WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,881
COMMITMENTS
73,456 66,691 97,051 215,934 205,407 386,441 369,150 32,439 49,731
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -76,159)
2,148 -3,370 -50,076 -17,497 -13,462 -65,426 -66,909 -10,733 -9,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 15.9 23.2 51.6 49.0 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
109 125 137 75 99 277 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,214,860
COMMITMENTS
255,748 63,164 262,175 563,115 602,364 1081038 927,703 133,822 287,157
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -287,263)
-19,067 1,002 -162,539 -79,319 -88,897 -260,925 -250,435 -26,337 -36,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 5.2 21.6 46.4 49.6 89.0 76.4 11.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
179 110 229 222 285 525 554
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,637
COMMITMENTS
2,519 106 1,103 7,406 11,168 11,028 12,377 2,609 1,260
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -1,631)
315 0 -351 -790 -625 -825 -975 -806 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.8 8.1 54.3 81.9 80.9 90.8 19.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 1 7 16 13 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 587,345
COMMITMENTS
138,508 27,367 154,978 232,152 309,541 525,638 491,886 61,706 95,458
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 27,174)
14,553 -5,746 10,109 7,210 26,294 31,873 30,658 -4,699 -3,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.7 26.4 39.5 52.7 89.5 83.7 10.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
171 101 162 118 165 377 352
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,546
COMMITMENTS
13,735 2,310 424 0 1,913 14,159 4,647 3,387 12,899
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,915)
2,243 665 141 0 312 2,384 1,118 531 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 13.2 2.4 0.0 10.9 80.7 26.5 19.3 73.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 6 10 0 5 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,202
COMMITMENTS
60,473 20,807 74,446 117,178 171,185 252,097 266,438 35,105 20,763
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -25,762)
6,604 -1,575 -10,505 -11,601 -7,600 -15,503 -19,681 -10,260 -6,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 7.2 25.9 40.8 59.6 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
83 44 92 61 67 211 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 850,475
COMMITMENTS
71,668 176,329 39,577 591,970 488,827 703,216 704,734 147,259 145,742
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,732)
9,588 -5,494 -256 -19,443 1,098 -10,111 -4,653 5,379 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 20.7 4.7 69.6 57.5 82.7 82.9 17.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
25 37 31 81 83 124 133
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,859
COMMITMENTS
74 111 201 5,377 5,331 5,652 5,643 207 216
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 22)
-72 -165 -185 301 345 44 -5 -22 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 3.4 91.8 91.0 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 17 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 186,533
COMMITMENTS
53,620 13,270 25,209 71,632 125,943 150,462 164,423 36,072 22,111
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -1,195)
5,125 -2,196 -5,705 -1,641 7,581 -2,221 -320 1,025 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 7.1 13.5 38.4 67.5 80.7 88.1 19.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
64 27 45 55 50 148 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,186
COMMITMENTS
6,165 426 871 4,669 13,809 11,704 15,105 4,482 1,081
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 746)
690 -65 91 -329 763 452 789 294 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 2.6 5.4 28.8 85.3 72.3 93.3 27.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 5 8 25 20 64 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,108,701
COMMITMENTS
388,700 172,786 40,336 577,216 739,789 1006252 952,911 102,450 155,790
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -40,073)
8,795 7,381 -18,677 -25,493 -40,232 -35,375 -51,528 -4,697 11,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 15.6 3.6 52.1 66.7 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
43 59 33 83 123 142 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,542,156
COMMITMENTS
188,141 268,768 123,647 926,836 846,599 1238623 1239014 303,532 303,141
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -177,883)
15,743 25,558 -113,143 -81,802 -77,104 -179,202 -164,688 1,318 -13,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 17.4 8.0 60.1 54.9 80.3 80.3 19.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
40 42 46 112 116 175 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 881,626
COMMITMENTS
137,584 79,391 24,246 503,135 548,937 664,964 652,573 216,662 229,054
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -38,880)
-22,153 10,622 -11,530 -13,275 -44,450 -46,958 -45,358 8,078 6,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.0 2.8 57.1 62.3 75.4 74.0 24.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 15 21 72 83 104 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 947,485
COMMITMENTS
72,567 49,590 333,037 501,254 519,389 906,859 902,017 40,627 45,469
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 41,378)
-10,760 -3,242 18,628 30,998 24,468 38,866 39,854 2,512 1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.2 35.1 52.9 54.8 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
29 33 51 51 56 106 118
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,781
COMMITMENTS
3,774 2,617 2 8,700 10,720 12,477 13,339 4,305 3,442
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -408)
172 -358 -322 -215 305 -365 -375 -43 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 15.6 0.0 51.8 63.9 74.3 79.5 25.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 2 5 8 11 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,410
COMMITMENTS
34,673 12,720 1,047 23,278 39,861 58,999 53,628 10,411 15,782
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -6,039)
868 -1,005 -899 -3,588 -1,275 -3,619 -3,180 -2,420 -2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 18.3 1.5 33.5 57.4 85.0 77.3 15.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
40 16 11 24 28 68 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,262
COMMITMENTS
9,139 9,425 0 1,959 2,829 11,098 12,254 1,164 8
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 779)
491 274 0 222 611 713 885 66 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 76.9 0.0 16.0 23.1 90.5 99.9 9.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 0 2 3 12 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,788
COMMITMENTS
530 3,955 99 15,847 12,551 16,476 16,605 312 183
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 185)
11 348 -2 62 -189 71 157 114 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 23.6 0.6 94.4 74.8 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 8 1 15 15 20 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,720
COMMITMENTS
6,508 864 22 31,667 37,453 38,197 38,339 523 381
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,505)
-1,002 184 0 3,177 2,022 2,175 2,206 330 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.2 0.1 81.8 96.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 1 9 10 17 19
Updated November 30, 2009