WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,771
COMMITMENTS
72,899 86,690 105,682 227,824 195,366 406,405 387,738 31,366 50,033
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -2,251)
1,103 2,382 -2,856 -1,896 -471 -3,649 -945 1,398 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 19.8 24.1 52.0 44.6 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
115 125 124 79 96 267 284
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,247,226
COMMITMENTS
283,385 60,629 260,677 575,403 654,720 1119465 976,026 127,761 271,200
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 26,749)
14,254 -7,105 5,302 -319 23,333 19,237 21,530 7,511 5,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.9 20.9 46.1 52.5 89.8 78.3 10.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
176 113 190 219 297 490 530
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,904
COMMITMENTS
2,051 1,093 832 7,570 9,676 10,453 11,601 2,451 1,303
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -123)
166 -48 -124 -526 35 -484 -137 361 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 8.5 6.4 58.7 75.0 81.0 89.9 19.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 7 3 13 15 25 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,575
COMMITMENTS
112,646 39,958 136,319 226,959 258,637 475,924 434,914 50,651 91,661
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -79,869)
-2,651 -3,705 -38,688 -34,125 -31,308 -75,464 -73,701 -4,404 -6,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 7.6 25.9 43.1 49.1 90.4 82.6 9.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
144 97 158 114 157 353 344
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,324
COMMITMENTS
43,083 20,465 59,952 108,321 141,654 211,355 222,071 29,969 19,252
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -18,657)
2,173 -618 -6,371 -14,992 -9,376 -19,190 -16,365 533 -2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 8.5 24.8 44.9 58.7 87.6 92.0 12.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
68 50 90 53 56 185 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,400
COMMITMENTS
47,602 149,076 29,390 520,550 407,596 597,542 586,062 126,858 138,338
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -29,323)
-13,928 -2,200 -11,091 -1,394 -11,449 -26,414 -24,741 -2,909 -4,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 20.6 4.1 71.9 56.3 82.5 80.9 17.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
27 35 30 72 78 118 124
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,726
COMMITMENTS
0 376 155 6,335 6,000 6,490 6,531 236 195
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -694)
-166 296 2 -429 -891 -593 -593 -101 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 2.3 94.2 89.2 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 17 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 177,304
COMMITMENTS
50,244 19,992 24,136 71,381 114,573 145,760 158,701 31,543 18,603
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -10,515)
167 -1,076 -2,965 -2,101 476 -4,899 -3,565 -5,616 -6,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 11.3 13.6 40.3 64.6 82.2 89.5 17.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
65 28 41 50 47 141 97
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,821
COMMITMENTS
5,962 847 1,055 5,728 13,791 12,746 15,693 4,076 1,128
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -490)
-57 540 -166 68 -735 -156 -361 -334 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 5.0 6.3 34.1 82.0 75.8 93.3 24.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 7 6 30 19 67 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 884,201
COMMITMENTS
286,525 131,351 37,761 477,439 599,825 801,724 768,936 82,477 115,265
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -42,837)
-46,763 -3,358 -4,151 10,236 -24,199 -40,678 -31,708 -2,160 -11,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 14.9 4.3 54.0 67.8 90.7 87.0 9.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
34 55 30 72 111 126 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,577,970
COMMITMENTS
145,953 309,739 202,736 968,665 771,976 1317354 1284452 260,616 293,518
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -63,440)
-16,455 33,354 -16,618 -15,094 -81,258 -48,167 -64,522 -15,273 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 19.6 12.8 61.4 48.9 83.5 81.4 16.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
36 47 53 107 109 173 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 797,191
COMMITMENTS
106,138 75,591 32,532 491,978 468,940 630,648 577,063 166,543 220,128
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -65,525)
-25,471 5,870 3,321 -25,774 -81,026 -47,924 -71,836 -17,601 6,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.5 4.1 61.7 58.8 79.1 72.4 20.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
20 22 16 72 75 100 105
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 929,783
COMMITMENTS
77,282 48,900 317,467 499,712 520,844 894,461 887,211 35,322 42,572
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 23,355)
-1,136 83 10,562 14,011 12,820 23,436 23,465 -81 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.3 34.1 53.7 56.0 96.2 95.4 3.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
38 26 48 55 62 112 120
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,837
COMMITMENTS
26,476 6,712 997 27,391 50,083 54,864 57,792 11,973 9,045
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,955)
644 -1,789 -103 674 4,060 1,215 2,168 740 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 10.0 1.5 41.0 74.9 82.1 86.5 17.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 13 6 24 29 56 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,802
COMMITMENTS
9,904 12,066 0 1,531 635 11,435 12,701 1,367 101
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -67)
-31 14 0 -37 -80 -68 -66 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.4 94.3 0.0 12.0 5.0 89.3 99.2 10.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 1 3 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,226
COMMITMENTS
104 2,364 175 8,411 6,012 8,690 8,551 536 675
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 263)
-41 237 0 498 116 457 353 -194 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 25.6 1.9 91.2 65.2 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 9 2 12 13 16 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,303
COMMITMENTS
2,389 1,010 0 10,632 12,073 13,021 13,083 282 220
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -701)
-686 -42 0 93 -568 -593 -610 -108 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 7.6 0.0 79.9 90.8 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 0 8 10 14 14
Updated January 7, 2010