WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 345,217
COMMITMENTS
73,174 74,141 44,697 198,146 178,681 316,017 297,519 29,200 47,698
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,758)
-1,905 -2,631 -993 -2,478 -4,592 -5,376 -8,216 -382 2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 21.5 12.9 57.4 51.8 91.5 86.2 8.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
95 134 87 62 94 226 254
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 969,018
COMMITMENTS
280,424 85,658 95,082 492,893 552,876 868,399 733,616 100,619 235,402
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -7,183)
-14,508 20,682 -684 12,582 -18,628 -2,610 1,370 -4,573 -8,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 8.8 9.8 50.9 57.1 89.6 75.7 10.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
165 130 162 158 274 420 504
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,093
COMMITMENTS
2,362 406 142 6,701 9,648 9,205 10,196 2,888 1,897
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 244)
-457 406 -470 825 -600 -102 -664 346 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 3.4 1.2 55.4 79.8 76.1 84.3 23.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 3 1 12 9 21 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,172
COMMITMENTS
151,235 34,318 62,372 210,643 294,042 424,250 390,732 57,922 91,440
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 3,186)
5,503 4,878 -2,299 103 -4,681 3,307 -2,102 -121 5,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 7.1 12.9 43.7 61.0 88.0 81.0 12.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
170 89 122 100 166 347 325
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,876
COMMITMENTS
15,634 2,475 485 0 2,037 16,119 4,997 2,757 13,879
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -513)
-120 490 1 0 -179 -119 312 -394 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.8 13.1 2.6 0.0 10.8 85.4 26.5 14.6 73.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 5 12 0 5 18 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 235,580
COMMITMENTS
61,008 22,061 39,838 98,509 153,538 199,355 215,437 36,225 20,143
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -22,866)
-1,447 -1,450 -10,283 -11,666 -10,329 -23,396 -22,062 530 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 9.4 16.9 41.8 65.2 84.6 91.4 15.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
75 47 62 53 54 174 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 728,573
COMMITMENTS
60,161 145,739 13,057 522,207 448,759 595,425 607,555 133,148 121,018
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -83,378)
-23,083 -14,999 -6,361 -44,975 -53,098 -74,419 -74,458 -8,959 -8,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 20.0 1.8 71.7 61.6 81.7 83.4 18.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
24 34 11 76 76 108 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 162,553
COMMITMENTS
55,155 22,119 11,724 61,494 109,332 128,373 143,175 34,180 19,378
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -4,115)
-1,229 3,410 -2,311 495 -4,691 -3,045 -3,592 -1,070 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 13.6 7.2 37.8 67.3 79.0 88.1 21.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
59 35 32 51 47 131 98
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,749
COMMITMENTS
6,521 218 516 4,670 14,820 11,707 15,554 5,042 1,195
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -37)
-82 -67 -315 49 275 -348 -107 311 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 1.3 3.1 27.9 88.5 69.9 92.9 30.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
33 3 6 25 20 61 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 939,952
COMMITMENTS
371,694 166,803 15,339 470,083 638,332 857,116 820,474 82,836 119,478
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -49,123)
8,129 17,118 -20,687 -32,914 -41,442 -45,472 -45,011 -3,651 -4,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 17.7 1.6 50.0 67.9 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
37 61 23 74 112 124 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,229,982
COMMITMENTS
194,890 203,561 34,300 727,739 700,573 956,929 938,434 273,053 291,548
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -128,569)
-7,008 -7,649 -32,447 -67,002 -78,803 -106,457 -118,899 -22,112 -9,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 16.5 2.8 59.2 57.0 77.8 76.3 22.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
37 41 25 98 103 146 158
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 856,245
COMMITMENTS
137,493 99,367 27,414 481,277 515,830 646,184 642,611 210,061 213,634
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -48,939)
19,724 5,745 -23,600 -33,110 -10,992 -36,986 -28,847 -11,953 -20,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.6 3.2 56.2 60.2 75.5 75.0 24.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
19 26 11 68 80 94 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 497,967
COMMITMENTS
66,364 53,946 63,054 335,995 345,620 465,413 462,620 32,554 35,347
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -58,687)
-17,337 2,654 977 -29,811 -53,947 -46,171 -50,316 -12,516 -8,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 10.8 12.7 67.5 69.4 93.5 92.9 6.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
19 27 34 41 54 78 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,660
COMMITMENTS
3,485 2,873 14 8,691 9,206 12,190 12,093 3,470 3,567
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 63)
-26 19 10 0 -2 -16 27 79 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 18.3 0.1 55.5 58.8 77.8 77.2 22.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 1 4 8 8 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,895
COMMITMENTS
32,327 15,481 566 23,011 40,230 55,904 56,277 10,991 10,618
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,915)
-6,068 1,393 191 4,714 -2,942 -1,163 -1,358 -752 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 23.1 0.8 34.4 60.1 83.6 84.1 16.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 21 6 30 27 67 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,434
COMMITMENTS
9,605 9,537 0 1,658 2,893 11,263 12,430 1,171 4
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -22)
282 14 0 -324 -40 -42 -26 20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 76.7 0.0 13.3 23.3 90.6 100.0 9.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 6 0 1 3 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,639
COMMITMENTS
720 3,834 95 15,600 12,584 16,415 16,513 224 126
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 625)
135 164 0 472 481 607 645 18 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 23.0 0.6 93.8 75.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 11 1 15 14 19 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,228
COMMITMENTS
3,924 819 270 33,567 36,839 37,761 37,928 467 300
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 373)
-1,787 568 182 1,998 -339 393 411 -20 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 2.1 0.7 87.8 96.4 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 5 2 10 10 19 17
Updated December 11, 2009