,337 248,285 34,203 20,254
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -5,807)
-3,896 -453 4,147 -1,932 -7,989 -1,680 -4,294 -4,127 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 7.1 25.0 41.6 60.4 87.3 92.5 12.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
80 42 83 57 63 193 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 761,483
COMMITMENTS
56,758 156,376 35,466 528,929 441,476 621,153 633,319 140,330 128,165
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -20,470)
-5,070 12,265 -6,416 -6,617 -24,401 -18,103 -18,551 -2,368 -1,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.5 4.7 69.5 58.0 81.6 83.2 18.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
31 35 37 77 81 129 132
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,014
COMMITMENTS
75 113 185 6,483 6,514 6,743 6,812 271 202
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.6 2.6 92.4 92.9 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 18 17 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,146
COMMITMENTS
60,110 19,099 27,447 67,599 124,876 155,156 171,422 39,989 23,723
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 13,771)
4,136 1,378 4,306 2,008 5,717 10,450 11,401 3,321 2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 9.8 14.1 34.6 64.0 79.5 87.8 20.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
75 30 41 55 52 154 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,790
COMMITMENTS
7,070 122 1,551 4,951 15,940 13,572 17,613 5,218 1,177
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,089)
492 -96 601 34 765 1,127 1,270 -38 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 0.7 8.3 26.3 84.8 72.2 93.7 27.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 4 10 30 22 75 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 948,067
COMMITMENTS
333,341 149,749 44,293 479,548 625,725 857,182 819,767 90,885 128,300
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -33,641)
-35,576 -10,762 -7,867 3,036 -21,018 -40,407 -39,647 6,766 6,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 15.8 4.7 50.6 66.0 90.4 86.5 9.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
34 58 34 75 112 130 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,492,829
COMMITMENTS
165,374 225,842 165,950 869,569 808,141 1200892 1199932 291,937 292,896
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 4,470)
-26,340 29,991 20,730 11,154 -29,695 5,544 21,026 -1,074 -16,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 15.1 11.1 58.2 54.1 80.4 80.4 19.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
43 39 55 115 117 185 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 872,718
COMMITMENTS
130,741 92,004 26,740 504,192 536,528 661,673 655,272 211,045 217,446
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -22,200)
-6,017 -3,157 -20,693 14,255 8,019 -12,455 -15,832 -9,745 -6,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.5 3.1 57.8 61.5 75.8 75.1 24.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 20 20 72 79 105 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 919,587
COMMITMENTS
79,571 52,246 300,449 502,970 524,554 882,990 877,249 36,596 42,338
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 55,471)
19,868 -106 5,297 30,666 48,157 55,831 53,349 -360 2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.7 32.7 54.7 57.0 96.0 95.4 4.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
30 28 50 50 60 105 119
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 18,333
COMMITMENTS
3,618 3,165 565 9,005 9,025 13,188 12,755 5,145 5,578
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,577)
125 292 551 304 -197 980 646 1,597 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 17.3 3.1 49.1 49.2 71.9 69.6 28.1 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 8 4 7 9 13 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,119
COMMITMENTS
29,113 13,850 3,470 43,656 59,813 76,240 77,133 15,880 14,987
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 20,532)
-2,963 -1,667 2,140 16,701 16,096 15,878 16,568 4,654 3,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 15.0 3.8 47.4 64.9 82.8 83.7 17.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
39 15 14 31 37 73 63
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,144
COMMITMENTS
9,883 9,779 2,327 1,658 2,929 13,868 15,035 1,276 109
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,710)
278 242 2,327 0 36 2,605 2,605 105 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 64.6 15.4 10.9 19.3 91.6 99.3 8.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 2 1 2 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,275
COMMITMENTS
366 2,551 95 8,608 6,524 9,069 9,170 206 105
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -7,364)
-354 -1,283 0 -6,992 -6,060 -7,346 -7,343 -18 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 27.5 1.0 92.8 70.3 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 11 1 14 12 18 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,290
COMMITMENTS
3,553 123 0 10,576 14,122 14,129 14,245 161 45
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -23,938)
-371 -696 -270 -22,991 -22,717 -23,632 -23,683 -306 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.9 0.0 74.0 98.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 4 0 8 10 17 14
Updated December 18, 2009