WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,938
COMMITMENTS
73,134 121,961 55,094 242,836 171,981 371,064 349,036 30,874 52,902
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 8,647)
-282 12,703 2,116 5,775 -7,078 7,609 7,741 1,038 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 30.3 13.7 60.4 42.8 92.3 86.8 7.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
93 145 105 72 96 242 287
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,135,793
COMMITMENTS
274,098 130,986 155,805 596,510 578,698 1026413 865,489 109,380 270,304
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 13,350)
-12,353 26,311 19,892 6,649 -35,591 14,188 10,612 -838 2,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 11.5 13.7 52.5 51.0 90.4 76.2 9.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
162 143 182 189 265 458 522
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,259
COMMITMENTS
2,712 2,110 125 8,011 9,561 10,848 11,796 2,411 1,463
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 971)
-322 769 12 1,409 150 1,099 931 -128 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 15.9 0.9 60.4 72.1 81.8 89.0 18.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 11 2 16 13 28 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,213
COMMITMENTS
103,470 64,374 72,865 241,670 229,821 418,005 367,060 39,208 90,153
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,523)
-3,774 7,270 3,120 7,206 -7,542 6,552 2,848 -4,029 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 14.1 15.9 52.9 50.3 91.4 80.3 8.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
127 129 136 98 156 312 354
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,607
COMMITMENTS
12,060 1,280 560 28 1,558 12,648 3,398 2,959 12,209
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 401)
406 143 -67 28 14 367 90 34 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 8.2 3.6 0.2 10.0 81.0 21.8 19.0 78.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 3 8 1 5 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 231,137
COMMITMENTS
42,057 40,429 33,611 127,430 131,276 203,098 205,316 28,039 25,821
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 15,710)
-217 8,784 3,352 11,631 397 14,766 12,533 944 3,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 17.5 14.5 55.1 56.8 87.9 88.8 12.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
62 67 61 57 58 156 163
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,424
COMMITMENTS
41,848 136,270 5,003 493,378 360,884 540,229 502,157 112,195 150,267
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 286)
-4,661 -16,243 1,166 3,274 14,082 -221 -995 507 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 20.9 0.8 75.6 55.3 82.8 77.0 17.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
21 27 10 65 72 92 103
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,891
COMMITMENTS
46 186 73 6,574 6,405 6,693 6,664 198 227
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 321)
46 -35 19 378 334 443 318 -122 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.7 1.1 95.4 92.9 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 19 17 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 179,176
COMMITMENTS
54,955 23,793 22,444 72,431 110,556 149,830 156,793 29,346 22,383
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 9,039)
5,238 2,671 2,033 2,987 3,128 10,258 7,832 -1,219 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 13.3 12.5 40.4 61.7 83.6 87.5 16.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
53 31 47 56 48 141 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,031
COMMITMENTS
5,174 1,427 196 6,534 11,928 11,904 13,551 3,127 1,480
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -948)
-762 -75 35 381 -960 -346 -1,000 -602 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 9.5 1.3 43.5 79.4 79.2 90.2 20.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
34 10 6 28 17 63 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 908,516
COMMITMENTS
281,038 136,743 40,043 497,857 608,604 818,938 785,390 89,578 123,126
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,286)
4,036 -4,007 5,050 -5,828 7,019 3,258 8,062 28 -4,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 15.1 4.4 54.8 67.0 90.1 86.4 9.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
41 52 23 75 120 127 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,332,819
COMMITMENTS
135,138 285,604 48,683 892,616 692,241 1076437 1026528 256,382 306,291
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 54,854)
11,810 18,475 8,613 34,277 19,999 54,700 47,087 154 7,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 21.4 3.7 67.0 51.9 80.8 77.0 19.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
27 54 33 104 109 154 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 832,658
COMMITMENTS
83,636 97,139 22,675 534,151 498,227 640,462 618,041 192,196 214,617
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 35,379)
18,673 13,859 133 -1,629 12,896 17,177 26,888 18,202 8,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 11.7 2.7 64.2 59.8 76.9 74.2 23.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
16 26 12 59 77 80 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 572,149
COMMITMENTS
76,765 76,502 57,072 402,371 394,756 536,208 528,330 35,941 43,819
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 17,006)
4,236 7,035 5,611 17,119 10,139 26,966 22,785 -9,960 -5,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 13.4 10.0 70.3 69.0 93.7 92.3 6.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
22 33 29 53 62 90 111
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,506
COMMITMENTS
2,840 1,682 0 7,791 6,862 10,631 8,544 2,875 4,962
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 936)
400 -353 0 258 6 658 -347 278 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 12.5 0.0 57.7 50.8 78.7 63.3 21.3 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 0 5 7 10 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,083
COMMITMENTS
25,996 8,878 640 24,865 45,681 51,501 55,199 14,582 10,884
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -3,655)
-2,330 234 572 -1,145 -2,550 -2,903 -1,744 -752 -1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 13.4 1.0 37.6 69.1 77.9 83.5 22.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 14 4 23 27 57 43
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,005
COMMITMENTS
525 1,948 246 9,107 7,600 9,878 9,794 127 211
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -356)
273 -749 -4 -402 759 -133 6 -223 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 19.5 2.5 91.0 76.0 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 2 11 16 17 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,780
COMMITMENTS
3,463 362 0 19,116 22,298 22,579 22,660 201 120
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,170)
277 196 0 -1,455 -1,389 -1,178 -1,193 8 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 1.6 0.0 83.9 97.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 0 9 12 18 14
Updated January 29, 2010