WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,320
COMMITMENTS
74,626 77,891 123,120 206,238 188,809 403,984 389,819 38,336 52,501
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,292)
-4,304 -3,765 2,561 4,966 4,060 3,223 2,857 -932 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 17.6 27.8 46.6 42.7 91.3 88.1 8.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
116 133 135 84 99 284 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,435,654
COMMITMENTS
252,000 64,127 434,159 611,651 643,275 1297810 1141560 137,844 294,094
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -13,133)
-9,083 -5,213 -24,105 15,005 13,312 -18,183 -16,006 5,050 2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 4.5 30.2 42.6 44.8 90.4 79.5 9.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 676)
204 126 231 214 287 526 563
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,069
COMMITMENTS
2,019 258 2,406 8,107 10,701 12,532 13,364 2,537 1,704
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -56)
72 -4 -50 37 242 60 188 -115 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.7 16.0 53.8 71.0 83.2 88.7 16.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 4 5 16 15 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,260
COMMITMENTS
109,584 36,562 151,680 217,474 264,747 478,738 452,989 67,522 93,271
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -81,626)
-3,495 -1,093 -57,614 -21,622 -23,791 -82,731 -82,498 1,105 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 6.7 27.8 39.8 48.5 87.6 82.9 12.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
148 85 166 110 143 357 330
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 289,078
COMMITMENTS
49,590 30,412 82,877 121,646 153,522 254,113 266,812 34,965 22,267
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,834)
4,885 -7,198 2,307 -1,848 12,044 5,343 7,153 491 -1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.5 28.7 42.1 53.1 87.9 92.3 12.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
72 52 98 59 69 199 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 780,978
COMMITMENTS
58,798 158,751 37,318 560,844 446,943 656,959 643,012 124,019 137,966
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -25,924)
-16,838 1,334 -4,594 2,888 -21,768 -18,544 -25,028 -7,380 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.3 4.8 71.8 57.2 84.1 82.3 15.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
23 35 30 70 75 111 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,630
COMMITMENTS
44,016 17,160 32,483 64,680 101,112 141,180 150,755 30,450 20,875
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -324)
-3,316 1,907 1,365 3,141 -3,145 1,191 128 -1,515 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 10.0 18.9 37.7 58.9 82.3 87.8 17.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
60 41 50 61 57 155 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,368
COMMITMENTS
3,268 989 1,208 6,099 10,216 10,575 12,413 2,793 954
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 320)
75 34 -108 191 576 158 503 162 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 7.4 9.0 45.6 76.4 79.1 92.9 20.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
21 7 9 23 16 52 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,028,484
COMMITMENTS
316,380 151,486 52,562 569,379 694,735 938,321 898,783 90,163 129,700
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -22,865)
-4,739 341 -7,636 -8,779 -20,519 -21,153 -27,813 -1,712 4,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 14.7 5.1 55.4 67.5 91.2 87.4 8.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
37 63 34 72 110 128 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,471,239
COMMITMENTS
134,817 185,250 130,482 937,718 775,286 1203017 1091018 268,222 380,221
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -110,900)
-31,997 7,719 -54,367 -25,576 -130,459 -111,940 -177,107 1,039 66,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.6 8.9 63.7 52.7 81.8 74.2 18.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
46 45 60 119 127 191 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 806,187
COMMITMENTS
90,560 68,312 27,627 502,086 492,344 620,273 588,283 185,913 217,903
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -11,449)
-21,180 2,110 -8,064 25,667 -16,417 -3,577 -22,371 -7,873 10,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.5 3.4 62.3 61.1 76.9 73.0 23.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
19 19 18 68 82 97 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 875,372
COMMITMENTS
89,968 52,207 325,055 420,396 456,966 835,419 834,228 39,954 41,144
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 47,469)
13,965 14,993 14,628 22,165 18,272 50,758 47,893 -3,289 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.0 37.1 48.0 52.2 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
41 19 50 52 53 107 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,504
COMMITMENTS
3,304 2,116 40 7,730 9,476 11,074 11,632 3,430 2,872
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 611)
578 548 -40 237 115 774 623 -163 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 14.6 0.3 53.3 65.3 76.4 80.2 23.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 5 7 12 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,091
COMMITMENTS
27,080 19,199 1,527 27,683 32,087 56,289 52,813 9,802 13,278
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,118)
-838 4,755 692 4,177 -1,837 4,032 3,610 -1,913 -1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 29.0 2.3 41.9 48.5 85.2 79.9 14.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 17 9 26 26 60 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,080
COMMITMENTS
603 2,207 95 14,187 12,574 14,885 14,876 195 204
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -712)
-205 547 -152 -322 -1,145 -679 -750 -33 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.6 0.6 94.1 83.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 1 13 14 18 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,780
COMMITMENTS
7,634 710 157 30,818 37,877 38,609 38,744 171 36
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,163)
-736 478 132 1,795 561 1,191 1,171 -28 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 1.8 0.4 79.5 97.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 7 1 10 11 19 19
Updated October 30, 2009