WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,810
COMMITMENTS
79,450 108,410 44,192 178,744 130,525 302,386 283,127 30,424 49,683
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 6,650)
3,643 -2,174 -2,301 1,501 5,695 2,843 1,220 3,807 5,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 32.6 13.3 53.7 39.2 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
104 129 94 69 85 226 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 852,229
COMMITMENTS
231,255 162,186 73,854 452,558 413,997 757,667 650,037 94,562 202,192
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -18,116)
-574 -26,498 -10,967 -3,717 15,634 -15,258 -21,831 -2,858 3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 19.0 8.7 53.1 48.6 88.9 76.3 11.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
127 167 140 154 246 384 480
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,301
COMMITMENTS
2,580 1,471 470 8,459 9,554 11,509 11,495 1,792 1,806
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -581)
478 -1,045 -3 -917 443 -442 -605 -139 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.1 3.5 63.6 71.8 86.5 86.4 13.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 10 4 14 9 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,758
COMMITMENTS
96,237 63,542 74,930 225,903 220,513 397,070 358,985 40,688 78,773
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,678)
-3,705 -4,016 7,958 -1,369 -2,461 2,884 1,481 -1,206 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 14.5 17.1 51.6 50.4 90.7 82.0 9.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
109 137 134 105 146 302 357
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,367
COMMITMENTS
19,298 3,415 464 11 3,489 19,773 7,368 2,594 14,999
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,153)
-778 330 246 2 -79 -530 497 -623 -1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 15.3 2.1 0.0 15.6 88.4 32.9 11.6 67.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 9 8 2 8 19 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 213,207
COMMITMENTS
38,324 52,978 36,607 117,314 97,637 192,245 187,222 20,962 25,985
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -956)
-4,980 2,473 2,644 2,790 -7,516 454 -2,399 -1,410 1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 24.8 17.2 55.0 45.8 90.2 87.8 9.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
49 69 63 60 54 153 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 752,669
COMMITMENTS
71,422 140,147 7,167 548,672 486,968 627,261 634,282 125,408 118,387
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 11,283)
11,922 3,166 -109 5,139 11,038 16,952 14,095 -5,669 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 18.6 1.0 72.9 64.7 83.3 84.3 16.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 29 12 64 68 96 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,334
COMMITMENTS
39,703 11,452 18,673 69,904 101,077 128,280 131,202 23,054 20,132
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -5,149)
470 -211 1,741 -5,282 -6,443 -3,071 -4,913 -2,078 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 7.6 12.3 46.2 66.8 84.8 86.7 15.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 29 42 56 52 134 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,283
COMMITMENTS
2,840 1,255 1,227 5,392 7,280 9,459 9,762 1,824 1,521
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 430)
-335 229 150 543 -202 358 177 72 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 11.1 10.9 47.8 64.5 83.8 86.5 16.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 8 13 17 14 42 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 803,459
COMMITMENTS
307,229 137,731 12,932 388,811 535,821 708,972 686,484 94,487 116,975
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 31,674)
-12,703 24,983 884 40,079 5,841 28,260 31,708 3,414 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 17.1 1.6 48.4 66.7 88.2 85.4 11.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
34 52 18 67 98 111 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,153,910
COMMITMENTS
138,958 206,259 20,332 727,190 618,259 886,480 844,850 267,430 309,060
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 36,124)
22,024 -6,818 1,888 -5,918 20,206 17,994 15,276 18,130 20,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 17.9 1.8 63.0 53.6 76.8 73.2 23.2 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
28 49 23 102 96 145 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,348
COMMITMENTS
97,595 76,006 9,270 485,867 513,252 592,732 598,528 194,616 188,820
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -16,603)
5,505 -8,408 2,148 -21,422 -11,660 -13,769 -17,920 -2,834 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 9.7 1.2 61.7 65.2 75.3 76.0 24.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
19 25 11 59 68 84 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 453,880
COMMITMENTS
135,398 25,107 37,375 248,540 353,449 421,313 415,931 32,567 37,949
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 8,672)
-6,670 -1,897 -281 17,128 9,725 10,177 7,547 -1,505 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 5.5 8.2 54.8 77.9 92.8 91.6 7.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 10 29 39 43 79 77
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,762
COMMITMENTS
29,303 10,718 987 29,609 43,253 59,899 54,958 11,863 16,804
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 7,003)
3,519 3,184 745 1,497 4,044 5,761 7,973 1,242 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 14.9 1.4 41.3 60.3 83.5 76.6 16.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 13 6 27 25 60 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,168
COMMITMENTS
8,027 8,406 0 2,009 1,741 10,036 10,147 132 21
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.9 82.7 0.0 19.8 17.1 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 0 2 3 11 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,009
COMMITMENTS
579 3,088 90 17,192 14,677 17,861 17,855 148 154
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 298)
16 878 0 249 -571 265 307 33 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 17.1 0.5 95.5 81.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 14 1 13 15 18 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,022
COMMITMENTS
5,802 265 25 25,012 30,695 30,839 30,985 183 37
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,732)
1,950 106 0 -251 1,619 1,699 1,725 33 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 0.9 0.1 80.6 98.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 7 1 10 9 20 17
Updated October 2, 2009