WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,564
COMMITMENTS
79,031 89,877 121,721 200,806 176,566 401,558 388,164 36,006 49,400
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 7,397)
-1,440 -13,571 9,901 -3,158 10,962 5,303 7,292 2,094 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.5 27.8 45.9 40.4 91.8 88.7 8.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
105 147 128 85 97 273 295
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,411,074
COMMITMENTS
256,317 83,856 436,192 588,543 612,166 1281052 1132214 130,022 278,860
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 33,104)
9,044 -23,449 21,786 -920 23,902 29,909 22,239 3,195 10,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.9 30.9 41.7 43.4 90.8 80.2 9.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
173 162 222 219 284 523 555
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,289
COMMITMENTS
1,949 612 1,595 8,444 10,080 11,988 12,287 2,301 2,002
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 417)
167 -642 519 -443 422 243 299 174 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.3 11.2 59.1 70.5 83.9 86.0 16.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 5 18 13 33 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,222
COMMITMENTS
103,552 34,696 223,566 245,996 282,901 573,114 541,164 62,108 94,058
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 27,289)
10,293 -27,195 28,138 -21,372 26,598 17,058 27,541 10,231 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.5 35.2 38.7 44.5 90.2 85.2 9.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
162 140 235 129 158 429 431
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,611
COMMITMENTS
18,677 4,304 346 12 4,340 19,035 8,990 2,576 12,621
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 767)
783 1,690 -14 -12 352 757 2,028 10 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.4 19.9 1.6 0.1 20.1 88.1 41.6 11.9 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 8 10 1 9 17 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 272,851
COMMITMENTS
38,455 45,700 74,977 125,161 125,678 238,593 246,354 34,258 26,497
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 29,810)
5,295 -7,880 19,683 -5,382 18,724 19,596 30,527 10,214 -717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.7 27.5 45.9 46.1 87.4 90.3 12.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
63 62 93 61 64 188 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,707
COMMITMENTS
77,801 154,585 37,268 555,070 487,481 670,138 679,334 147,568 138,373
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -11,023)
-5,653 11,824 2,684 -9,192 -27,147 -12,161 -12,638 1,138 1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 18.9 4.6 67.9 59.6 82.0 83.1 18.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
31 32 33 71 75 120 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,769
COMMITMENTS
47,721 14,856 30,938 65,620 107,601 144,279 153,396 29,490 20,373
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,587)
8,179 1,092 -105 -11,046 2,818 -2,973 3,805 4,559 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 8.5 17.8 37.8 61.9 83.0 88.3 17.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
68 27 48 56 55 149 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,912
COMMITMENTS
3,347 1,023 1,354 5,688 8,987 10,389 11,364 2,523 1,548
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 635)
643 -505 -118 -472 1,192 53 569 582 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 7.9 10.5 44.0 69.6 80.5 88.0 19.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 6 10 23 19 49 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 939,872
COMMITMENTS
295,674 158,122 44,419 512,672 613,014 852,764 815,556 87,107 124,316
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 38,457)
-4,712 18,205 18,267 41,546 15,767 55,101 52,239 -16,645 -13,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 16.8 4.7 54.5 65.2 90.7 86.8 9.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
34 57 29 74 110 123 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,554,267
COMMITMENTS
150,597 159,872 179,213 942,887 898,242 1272697 1237327 281,570 316,940
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 5,265)
-20,787 16,455 -17,041 47,401 15,595 9,573 15,009 -4,308 -9,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.3 11.5 60.7 57.8 81.9 79.6 18.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
45 50 66 123 135 202 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,914
COMMITMENTS
116,538 75,334 26,017 467,583 515,922 610,138 617,273 207,776 200,640
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -33,801)
-1,893 -7,790 1,587 -31,832 -40,688 -32,139 -46,891 -1,662 13,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 9.2 3.2 57.2 63.1 74.6 75.5 25.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
20 21 22 67 78 99 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 790,787
COMMITMENTS
70,610 31,331 311,633 374,312 409,902 756,554 752,866 34,233 37,921
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 9,141)
-12,243 6,968 574 22,746 3,014 11,077 10,556 -1,936 -1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.0 39.4 47.3 51.8 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
36 18 47 48 50 101 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,591
COMMITMENTS
3,558 1,402 4 6,954 9,348 10,516 10,754 3,075 2,837
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 104)
357 59 -1 5 -6 360 51 -256 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 10.3 0.0 51.2 68.8 77.4 79.1 22.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 2 6 7 13 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,690
COMMITMENTS
27,088 8,034 1,298 26,145 42,031 54,532 51,364 12,159 15,326
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -4,390)
-1,658 723 553 -2,358 -5,325 -3,463 -4,049 -926 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 12.0 1.9 39.2 63.0 81.8 77.0 18.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 12 9 30 28 63 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,444
COMMITMENTS
740 2,415 95 15,366 13,784 16,201 16,294 243 150
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 502)
-980 595 -102 1,569 31 487 524 15 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 14.7 0.6 93.4 83.8 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 11 1 12 15 18 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,438
COMMITMENTS
7,131 1,011 25 25,050 31,352 32,206 32,388 232 50
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 738)
2,347 466 0 -1,626 256 721 722 17 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.1 0.1 77.2 96.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 9 1 8 8 16 18
Updated October 16, 2009