WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,022
COMMITMENTS
71,797 84,308 108,538 229,720 195,836 410,054 388,683 29,968 51,340
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 4,620)
-3,725 14,024 3,817 7,871 -10,046 7,964 7,796 -3,343 -3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 19.2 24.7 52.2 44.5 93.2 88.3 6.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
109 133 129 82 98 272 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,220,477
COMMITMENTS
269,131 67,734 255,375 575,721 631,386 1100227 954,496 120,250 265,981
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 7,982)
-2,958 -139 -1,049 11,690 9,014 7,682 7,826 300 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.5 20.9 47.2 51.7 90.1 78.2 9.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
166 124 195 219 298 484 540
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,028
COMMITMENTS
1,885 1,141 956 8,097 9,640 10,937 11,737 2,090 1,290
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -31)
168 271 34 -18 -282 185 23 -216 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.8 7.3 62.1 74.0 84.0 90.1 16.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 6 3 13 15 24 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 606,444
COMMITMENTS
115,297 43,664 175,007 261,084 289,944 551,388 508,615 55,055 97,829
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -16,553)
-34,853 8,388 11,500 14,124 -31,073 -9,230 -11,186 -7,323 -5,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 7.2 28.9 43.1 47.8 90.9 83.9 9.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
162 102 178 123 162 382 370
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,388
COMMITMENTS
11,579 1,525 341 0 1,300 11,920 3,166 2,468 11,222
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -2,762)
-2,052 -880 7 0 -854 -2,045 -1,727 -717 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 10.6 2.4 0.0 9.0 82.8 22.0 17.2 78.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
15 3 10 0 4 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,981
COMMITMENTS
40,910 21,083 66,323 123,313 151,031 230,546 238,437 29,435 21,544
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -8,559)
-14,511 2,087 -747 11,467 -11,189 -3,791 -9,849 -4,768 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.1 25.5 47.4 58.1 88.7 91.7 11.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
61 53 85 59 60 181 172
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,723
COMMITMENTS
61,531 151,276 40,482 521,943 419,045 623,956 610,803 129,767 142,920
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -7,761)
4,773 -5,101 5,015 -6,986 -22,431 2,802 -22,516 -10,563 14,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 20.1 5.4 69.2 55.6 82.8 81.0 17.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
40 31 38 73 79 129 132
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,420
COMMITMENTS
166 80 153 6,764 6,891 7,083 7,124 337 296
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 406)
91 -33 -32 281 377 340 312 66 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 2.1 91.2 92.9 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 17 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 187,818
COMMITMENTS
50,076 21,067 27,102 73,481 114,097 150,659 162,266 37,159 25,552
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -7,327)
-10,034 1,969 -345 5,882 -10,779 -4,497 -9,156 -2,830 1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 11.2 14.4 39.1 60.7 80.2 86.4 19.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
62 32 42 55 51 143 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,311
COMMITMENTS
6,019 307 1,222 5,661 14,526 12,901 16,054 4,410 1,257
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,478)
-1,051 185 -329 710 -1,414 -670 -1,559 -808 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 1.8 7.1 32.7 83.9 74.5 92.7 25.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
35 7 10 28 21 70 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 927,039
COMMITMENTS
333,288 134,709 41,912 467,202 624,023 842,402 800,645 84,636 126,394
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -21,029)
-53 -15,040 -2,381 -12,346 -1,702 -14,780 -19,123 -6,249 -1,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 14.5 4.5 50.4 67.3 90.9 86.4 9.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
37 55 31 71 108 126 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,641,410
COMMITMENTS
162,407 276,385 219,354 983,759 853,235 1365521 1348974 275,889 292,436
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 148,581)
-2,966 50,543 53,405 114,191 45,094 164,629 149,042 -16,048 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 16.8 13.4 59.9 52.0 83.2 82.2 16.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
42 49 59 121 124 196 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 862,716
COMMITMENTS
131,609 69,722 29,211 517,752 549,966 678,572 648,899 184,144 213,817
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -10,002)
868 -22,283 2,471 13,560 13,438 16,899 -6,374 -26,901 -3,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 8.1 3.4 60.0 63.7 78.7 75.2 21.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 20 20 72 76 104 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 906,428
COMMITMENTS
78,418 48,817 306,905 485,701 508,024 871,025 863,747 35,403 42,681
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -13,159)
-1,153 -3,429 6,457 -17,269 -16,530 -11,966 -13,502 -1,193 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.4 33.9 53.6 56.0 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 27 48 53 63 109 121
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,882
COMMITMENTS
25,832 8,502 1,100 26,717 46,022 53,648 55,624 11,234 9,258
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -27,237)
-3,282 -5,348 -2,370 -16,939 -13,790 -22,591 -21,509 -4,646 -5,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 13.1 1.7 41.2 70.9 82.7 85.7 17.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 17 6 26 24 57 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,869
COMMITMENTS
9,935 12,052 0 1,568 715 11,503 12,767 1,366 102
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -2,275)
52 2,273 -2,327 -90 -2,214 -2,365 -2,268 90 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 93.7 0.0 12.2 5.6 89.4 99.2 10.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 1 3 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,963
COMMITMENTS
145 2,127 175 7,913 5,896 8,233 8,198 730 765
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -312)
-221 -424 80 -695 -628 -836 -972 524 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 23.7 2.0 88.3 65.8 91.9 91.5 8.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 9 2 13 12 17 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,004
COMMITMENTS
3,075 1,052 0 10,539 12,641 13,614 13,693 390 311
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -286)
-478 929 0 -37 -1,481 -515 -552 229 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 7.5 0.0 75.3 90.3 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 4 0 8 10 15 14
Updated December 28, 2009