WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 492,782
COMMITMENTS
76,715 113,245 115,751 264,619 207,079 457,086 436,076 35,696 56,707
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -54,186)
-2,230 -4,145 -29,544 -18,976 -16,944 -50,749 -50,633 -3,437 -3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 23.0 23.5 53.7 42.0 92.8 88.5 7.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
106 142 140 79 99 284 309
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,385,976
COMMITMENTS
243,167 149,482 317,507 680,282 625,122 1240957 1092111 145,019 293,865
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -127,841)
2,876 -17,697 -83,285 -44,414 -18,162 -124,822 -119,144 -3,019 -8,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 10.8 22.9 49.1 45.1 89.5 78.8 10.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
158 137 226 232 277 524 564
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,713
COMMITMENTS
1,283 2,422 1,450 10,077 10,007 12,809 13,879 2,903 1,834
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 35)
-219 16 -275 410 81 -84 -177 119 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 15.4 9.2 64.1 63.7 81.5 88.3 18.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 15 3 18 13 28 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,226
COMMITMENTS
89,511 70,332 136,234 270,083 238,806 495,828 445,371 51,397 101,855
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -61,113)
-3,214 -8,671 -37,643 -19,891 -10,198 -60,747 -56,512 -365 -4,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.9 24.9 49.4 43.6 90.6 81.4 9.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
135 126 169 115 151 349 372
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,470
COMMITMENTS
10,349 370 516 78 1,713 10,943 2,599 2,527 10,871
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -1,500)
-1,222 -345 -167 -1 -120 -1,390 -632 -110 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 2.7 3.8 0.6 12.7 81.2 19.3 18.8 80.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 10 2 6 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 324,979
COMMITMENTS
49,339 30,217 80,541 164,296 190,184 294,176 300,942 30,802 24,036
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -11,864)
-1,466 -3,131 -3,647 -7,211 -4,799 -12,325 -11,577 461 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.3 24.8 50.6 58.5 90.5 92.6 9.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
69 61 95 61 63 197 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,585
COMMITMENTS
50,275 151,562 36,751 531,045 371,968 618,071 560,281 135,514 193,304
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 12,466)
5,676 -546 -9,644 17,615 -12,448 13,647 -22,638 -1,181 35,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 20.1 4.9 70.5 49.4 82.0 74.3 18.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
27 29 34 71 76 117 120
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,397
COMMITMENTS
93 343 131 8,016 7,808 8,240 8,282 157 115
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 123)
38 -39 39 114 183 191 183 -68 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.1 1.6 95.5 93.0 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 2 18 19 22 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,551
COMMITMENTS
53,875 25,340 40,061 95,014 130,641 188,950 196,042 35,601 28,509
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -7,049)
-884 -5,260 -1,756 -5,277 1,012 -7,917 -6,004 868 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.3 17.8 42.3 58.2 84.1 87.3 15.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
48 43 60 61 53 154 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,028
COMMITMENTS
3,615 1,537 1,715 8,342 11,459 13,672 14,712 3,355 2,316
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -160)
-888 100 217 432 -1,231 -239 -914 79 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 9.0 10.1 49.0 67.3 80.3 86.4 19.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 10 19 32 21 69 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,003,028
COMMITMENTS
269,338 133,815 35,100 583,272 691,472 887,710 860,387 115,317 142,641
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -58,267)
-47,547 8,927 -52,542 27,420 -26,737 -72,669 -70,352 14,402 12,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.3 3.5 58.2 68.9 88.5 85.8 11.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
41 42 28 91 128 143 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,624,418
COMMITMENTS
110,419 223,521 209,390 1004776 886,756 1324584 1319666 299,833 304,751
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -189,446)
-57,250 -46,215 -22,814 -125,429 -126,142 -205,494 -195,172 16,047 5,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 13.8 12.9 61.9 54.6 81.5 81.2 18.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
37 54 62 112 119 188 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 948,861
COMMITMENTS
110,834 101,085 39,096 587,182 575,932 737,112 716,113 211,748 232,748
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -52,485)
-18,842 -45,471 -9,493 -24,597 -10,292 -52,932 -65,256 447 12,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.7 4.1 61.9 60.7 77.7 75.5 22.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
23 22 21 70 77 103 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,015,346
COMMITMENTS
77,165 77,390 325,523 567,558 559,014 970,247 961,927 45,099 53,419
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 71,854)
9,493 6,485 20,377 37,351 36,053 67,220 62,915 4,634 8,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.6 32.1 55.9 55.1 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
27 37 48 68 69 122 131
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,343
COMMITMENTS
3,357 1,497 3 8,668 9,633 12,028 11,133 2,315 3,210
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 123)
711 -348 0 -310 511 401 163 -278 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 10.4 0.0 60.4 67.2 83.9 77.6 16.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 1 7 9 13 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,239
COMMITMENTS
26,863 11,606 1,157 33,353 50,139 61,373 62,902 12,867 11,337
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 5,416)
9,443 -1,177 -569 -3,632 7,613 5,241 5,867 174 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 15.6 1.6 44.9 67.5 82.7 84.7 17.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 17 11 25 29 59 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,683
COMMITMENTS
8,418 12,563 0 3,866 117 12,284 12,680 399 3
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
44 0 0 -45 0 -1 0 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 99.1 0.0 30.5 0.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 0 3 2 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,031
COMMITMENTS
1,052 1,235 209 9,730 9,433 10,991 10,877 40 154
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 677)
626 -451 -583 738 1,648 781 614 -104 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 11.2 1.9 88.2 85.5 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 2 14 15 19 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,144
COMMITMENTS
4,683 908 0 18,256 20,617 22,939 21,525 205 1,619
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 3,732)
-2,356 -660 0 6,094 2,921 3,738 2,261 -6 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.9 0.0 78.9 89.1 99.1 93.0 0.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 0 9 15 17 19
Updated February 26, 2010