WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 492,798
COMMITMENTS
77,492 110,386 117,166 262,519 206,875 457,177 434,428 35,621 58,370
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 10,258)
-530 13,272 2,392 7,453 -6,195 9,315 9,469 943 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 22.4 23.8 53.3 42.0 92.8 88.2 7.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
115 137 135 86 100 286 305
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,435,139
COMMITMENTS
260,302 128,413 353,316 692,505 645,137 1306124 1126866 129,015 308,273
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 24,163)
-8,964 26,033 21,277 13,729 -26,393 26,042 20,917 -1,879 3,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 8.9 24.6 48.3 45.0 91.0 78.5 9.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
176 155 231 228 289 529 584
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,047
COMMITMENTS
1,179 2,112 1,738 9,662 9,654 12,578 13,504 2,468 1,543
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 821)
-236 771 -54 1,240 156 950 873 -130 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 14.0 11.6 64.2 64.2 83.6 89.7 16.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 12 4 18 16 30 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 572,952
COMMITMENTS
102,167 69,011 153,445 272,271 251,838 527,883 474,295 45,069 98,658
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -5,404)
-3,887 7,832 -6,414 9,232 -6,566 -1,068 -5,149 -4,336 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 12.0 26.8 47.5 44.0 92.1 82.8 7.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
158 132 192 112 163 375 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,607
COMMITMENTS
12,060 1,280 560 28 1,558 12,648 3,398 2,959 12,209
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 401)
406 143 -67 28 14 367 90 34 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 8.2 3.6 0.2 10.0 81.0 21.8 19.0 78.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 3 8 1 5 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 269,833
COMMITMENTS
39,414 40,941 52,848 148,267 149,465 240,529 243,254 29,304 26,579
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 16,785)
795 10,752 1,651 13,497 1,378 15,943 13,781 842 3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 15.2 19.6 54.9 55.4 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
58 74 69 61 65 166 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 713,127
COMMITMENTS
49,402 136,732 28,191 509,566 382,757 587,160 547,680 125,967 165,447
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -21,517)
-4,333 -12,228 -14,352 -6,012 3,794 -24,698 -22,786 3,182 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 19.2 4.0 71.5 53.7 82.3 76.8 17.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 26 29 75 81 118 124
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,891
COMMITMENTS
46 186 73 6,574 6,405 6,693 6,664 198 227
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 321)
46 -35 19 378 334 443 318 -122 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.7 1.1 95.4 92.9 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 19 17 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 199,811
COMMITMENTS
55,470 22,105 34,127 78,315 118,923 167,913 175,155 31,898 24,656
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 9,988)
5,242 3,350 2,812 3,211 2,883 11,265 9,045 -1,277 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 11.1 17.1 39.2 59.5 84.0 87.7 16.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
58 37 55 57 51 150 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,223
COMMITMENTS
4,565 1,433 1,209 7,215 12,041 12,989 14,683 3,234 1,540
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -853)
-677 -79 80 370 -891 -228 -890 -626 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 8.8 7.4 44.5 74.2 80.1 90.5 19.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
34 11 8 32 18 68 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 952,455
COMMITMENTS
278,480 130,032 70,773 511,407 624,206 860,661 825,011 91,794 127,444
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -2,016)
6,974 -1,403 -2,744 -5,593 6,388 -1,362 2,241 -654 -4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 13.7 7.4 53.7 65.5 90.4 86.6 9.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
43 52 33 81 125 141 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,631,894
COMMITMENTS
133,907 259,049 167,688 1059429 880,565 1361025 1307302 270,869 324,592
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -60,397)
25,017 3,319 -57,671 -20,554 -8,476 -53,208 -62,829 -7,189 2,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 15.9 10.3 64.9 54.0 83.4 80.1 16.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
32 55 61 128 135 199 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 866,964
COMMITMENTS
76,097 90,327 44,806 547,274 507,855 668,178 642,989 198,786 223,975
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 15,650)
17,295 14,383 -9,500 -7,041 3,736 753 8,619 14,897 7,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.4 5.2 63.1 58.6 77.1 74.2 22.9 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
19 25 24 69 82 100 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 917,533
COMMITMENTS
74,469 76,758 288,992 514,037 503,374 877,498 869,125 40,035 48,408
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 28,480)
6,083 7,747 15,380 17,119 11,392 38,582 34,520 -10,102 -6,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.4 31.5 56.0 54.9 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
28 36 46 61 66 111 128
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,578
COMMITMENTS
2,840 1,682 0 7,791 6,862 10,631 8,544 2,947 5,034
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 964)
400 -353 0 258 6 658 -347 306 1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 12.4 0.0 57.4 50.5 78.3 62.9 21.7 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 0 5 7 10 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,288
COMMITMENTS
25,807 8,878 1,314 27,269 47,947 54,390 58,139 14,898 11,148
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -3,367)
-2,528 230 784 -1,065 -2,465 -2,809 -1,451 -558 -1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 12.8 1.9 39.4 69.2 78.5 83.9 21.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
33 14 8 26 27 61 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,005
COMMITMENTS
525 1,948 246 9,107 7,600 9,878 9,794 127 211
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -356)
273 -749 -4 -402 759 -133 6 -223 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 19.5 2.5 91.0 76.0 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 2 11 16 17 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,780
COMMITMENTS
3,463 362 0 19,116 22,298 22,579 22,660 201 120
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,170)
277 196 0 -1,455 -1,389 -1,178 -1,193 8 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.6 0.0 83.9 97.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 0 9 12 18 14
Updated January 29, 2010