WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,126
COMMITMENTS
74,418 116,462 69,453 246,983 184,712 390,854 370,627 32,272 52,499
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -19,484)
-3,184 -12,335 -4,003 -10,055 -595 -17,242 -16,933 -2,242 -2,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 27.5 16.4 58.4 43.7 92.4 87.6 7.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
95 135 124 70 92 259 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,124,609
COMMITMENTS
246,323 156,326 150,743 604,459 559,339 1001525 866,408 123,084 258,201
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -49,233)
-11,271 -12,232 -20,458 -14,318 -7,525 -46,047 -40,215 -3,186 -9,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 13.9 13.4 53.7 49.7 89.1 77.0 10.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
138 134 191 200 260 465 523
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,188
COMMITMENTS
2,607 2,395 73 8,651 9,969 11,331 12,437 2,857 1,751
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 191)
-352 -9 -108 515 94 55 -23 136 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 16.9 0.5 61.0 70.3 79.9 87.7 20.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 13 2 17 13 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,051
COMMITMENTS
86,634 71,842 66,047 249,289 217,205 401,970 355,094 46,081 92,957
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -34,132)
-8,003 -3,192 -19,632 -6,663 -7,199 -34,298 -30,023 166 -4,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 16.0 14.7 55.6 48.5 89.7 79.3 10.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
101 132 127 104 146 298 341
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,470
COMMITMENTS
10,349 370 516 78 1,713 10,943 2,599 2,527 10,871
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -1,500)
-1,222 -345 -167 -1 -120 -1,390 -632 -110 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 2.7 3.8 0.6 12.7 81.2 19.3 18.8 80.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 10 2 6 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 291,380
COMMITMENTS
50,405 36,237 60,041 151,708 171,800 262,154 268,078 29,226 23,302
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,481)
-1,717 3,327 125 2,332 -1,721 740 1,731 741 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 12.4 20.6 52.1 59.0 90.0 92.0 10.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
56 65 86 57 59 179 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 703,202
COMMITMENTS
46,872 148,387 13,804 517,963 359,757 578,639 521,948 124,563 181,254
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 36,174)
4,591 -1,722 4,646 22,434 -5,040 31,671 -2,116 4,503 38,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 21.1 2.0 73.7 51.2 82.3 74.2 17.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
25 27 18 67 76 101 112
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,397
COMMITMENTS
93 343 131 8,016 7,808 8,240 8,282 157 115
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 123)
38 -39 39 114 183 191 183 -68 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 4.1 1.6 95.5 93.0 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 2 18 19 22 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,275
COMMITMENTS
53,158 28,438 26,386 88,154 119,365 167,698 174,189 33,577 27,086
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -5,035)
-2,101 -3,419 -1,382 -3,223 140 -6,706 -4,661 1,671 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 14.1 13.1 43.8 59.3 83.3 86.5 16.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
45 41 53 60 50 146 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,348
COMMITMENTS
3,734 1,528 1,362 7,972 11,334 13,068 14,224 3,280 2,124
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 173)
-1,165 115 670 589 -1,265 94 -480 79 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 9.3 8.3 48.8 69.3 79.9 87.0 20.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 9 18 31 19 66 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 984,639
COMMITMENTS
269,250 134,177 21,820 579,266 687,854 870,336 843,851 114,303 140,788
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -26,234)
-52,025 -2,473 -26,523 35,572 -12,346 -42,976 -41,342 16,742 15,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 13.6 2.2 58.8 69.9 88.4 85.7 11.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
38 45 25 89 125 138 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,172
COMMITMENTS
110,019 235,405 115,725 893,212 764,134 1118956 1115264 285,216 288,908
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -28,921)
-54,953 -74,402 54,961 -46,621 -19,112 -46,613 -38,553 17,692 9,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 16.8 8.2 63.6 54.4 79.7 79.4 20.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
33 56 38 98 107 155 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 926,340
COMMITMENTS
110,533 100,924 33,394 579,204 566,743 723,131 701,061 203,209 225,279
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -23,798)
-22,598 -47,347 12,570 -13,020 -4,473 -23,048 -39,250 -750 15,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 10.9 3.6 62.5 61.2 78.1 75.7 21.9 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
22 23 18 66 75 97 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 653,386
COMMITMENTS
78,479 83,942 82,497 451,356 438,772 612,332 605,211 41,054 48,175
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 63,016)
11,303 11,853 11,292 36,006 31,525 58,601 54,670 4,415 8,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 12.8 12.6 69.1 67.2 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
21 32 31 60 64 101 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,278
COMMITMENTS
3,357 1,497 3 8,666 9,628 12,026 11,128 2,252 3,150
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 129)
711 -348 0 -310 511 401 163 -272 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 10.5 0.0 60.7 67.4 84.2 77.9 15.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 1 6 9 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,823
COMMITMENTS
26,869 11,606 874 31,386 48,259 59,129 60,739 12,694 11,084
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 6,685)
8,795 -1,177 131 -2,553 8,072 6,373 7,026 312 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 16.2 1.2 43.7 67.2 82.3 84.6 17.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 17 7 23 28 56 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,683
COMMITMENTS
8,418 12,563 0 3,866 117 12,284 12,680 399 3
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
44 0 0 -45 0 -1 0 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 99.1 0.0 30.5 0.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 0 3 2 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,031
COMMITMENTS
1,052 1,235 209 9,730 9,433 10,991 10,877 40 154
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 677)
626 -451 -583 738 1,648 781 614 -104 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 11.2 1.9 88.2 85.5 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 2 14 15 19 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,144
COMMITMENTS
4,683 908 0 18,256 20,617 22,939 21,525 205 1,619
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 3,732)
-2,356 -660 0 6,094 2,921 3,738 2,261 -6 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 3.9 0.0 78.9 89.1 99.1 93.0 0.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 0 9 15 17 19
Updated February 26, 2010