WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 350,292
COMMITMENTS
73,380 79,464 45,851 201,988 178,593 321,219 303,908 29,073 46,384
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -27,960)
819 -10,170 -13,602 -6,366 2,991 -19,149 -20,781 -8,811 -7,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 22.7 13.1 57.7 51.0 91.7 86.8 8.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
86 136 107 66 95 240 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 987,182
COMMITMENTS
268,003 69,565 110,829 495,719 554,381 874,551 734,775 112,631 252,407
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -69,414)
-23,463 -29,204 -13,772 -19,157 -11,768 -56,392 -54,744 -13,022 -14,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 7.0 11.2 50.2 56.2 88.6 74.4 11.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
152 116 168 192 270 455 502
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,075
COMMITMENTS
2,750 106 797 7,019 11,000 10,566 11,903 2,509 1,172
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -1,157)
359 -33 -44 -668 -375 -353 -452 -804 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 0.8 6.1 53.7 84.1 80.8 91.0 19.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 1 7 14 11 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,225
COMMITMENTS
141,666 30,256 66,223 204,176 284,111 412,065 380,590 55,160 86,635
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 23,238)
12,544 -7,755 9,289 6,143 24,750 27,976 26,284 -4,738 -3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 6.5 14.2 43.7 60.8 88.2 81.5 11.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
167 81 113 103 158 334 306
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,546
COMMITMENTS
13,735 2,310 424 0 1,913 14,159 4,647 3,387 12,899
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,915)
2,243 665 141 0 312 2,384 1,118 531 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 13.2 2.4 0.0 10.9 80.7 26.5 19.3 73.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 6 10 0 5 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,814
COMMITMENTS
61,531 23,325 54,343 106,608 158,216 222,482 235,884 33,332 19,930
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -3,851)
434 -4,098 5,119 480 1,349 6,033 2,370 -9,884 -6,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.1 21.2 41.7 61.8 87.0 92.2 13.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
78 43 86 57 62 200 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 806,968
COMMITMENTS
69,412 175,893 17,640 579,790 476,904 666,842 670,437 140,126 136,531
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 21,150)
6,230 -6,507 9,533 -4,895 12,205 10,868 15,231 10,282 5,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 21.8 2.2 71.8 59.1 82.6 83.1 17.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
29 29 17 78 78 114 117
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,859
COMMITMENTS
74 111 201 5,377 5,331 5,652 5,643 207 216
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 22)
-72 -165 -185 301 345 44 -5 -22 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.9 3.4 91.8 91.0 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 17 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,561
COMMITMENTS
52,154 15,615 17,143 68,428 118,482 137,725 151,240 33,836 20,321
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 8,646)
4,785 -2,289 2,161 547 9,682 7,493 9,554 1,153 -908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 9.1 10.0 39.9 69.1 80.3 88.2 19.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
58 28 37 54 47 139 98
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,426
COMMITMENTS
6,073 434 514 4,559 13,521 11,146 14,469 4,280 957
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 699)
656 -65 81 -324 733 413 749 286 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 2.8 3.3 29.6 87.7 72.3 93.8 27.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
33 3 8 20 20 58 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,085,681
COMMITMENTS
389,638 175,006 22,195 572,827 734,445 984,660 931,646 101,021 154,035
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -10,202)
-2,895 -951 9,151 -13,858 -32,616 -7,602 -24,416 -2,600 14,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 16.1 2.0 52.8 67.6 90.7 85.8 9.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
42 59 26 78 121 132 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,359,137
COMMITMENTS
190,719 260,911 38,468 842,715 769,195 1071902 1068574 287,235 290,563
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 457)
14,968 -11,563 -16,695 -5,096 25,767 -6,823 -2,491 7,280 2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.2 2.8 62.0 56.6 78.9 78.6 21.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
39 42 30 102 105 153 165
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 862,885
COMMITMENTS
139,942 81,190 16,235 496,412 542,712 652,589 640,137 210,296 222,748
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,799)
-24,105 6,423 2,767 1,622 -27,873 -19,716 -18,683 14,917 13,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 9.4 1.9 57.5 62.9 75.6 74.2 24.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
22 18 18 68 78 98 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 545,987
COMMITMENTS
86,394 51,966 64,122 360,521 391,115 511,037 507,203 34,950 38,784
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 6,089)
-10,040 -4,720 -2,406 16,891 13,384 4,445 6,258 1,644 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.5 11.7 66.0 71.6 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
23 27 36 43 53 85 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,701
COMMITMENTS
3,766 2,617 2 8,691 10,706 12,459 13,325 4,242 3,376
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 534)
457 -6 -5 0 407 452 396 82 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 15.7 0.0 52.0 64.1 74.6 79.8 25.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 1 4 8 10 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,470
COMMITMENTS
34,869 12,684 403 20,050 36,983 55,322 50,070 10,148 15,400
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,410)
775 -608 -523 -2,175 -490 -1,923 -1,621 -2,487 -2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 19.4 0.6 30.6 56.5 84.5 76.5 15.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
40 16 7 23 26 65 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,262
COMMITMENTS
9,139 9,425 0 1,959 2,829 11,098 12,254 1,164 8
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 779)
491 274 0 222 611 713 885 66 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 76.9 0.0 16.0 23.1 90.5 99.9 9.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 0 2 3 12 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,788
COMMITMENTS
530 3,955 99 15,847 12,551 16,476 16,605 312 183
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 185)
11 348 -2 62 -189 71 157 114 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 23.6 0.6 94.4 74.8 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 8 1 15 15 20 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,720
COMMITMENTS
6,508 864 22 31,667 37,453 38,197 38,339 523 381
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,505)
-1,002 184 0 3,177 2,022 2,175 2,206 330 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 2.2 0.1 81.8 96.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 1 9 10 17 19
Updated November 30, 2009