WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 436,329
COMMITMENTS
74,937 84,066 104,188 226,128 201,210 405,252 389,464 31,077 46,865
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,442)
2,038 -2,624 -1,494 -1,697 5,844 -1,153 1,726 -289 -3,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 19.3 23.9 51.8 46.1 92.9 89.3 7.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
114 132 133 79 100 280 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,299,567
COMMITMENTS
310,554 60,444 279,989 580,788 689,111 1171331 1029544 128,236 270,023
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 52,342)
27,169 -185 19,312 5,386 34,391 51,866 53,518 475 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 4.7 21.5 44.7 53.0 90.1 79.2 9.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
195 115 200 219 297 510 540
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,868
COMMITMENTS
2,610 166 726 6,798 10,938 10,135 11,830 2,734 1,038
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -36)
559 -927 -106 -772 1,262 -318 230 283 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 1.3 5.6 52.8 85.0 78.8 91.9 21.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 3 2 14 16 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 533,998
COMMITMENTS
130,665 42,584 138,407 218,412 263,031 487,484 444,023 46,514 89,975
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 7,422)
18,019 2,626 2,088 -8,547 4,395 11,560 9,109 -4,137 -1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 8.0 25.9 40.9 49.3 91.3 83.2 8.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
157 129 160 103 161 363 358
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 240,248
COMMITMENTS
53,953 22,081 48,554 102,947 149,844 205,454 220,479 34,794 19,769
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,076)
10,870 1,616 -11,398 -5,373 8,190 -5,902 -1,593 4,826 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.2 20.2 42.9 62.4 85.5 91.8 14.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
82 62 76 52 58 187 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,317
COMMITMENTS
52,734 152,461 35,722 514,064 391,119 602,519 579,302 121,798 145,015
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -83)
5,132 3,386 6,331 -6,486 -16,477 4,977 -6,760 -5,060 6,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 21.0 4.9 71.0 54.0 83.2 80.0 16.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 33 33 67 77 117 126
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,010
COMMITMENTS
0 320 65 6,634 6,409 6,699 6,794 311 216
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 284)
0 -56 -90 299 409 209 263 75 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.9 94.6 91.4 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 15 18 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,795
COMMITMENTS
55,154 19,650 25,773 70,387 119,527 151,314 164,950 32,481 18,845
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 6,492)
4,911 -341 1,636 -993 4,954 5,554 6,249 938 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 10.7 14.0 38.3 65.0 82.3 89.7 17.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
65 25 41 55 50 145 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,296
COMMITMENTS
6,036 955 894 5,731 13,621 12,661 15,471 3,635 826
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -525)
74 108 -161 3 -170 -85 -222 -440 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 5.9 5.5 35.2 83.6 77.7 94.9 22.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
35 9 9 30 20 72 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 870,789
COMMITMENTS
238,059 144,952 53,446 486,398 549,903 777,903 748,301 92,886 122,488
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -13,412)
-48,466 13,602 15,685 8,959 -49,921 -23,822 -20,635 10,409 7,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 16.6 6.1 55.9 63.2 89.3 85.9 10.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
32 55 35 68 109 121 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,640,529
COMMITMENTS
145,104 328,242 223,908 1019308 764,983 1388320 1317133 252,209 323,396
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 62,560)
-849 18,503 21,172 50,643 -6,994 70,966 32,681 -8,407 29,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 20.0 13.6 62.1 46.6 84.6 80.3 15.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
46 46 61 120 119 193 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 802,252
COMMITMENTS
95,157 89,727 33,334 503,617 451,240 632,107 574,301 170,145 227,952
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 5,061)
-10,981 14,136 802 11,639 -17,700 1,459 -2,762 3,602 7,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.2 4.2 62.8 56.2 78.8 71.6 21.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
20 20 19 70 70 96 103
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 784,161
COMMITMENTS
49,142 51,933 251,734 444,042 436,505 744,919 740,172 39,242 43,989
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -145,622)
-28,140 3,033 -65,733 -55,670 -84,339 -149,542 -147,039 3,920 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.6 32.1 56.6 55.7 95.0 94.4 5.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
32 29 47 53 59 106 118
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,090
COMMITMENTS
27,524 6,642 701 27,159 51,912 55,384 59,255 13,705 9,835
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,252)
1,048 -70 -296 -232 1,829 520 1,463 1,732 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 9.6 1.0 39.3 75.1 80.2 85.8 19.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 13 4 29 32 60 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,009
COMMITMENTS
9,714 12,331 0 1,928 577 11,642 12,908 1,367 101
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 207)
-190 265 0 397 -58 207 207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 94.8 0.0 14.8 4.4 89.5 99.2 10.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 0 3 1 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,585
COMMITMENTS
127 2,270 177 8,872 6,450 9,176 8,897 409 688
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 359)
23 -94 2 461 438 486 346 -127 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 23.7 1.8 92.6 67.3 95.7 92.8 4.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 10 2 12 12 16 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,554
COMMITMENTS
2,337 83 0 12,133 14,363 14,470 14,446 84 108
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,251)
-52 -927 0 1,501 2,290 1,449 1,363 -198 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.6 0.0 83.4 98.7 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 3 0 8 11 17 14
Updated January 8, 2010