WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,135
COMMITMENTS
69,272 93,564 53,510 195,245 156,405 318,027 303,479 33,108 47,656
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 10,888)
-1,471 289 3,477 4,109 1,466 6,115 5,232 4,773 5,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 26.6 15.2 55.6 44.5 90.6 86.4 9.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
94 143 119 68 98 251 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,004,837
COMMITMENTS
274,564 99,992 118,506 501,229 535,053 894,299 753,551 110,538 251,286
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 56,201)
733 -2,233 13,613 9,895 8,002 24,241 19,382 31,960 36,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 10.0 11.8 49.9 53.2 89.0 75.0 11.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
168 136 181 179 259 468 507
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,572
COMMITMENTS
2,077 126 396 8,693 11,773 11,166 12,295 2,406 1,277
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 227)
-282 -7 -102 405 410 21 301 206 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.9 2.9 64.1 86.7 82.3 90.6 17.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 2 5 14 12 28 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,618
COMMITMENTS
115,156 37,682 59,585 197,426 245,072 372,167 342,339 50,451 80,279
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -8,127)
-9,121 4,877 -13,016 12,251 -6,219 -9,886 -14,358 1,759 6,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 8.9 14.1 46.7 58.0 88.1 81.0 11.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
140 80 110 100 150 304 300
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 12,870
COMMITMENTS
10,111 2,010 246 0 971 10,357 3,227 2,513 9,643
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.6 15.6 1.9 0.0 7.5 80.5 25.1 19.5 74.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
14 4 11 0 3 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 240,702
COMMITMENTS
46,697 28,952 55,902 104,694 134,805 207,293 219,659 33,409 21,043
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,187)
-2,766 -3,694 4,965 -288 431 1,911 1,702 1,276 1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 12.0 23.2 43.5 56.0 86.1 91.3 13.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
62 57 92 62 63 192 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 743,833
COMMITMENTS
50,569 164,642 8,293 576,800 438,604 635,662 611,539 108,171 132,294
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 10,618)
-11,335 8,146 2,287 20,695 -3,497 11,647 6,936 -1,029 3,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 22.1 1.1 77.5 59.0 85.5 82.2 14.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
23 31 15 76 74 109 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,205
COMMITMENTS
43,640 16,348 14,618 62,789 101,203 121,047 132,169 32,158 21,036
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -588)
-1,648 1,812 -2,193 2,551 -2,999 -1,290 -3,380 702 2,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 10.7 9.5 41.0 66.1 79.0 86.3 21.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
50 37 36 55 54 130 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,981
COMMITMENTS
5,283 685 626 5,607 12,748 11,516 14,059 3,465 922
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 517)
416 -91 -51 -246 582 119 440 398 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 4.6 4.2 37.4 85.1 76.9 93.8 23.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
32 3 8 20 18 55 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,377
COMMITMENTS
383,413 161,597 14,887 570,330 756,560 968,630 933,044 88,747 124,333
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 57,070)
64,578 -5,103 -7,689 18,537 86,999 75,426 74,207 -18,356 -17,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 15.3 1.4 53.9 71.6 91.6 88.2 8.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
39 59 23 71 116 119 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,628
COMMITMENTS
144,927 216,304 54,028 855,584 690,822 1054539 961,154 242,089 335,474
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 49,252)
18,163 2,989 3,540 32,532 35,846 54,235 42,375 -4,983 6,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 16.7 4.2 66.0 53.3 81.3 74.1 18.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
34 60 37 99 105 157 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 838,484
COMMITMENTS
125,098 70,210 9,652 513,798 556,913 648,548 636,775 189,936 201,709
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 53,677)
18,942 -7,115 -2,223 32,043 59,681 48,762 50,343 4,915 3,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 8.4 1.2 61.3 66.4 77.3 75.9 22.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
22 20 17 71 80 101 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 516,366
COMMITMENTS
97,391 56,539 64,535 315,431 353,466 477,357 474,540 39,009 41,826
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 17,874)
-8,269 -10,109 3,289 16,991 16,087 12,011 9,267 5,863 8,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 10.9 12.5 61.1 68.5 92.4 91.9 7.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 16 34 42 50 83 93
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,122
COMMITMENTS
3,172 2,528 0 8,691 10,423 11,863 12,951 4,259 3,171
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 454)
310 120 0 0 0 310 120 144 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 15.7 0.0 53.9 64.7 73.6 80.3 26.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 0 4 8 10 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,554
COMMITMENTS
34,923 13,173 1,109 19,491 34,711 55,523 48,993 12,031 18,561
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 5,156)
9,083 -3,785 734 -4,278 5,317 5,539 2,266 -383 2,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 19.5 1.6 28.9 51.4 82.2 72.5 17.8 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 21 7 25 27 64 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,348
COMMITMENTS
8,530 8,972 0 1,720 2,263 10,250 11,235 1,098 113
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.2 79.1 0.0 15.2 19.9 90.3 99.0 9.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 0 2 2 12 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,822
COMMITMENTS
358 3,153 101 15,235 12,389 15,694 15,643 128 179
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 279)
-251 385 0 533 -4 282 381 -3 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 19.9 0.6 96.3 78.3 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 9 2 15 13 20 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,767
COMMITMENTS
7,936 439 153 33,499 41,120 41,588 41,712 179 55
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,661)
606 62 0 1,045 1,625 1,651 1,687 10 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 1.1 0.4 80.2 98.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 5 1 12 11 23 17
Updated November 13, 2009