WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,340
COMMITMENTS
76,341 103,005 114,422 201,277 158,086 392,041 375,513 30,300 46,827
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 12,797)
1,836 51 4,618 6,271 8,255 12,725 12,924 72 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 24.4 27.1 47.7 37.4 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
109 156 146 83 95 286 325
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,345,219
COMMITMENTS
233,405 150,493 403,947 585,437 533,348 1222789 1087788 122,430 257,431
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 28,570)
6,018 -890 15,007 14,948 6,976 35,973 21,092 -7,403 7,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.2 30.0 43.5 39.6 90.9 80.9 9.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
170 175 229 209 265 513 553
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,674
COMMITMENTS
1,594 2,516 1,118 9,922 9,207 12,633 12,841 2,041 1,833
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -220)
-17 -109 17 -124 -151 -124 -242 -96 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 17.1 7.6 67.6 62.7 86.1 87.5 13.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 15 6 16 11 29 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 598,079
COMMITMENTS
90,232 59,058 191,463 268,852 255,268 550,547 505,789 47,533 92,291
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 2,773)
-9,645 7,954 -830 14,680 -8,228 4,206 -1,104 -1,433 3,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.9 32.0 45.0 42.7 92.1 84.6 7.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
138 148 187 128 166 372 412
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,520
COMMITMENTS
20,076 3,085 218 9 3,568 20,303 6,871 3,217 16,649
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -563)
-880 -177 24 0 -305 -856 -458 293 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.4 13.1 0.9 0.0 15.2 86.3 29.2 13.7 70.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 7 7 1 9 16 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,076
COMMITMENTS
35,561 52,344 59,181 138,345 117,893 233,087 229,418 21,989 25,658
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -8,114)
-47 -221 -3,837 -2,844 -4,226 -6,728 -8,284 -1,385 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 20.5 23.2 54.2 46.2 91.4 89.9 8.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
45 67 68 67 66 161 174
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 802,210
COMMITMENTS
55,466 138,327 34,624 566,324 495,634 656,413 668,585 145,797 133,625
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -3,358)
-21,448 3,746 5,607 15,277 -14,933 -563 -5,581 -2,794 2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 17.2 4.3 70.6 61.8 81.8 83.3 18.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
34 29 35 73 79 123 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 177,893
COMMITMENTS
38,636 11,885 30,998 81,352 113,005 150,986 155,889 26,907 22,004
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -6,331)
-3,926 702 -1,512 1,887 -8,261 -3,551 -9,071 -2,780 2,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 6.7 17.4 45.7 63.5 84.9 87.6 15.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
52 27 52 59 57 142 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,465
COMMITMENTS
3,220 905 1,409 5,027 7,773 9,655 10,086 1,809 1,379
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 253)
-26 164 20 262 -94 257 90 -4 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 7.9 12.3 43.8 67.8 84.2 88.0 15.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 5 13 22 18 49 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 813,827
COMMITMENTS
317,587 107,848 43,410 360,424 542,326 721,420 693,584 92,407 120,242
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 12,413)
22,763 18,277 8,843 -18,306 -14,300 13,300 12,820 -887 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 13.3 5.3 44.3 66.6 88.6 85.2 11.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
38 46 33 75 106 132 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,406,864
COMMITMENTS
113,601 197,154 149,692 874,919 748,577 1138211 1095423 268,653 311,441
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 52,184)
8,827 20,718 27,693 28,678 6,858 65,197 55,269 -13,013 -3,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 14.0 10.6 62.2 53.2 80.9 77.9 19.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
40 49 62 121 122 197 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 860,274
COMMITMENTS
90,486 82,625 28,552 534,560 548,980 653,599 660,157 206,675 200,116
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 20,105)
9,885 -5,847 -2,609 22,432 12,700 29,708 4,244 -9,603 15,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.6 3.3 62.1 63.8 76.0 76.7 24.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
23 25 19 69 77 101 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 766,285
COMMITMENTS
136,343 27,644 271,394 320,687 425,282 728,424 724,320 37,862 41,966
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 45,322)
19,226 204 7,226 22,948 38,741 49,400 46,171 -4,078 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 3.6 35.4 41.8 55.5 95.1 94.5 4.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
36 14 45 41 47 91 95
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,121
COMMITMENTS
25,747 7,645 443 30,076 40,940 56,266 49,029 10,854 18,092
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -32,813)
-1,388 -3,496 -1,463 -26,987 -24,431 -29,838 -29,391 -2,975 -3,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 11.4 0.7 44.8 61.0 83.8 73.0 16.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 14 5 26 26 55 43
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,711
COMMITMENTS
563 2,210 90 16,943 15,248 17,596 17,548 115 163
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -2,383)
-2,160 663 -144 -48 -2,889 -2,352 -2,370 -31 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.5 0.5 95.7 86.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 13 1 12 15 17 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,290
COMMITMENTS
3,852 159 25 25,263 29,076 29,140 29,260 150 30
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 112)
-863 -493 25 977 561 139 93 -27 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.5 0.1 86.3 99.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 10 8 19 14
Updated September 25, 2008