WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,247
COMMITMENTS
70,743 93,275 50,033 191,136 154,939 311,912 298,247 28,335 42,000
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 9,143)
-5,388 -1,501 9,480 9,618 6,454 13,710 14,433 -4,567 -5,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 27.4 14.7 56.2 45.5 91.7 87.7 8.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
95 146 114 67 98 248 284
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 948,636
COMMITMENTS
273,831 102,225 104,893 491,334 527,051 870,058 734,169 78,578 214,467
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -15,734)
2,706 -8,030 -242 11,291 11,624 13,755 3,352 -29,489 -19,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 10.8 11.1 51.8 55.6 91.7 77.4 8.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
162 139 156 174 263 443 495
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,345
COMMITMENTS
2,359 133 498 8,288 11,363 11,145 11,994 2,200 1,351
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -494)
48 -34 -1,215 878 1,041 -289 -208 -205 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 1.0 3.7 62.1 85.1 83.5 89.9 16.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 2 5 15 14 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,745
COMMITMENTS
124,277 32,805 72,601 185,175 251,291 382,053 356,697 48,692 74,048
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -20,284)
11,324 -5,683 -9,660 -8,220 7,282 -6,556 -8,061 -13,728 -12,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 7.6 16.9 43.0 58.3 88.7 82.8 11.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
144 80 115 102 147 322 300
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 237,515
COMMITMENTS
49,463 32,646 50,937 104,982 134,374 205,382 217,957 32,133 19,558
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -7,486)
-8,153 -1,103 -619 2,380 -3,412 -6,392 -5,134 -1,094 -2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 13.7 21.4 44.2 56.6 86.5 91.8 13.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
59 59 92 55 61 184 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,215
COMMITMENTS
61,904 156,496 6,006 556,105 442,101 624,015 604,603 109,200 128,612
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 6,114)
-5,464 -7,315 1,688 14,926 9,390 11,150 3,763 -5,036 2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 21.3 0.8 75.8 60.3 85.1 82.5 14.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
26 29 17 70 72 107 107
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,020
COMMITMENTS
22 718 361 5,449 4,807 5,832 5,886 188 134
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 11.9 6.0 90.5 79.9 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 3 12 12 15 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,793
COMMITMENTS
45,288 14,536 16,811 60,238 104,202 122,337 135,549 31,456 18,244
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,904)
314 -4,304 -841 1,899 10,044 1,372 4,899 2,532 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 9.5 10.9 39.2 67.8 79.5 88.1 20.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 33 34 57 57 134 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,464
COMMITMENTS
4,867 776 677 5,853 12,166 11,397 13,619 3,067 845
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,394)
1,638 -211 -392 -170 2,043 1,076 1,440 318 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 5.4 4.7 40.5 84.1 78.8 94.2 21.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
31 4 8 22 19 57 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,000,307
COMMITMENTS
318,835 166,700 22,576 551,793 669,561 893,204 858,837 107,103 141,470
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 6,491)
-5,930 6,928 3,440 -9,226 -18,201 -11,716 -7,833 18,207 14,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 16.7 2.3 55.2 66.9 89.3 85.9 10.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
40 63 22 67 111 117 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,247,376
COMMITMENTS
126,764 213,315 50,488 823,052 654,976 1000304 918,779 247,072 328,597
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,310)
-5,494 9,836 9,358 -2,392 9,362 1,472 28,556 -3,782 -30,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 17.1 4.0 66.0 52.5 80.2 73.7 19.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
36 56 38 104 98 162 170
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,807
COMMITMENTS
106,156 77,325 11,875 481,755 497,232 599,786 586,432 185,021 198,375
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 12,154)
12,451 7,390 -4,288 -4,170 19,219 3,993 22,321 8,161 -10,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 9.9 1.5 61.4 63.4 76.4 74.7 23.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
20 19 16 67 76 94 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 498,492
COMMITMENTS
105,660 66,648 61,246 298,440 337,379 465,346 465,273 33,146 33,219
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -9,715)
-15,569 -1,954 698 7,896 -5,715 -6,975 -6,971 -2,740 -2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 13.4 12.3 59.9 67.7 93.4 93.3 6.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 15 34 45 50 85 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,668
COMMITMENTS
2,862 2,408 0 8,691 10,423 11,553 12,831 4,115 2,837
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,374)
-436 311 0 1,000 1,001 564 1,312 810 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 15.4 0.0 55.5 66.5 73.7 81.9 26.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 0 4 8 9 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,398
COMMITMENTS
25,840 16,958 375 23,769 29,394 49,984 46,727 12,414 15,671
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -302)
-1,436 -2,145 -449 -1,304 -430 -3,189 -3,024 2,887 2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 27.2 0.6 38.1 47.1 80.1 74.9 19.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 15 5 25 22 54 42
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,543
COMMITMENTS
609 2,768 101 14,702 12,393 15,412 15,262 131 281
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 463)
6 561 6 515 -181 527 386 -64 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 17.8 0.6 94.6 79.7 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 9 2 13 13 19 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,106
COMMITMENTS
7,330 377 153 32,454 39,495 39,937 40,025 169 81
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,326)
-304 -333 -4 1,636 1,618 1,328 1,281 -2 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 0.9 0.4 80.9 98.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 6 1 10 11 18 18
Updated November 6, 2009