WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,716
COMMITMENTS
75,563 123,255 138,659 281,170 210,645 495,392 472,559 37,324 60,157
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 10,317)
387 8,914 7,583 2,312 -9,585 10,281 6,911 35 3,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 23.1 26.0 52.8 39.5 93.0 88.7 7.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
119 141 158 88 102 312 323
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,481,038
COMMITMENTS
240,265 169,214 368,484 723,468 635,168 1332217 1172866 148,821 308,172
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,925)
-16,484 22,838 -6,483 12,647 -12,363 -10,320 3,991 15,245 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 11.4 24.9 48.8 42.9 90.0 79.2 10.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
178 164 240 234 284 542 594
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,565
COMMITMENTS
1,218 2,329 1,765 10,445 10,210 13,427 14,304 2,138 1,262
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 29)
-90 142 84 435 522 430 748 -401 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 15.0 11.3 67.1 65.6 86.3 91.9 13.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 3 19 16 30 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 610,352
COMMITMENTS
91,019 94,617 172,916 298,969 238,823 562,904 506,356 47,447 103,996
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 6,900)
-6,053 18,087 8,613 5,425 -18,253 7,985 8,447 -1,085 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 15.5 28.3 49.0 39.1 92.2 83.0 7.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
145 136 190 112 147 360 393
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,185
COMMITMENTS
11,551 840 572 83 1,781 12,206 3,193 2,979 11,992
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -796)
-914 -295 -56 55 200 -915 -151 119 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 5.5 3.8 0.5 11.7 80.4 21.0 19.6 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 8 2 6 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,428
COMMITMENTS
48,742 39,991 82,482 173,975 186,667 305,200 309,140 31,228 27,287
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 39,660)
3,628 -5,187 20,255 12,436 23,854 36,319 38,922 3,341 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 11.9 24.5 51.7 55.5 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
76 62 97 66 65 203 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 743,882
COMMITMENTS
46,874 151,065 42,458 512,789 393,116 602,121 586,639 141,761 157,243
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 31,473)
-1,669 10,163 12,801 9,103 6,151 20,235 29,116 11,238 2,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 20.3 5.7 68.9 52.8 80.9 78.9 19.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
25 32 35 75 82 121 128
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,107
COMMITMENTS
55 336 113 7,699 7,438 7,867 7,887 240 220
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 743)
-51 164 21 726 538 696 723 47 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.1 1.4 95.0 91.7 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 17 19 19 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,359
COMMITMENTS
51,633 31,952 43,123 100,754 123,091 195,510 198,167 33,849 31,193
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 18,038)
-2,927 3,492 6,666 14,393 4,650 18,132 14,808 -93 3,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 13.9 18.8 43.9 53.7 85.2 86.4 14.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
45 54 64 61 56 151 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,737
COMMITMENTS
4,392 1,212 1,464 7,738 12,588 13,594 15,265 3,143 1,472
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 388)
154 -271 26 205 273 386 28 3 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 7.2 8.7 46.2 75.2 81.2 91.2 18.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 7 13 34 23 68 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,041,372
COMMITMENTS
328,606 118,493 76,765 540,379 721,804 945,751 917,061 95,622 124,311
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 18,791)
16,083 -20,393 -1,814 6,261 37,172 20,530 14,964 -1,739 3,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 11.4 7.4 51.9 69.3 90.8 88.1 9.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
45 50 34 85 131 145 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,822,009
COMMITMENTS
147,463 239,436 242,978 1143707 1021766 1534147 1504181 287,862 317,829
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 69,811)
-20,531 -19,266 40,791 56,668 43,161 76,927 64,685 -7,116 5,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 13.1 13.3 62.8 56.1 84.2 82.6 15.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
43 54 67 133 139 213 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 990,002
COMMITMENTS
131,231 128,417 44,085 613,587 595,739 788,902 768,240 201,101 221,762
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 52,830)
26,480 15,809 -41 31,923 42,878 58,362 58,646 -5,532 -5,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.0 4.5 62.0 60.2 79.7 77.6 20.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 25 26 79 88 118 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 894,341
COMMITMENTS
62,949 66,636 289,388 501,602 491,006 853,939 847,030 40,403 47,311
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 23,977)
9,776 1,014 2,511 9,486 18,805 21,773 22,331 2,204 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.5 32.4 56.1 54.9 95.5 94.7 4.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
27 35 48 63 65 116 126
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,661
COMMITMENTS
2,606 1,826 1 8,479 8,624 11,086 10,451 2,575 3,210
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -208)
-180 -28 1 688 763 509 736 -717 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 13.4 0.0 62.1 63.1 81.1 76.5 18.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 1 8 9 13 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,851
COMMITMENTS
17,866 7,798 1,096 33,055 44,149 52,017 53,043 12,834 11,807
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -753)
-2,604 -3,447 -23 2,633 3,369 6 -101 -759 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.0 1.7 51.0 68.1 80.2 81.8 19.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 15 10 29 30 60 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,671
COMMITMENTS
8,502 12,556 0 3,771 90 12,273 12,646 398 25
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -684)
-1,155 -133 0 666 -476 -489 -609 -195 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 99.1 0.0 29.8 0.7 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 3 1 14 6
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,382
COMMITMENTS
710 1,316 238 8,266 7,664 9,214 9,218 168 164
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -802)
255 -915 -144 -938 230 -827 -829 25 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 14.0 2.5 88.1 81.7 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 2 11 15 16 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,079
COMMITMENTS
5,388 808 0 12,509 17,130 17,897 17,938 182 141
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -3,139)
343 459 0 -3,459 -3,613 -3,116 -3,154 -23 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 4.5 0.0 69.2 94.8 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 3 0 9 13 20 16
Updated February 7, 2010