WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,310
COMMITMENTS
71,706 124,587 67,304 256,989 185,284 395,999 377,175 33,311 52,135
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 27,372)
-1,428 2,626 12,210 14,153 13,303 24,935 28,139 2,437 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 29.0 15.7 59.9 43.2 92.2 87.9 7.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
96 145 128 73 98 266 304
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,155,639
COMMITMENTS
275,653 145,314 163,167 603,875 577,430 1042695 885,911 112,944 269,728
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 19,846)
1,555 14,328 7,362 7,365 -1,268 16,282 20,422 3,564 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 12.6 14.1 52.3 50.0 90.2 76.7 9.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667)
170 137 203 186 263 480 534
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,754
COMMITMENTS
2,843 2,187 68 8,361 9,598 11,272 11,853 2,482 1,901
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 495)
131 77 -57 350 37 424 57 71 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 15.9 0.5 60.8 69.8 82.0 86.2 18.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 11 1 17 16 29 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,953
COMMITMENTS
99,312 70,042 73,111 258,858 234,038 431,281 377,191 41,672 95,762
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 15,740)
-4,158 5,668 246 17,188 4,217 13,276 10,131 2,464 5,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 14.8 15.5 54.7 49.5 91.2 79.8 8.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
123 122 146 97 149 316 346
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,981
COMMITMENTS
12,465 1,135 628 28 1,581 13,121 3,344 2,860 12,637
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 374)
405 -145 68 0 23 473 -54 -99 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 7.1 3.9 0.2 9.9 82.1 20.9 17.9 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 3 8 1 5 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,212
COMMITMENTS
47,148 44,881 41,355 139,320 142,176 227,823 228,412 26,389 25,800
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 23,075)
5,091 4,452 7,744 11,890 10,900 24,725 23,096 -1,650 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 17.7 16.3 54.8 55.9 89.6 89.9 10.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
66 67 72 59 61 168 177
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 648,854
COMMITMENTS
39,833 139,575 4,524 488,255 364,757 532,612 508,856 116,242 139,998
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,570)
-2,015 3,305 -479 -5,123 3,873 -7,617 6,699 4,047 -10,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 21.5 0.7 75.2 56.2 82.1 78.4 17.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
17 28 13 69 75 95 107
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,364
COMMITMENTS
106 172 92 6,973 6,900 7,171 7,164 193 200
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 473)
60 -14 19 399 495 478 500 -5 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 2.3 1.2 94.7 93.7 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 17 19 20 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 187,955
COMMITMENTS
54,813 28,829 23,466 78,775 110,228 157,054 162,523 30,901 25,432
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 8,779)
-142 5,036 1,022 6,344 -328 7,224 5,730 1,555 3,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 15.3 12.5 41.9 58.6 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
49 35 49 56 49 134 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,100
COMMITMENTS
4,687 1,471 431 6,953 12,133 12,071 14,035 3,029 1,065
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 69)
-487 44 235 419 205 167 484 -98 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 9.7 2.9 46.0 80.4 79.9 92.9 20.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 10 9 30 21 65 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 974,817
COMMITMENTS
319,078 150,171 39,648 522,110 669,616 880,836 859,435 93,981 115,382
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 66,301)
38,040 13,428 -395 24,253 61,012 61,898 74,045 4,403 -7,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 15.4 4.1 53.6 68.7 90.4 88.2 9.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
39 58 21 77 125 128 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,635
COMMITMENTS
168,508 298,318 55,185 903,169 762,394 1126862 1115897 277,773 288,738
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 71,816)
33,370 12,714 6,502 10,553 70,153 50,425 89,369 21,391 -17,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 21.2 3.9 64.3 54.3 80.2 79.4 19.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
32 57 38 95 117 152 187
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,548
COMMITMENTS
112,179 120,483 19,210 567,806 541,911 699,195 681,604 201,353 218,944
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 67,890)
28,543 23,344 -3,465 33,655 43,684 58,733 63,563 9,157 4,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 13.4 2.1 63.1 60.2 77.6 75.7 22.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
17 29 11 65 79 88 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 535,585
COMMITMENTS
55,292 67,053 61,658 384,458 366,136 501,408 494,847 34,177 40,738
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -36,564)
-21,473 -9,449 4,586 -17,913 -28,620 -34,800 -33,483 -1,764 -3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 12.5 11.5 71.8 68.4 93.6 92.4 6.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
19 30 29 53 56 88 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,797
COMMITMENTS
2,786 1,854 0 7,791 7,861 10,577 9,715 3,220 4,082
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 291)
-54 172 0 0 999 -54 1,171 345 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 13.4 0.0 56.5 57.0 76.7 70.4 23.3 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 0 5 7 10 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,306
COMMITMENTS
20,835 11,245 363 27,809 38,502 49,007 50,110 13,299 12,196
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,777)
-5,161 2,367 -277 2,944 -7,179 -2,494 -5,089 -1,283 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 18.0 0.6 44.6 61.8 78.7 80.4 21.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 18 6 27 30 58 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,355
COMMITMENTS
9,657 12,689 0 3,105 566 12,762 13,255 593 100
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 853)
320 871 0 931 -18 1,251 853 -398 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.3 95.0 0.0 23.2 4.2 95.6 99.3 4.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,184
COMMITMENTS
455 2,231 382 9,204 7,434 10,041 10,047 143 137
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 179)
-70 283 136 97 -166 163 253 16 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 21.9 3.8 90.4 73.0 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 9 2 13 14 18 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,218
COMMITMENTS
5,045 349 0 15,968 20,743 21,013 21,092 205 126
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,562)
1,582 -13 0 -3,148 -1,555 -1,566 -1,568 4 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 1.6 0.0 75.3 97.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 3 0 10 12 20 15
Updated February 5, 2010