WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,064
COMMITMENTS
76,399 99,948 53,243 223,647 180,677 353,289 333,868 28,775 48,196
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18,765)
4,146 7,069 461 12,826 6,621 17,433 14,151 1,332 4,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 26.2 13.9 58.5 47.3 92.5 87.4 7.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
95 146 103 67 97 244 278
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,113,057
COMMITMENTS
344,016 70,883 119,609 537,591 660,388 1001216 850,880 111,841 262,177
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 80,528)
16,129 6,976 22,178 33,213 22,936 71,520 52,090 9,008 28,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 6.4 10.7 48.3 59.3 90.0 76.4 10.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
198 119 170 171 279 460 518
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,423
COMMITMENTS
3,600 159 75 6,520 11,005 10,195 11,239 2,228 1,184
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 452)
458 -6 -11 364 241 811 224 -359 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 1.3 0.6 52.5 88.6 82.1 90.5 17.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 2 1 13 12 27 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,758
COMMITMENTS
115,981 53,622 59,405 219,065 235,750 394,451 348,777 44,307 89,981
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 14,454)
-13,618 11,832 946 23,254 -7,151 10,582 5,627 3,872 8,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 12.2 13.5 49.9 53.7 89.9 79.5 10.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
125 126 117 90 157 301 331
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,014
COMMITMENTS
11,735 1,267 509 0 1,491 12,244 3,267 2,770 11,747
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.2 8.4 3.4 0.0 9.9 81.6 21.8 18.4 78.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
14 3 10 0 4 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 212,395
COMMITMENTS
51,454 26,963 29,296 101,403 135,812 182,153 192,071 30,242 20,324
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 5,585)
-2,052 3,148 -877 11,412 1,857 8,483 4,128 -2,898 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 12.7 13.8 47.7 63.9 85.8 90.4 14.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
66 58 60 51 50 155 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 657,643
COMMITMENTS
49,908 150,989 8,037 489,097 349,668 547,042 508,694 110,601 148,949
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -1,326)
42 -410 6,200 -5,360 -21,435 882 -15,645 -2,208 14,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 23.0 1.2 74.4 53.2 83.2 77.4 16.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
28 36 17 63 70 100 114
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,401
COMMITMENTS
0 229 65 6,876 6,819 6,941 7,113 460 288
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 391)
0 -91 0 242 410 242 319 149 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.9 92.9 92.1 93.8 96.1 6.2 3.9
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 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 164,952
COMMITMENTS
50,917 24,330 18,737 67,094 101,659 136,748 144,726 28,204 20,226
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,365)
-2,896 -458 4,595 1,452 -6,779 3,151 -2,642 -1,786 4,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 14.7 11.4 40.7 61.6 82.9 87.7 17.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
47 36 38 56 50 135 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,556
COMMITMENTS
5,965 1,030 208 5,701 13,248 11,874 14,486 3,682 1,070
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 98)
-204 135 -121 247 -246 -78 -232 176 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 6.6 1.3 36.6 85.2 76.3 93.1 23.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
34 7 6 25 19 62 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 880,999
COMMITMENTS
281,919 141,606 24,177 486,603 583,948 792,699 749,731 88,300 131,268
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 47,972)
43,777 -4,990 -4,787 10,984 45,791 49,974 36,014 -2,002 11,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 16.1 2.7 55.2 66.3 90.0 85.1 10.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
35 52 19 71 108 113 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,253,003
COMMITMENTS
126,967 317,675 40,787 840,148 603,954 1007902 962,416 245,101 290,587
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 35,599)
-28,462 13,014 3,228 43,173 28,600 17,939 44,842 17,660 -9,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 25.4 3.3 67.1 48.2 80.4 76.8 19.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
39 52 24 98 106 150 169
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 782,535
COMMITMENTS
69,435 80,378 24,569 533,846 478,567 627,850 583,514 154,685 199,021
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 23,327)
-27,764 -12,527 13,434 43,588 41,723 29,258 42,630 -5,931 -19,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 10.3 3.1 68.2 61.2 80.2 74.6 19.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
19 27 10 62 75 84 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 527,176
COMMITMENTS
68,033 66,626 52,563 371,074 365,451 491,670 484,640 35,506 42,536
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 41,216)
10,358 9,936 -2,875 33,296 30,663 40,779 37,724 437 3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 12.6 10.0 70.4 69.3 93.3 91.9 6.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 33 29 46 54 83 103
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,946
COMMITMENTS
25,089 7,630 334 23,042 41,299 48,465 49,263 14,481 13,683
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -2,977)
-2,610 1,048 230 -1,553 -8,326 -3,933 -7,048 956 4,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 12.1 0.5 36.6 65.6 77.0 78.3 23.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 13 2 22 30 48 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,842
COMMITMENTS
9,495 12,102 0 1,970 640 11,465 12,742 1,377 100
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -167)
-219 -229 0 42 63 -177 -166 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.9 94.2 0.0 15.3 5.0 89.3 99.2 10.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 0 2 2 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,655
COMMITMENTS
213 2,564 174 8,923 6,327 9,310 9,065 345 590
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 70)
86 294 -3 51 -123 134 168 -64 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 26.6 1.8 92.4 65.5 96.4 93.9 3.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 12 2 13 13 18 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,427
COMMITMENTS
1,982 651 0 16,370 17,701 18,352 18,352 75 75
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 3,873)
-355 568 0 4,237 3,338 3,882 3,906 -9 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 3.5 0.0 88.8 96.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 4 0 9 11 16 15
Updated January 15, 2010