WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,104
COMMITMENTS
76,131 94,776 40,553 181,518 148,485 298,202 283,814 32,902 47,290
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 836)
-4,832 -1,868 514 2,477 -480 -1,841 -1,834 2,677 2,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 28.6 12.2 54.8 44.8 90.1 85.7 9.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
96 141 105 69 95 241 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 964,370
COMMITMENTS
271,125 110,255 105,135 480,043 515,427 856,303 730,817 108,067 233,553
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 21,920)
-3,859 -7,029 7,837 10,891 19,614 14,869 20,422 7,051 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 11.4 10.9 49.8 53.4 88.8 75.8 11.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
161 141 160 171 264 435 493
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,839
COMMITMENTS
2,311 167 1,713 7,410 10,322 11,434 12,202 2,405 1,637
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -235)
207 -83 -154 -200 251 -147 14 -88 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 1.2 12.4 53.5 74.6 82.6 88.2 17.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 2 5 15 12 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,029
COMMITMENTS
112,953 38,488 82,261 193,395 244,009 388,609 364,758 62,420 86,271
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -26,091)
-11,261 -15,594 -6,006 -11,028 -8,561 -28,295 -30,161 2,204 4,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 8.5 18.2 42.9 54.1 86.2 80.9 13.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
128 83 138 102 139 320 311
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 245,001
COMMITMENTS
57,616 33,749 51,556 102,602 137,786 211,774 223,091 33,227 21,910
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,543)
7,583 -6,027 -1,072 -3,543 11,402 2,968 4,303 575 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 13.8 21.0 41.9 56.2 86.4 91.1 13.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
66 55 86 52 60 179 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,101
COMMITMENTS
67,368 163,811 4,318 541,179 432,711 612,865 600,840 114,236 126,261
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -2,514)
-11,415 8,856 -945 14,796 -10,329 2,436 -2,418 -4,950 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 22.5 0.6 74.4 59.5 84.3 82.6 15.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
24 30 11 67 69 100 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,889
COMMITMENTS
44,974 18,840 17,652 58,339 94,158 120,965 130,650 28,924 19,239
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -1,363)
-2,656 997 1,046 1,741 -2,702 131 -659 -1,494 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 12.6 11.8 38.9 62.8 80.7 87.2 19.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
55 37 42 59 52 145 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,070
COMMITMENTS
3,229 987 1,069 6,023 10,123 10,321 12,179 2,749 891
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 567)
84 -108 95 220 754 399 741 168 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 7.6 8.2 46.1 77.5 79.0 93.2 21.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 5 9 21 16 50 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 993,816
COMMITMENTS
324,765 159,772 19,136 561,019 687,762 904,920 866,670 88,896 127,146
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -4,925)
-11,392 3,497 4,647 2,036 -19,271 -4,709 -11,127 -216 6,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 16.1 1.9 56.5 69.2 91.1 87.2 8.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
36 63 23 66 105 113 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,249,686
COMMITMENTS
132,258 203,479 41,130 825,444 645,614 998,832 890,223 250,854 359,463
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -27,250)
-38,239 -7,790 -9,133 16,710 -79,553 -30,662 -96,476 3,412 69,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 16.3 3.3 66.1 51.7 79.9 71.2 20.1 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
35 50 30 101 100 150 166
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 772,653
COMMITMENTS
93,705 69,935 16,163 485,925 478,013 595,793 564,111 176,860 208,542
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 7,503)
-19,493 -2,461 3,347 30,247 -2,441 14,101 -1,555 -6,598 9,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 9.1 2.1 62.9 61.9 77.1 73.0 22.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
20 18 17 61 80 89 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 508,207
COMMITMENTS
121,229 68,602 60,548 290,544 343,094 472,321 472,244 35,886 35,963
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 30,432)
10,159 12,232 5,050 15,828 13,490 31,037 30,772 -605 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 13.5 11.9 57.2 67.5 92.9 92.9 7.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 15 37 46 49 89 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,294
COMMITMENTS
3,298 2,097 0 7,691 9,422 10,989 11,519 3,305 2,775
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 660)
579 535 0 250 120 829 655 -169 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 14.7 0.0 53.8 65.9 76.9 80.6 23.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 0 4 7 10 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,700
COMMITMENTS
27,276 19,103 824 25,073 29,824 53,173 49,751 9,527 12,949
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,354)
-614 4,723 285 3,692 -2,214 3,363 2,794 -2,009 -1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 30.5 1.3 40.0 47.6 84.8 79.3 15.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 17 5 25 23 57 45
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,080
COMMITMENTS
603 2,207 95 14,187 12,574 14,885 14,876 195 204
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -712)
-205 547 -152 -322 -1,145 -679 -750 -33 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 14.6 0.6 94.1 83.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 1 13 14 18 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,780
COMMITMENTS
7,634 710 157 30,818 37,877 38,609 38,744 171 36
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,163)
-736 478 132 1,795 561 1,191 1,171 -28 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 1.8 0.4 79.5 97.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 7 1 10 11 19 19
Updated October 30, 2009