WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,399
COMMITMENTS
75,177 114,341 131,076 278,858 220,230 485,110 465,648 37,289 56,751
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 29,601)
-2,315 3,955 13,910 16,339 13,355 27,933 31,220 1,668 -1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.9 25.1 53.4 42.2 92.9 89.1 7.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
116 139 154 85 103 304 323
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,476,113
COMMITMENTS
256,749 146,376 374,968 710,821 647,531 1342537 1168875 133,576 307,239
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 40,974)
-3,553 17,963 21,651 18,316 2,394 36,413 42,008 4,561 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.9 25.4 48.2 43.9 91.0 79.2 9.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
165 171 252 229 283 553 594
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,536
COMMITMENTS
1,308 2,187 1,681 10,009 9,688 12,997 13,556 2,539 1,981
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 490)
129 75 -58 347 34 419 52 71 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 14.1 10.8 64.4 62.4 83.7 87.2 16.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 11 3 19 18 31 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,452
COMMITMENTS
97,071 76,529 164,304 293,544 257,076 554,919 497,909 48,533 105,543
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 30,500)
-5,096 7,518 10,859 21,273 5,238 27,036 23,614 3,464 6,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 12.7 27.2 48.6 42.6 92.0 82.5 8.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
149 126 193 110 159 370 391
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,981
COMMITMENTS
12,465 1,135 628 28 1,581 13,121 3,344 2,860 12,637
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 374)
405 -145 68 0 23 473 -54 -99 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 7.1 3.9 0.2 9.9 82.1 20.9 17.9 79.1
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 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,768
COMMITMENTS
45,114 45,178 62,227 161,539 162,814 268,881 270,219 27,887 26,549
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 26,935)
5,700 4,237 9,380 13,273 13,348 28,352 26,965 -1,417 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.2 21.0 54.4 54.9 90.6 91.1 9.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
72 65 79 63 68 179 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 712,409
COMMITMENTS
48,543 140,901 29,657 503,686 386,964 581,886 557,523 130,522 154,886
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -718)
-859 4,169 1,466 -5,880 4,207 -5,273 9,842 4,555 -10,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 19.8 4.2 70.7 54.3 81.7 78.3 18.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
23 29 29 79 83 120 123
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,364
COMMITMENTS
106 172 92 6,973 6,900 7,171 7,164 193 200
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 473)
60 -14 19 399 495 478 500 -5 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.3 1.2 94.7 93.7 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 17 19 20 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,321
COMMITMENTS
54,560 28,461 36,457 86,361 118,441 177,378 183,359 33,943 27,962
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 11,510)
-910 6,356 2,330 8,046 -481 9,465 8,204 2,045 3,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 13.5 17.3 40.9 56.0 83.9 86.8 16.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
55 37 56 57 51 141 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,349
COMMITMENTS
4,238 1,484 1,438 7,533 12,315 13,208 15,237 3,140 1,111
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 126)
-328 51 230 317 274 219 554 -93 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 9.1 8.8 46.1 75.3 80.8 93.2 19.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 12 12 33 22 69 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,022,581
COMMITMENTS
312,523 138,886 78,579 534,119 684,632 925,221 902,097 97,361 120,484
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 70,126)
34,043 8,854 7,806 22,711 60,426 64,560 77,086 5,566 -6,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 13.6 7.7 52.2 67.0 90.5 88.2 9.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
41 58 33 82 130 140 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,752,198
COMMITMENTS
167,994 258,703 202,187 1087039 978,606 1457220 1439496 294,978 312,702
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 120,305)
34,087 -346 34,499 27,609 98,041 96,196 132,194 24,109 -11,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.8 11.5 62.0 55.9 83.2 82.2 16.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
46 48 65 128 139 205 221
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 937,173
COMMITMENTS
104,751 112,607 44,125 581,663 552,862 730,540 709,594 206,633 227,578
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 70,208)
28,654 22,280 -681 34,389 45,006 62,362 66,605 7,847 3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.0 4.7 62.1 59.0 78.0 75.7 22.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
21 27 24 77 87 112 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 870,364
COMMITMENTS
53,173 65,622 286,877 492,116 472,201 832,166 824,699 38,198 45,665
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -47,168)
-21,296 -11,137 -2,115 -21,920 -31,173 -45,332 -44,425 -1,836 -2,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.5 33.0 56.5 54.3 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
27 32 45 58 60 107 119
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,869
COMMITMENTS
2,786 1,854 0 7,791 7,861 10,577 9,715 3,292 4,154
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 291)
-54 172 0 0 999 -54 1,171 345 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 13.4 0.0 56.2 56.7 76.3 70.0 23.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 0 5 7 10 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,604
COMMITMENTS
20,470 11,245 1,119 30,422 40,780 52,011 53,144 13,593 12,460
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,683)
-5,336 2,367 -195 3,152 -7,167 -2,379 -4,995 -1,305 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 17.1 1.7 46.4 62.2 79.3 81.0 20.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 18 10 29 31 61 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,355
COMMITMENTS
9,657 12,689 0 3,105 566 12,762 13,255 593 100
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 853)
320 871 0 931 -18 1,251 853 -398 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 95.0 0.0 23.2 4.2 95.6 99.3 4.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,184
COMMITMENTS
455 2,231 382 9,204 7,434 10,041 10,047 143 137
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 179)
-70 283 136 97 -166 163 253 16 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 21.9 3.8 90.4 73.0 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 9 2 13 14 18 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,218
COMMITMENTS
5,045 349 0 15,968 20,743 21,013 21,092 205 126
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,562)
1,582 -13 0 -3,148 -1,555 -1,566 -1,568 4 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 1.6 0.0 75.3 97.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 3 0 10 12 20 15
Updated February 5, 2010