WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,949
COMMITMENTS
68,794 75,630 129,591 215,153 195,006 413,537 400,227 33,411 46,722
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 4,629)
-5,832 -2,261 6,470 8,915 6,198 9,553 10,407 -4,925 -5,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 16.9 29.0 48.1 43.6 92.5 89.5 7.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
111 145 153 82 102 299 306
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,422,687
COMMITMENTS
258,034 61,926 434,812 620,190 655,333 1313036 1152072 109,651 270,616
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -12,967)
6,034 -2,201 653 8,539 12,059 15,226 10,511 -28,193 -23,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 4.4 30.6 43.6 46.1 92.3 81.0 7.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
190 146 240 219 287 546 570
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,528
COMMITMENTS
2,070 107 1,285 8,868 11,744 12,223 13,136 2,306 1,392
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -540)
51 -151 -1,121 761 1,044 -309 -228 -231 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.7 8.8 61.0 80.8 84.1 90.4 15.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 1 7 16 17 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,228
COMMITMENTS
122,226 29,391 151,508 209,862 274,899 483,595 455,798 54,633 82,430
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -8,032)
12,642 -7,171 -172 -7,613 10,152 4,857 2,809 -12,889 -10,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 5.5 28.1 39.0 51.1 89.8 84.7 10.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
161 86 155 115 154 371 329
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 282,918
COMMITMENTS
40,922 28,583 83,445 124,547 150,343 248,914 262,371 34,004 20,547
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -6,161)
-8,668 -1,829 568 2,901 -3,179 -5,200 -4,440 -961 -1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.1 29.5 44.0 53.1 88.0 92.7 12.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
65 57 102 61 70 201 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 791,699
COMMITMENTS
56,634 152,282 38,326 577,463 459,878 672,424 650,487 119,276 141,212
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 10,721)
-2,164 -6,468 1,009 16,620 12,935 15,464 7,475 -4,743 3,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 19.2 4.8 72.9 58.1 84.9 82.2 15.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
28 31 35 75 76 121 124
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,020
COMMITMENTS
22 718 361 5,449 4,807 5,832 5,886 188 134
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.9 6.0 90.5 79.9 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 3 12 12 15 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,582
COMMITMENTS
46,030 11,382 33,395 65,581 113,998 145,006 158,775 33,577 19,807
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 6,953)
2,014 -5,778 911 900 12,887 3,826 8,021 3,127 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.4 18.7 36.7 63.8 81.2 88.9 18.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
64 32 44 60 62 148 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,957
COMMITMENTS
4,926 762 913 5,907 12,327 11,747 14,002 3,211 956
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,590)
1,659 -227 -295 -192 2,110 1,172 1,588 418 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 5.1 6.1 39.5 82.4 78.5 93.6 21.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
32 3 8 24 20 59 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,040,129
COMMITMENTS
309,484 157,173 60,499 561,449 677,734 931,431 895,406 108,698 144,723
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 11,645)
-6,896 5,687 7,937 -7,930 -17,001 -6,890 -3,378 18,535 15,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 15.1 5.8 54.0 65.2 89.5 86.1 10.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
43 61 36 75 115 135 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,518,296
COMMITMENTS
125,504 194,780 170,042 953,173 801,731 1248718 1166552 269,578 351,744
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 47,057)
-9,314 9,530 39,559 15,455 26,445 45,701 75,534 1,356 -28,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.8 11.2 62.8 52.8 82.2 76.8 17.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
47 50 67 123 127 200 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 825,336
COMMITMENTS
101,080 74,086 28,869 500,972 514,604 630,921 617,559 194,415 207,777
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 19,150)
10,520 5,774 1,242 -1,114 22,259 10,648 29,276 8,502 -10,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.0 3.5 60.7 62.4 76.4 74.8 23.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 21 21 72 80 102 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 844,625
COMMITMENTS
86,715 57,107 298,824 421,230 450,401 806,769 806,333 37,856 38,292
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -30,747)
-3,253 4,900 -26,230 834 -6,565 -28,650 -27,896 -2,097 -2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.8 35.4 49.9 53.3 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
36 23 48 49 54 102 113
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,938
COMMITMENTS
2,880 2,404 81 8,733 10,490 11,695 12,975 4,244 2,964
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,434)
-424 288 41 1,003 1,014 621 1,343 814 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 15.1 0.5 54.8 65.8 73.4 81.4 26.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 2 5 8 11 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,481
COMMITMENTS
25,699 17,048 1,209 26,845 32,150 53,752 50,407 12,729 16,074
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 389)
-1,381 -2,151 -318 -838 63 -2,537 -2,406 2,927 2,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 25.6 1.8 40.4 48.4 80.9 75.8 19.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 15 9 26 25 57 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,543
COMMITMENTS
609 2,768 101 14,702 12,393 15,412 15,262 131 281
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 463)
6 561 6 515 -181 527 386 -64 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 17.8 0.6 94.6 79.7 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 9 2 13 13 19 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,106
COMMITMENTS
7,330 377 153 32,454 39,495 39,937 40,025 169 81
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,326)
-304 -333 -4 1,636 1,618 1,328 1,281 -2 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.9 0.4 80.9 98.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 6 1 10 11 18 18
Updated November 6, 2009