WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 350,975
COMMITMENTS
75,079 76,772 45,690 200,624 183,273 321,393 305,735 29,582 45,240
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 683)
1,699 -2,692 -161 -1,364 4,680 174 1,827 509 -1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 21.9 13.0 57.2 52.2 91.6 87.1 8.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
101 132 101 64 99 244 264
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 976,201
COMMITMENTS
294,932 64,976 95,766 480,311 571,504 871,009 732,246 105,192 243,955
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -10,981)
26,929 -4,589 -15,063 -15,408 17,123 -3,542 -2,529 -7,439 -8,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 6.7 9.8 49.2 58.5 89.2 75.0 10.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
169 115 175 150 278 435 518
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,849
COMMITMENTS
2,819 0 612 5,876 10,248 9,307 10,860 2,542 989
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,226)
69 -106 -185 -1,143 -752 -1,259 -1,043 33 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 0.0 5.2 49.6 86.5 78.5 91.7 21.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 0 5 12 9 27 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,986
COMMITMENTS
145,732 29,440 64,671 210,540 298,723 420,943 392,834 58,043 86,152
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 11,761)
4,066 -816 -1,552 6,364 14,612 8,878 12,244 2,883 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 6.1 13.5 44.0 62.4 87.9 82.0 12.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
181 78 108 99 166 339 311
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,389
COMMITMENTS
15,754 1,985 484 0 2,216 16,238 4,685 3,151 14,704
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,843)
2,019 -325 60 0 303 2,079 38 -236 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 10.2 2.5 0.0 11.4 83.7 24.2 16.3 75.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 5 10 0 5 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 258,446
COMMITMENTS
62,455 23,511 50,121 110,175 163,867 222,751 237,499 35,695 20,947
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,632)
924 186 -4,222 3,567 5,651 269 1,615 2,363 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 9.1 19.4 42.6 63.4 86.2 91.9 13.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
77 45 70 58 55 189 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 811,951
COMMITMENTS
83,244 160,738 19,418 567,182 501,857 669,844 682,013 142,107 129,938
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 4,983)
13,832 -15,155 1,778 -12,608 24,953 3,002 11,576 1,981 -6,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 19.8 2.4 69.9 61.8 82.5 84.0 17.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
30 31 12 73 76 111 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 166,668
COMMITMENTS
56,384 18,709 14,035 60,999 114,023 131,418 146,767 35,250 19,901
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -4,893)
4,230 3,094 -3,108 -7,429 -4,459 -6,307 -4,473 1,414 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 11.2 8.4 36.6 68.4 78.9 88.1 21.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
63 32 31 51 46 134 96
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,786
COMMITMENTS
6,603 285 831 4,621 14,545 12,055 15,661 4,731 1,125
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,360)
530 -149 317 62 1,024 909 1,192 451 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 1.7 5.0 27.5 86.6 71.8 93.3 28.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
35 2 8 23 19 63 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 989,075
COMMITMENTS
363,565 149,685 36,026 502,997 679,774 902,588 865,485 86,487 123,590
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -96,606)
-26,073 -25,321 13,831 -69,830 -54,671 -82,072 -66,161 -14,534 -30,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 15.1 3.6 50.9 68.7 91.3 87.5 8.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
37 52 23 75 123 123 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,358,551
COMMITMENTS
201,898 211,210 66,747 794,741 779,376 1063386 1057333 295,165 301,218
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -586)
11,179 -49,701 28,279 -47,974 10,181 -8,516 -11,241 7,930 10,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 15.5 4.9 58.5 57.4 78.3 77.8 21.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
35 45 25 91 108 139 165
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 905,184
COMMITMENTS
117,769 93,622 51,014 514,387 526,822 683,170 671,458 222,014 233,726
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 42,299)
-22,173 12,432 34,779 17,975 -15,890 30,581 31,321 11,718 10,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 10.3 5.6 56.8 58.2 75.5 74.2 24.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
16 20 13 70 83 95 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 556,654
COMMITMENTS
83,701 51,292 62,077 365,806 399,567 511,584 512,936 45,070 43,718
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 10,667)
-2,693 -674 -2,045 5,285 8,452 547 5,733 10,120 4,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 9.2 11.2 65.7 71.8 91.9 92.1 8.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 24 32 42 54 80 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,597
COMMITMENTS
3,511 2,854 4 8,691 9,208 12,206 12,066 3,391 3,531
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,104)
-255 237 2 0 -1,498 -253 -1,259 -851 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 18.3 0.0 55.7 59.0 78.3 77.4 21.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 1 4 8 9 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,810
COMMITMENTS
38,395 14,088 375 18,297 43,172 57,067 57,635 11,743 11,175
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,340)
3,526 1,404 -28 -1,753 6,189 1,745 7,565 1,595 -4,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 20.5 0.5 26.6 62.7 82.9 83.8 17.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
43 15 5 25 31 69 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,456
COMMITMENTS
9,323 9,523 0 1,982 2,933 11,305 12,456 1,151 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 194)
184 98 0 23 104 207 202 -13 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 76.5 0.0 15.9 23.5 90.8 100.0 9.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 6 0 2 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,014
COMMITMENTS
585 3,670 95 15,128 12,103 15,808 15,868 206 146
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -774)
55 -285 -4 -719 -448 -668 -737 -106 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 22.9 0.6 94.5 75.6 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 1 14 15 19 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,855
COMMITMENTS
5,711 251 88 31,569 37,178 37,368 37,517 487 338
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -865)
-797 -613 66 -98 -275 -829 -822 -36 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 0.7 0.2 83.4 98.2 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 5 1 10 9 20 15
Updated December 4, 2009