WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 363,299
COMMITMENTS
72,253 92,879 52,782 210,821 174,056 335,856 319,717 27,443 43,582
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,875)
2,567 -2,675 173 -892 6,590 1,848 4,088 27 -2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 25.6 14.5 58.0 47.9 92.4 88.0 7.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
97 136 107 65 95 241 273
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,032,529
COMMITMENTS
327,887 63,907 97,431 504,378 637,452 929,696 798,790 102,833 233,739
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 42,858)
28,333 1,141 11,101 3,975 32,738 43,409 44,980 -551 -2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 6.2 9.4 48.8 61.7 90.0 77.4 10.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
179 110 144 167 272 423 478
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,971
COMMITMENTS
3,142 165 86 6,156 10,764 9,384 11,015 2,587 956
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -38)
572 -928 -108 -758 1,255 -294 219 256 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 1.4 0.7 51.4 89.9 78.4 92.0 21.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 2 2 13 12 28 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 424,304
COMMITMENTS
129,599 41,790 58,459 195,811 242,901 383,869 343,150 40,435 81,154
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,009)
17,893 5,734 -4,946 -7,164 2,819 5,783 3,607 -4,774 -2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 9.8 13.8 46.1 57.2 90.5 80.9 9.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
136 118 113 88 156 310 317
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 206,810
COMMITMENTS
53,506 23,815 30,173 89,991 133,955 173,670 187,943 33,140 18,867
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -3,238)
10,276 3,087 -13,629 -4,745 6,461 -8,098 -4,081 4,860 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 11.5 14.6 43.5 64.8 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
78 63 66 48 51 175 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 658,969
COMMITMENTS
49,866 151,399 1,837 494,457 371,103 546,160 524,339 112,809 134,630
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -11,454)
3,676 1,519 -710 -9,011 -17,214 -6,045 -16,405 -5,409 4,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 23.0 0.3 75.0 56.3 82.9 79.6 17.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 30 4 64 70 94 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,010
COMMITMENTS
0 320 65 6,634 6,409 6,699 6,794 311 216
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 284)
0 -56 -90 299 409 209 263 75 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 0.9 94.6 91.4 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 15 18 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,587
COMMITMENTS
53,813 24,788 14,142 65,642 108,438 133,597 147,368 29,990 16,219
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 4,838)
4,818 371 620 -1,308 3,875 4,130 4,866 708 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 15.2 8.6 40.1 66.3 81.7 90.1 18.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
55 30 31 53 48 133 94
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,458
COMMITMENTS
6,169 895 329 5,454 13,494 11,952 14,718 3,506 740
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -523)
-25 72 -111 39 -178 -97 -217 -426 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 5.8 2.1 35.3 87.3 77.3 95.2 22.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 7 7 24 20 64 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 833,027
COMMITMENTS
238,142 146,596 28,964 475,619 538,157 742,725 713,717 90,302 119,310
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -20,735)
-50,124 12,051 11,792 7,093 -51,855 -31,239 -28,012 10,504 7,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 17.6 3.5 57.1 64.6 89.2 85.7 10.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
32 52 20 66 101 107 164
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,217,404
COMMITMENTS
155,429 304,661 37,559 796,975 575,354 989,963 917,574 227,441 299,830
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 57,997)
3,671 16,547 14,142 49,999 -5 67,812 30,684 -9,815 27,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 25.0 3.1 65.5 47.3 81.3 75.4 18.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
40 47 23 99 100 150 159
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,208
COMMITMENTS
97,199 92,905 11,135 490,258 436,844 598,592 540,884 160,616 218,324
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,185)
-9,656 16,290 -2,799 10,523 -20,833 -1,932 -7,342 3,117 8,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 12.2 1.5 64.6 57.5 78.8 71.2 21.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
16 23 10 62 66 82 95
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 485,960
COMMITMENTS
57,675 56,690 55,438 337,778 334,788 450,891 446,916 35,069 39,044
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -64,887)
-29,307 4,501 -3,978 -35,022 -66,027 -68,307 -65,504 3,420 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.7 11.4 69.5 68.9 92.8 92.0 7.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
27 26 31 45 53 85 101
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,923
COMMITMENTS
27,699 6,582 104 24,595 49,625 52,398 56,311 13,525 9,612
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,960)
1,129 -91 -462 -411 1,716 256 1,163 1,704 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 10.0 0.2 37.3 75.3 79.5 85.4 20.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 13 2 26 31 55 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,009
COMMITMENTS
9,714 12,331 0 1,928 577 11,642 12,908 1,367 101
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 207)
-190 265 0 397 -58 207 207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 94.8 0.0 14.8 4.4 89.5 99.2 10.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 0 3 1 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,585
COMMITMENTS
127 2,270 177 8,872 6,450 9,176 8,897 409 688
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 359)
23 -94 2 461 438 486 346 -127 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 23.7 1.8 92.6 67.3 95.7 92.8 4.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 10 2 12 12 16 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,554
COMMITMENTS
2,337 83 0 12,133 14,363 14,470 14,446 84 108
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,251)
-52 -927 0 1,501 2,290 1,449 1,363 -198 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 0.6 0.0 83.4 98.7 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 3 0 8 11 17 14
Updated January 8, 2010