WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,540
COMMITMENTS
78,022 97,115 114,774 255,066 213,071 447,862 424,960 34,678 57,580
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 23,100)
-1,222 6,799 8,123 14,706 3,705 21,607 18,627 1,493 4,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 20.1 23.8 52.9 44.2 92.8 88.1 7.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
119 133 137 84 102 288 301
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,410,976
COMMITMENTS
269,266 102,381 332,039 678,776 671,530 1280081 1105950 130,895 305,026
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 26,921)
-57,451 32,074 22,624 62,936 -45,966 28,108 8,731 -1,187 18,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.3 23.5 48.1 47.6 90.7 78.4 9.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
191 137 224 232 293 530 574
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,226
COMMITMENTS
1,414 1,341 1,792 8,422 9,498 11,628 12,631 2,598 1,595
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 469)
-1,455 1,181 816 855 -1,835 216 162 253 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.4 12.6 59.2 66.8 81.7 88.8 18.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 7 3 18 16 30 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,356
COMMITMENTS
106,054 61,180 159,859 263,039 258,404 528,952 479,443 49,404 98,913
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 23,809)
-9,469 4,833 16,368 18,408 2,214 25,307 23,415 -1,498 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 10.6 27.6 45.5 44.7 91.5 82.9 8.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478)
155 130 193 112 164 378 396
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,206
COMMITMENTS
11,654 1,137 627 0 1,544 12,281 3,308 2,925 11,898
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 192)
-81 -130 118 0 53 37 41 155 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 7.5 4.1 0.0 10.2 80.8 21.8 19.2 78.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
15 3 8 0 4 16 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 253,047
COMMITMENTS
38,619 30,189 51,197 134,770 148,088 224,586 229,473 28,462 23,574
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 5,972)
-11,336 4,531 3,073 17,428 -4,083 9,165 3,521 -3,194 2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.9 20.2 53.3 58.5 88.8 90.7 11.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
54 65 62 55 58 153 153
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 734,644
COMMITMENTS
53,736 148,960 42,544 515,579 378,963 611,858 570,467 122,786 164,177
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -8,989)
-2,001 48 -9,909 2,045 220 -9,864 -9,640 875 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 20.3 5.8 70.2 51.6 83.3 77.7 16.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
27 42 39 76 81 130 135
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,570
COMMITMENTS
0 221 54 6,196 6,071 6,250 6,346 320 224
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -831)
0 -8 -11 -680 -748 -691 -767 -140 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.8 94.3 92.4 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 14 18 16 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 189,823
COMMITMENTS
50,228 18,755 31,315 75,104 116,040 156,648 166,110 33,175 23,713
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 4,008)
-1,353 -1,328 639 2,421 3,822 1,708 3,133 2,301 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 9.9 16.5 39.6 61.1 82.5 87.5 17.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
51 36 47 57 54 140 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,077
COMMITMENTS
5,243 1,513 1,128 6,846 12,932 13,217 15,573 3,860 1,503
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 632)
-331 444 210 700 -366 579 288 52 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 8.9 6.6 40.1 75.7 77.4 91.2 22.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 9 7 32 18 67 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 954,471
COMMITMENTS
271,506 131,435 73,517 517,000 617,818 862,023 822,770 92,448 131,701
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 27,826)
-6,889 -3,718 15,205 17,570 19,453 25,887 30,941 1,939 -3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 13.8 7.7 54.2 64.7 90.3 86.2 9.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
36 53 33 81 121 136 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,692,290
COMMITMENTS
108,890 255,730 225,359 1079983 889,041 1414233 1370130 278,058 322,160
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 20,321)
-4,511 -69,187 -1,070 19,364 86,076 13,782 15,819 6,538 4,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 15.1 13.3 63.8 52.5 83.6 81.0 16.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
41 55 63 124 131 202 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 851,314
COMMITMENTS
58,803 75,944 54,306 554,316 504,120 667,425 634,370 183,889 216,944
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 12,277)
-5,586 1,226 -3,012 1,166 5,495 -7,433 3,708 19,710 8,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.9 6.4 65.1 59.2 78.4 74.5 21.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
22 21 26 74 79 106 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 889,053
COMMITMENTS
68,386 69,011 273,612 496,918 491,982 838,916 834,605 50,137 54,448
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 38,372)
3,815 5,163 4,954 19,344 20,875 28,113 30,993 10,259 7,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.8 30.8 55.9 55.3 94.4 93.9 5.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
29 33 45 61 66 111 125
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,614
COMMITMENTS
2,440 2,035 0 7,533 6,856 9,973 8,891 2,641 3,723
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 16.1 0.0 59.7 54.4 79.1 70.5 20.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 0 6 6 10 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,654
COMMITMENTS
28,334 8,648 530 28,334 50,412 57,199 59,591 15,455 13,063
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 6,336)
3,651 1,018 -676 2,558 6,874 5,533 7,216 803 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 11.9 0.7 39.0 69.4 78.7 82.0 21.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 17 4 26 33 60 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,502
COMMITMENTS
9,337 11,818 0 2,174 584 11,511 12,402 991 100
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -340)
-158 -284 0 204 -56 46 -340 -386 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 94.5 0.0 17.4 4.7 92.1 99.2 7.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 0 3 2 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,361
COMMITMENTS
252 2,697 250 9,509 6,841 10,011 9,788 350 573
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 706)
39 133 76 586 514 701 723 5 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 26.0 2.4 91.8 66.0 96.6 94.5 3.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 12 2 11 16 17 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,950
COMMITMENTS
3,186 166 0 20,571 23,687 23,757 23,853 193 97
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 5,523)
1,204 -485 0 4,201 5,986 5,405 5,501 118 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.7 0.0 85.9 98.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 2 0 9 11 19 13
Updated January 22, 2010