WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 393,291
COMMITMENTS
73,416 109,258 52,978 237,061 179,059 363,455 341,295 29,836 51,996
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 11,227)
-2,983 9,310 -265 13,414 -1,618 10,166 7,427 1,061 3,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 27.8 13.5 60.3 45.5 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
86 150 100 70 99 236 285
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,122,443
COMMITMENTS
286,451 104,675 135,913 589,861 614,289 1012225 854,877 110,218 267,566
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 9,386)
-57,565 33,792 16,304 52,270 -46,099 11,009 3,997 -1,623 5,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 9.3 12.1 52.6 54.7 90.2 76.2 9.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
165 136 169 185 269 447 509
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 12,288
COMMITMENTS
3,034 1,341 113 6,602 9,411 9,749 10,865 2,539 1,423
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -135)
-566 1,182 38 82 -1,594 -446 -374 311 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 10.9 0.9 53.7 76.6 79.3 88.4 20.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 7 2 16 13 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 454,690
COMMITMENTS
107,244 57,104 69,745 234,464 237,363 411,453 364,212 43,237 90,478
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 15,932)
-8,737 3,482 10,340 15,399 1,613 17,002 15,435 -1,070 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 12.6 15.3 51.6 52.2 90.5 80.1 9.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
125 129 129 95 156 314 344
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 215,427
COMMITMENTS
42,274 31,645 30,259 115,799 130,879 188,332 192,783 27,095 22,644
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,032)
-9,180 4,682 963 14,396 -4,933 6,179 712 -3,147 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 14.7 14.0 53.8 60.8 87.4 89.5 12.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
59 57 52 51 51 143 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 652,138
COMMITMENTS
46,509 152,513 3,837 490,104 346,802 540,450 503,152 111,688 148,986
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -5,505)
-3,399 1,524 -4,200 1,007 -2,866 -6,592 -5,542 1,087 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 23.4 0.6 75.2 53.2 82.9 77.2 17.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 35 12 67 71 101 110
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 170,137
COMMITMENTS
49,717 21,122 20,411 69,444 107,428 139,572 148,961 30,565 21,176
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 5,185)
-1,200 -3,208 1,674 2,350 5,769 2,824 4,235 2,361 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 12.4 12.0 40.8 63.1 82.0 87.6 18.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
47 33 40 56 52 134 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 15,979
COMMITMENTS
5,936 1,502 161 6,153 12,888 12,250 14,551 3,729 1,428
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 423)
-29 472 -47 452 -360 376 65 47 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 9.4 1.0 38.5 80.7 76.7 91.1 23.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 7 3 29 17 63 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 905,230
COMMITMENTS
277,002 140,750 34,993 503,685 601,585 815,680 777,328 89,550 127,902
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 24,231)
-4,917 -856 10,816 17,082 17,637 22,981 27,597 1,250 -3,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 15.5 3.9 55.6 66.5 90.1 85.9 9.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
36 51 18 78 112 123 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,277,965
COMMITMENTS
123,328 267,129 40,070 858,339 672,242 1021737 979,441 256,228 298,524
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 24,962)
-3,639 -50,546 -717 18,191 68,288 13,835 17,025 11,127 7,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 20.9 3.1 67.2 52.6 80.0 76.6 20.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
36 50 26 101 112 154 171
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 797,279
COMMITMENTS
64,963 83,280 22,542 535,780 485,331 623,285 591,153 173,994 206,126
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 14,744)
-4,472 2,902 -2,027 1,934 6,764 -4,565 7,639 19,309 7,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 10.4 2.8 67.2 60.9 78.2 74.1 21.8 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
15 26 10 64 74 83 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 555,143
COMMITMENTS
72,529 69,467 51,461 385,252 384,617 509,242 505,545 45,901 49,598
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 27,967)
4,496 2,841 -1,102 14,178 19,166 17,572 20,905 10,395 7,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 12.5 9.3 69.4 69.3 91.7 91.1 8.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
23 31 28 53 62 90 109
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 12,570
COMMITMENTS
2,440 2,035 0 7,533 6,856 9,973 8,891 2,597 3,679
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 16.2 0.0 59.9 54.5 79.3 70.7 20.7 29.3
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
FUTURES ONLY 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: 69,738
COMMITMENTS
28,326 8,644 68 26,010 48,231 54,404 56,943 15,334 12,795
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 6,792)
3,237 1,014 -266 2,968 6,932 5,939 7,680 853 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 12.4 0.1 37.3 69.2 78.0 81.7 22.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 17 2 23 33 55 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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