WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,580
COMMITMENTS
72,492 132,949 72,057 256,810 174,156 401,359 379,162 33,221 55,418
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,270)
786 8,362 4,753 -179 -11,128 5,360 1,987 -90 3,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 30.6 16.6 59.1 40.1 92.4 87.2 7.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
101 146 128 74 96 275 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,145,635
COMMITMENTS
256,019 168,544 144,922 616,985 561,059 1017926 874,525 127,709 271,110
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -10,004)
-19,634 23,230 -18,245 13,110 -16,371 -24,769 -11,386 14,765 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 14.7 12.6 53.9 49.0 88.9 76.3 11.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
171 141 195 191 263 467 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,733
COMMITMENTS
2,835 2,329 68 8,749 10,160 11,652 12,557 2,081 1,176
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -21)
-8 142 0 388 562 380 704 -401 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 17.0 0.5 63.7 74.0 84.8 91.4 15.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 1 18 16 29 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,719
COMMITMENTS
93,361 88,209 81,799 262,169 214,368 437,329 384,376 41,390 94,343
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,766)
-5,951 18,167 8,688 3,311 -19,670 6,048 7,185 -282 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 18.4 17.1 54.8 44.8 91.4 80.3 8.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
114 133 151 101 140 311 354
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,185
COMMITMENTS
11,551 840 572 83 1,781 12,206 3,193 2,979 11,992
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -796)
-914 -295 -56 55 200 -915 -151 119 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 5.5 3.8 0.5 11.7 80.4 21.0 19.6 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 8 2 6 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 289,936
COMMITMENTS
51,003 40,054 58,284 151,035 165,282 260,322 263,620 29,614 26,316
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 35,724)
3,855 -4,827 16,929 11,715 23,106 32,499 35,208 3,225 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 13.8 20.1 52.1 57.0 89.8 90.9 10.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
69 62 88 63 58 190 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 670,838
COMMITMENTS
42,554 149,750 8,269 494,487 372,497 545,310 530,516 125,528 140,322
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 21,984)
2,721 10,175 3,745 6,232 7,740 12,698 21,660 9,286 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 22.3 1.2 73.7 55.5 81.3 79.1 18.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
19 29 14 69 76 97 110
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,107
COMMITMENTS
55 336 113 7,699 7,438 7,867 7,887 240 220
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 743)
-51 164 21 726 538 696 723 47 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 4.1 1.4 95.0 91.7 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 17 19 19 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,425
COMMITMENTS
53,143 31,759 27,573 90,045 113,101 170,761 172,433 30,664 28,992
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 13,470)
-1,670 2,930 4,107 11,270 2,873 13,707 9,910 -237 3,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 15.8 13.7 44.7 56.2 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
48 44 57 60 51 144 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,665
COMMITMENTS
4,715 1,211 612 7,281 12,416 12,608 14,239 3,057 1,426
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 565)
28 -260 181 328 283 537 204 28 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 7.7 3.9 46.5 79.3 80.5 90.9 19.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 6 9 31 22 63 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 995,263
COMMITMENTS
331,530 127,545 43,193 527,934 705,050 902,657 875,788 92,606 119,475
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 20,446)
12,452 -22,626 3,545 5,824 35,434 21,821 16,353 -1,375 4,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 12.8 4.3 53.0 70.8 90.7 88.0 9.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
41 52 22 78 127 133 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,410,391
COMMITMENTS
146,647 287,950 57,923 934,857 770,527 1139427 1116400 270,964 293,991
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,756)
-21,861 -10,368 2,738 31,688 8,133 12,565 503 -6,809 5,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 20.4 4.1 66.3 54.6 80.8 79.2 19.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
32 54 39 95 117 154 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 940,994
COMMITMENTS
135,843 133,802 15,784 595,453 581,066 747,080 730,652 193,914 210,342
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 40,446)
23,664 13,319 -3,426 27,647 39,155 47,885 49,048 -7,439 -8,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 14.2 1.7 63.3 61.8 79.4 77.6 20.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
19 32 14 68 78 96 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 551,306
COMMITMENTS
62,446 68,705 60,456 391,686 379,019 514,588 508,180 36,718 43,126
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 15,721)
7,154 1,652 -1,202 7,228 12,883 13,180 13,333 2,541 2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 12.5 11.0 71.0 68.7 93.3 92.2 6.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
19 33 29 56 60 95 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,577
COMMITMENTS
2,606 1,826 1 8,476 8,617 11,083 10,444 2,494 3,133
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -220)
-180 -28 1 685 756 506 729 -726 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.4 0.0 62.4 63.5 81.6 76.9 18.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 1 7 9 12 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,310
COMMITMENTS
18,071 7,798 443 30,379 41,562 48,893 49,803 12,417 11,507
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -996)
-2,764 -3,447 80 2,570 3,060 -114 -307 -882 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 12.7 0.7 49.5 67.8 79.7 81.2 20.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 15 7 27 29 58 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,671
COMMITMENTS
8,502 12,556 0 3,771 90 12,273 12,646 398 25
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -684)
-1,155 -133 0 666 -476 -489 -609 -195 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 99.1 0.0 29.8 0.7 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 3 1 14 6
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,382
COMMITMENTS
710 1,316 238 8,266 7,664 9,214 9,218 168 164
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -802)
255 -915 -144 -938 230 -827 -829 25 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 14.0 2.5 88.1 81.7 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 2 11 15 16 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,079
COMMITMENTS
5,388 808 0 12,509 17,130 17,897 17,938 182 141
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -3,139)
343 459 0 -3,459 -3,613 -3,116 -3,154 -23 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 4.5 0.0 69.2 94.8 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 3 0 9 13 20 16
Updated February 7, 2010