WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 314,959
COMMITMENTS
65,390 77,054 72,539 149,318 119,390 287,247 268,983 27,712 45,976
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 17,495)
-868 8,438 11,793 5,833 -3,851 16,758 16,380 737 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 24.5 23.0 47.4 37.9 91.2 85.4 8.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
71 137 154 73 89 264 310
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,140
COMMITMENTS
186,372 86,656 118,292 396,213 418,872 700,877 623,820 110,263 187,320
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 23,869)
6,683 3,893 629 15,073 9,539 22,385 14,061 1,484 9,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 10.7 14.6 48.8 51.6 86.4 76.9 13.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
127 110 152 174 225 394 424
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,700
COMMITMENTS
1,742 2,251 404 9,828 9,348 11,974 12,003 2,726 2,697
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 803)
-53 233 197 315 95 459 525 344 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 15.3 2.7 66.9 63.6 81.5 81.7 18.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 2 20 10 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,690
COMMITMENTS
84,467 44,131 46,052 148,370 162,905 278,889 253,088 37,801 63,602
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,914)
5,209 -1,130 2,356 171 3,589 7,736 4,815 -2,822 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 13.9 14.5 46.9 51.4 88.1 79.9 11.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
97 97 117 97 108 270 268
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,864
COMMITMENTS
10,046 1,175 464 0 1,612 10,510 3,251 3,354 10,613
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 247)
575 -117 -195 0 122 380 -190 -133 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 8.5 3.3 0.0 11.6 75.8 23.4 24.2 76.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 8 0 4 11 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 208,168
COMMITMENTS
24,882 31,908 36,931 121,234 119,126 183,047 187,965 25,121 20,203
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 418)
1,837 -6,814 540 571 9,975 2,948 3,701 -2,530 -3,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 15.3 17.7 58.2 57.2 87.9 90.3 12.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
42 46 53 61 48 138 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 720,074
COMMITMENTS
46,404 123,597 7,261 559,800 458,964 613,465 589,822 106,609 130,252
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 11,329)
1,997 -12,876 776 10,673 20,184 13,446 8,084 -2,117 3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 17.2 1.0 77.7 63.7 85.2 81.9 14.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
18 39 8 63 68 87 109
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 110,721
COMMITMENTS
30,819 6,861 11,761 43,468 76,175 86,048 94,797 24,673 15,924
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,896)
1,693 -1,252 429 -2,677 1,232 -555 409 -1,341 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.2 10.6 39.3 68.8 77.7 85.6 22.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
43 22 31 58 45 117 88
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,915
COMMITMENTS
1,339 1,074 670 3,981 3,370 5,990 5,114 925 1,801
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 186)
34 -33 288 -114 47 208 302 -22 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 15.5 9.7 57.6 48.7 86.6 74.0 13.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 8 7 21 13 34 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 503,851
COMMITMENTS
107,449 56,092 3,909 294,890 367,300 406,248 427,301 97,603 76,550
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 12,485)
6,185 1,225 420 -7,824 13,034 -1,219 14,679 13,704 -2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 11.1 0.8 58.5 72.9 80.6 84.8 19.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
27 28 7 63 67 95 97
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,043,174
COMMITMENTS
116,758 163,499 6,106 694,424 622,393 817,288 791,998 225,886 251,176
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 9,334)
22,742 27,832 -11,445 4,010 -25,304 15,307 -8,917 -5,973 18,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 15.7 0.6 66.6 59.7 78.3 75.9 21.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
30 39 14 87 80 123 127
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 838,895
COMMITMENTS
86,079 93,285 3,095 570,731 581,810 659,905 678,190 178,990 160,705
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -43,206)
-20,076 3,176 733 -24,455 -51,821 -43,798 -47,912 592 4,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 11.1 0.4 68.0 69.4 78.7 80.8 21.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
19 24 8 59 60 82 88
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 432,096
COMMITMENTS
173,395 14,433 45,359 179,416 343,794 398,170 403,586 33,926 28,510
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 21,541)
17,179 -1,851 -1,042 9,129 26,642 25,266 23,749 -3,725 -2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 3.3 10.5 41.5 79.6 92.1 93.4 7.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 11 26 37 29 76 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 8,226
COMMITMENTS
3,479 1,044 0 1,932 3,832 5,411 4,876 2,815 3,350
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,586)
436 258 0 -504 21 -68 279 -1,518 -1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 12.7 0.0 23.5 46.6 65.8 59.3 34.2 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 7 5 13 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,945
COMMITMENTS
15,082 12,805 159 25,518 25,310 40,759 38,274 10,186 12,671
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 3,538)
1,606 14 -86 2,525 4,850 4,045 4,778 -507 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 25.1 0.3 50.1 49.7 80.0 75.1 20.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 20 3 24 25 47 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,845
COMMITMENTS
10,442 5,661 114 11,108 15,950 21,664 21,725 181 120
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 720)
947 -216 -4 -321 995 622 775 98 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 25.9 0.5 50.8 73.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 14 2 9 13 23 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,218
COMMITMENTS
8,936 1,090 1,784 11,253 19,287 21,973 22,161 245 57
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -5,541)
-3,069 122 1,486 -4,017 -7,066 -5,600 -5,458 59 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 4.9 8.0 50.6 86.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 3 11 7 22 16
Updated April 3, 2009