WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,040
COMMITMENTS
71,308 70,061 147,128 233,431 218,869 451,867 436,058 43,173 58,981
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 34,783)
4,452 -5,524 12,581 13,031 21,451 30,065 28,508 4,718 6,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.2 29.7 47.2 44.2 91.3 88.1 8.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
115 146 162 84 102 310 323
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,502,122
COMMITMENTS
274,815 62,162 424,714 642,433 691,261 1341963 1178138 160,159 323,985
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 28,907)
18,296 2,383 -17,274 11,460 30,079 12,483 15,188 16,424 13,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.1 28.3 42.8 46.0 89.3 78.4 10.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 736)
210 145 271 230 303 594 616
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,268
COMMITMENTS
2,204 106 1,454 8,196 11,793 11,853 13,353 3,415 1,915
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 551)
365 -1 403 -1,104 -422 -336 -20 886 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.7 9.5 53.7 77.2 77.6 87.5 22.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 1 8 17 13 38 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,171
COMMITMENTS
123,954 33,113 144,869 224,942 283,247 493,765 461,229 66,405 98,942
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 24,532)
17,109 -2,098 1,151 -3,776 14,743 14,483 13,796 10,049 10,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.9 25.9 40.2 50.6 88.1 82.3 11.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
164 106 162 113 152 370 341
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,631
COMMITMENTS
11,492 1,645 283 0 1,601 11,775 3,529 2,856 11,102
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,761)
1,381 -365 37 0 630 1,418 302 343 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.5 11.2 1.9 0.0 10.9 80.5 24.1 19.5 75.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
16 5 9 0 5 17 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 312,964
COMMITMENTS
53,869 22,382 84,951 128,779 178,786 267,599 286,119 45,365 26,845
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 26,508)
15,198 -4,109 -2,856 3,972 28,493 16,313 21,528 10,194 4,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 7.2 27.1 41.1 57.1 85.5 91.4 14.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
82 50 90 65 71 206 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 855,207
COMMITMENTS
62,080 181,823 39,834 611,413 487,730 713,327 709,387 141,880 145,820
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 57,528)
16,550 22,796 -120 17,058 32,881 33,488 55,558 24,040 1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 21.3 4.7 71.5 57.0 83.4 82.9 16.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
25 41 37 81 86 130 140
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,837
COMMITMENTS
146 276 386 5,076 4,986 5,608 5,648 229 189
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -183)
124 -442 25 -373 179 -224 -238 41 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.7 6.6 87.0 85.4 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 4 12 14 16 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 187,729
COMMITMENTS
48,496 15,467 30,914 73,273 118,362 152,682 164,743 35,046 22,986
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 10,292)
3,891 -89 1,331 4,379 9,191 9,601 10,433 692 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 8.2 16.5 39.0 63.0 81.3 87.8 18.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
66 35 51 61 59 154 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,440
COMMITMENTS
5,475 490 780 4,997 13,046 11,252 14,316 4,188 1,124
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -134)
105 -170 -119 -677 78 -690 -210 556 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 3.2 5.1 32.4 84.5 72.9 92.7 27.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
29 4 7 24 19 58 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,148,774
COMMITMENTS
379,905 165,405 59,013 602,708 780,021 1041627 1004439 107,147 144,335
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 47,781)
6,021 14,152 3,016 23,553 14,708 32,590 31,877 15,192 15,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 14.4 5.1 52.5 67.9 90.7 87.4 9.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
41 58 34 81 121 137 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,720,039
COMMITMENTS
172,398 243,210 236,790 1008638 923,703 1417825 1403703 302,214 316,336
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 159,633)
30,882 42,468 57,740 31,407 99,718 120,029 199,926 39,604 -40,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.1 13.8 58.6 53.7 82.4 81.6 17.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
49 56 68 128 138 212 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 920,506
COMMITMENTS
159,737 68,769 35,775 516,409 593,386 711,922 697,930 208,584 222,576
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 39,759)
34,760 451 10,362 -13,833 18,348 31,289 29,161 8,471 10,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 7.5 3.9 56.1 64.5 77.3 75.8 22.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
27 18 24 77 84 115 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 906,108
COMMITMENTS
83,327 52,832 314,410 470,256 494,921 867,993 862,162 38,115 43,945
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 30,510)
342 2,492 11,638 24,735 19,653 36,715 33,783 -6,205 -3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.8 34.7 51.9 54.6 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 24 49 53 56 108 115
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,189
COMMITMENTS
3,602 2,975 324 8,915 10,415 12,841 13,714 4,348 3,475
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 309)
280 292 -68 110 -79 322 144 -13 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 17.3 1.9 51.9 60.6 74.7 79.8 25.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 6 6 8 15 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,449
COMMITMENTS
33,805 13,726 1,946 26,867 41,136 62,618 56,807 12,832 18,642
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 3,461)
-898 353 -13 3,773 3,432 2,862 3,772 600 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 18.2 2.6 35.6 54.5 83.0 75.3 17.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
40 18 14 27 30 72 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,483
COMMITMENTS
8,648 9,151 0 1,737 2,218 10,385 11,369 1,098 114
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 135)
118 179 0 17 -45 135 134 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 79.7 0.0 15.1 19.3 90.4 99.0 9.6 1.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,603
COMMITMENTS
519 3,607 101 15,785 12,740 16,405 16,448 198 155
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 781)
161 454 0 550 351 711 805 70 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 21.7 0.6 95.1 76.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 2 14 13 19 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,215
COMMITMENTS
7,510 680 22 28,490 35,431 36,022 36,133 193 82
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -5,552)
-426 241 -131 -5,009 -5,689 -5,566 -5,579 14 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.9 0.1 78.7 97.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 1 9 10 18 16
Updated November 20, 2009