WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,099
COMMITMENTS
60,994 70,040 36,773 145,553 116,215 243,320 223,028 22,779 43,071
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 4,354)
-502 3,664 3,736 1,555 -4,325 4,789 3,075 -435 1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 26.3 13.8 54.7 43.7 91.4 83.8 8.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
62 112 104 68 88 213 245
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,954
COMMITMENTS
154,121 112,379 134,377 415,653 389,111 704,151 635,867 108,803 177,087
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -1,918)
-1,939 6,783 5,076 -4,804 -20,154 -1,667 -8,295 -251 6,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 13.8 16.5 51.1 47.9 86.6 78.2 13.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
114 143 140 187 232 388 454
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,631
COMMITMENTS
1,051 1,726 261 13,569 12,449 14,881 14,436 1,750 2,195
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 500)
12 84 -24 512 334 500 394 0 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 10.4 1.6 81.6 74.9 89.5 86.8 10.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 9 4 20 14 31 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,407
COMMITMENTS
65,182 28,536 46,822 135,290 151,192 247,294 226,550 38,113 58,857
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,574)
6,585 -1,044 2,163 -3,346 -581 5,402 538 -3,828 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 10.0 16.4 47.4 53.0 86.6 79.4 13.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
84 78 97 88 113 233 250
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,574
COMMITMENTS
7,303 1,477 945 0 1,130 8,248 3,552 3,326 8,022
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 12.8 8.2 0.0 9.8 71.3 30.7 28.7 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 7 10 0 3 14 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 202,068
COMMITMENTS
19,698 23,846 41,237 118,075 118,068 179,010 183,151 23,058 18,917
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,421)
220 -6,808 969 1,436 8,143 2,625 2,304 -204 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 11.8 20.4 58.4 58.4 88.6 90.6 11.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 30 54 59 60 134 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,037
COMMITMENTS
62,241 138,722 9,044 554,350 440,449 625,635 588,215 107,402 144,822
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -4,389)
1,995 -18,180 1,990 7,347 12,288 11,332 -3,902 -15,721 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 18.9 1.2 75.6 60.1 85.3 80.2 14.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
19 35 10 54 71 81 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 116,082
COMMITMENTS
20,029 12,891 14,873 56,495 71,999 91,397 99,763 24,685 16,319
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,121)
-278 -1,850 -799 -1,152 2,640 -2,229 -9 108 -2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 11.1 12.8 48.7 62.0 78.7 85.9 21.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
28 26 32 54 47 111 88
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,978
COMMITMENTS
1,136 578 247 3,710 3,818 5,093 4,643 885 1,335
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -154)
-15 -3 32 -156 -290 -139 -261 -15 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 9.7 4.1 62.1 63.9 85.2 77.7 14.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 10 4 18 15 28 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 522,840
COMMITMENTS
66,377 82,397 2,029 370,307 363,986 438,713 448,412 84,127 74,428
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 17,285)
468 -6,741 152 -316 17,625 304 11,036 16,981 6,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.8 0.4 70.8 69.6 83.9 85.8 16.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
22 32 6 62 67 87 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,026,341
COMMITMENTS
128,396 118,232 7,865 697,730 638,208 833,991 764,305 192,350 262,036
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -11,873)
-29,726 -24,439 2,384 16,212 3,125 -11,130 -18,930 -743 7,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 11.5 0.8 68.0 62.2 81.3 74.5 18.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 35 24 72 83 125 131
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,808
COMMITMENTS
105,596 155,717 6,806 710,964 657,132 823,366 819,655 177,442 181,153
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -1,098)
-11,985 9,393 2,350 7,999 -17,168 -1,636 -5,425 538 4,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 15.6 0.7 71.0 65.7 82.3 81.9 17.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 28 14 70 58 110 93
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 369,688
COMMITMENTS
195,148 22,508 23,322 119,231 289,407 337,701 335,237 31,987 34,451
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 6,006)
2,404 1,247 240 1,951 4,894 4,595 6,381 1,411 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 6.1 6.3 32.3 78.3 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 11 19 28 27 58 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,141
COMMITMENTS
3,533 3,692 0 5,578 5,166 9,111 8,858 3,030 3,283
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,059)
598 -21 0 -26 2,985 572 2,964 1,487 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 30.4 0.0 45.9 42.6 75.0 73.0 25.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 0 11 5 15 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,516
COMMITMENTS
19,829 11,276 298 27,984 34,584 48,111 46,158 13,405 15,358
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,595)
-897 979 31 -653 1,154 -1,519 2,164 3,114 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 18.3 0.5 45.5 56.2 78.2 75.0 21.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 16 3 25 21 50 40
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,319
COMMITMENTS
14,701 9,814 212 13,142 18,089 28,055 28,115 264 204
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,701)
-2,996 2,720 25 231 -5,519 -2,740 -2,774 39 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 34.7 0.7 46.4 63.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 12 3 9 13 22 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 48,446
COMMITMENTS
24,126 948 1,702 18,582 42,344 44,410 44,994 4,036 3,452
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -1,720)
-7,303 -196 39 1,876 -4,984 -5,388 -5,141 3,668 3,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 2.0 3.5 38.4 87.4 91.7 92.9 8.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 6 3 11 7 24 16
Updated January 16, 2009