WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,969
COMMITMENTS
78,945 117,391 145,295 283,595 224,024 507,835 486,709 39,133 60,260
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 14,253)
3,382 -5,864 6,636 2,425 13,378 12,443 14,150 1,809 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.5 26.6 51.8 41.0 92.8 89.0 7.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
122 138 157 88 104 315 322
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,513,817
COMMITMENTS
240,291 167,179 400,792 724,696 643,284 1365779 1211255 148,038 302,562
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 32,780)
26 -2,035 32,308 1,228 8,116 33,562 38,389 -783 -5,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 11.0 26.5 47.9 42.5 90.2 80.0 9.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708)
178 163 261 241 281 569 610
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,678
COMMITMENTS
1,502 2,406 1,725 9,667 9,925 12,893 14,056 2,785 1,622
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 113)
284 77 -40 -778 -285 -534 -248 647 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 15.3 11.0 61.7 63.3 82.2 89.7 17.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 14 5 18 14 32 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,338
COMMITMENTS
92,725 79,002 173,876 289,974 249,004 556,576 501,883 51,763 106,455
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -2,013)
1,707 -15,614 960 -8,995 10,182 -6,328 -4,473 4,315 2,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.0 28.6 47.7 40.9 91.5 82.5 8.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
135 146 201 113 147 378 395
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,970
COMMITMENTS
11,571 715 683 79 1,833 12,333 3,231 2,637 11,739
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -215)
20 -125 111 -4 52 127 38 -342 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 4.8 4.6 0.5 12.2 82.4 21.6 17.6 78.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 9 2 6 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,843
COMMITMENTS
50,806 33,348 84,188 171,507 194,983 306,501 312,519 30,341 24,323
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 415)
2,064 -6,643 1,706 -2,468 8,316 1,302 3,379 -887 -2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.9 25.0 50.9 57.9 91.0 92.8 9.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
78 61 95 65 68 201 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,119
COMMITMENTS
44,599 152,108 46,395 513,430 384,416 604,424 582,919 136,695 158,200
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -2,763)
-2,275 1,043 3,937 641 -8,700 2,303 -3,720 -5,066 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 20.5 6.3 69.3 51.9 81.6 78.7 18.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 31 36 76 80 124 127
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,274
COMMITMENTS
55 382 92 7,902 7,625 8,049 8,099 225 175
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 167)
0 46 -21 203 187 182 212 -15 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.6 1.1 95.5 92.2 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 17 19 19 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 231,600
COMMITMENTS
54,760 30,600 41,816 100,291 129,630 196,867 202,046 34,733 29,554
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,241)
3,127 -1,352 -1,306 -463 6,538 1,357 3,880 884 -1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 13.2 18.1 43.3 56.0 85.0 87.2 15.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
51 43 60 63 58 154 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,187
COMMITMENTS
4,504 1,437 1,498 7,910 12,690 13,912 15,626 3,276 1,562
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 450)
112 225 34 172 102 318 360 133 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 8.4 8.7 46.0 73.8 80.9 90.9 19.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 10 13 32 22 66 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,061,294
COMMITMENTS
316,886 124,888 87,642 555,852 718,209 960,379 930,739 100,915 130,556
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 19,922)
-11,721 6,395 10,877 15,473 -3,595 14,629 13,677 5,293 6,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 11.8 8.3 52.4 67.7 90.5 87.7 9.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
46 47 36 83 129 144 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,813,864
COMMITMENTS
167,669 269,736 232,204 1130205 1012898 1530078 1514838 283,786 299,026
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -8,145)
20,206 30,300 -10,774 -13,502 -8,869 -4,069 10,657 -4,076 -18,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 14.9 12.8 62.3 55.8 84.4 83.5 15.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
44 61 69 136 144 222 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,345
COMMITMENTS
129,676 146,556 48,589 611,779 586,223 790,045 781,369 211,301 219,977
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 11,343)
-1,554 18,139 4,505 -1,807 -9,516 1,143 13,128 10,200 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 14.6 4.9 61.1 58.5 78.9 78.0 21.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 27 26 78 87 116 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 943,492
COMMITMENTS
67,673 70,905 305,147 530,207 522,960 903,026 899,012 40,466 44,480
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 49,151)
4,724 4,269 15,759 28,605 31,954 49,088 51,982 63 -2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.5 32.3 56.2 55.4 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
25 35 48 67 66 118 127
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,221
COMMITMENTS
2,646 1,845 3 8,978 9,123 11,627 10,971 2,593 3,250
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 560)
40 19 2 500 498 542 519 18 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 13.0 0.0 63.1 64.2 81.8 77.1 18.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 1 8 9 13 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,824
COMMITMENTS
17,420 12,783 1,726 36,985 42,526 56,131 57,035 12,692 11,789
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,973)
-447 4,985 630 3,931 -1,623 4,114 3,992 -141 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 18.6 2.5 53.7 61.8 81.6 82.9 18.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 18 11 30 33 63 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,683
COMMITMENTS
8,374 12,563 0 3,911 117 12,285 12,680 398 3
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 12)
-128 7 0 140 27 12 34 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 99.1 0.0 30.8 0.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,354
COMMITMENTS
426 1,686 792 8,992 7,785 10,210 10,263 144 91
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 972)
-284 370 554 726 121 996 1,045 -24 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.3 7.6 86.8 75.2 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 2 15 15 21 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 19,412
COMMITMENTS
7,039 1,568 0 12,162 17,696 19,201 19,264 211 148
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,333)
1,651 760 0 -347 566 1,304 1,326 29 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 8.1 0.0 62.7 91.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 4 0 9 15 18 19
Updated February 19, 2010