WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,028
COMMITMENTS
78,929 81,655 120,559 201,272 184,748 400,761 386,963 39,268 53,065
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,464)
-102 -8,222 -1,162 466 8,182 -798 -1,201 3,262 3,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 18.6 27.4 45.7 42.0 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
110 142 133 84 93 282 288
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,448,787
COMMITMENTS
261,083 69,340 458,264 596,647 629,962 1315993 1157566 132,794 291,221
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 37,713)
4,766 -14,516 22,072 8,104 17,796 34,941 25,352 2,771 12,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.8 31.6 41.2 43.5 90.8 79.9 9.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
188 144 225 221 281 527 551
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,124
COMMITMENTS
1,947 262 2,456 8,070 10,458 12,472 13,176 2,652 1,948
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 836)
-2 -350 861 -374 378 485 890 351 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.7 16.2 53.4 69.1 82.5 87.1 17.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 3 4 18 15 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 627,886
COMMITMENTS
113,078 37,655 209,294 239,096 288,537 561,468 535,487 66,418 92,399
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -7,336)
9,526 2,959 -14,272 -6,900 5,636 -11,645 -5,677 4,310 -1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.0 33.3 38.1 46.0 89.4 85.3 10.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
183 124 221 123 150 423 407
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,433
COMMITMENTS
18,497 6,084 370 11 3,312 18,878 9,766 2,555 11,667
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -178)
-180 1,780 24 -1 -1,028 -157 776 -21 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.3 28.4 1.7 0.1 15.5 88.1 45.6 11.9 54.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 11 13 1 7 19 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,245
COMMITMENTS
44,705 37,610 80,571 123,494 141,478 248,770 259,658 34,474 23,586
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 10,394)
6,250 -8,090 5,594 -1,666 15,800 10,178 13,304 216 -2,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 13.3 28.4 43.6 49.9 87.8 91.7 12.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
69 63 88 60 64 191 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 806,902
COMMITMENTS
75,637 157,416 41,912 557,955 468,711 675,504 668,039 131,398 138,863
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -10,804)
-2,164 2,831 4,644 2,885 -18,770 5,365 -11,294 -16,170 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 19.5 5.2 69.1 58.1 83.7 82.8 16.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 33 39 72 74 128 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,954
COMMITMENTS
47,332 15,252 31,118 61,539 104,257 139,989 150,627 31,965 21,327
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,815)
-389 396 180 -4,080 -3,344 -4,289 -2,769 2,474 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 8.9 18.1 35.8 60.6 81.4 87.6 18.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
63 35 47 61 57 157 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,047
COMMITMENTS
3,193 955 1,316 5,908 9,640 10,416 11,911 2,631 1,136
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 135)
-154 -69 -38 220 653 28 547 107 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 7.3 10.1 45.3 73.9 79.8 91.3 20.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 7 10 24 19 51 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,051,348
COMMITMENTS
321,119 151,145 60,198 578,158 715,254 959,474 926,597 91,874 124,752
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 111,477)
25,445 -6,977 15,779 65,486 102,239 106,710 111,041 4,767 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 14.4 5.7 55.0 68.0 91.3 88.1 8.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
35 63 33 72 118 125 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,582,139
COMMITMENTS
166,814 177,530 184,850 963,294 905,745 1314957 1268125 267,182 314,014
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 27,872)
16,217 17,658 5,637 20,407 7,503 42,261 30,798 -14,388 -2,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.2 11.7 60.9 57.2 83.1 80.2 16.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
56 49 71 126 139 215 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,636
COMMITMENTS
111,741 66,201 35,691 476,418 508,762 623,850 610,654 193,786 206,982
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -278)
-4,797 -9,132 9,673 8,836 -7,160 13,712 -6,619 -13,990 6,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 8.1 4.4 58.3 62.2 76.3 74.7 23.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
21 23 23 72 82 108 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 827,904
COMMITMENTS
76,003 37,214 310,427 398,231 438,694 784,661 786,335 43,243 41,569
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 37,117)
5,394 5,883 -1,206 23,919 28,792 28,107 33,469 9,010 3,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.5 37.5 48.1 53.0 94.8 95.0 5.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
36 21 45 48 50 99 105
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,893
COMMITMENTS
2,726 1,568 80 7,493 9,361 10,300 11,008 3,593 2,885
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 302)
-831 166 76 539 13 -217 254 519 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 11.3 0.6 53.9 67.4 74.1 79.2 25.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 1 5 7 11 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,973
COMMITMENTS
27,918 14,444 834 23,505 33,924 52,257 49,203 11,715 14,770
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -2,718)
829 6,410 -464 -2,640 -8,107 -2,274 -2,161 -443 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 22.6 1.3 36.7 53.0 81.7 76.9 18.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
31 13 8 27 26 60 45
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,792
COMMITMENTS
808 1,660 247 14,509 13,719 15,564 15,626 228 166
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -652)
68 -755 152 -857 -65 -637 -668 -15 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.5 1.6 91.9 86.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 2 12 16 19 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,617
COMMITMENTS
8,370 232 25 29,023 37,316 37,418 37,573 199 44
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 5,179)
1,239 -779 0 3,973 5,964 5,212 5,185 -33 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 0.6 0.1 77.2 99.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 6 1 10 11 20 18
Updated October 23, 2009