WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 355,722
COMMITMENTS
72,586 79,698 48,639 205,284 177,244 326,509 305,581 29,213 50,141
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 10,505)
-588 5,557 3,942 7,138 -1,437 10,492 8,062 13 2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 22.4 13.7 57.7 49.8 91.8 85.9 8.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
98 131 97 65 97 234 268
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 954,008
COMMITMENTS
285,230 72,269 82,165 490,800 568,593 858,195 723,027 95,813 230,981
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -15,010)
4,806 -13,389 -12,917 -2,093 15,717 -10,204 -10,589 -4,806 -4,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 7.6 8.6 51.4 59.6 90.0 75.8 10.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
166 114 141 160 273 401 477
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,086
COMMITMENTS
2,285 870 226 7,345 9,747 9,856 10,843 2,230 1,243
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -7)
-77 464 84 644 99 651 647 -658 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 7.2 1.9 60.8 80.6 81.5 89.7 18.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 3 13 11 23 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 487,238
COMMITMENTS
154,200 34,733 63,101 214,456 295,953 431,757 393,787 55,481 93,451
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 5,066)
2,965 415 729 3,813 1,911 7,507 3,055 -2,441 2,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 7.1 13.0 44.0 60.7 88.6 80.8 11.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
178 88 129 100 165 351 331
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,150
COMMITMENTS
13,631 2,405 334 0 2,154 13,965 4,893 3,185 12,257
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -1,726)
-2,003 -70 -151 0 117 -2,154 -104 428 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.5 14.0 1.9 0.0 12.6 81.4 28.5 18.6 71.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 4 12 0 5 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 229,837
COMMITMENTS
57,997 21,725 44,241 95,310 144,901 197,548 210,867 32,289 18,970
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -5,743)
-3,011 -336 4,403 -3,199 -8,637 -1,807 -4,570 -3,936 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 9.5 19.2 41.5 63.0 86.0 91.7 14.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
76 43 77 53 56 184 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 697,209
COMMITMENTS
55,856 156,201 4,659 508,925 417,667 569,440 578,527 127,769 118,682
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -31,364)
-4,305 10,462 -8,398 -13,282 -31,092 -25,985 -29,028 -5,379 -2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 22.4 0.7 73.0 59.9 81.7 83.0 18.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
25 33 9 71 76 103 111
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,014
COMMITMENTS
75 113 185 6,483 6,514 6,743 6,812 271 202
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.6 2.6 92.4 92.9 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 18 17 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,362
COMMITMENTS
59,185 24,338 14,796 62,919 113,669 136,900 152,803 37,462 21,559
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 11,809)
4,030 2,219 3,072 1,425 4,337 8,527 9,628 3,282 2,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 14.0 8.5 36.1 65.2 78.5 87.6 21.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
65 35 31 51 47 141 95
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,691
COMMITMENTS
6,946 173 1,026 4,714 15,465 12,686 16,664 5,005 1,027
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 942)
425 -45 510 44 645 979 1,110 -37 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 1.0 5.8 26.6 87.4 71.7 94.2 28.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
38 4 9 25 22 68 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 908,514
COMMITMENTS
333,757 154,989 13,128 472,487 617,783 819,372 785,900 89,142 122,614
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -31,438)
-37,937 -11,814 -2,211 2,404 -20,549 -37,744 -34,574 6,306 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 17.1 1.4 52.0 68.0 90.2 86.5 9.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
35 55 22 70 110 115 177
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,178,424
COMMITMENTS
168,175 220,956 29,168 712,896 655,686 910,239 905,810 268,185 272,614
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -51,558)
-26,715 17,395 -5,132 -14,843 -44,887 -46,690 -32,624 -4,868 -18,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 18.8 2.5 60.5 55.6 77.2 76.9 22.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
34 44 21 101 97 144 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 829,315
COMMITMENTS
132,039 94,578 5,870 491,569 522,535 629,478 622,983 199,837 206,332
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -26,930)
-5,454 -4,789 -21,544 10,292 6,705 -16,706 -19,628 -10,224 -7,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 11.4 0.7 59.3 63.0 75.9 75.1 24.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
21 22 8 65 76 90 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 540,223
COMMITMENTS
82,401 54,394 61,812 363,427 386,994 507,640 503,200 32,583 37,023
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 42,256)
16,037 448 -1,242 27,432 41,374 42,227 40,580 29 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 10.1 11.4 67.3 71.6 94.0 93.1 6.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
24 26 36 42 55 84 105
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 18,256
COMMITMENTS
3,611 3,165 565 8,995 9,010 13,171 12,740 5,085 5,516
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,596)
126 292 551 304 -196 981 647 1,615 1,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 17.3 3.1 49.3 49.4 72.1 69.8 27.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 8 4 7 9 13 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,973
COMMITMENTS
29,413 13,751 2,633 39,237 55,953 71,283 72,337 15,690 14,636
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 20,078)
-2,914 -1,730 2,067 16,226 15,723 15,379 16,060 4,699 4,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 15.8 3.0 45.1 64.3 82.0 83.2 18.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 15 11 31 37 71 61
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,144
COMMITMENTS
9,883 9,779 2,327 1,658 2,929 13,868 15,035 1,276 109
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,710)
278 242 2,327 0 36 2,605 2,605 105 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 64.6 15.4 10.9 19.3 91.6 99.3 8.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 2 1 2 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,275
COMMITMENTS
366 2,551 95 8,608 6,524 9,069 9,170 206 105
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -7,364)
-354 -1,283 0 -6,992 -6,060 -7,346 -7,343 -18 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 27.5 1.0 92.8 70.3 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 11 1 14 12 18 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,290
COMMITMENTS
3,553 123 0 10,576 14,122 14,129 14,245 161 45
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -23,938)
-371 -696 -270 -22,991 -22,717 -23,632 -23,683 -306 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 0.9 0.0 74.0 98.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 4 0 8 10 17 14
Updated December 18, 2009