WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,826
COMMITMENTS
81,100 101,655 43,300 176,432 141,021 300,832 285,976 29,994 44,850
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 309)
-691 -11,670 3,711 -3,229 9,603 -209 1,644 518 -1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 30.7 13.1 53.3 42.6 90.9 86.4 9.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
90 148 91 68 90 225 269
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 904,844
COMMITMENTS
262,114 125,155 85,099 459,543 473,817 806,756 684,071 98,088 220,773
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 5,349)
6,118 -34,578 6,108 -4,351 25,213 7,875 -3,257 -2,526 8,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 13.8 9.4 50.8 52.4 89.2 75.6 10.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
146 153 140 169 256 411 476
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,343
COMMITMENTS
2,192 612 1,000 8,037 9,805 11,229 11,417 2,114 1,926
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 238)
14 -642 522 -401 265 135 145 103 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 4.6 7.5 60.2 73.5 84.2 85.6 15.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 5 5 16 11 31 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 474,712
COMMITMENTS
112,958 52,195 95,251 210,485 245,232 418,694 392,678 56,018 82,034
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 22,109)
8,845 -21,040 19,653 -16,242 21,927 12,256 20,540 9,853 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 11.0 20.1 44.3 51.7 88.2 82.7 11.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
146 119 169 112 147 361 373
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,611
COMMITMENTS
18,677 4,304 346 12 4,340 19,035 8,990 2,576 12,621
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 767)
783 1,690 -14 -12 352 757 2,028 10 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.4 19.9 1.6 0.1 20.1 88.1 41.6 11.9 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 8 10 1 9 17 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 232,785
COMMITMENTS
42,639 45,949 50,759 107,673 111,652 201,071 208,360 31,714 24,425
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 27,255)
3,664 -5,622 16,877 -1,669 17,834 18,872 29,089 8,383 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.7 21.8 46.3 48.0 86.4 89.5 13.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 66 81 55 54 172 176
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,072
COMMITMENTS
76,184 152,471 9,987 527,522 461,704 613,693 624,162 132,379 121,910
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -22,778)
-4,771 9,568 500 -17,297 -30,542 -21,568 -20,474 -1,210 -2,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 20.4 1.3 70.7 61.9 82.3 83.7 17.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 32 17 67 66 106 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,584
COMMITMENTS
47,210 17,306 16,125 60,619 99,124 123,954 132,555 27,630 19,029
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -824)
7,428 3,906 -2,703 -9,590 185 -4,865 1,388 4,041 -2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 11.4 10.6 40.0 65.4 81.8 87.4 18.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 34 37 56 49 138 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,271
COMMITMENTS
3,207 1,220 993 5,611 8,589 9,811 10,802 2,460 1,469
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 580)
492 -411 -128 -359 1,032 5 493 575 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 9.9 8.1 45.7 70.0 80.0 88.0 20.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 7 10 22 17 48 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 902,617
COMMITMENTS
306,667 163,213 13,508 497,337 604,951 817,512 781,672 85,105 120,945
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 26,219)
5,687 20,245 4,715 33,203 15,769 43,605 40,729 -17,386 -14,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 18.1 1.5 55.1 67.0 90.6 86.6 9.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
32 58 19 70 106 112 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,253,023
COMMITMENTS
151,317 190,820 48,263 794,016 725,184 993,596 964,267 259,427 288,756
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 15,476)
-21,022 7,266 2,449 39,485 15,686 20,912 25,401 -5,436 -9,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 15.2 3.9 63.4 57.9 79.3 77.0 20.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
32 56 29 96 110 144 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 769,151
COMMITMENTS
118,197 80,729 4,359 448,628 492,063 571,184 577,151 197,967 192,000
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -37,700)
-384 -6,845 -253 -35,907 -43,338 -36,544 -50,436 -1,156 12,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.5 0.6 58.3 64.0 74.3 75.0 25.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
20 21 11 60 75 85 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 452,123
COMMITMENTS
108,428 54,267 50,595 262,732 313,813 421,755 418,675 30,368 33,448
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 7,222)
-6,991 10,566 3,424 12,915 -5,052 9,348 8,938 -2,126 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 12.0 11.2 58.1 69.4 93.3 92.6 6.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 13 32 42 45 84 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,430
COMMITMENTS
3,554 1,402 4 6,919 9,330 10,477 10,736 2,953 2,694
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 71)
356 59 -1 0 -2 355 56 -284 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 10.4 0.0 51.5 69.5 78.0 79.9 22.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 1 5 7 12 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,571
COMMITMENTS
27,312 8,020 703 23,666 40,037 51,681 48,760 11,890 14,811
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -4,660)
-1,494 735 365 -2,622 -5,342 -3,751 -4,242 -909 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 12.6 1.1 37.2 63.0 81.3 76.7 18.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 12 6 27 26 59 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,444
COMMITMENTS
740 2,415 95 15,366 13,784 16,201 16,294 243 150
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 502)
-980 595 -102 1,569 31 487 524 15 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 14.7 0.6 93.4 83.8 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 11 1 12 15 18 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,438
COMMITMENTS
7,131 1,011 25 25,050 31,352 32,206 32,388 232 50
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 738)
2,347 466 0 -1,626 256 721 722 17 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 3.1 0.1 77.2 96.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 9 1 8 8 16 18
Updated October 16, 2009