WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 346,018
COMMITMENTS
100,134 84,588 50,555 165,873 167,191 316,562 302,334 29,456 43,684
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 32,023)
12,339 6,464 9,037 8,910 13,881 30,286 29,382 1,737 2,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 24.4 14.6 47.9 48.3 91.5 87.4 8.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
110 128 121 72 101 275 287
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 979,982
COMMITMENTS
307,286 100,580 133,718 419,284 532,485 860,288 766,783 119,694 213,199
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 50,692)
26,879 14,353 5,190 11,343 30,829 43,412 50,372 7,280 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 10.3 13.6 42.8 54.3 87.8 78.2 12.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
187 108 158 164 266 438 475
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,259
COMMITMENTS
3,320 621 410 8,273 11,633 12,003 12,664 3,256 2,595
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,240)
123 -120 395 779 1,366 1,297 1,641 943 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 4.1 2.7 54.2 76.2 78.7 83.0 21.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 4 6 18 12 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,013
COMMITMENTS
151,772 26,362 64,969 171,540 280,169 388,281 371,500 58,732 75,513
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,194)
973 1,030 115 4,497 6,560 5,585 7,705 -391 -2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 5.9 14.5 38.4 62.7 86.9 83.1 13.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
173 72 127 125 161 362 315
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,206
COMMITMENTS
19,342 3,741 1,448 12 2,900 20,802 8,089 3,404 16,117
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 968)
511 735 366 -9 -338 868 763 100 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 15.5 6.0 0.0 12.0 85.9 33.4 14.1 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 12 12 2 9 22 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 237,224
COMMITMENTS
60,009 32,357 38,533 103,830 145,777 202,372 216,667 34,852 20,557
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 6,331)
4,584 -1,505 3,773 -3,184 5,318 5,173 7,586 1,158 -1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 13.6 16.2 43.8 61.5 85.3 91.3 14.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
77 30 59 64 52 178 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,603
COMMITMENTS
72,869 155,069 10,202 560,377 439,757 643,448 605,028 112,155 150,575
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 10,988)
23,694 -12,379 -4,461 -205 25,459 19,028 8,619 -8,040 2,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 20.5 1.4 74.2 58.2 85.2 80.1 14.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 33 16 73 68 112 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 186,752
COMMITMENTS
69,420 7,534 18,364 60,161 142,633 147,945 168,531 38,807 18,221
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 7,032)
3,400 -568 2,118 1,870 5,708 7,388 7,258 -356 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 4.0 9.8 32.2 76.4 79.2 90.2 20.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
73 22 43 60 53 154 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,282
COMMITMENTS
2,278 1,778 776 4,152 4,691 7,206 7,245 2,076 2,037
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 787)
11 -38 44 0 779 55 785 732 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 19.2 8.4 44.7 50.5 77.6 78.1 22.4 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 14 10 19 17 36 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 503,527
COMMITMENTS
124,261 53,106 13,283 260,447 344,291 397,991 410,680 105,536 92,847
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -64,988)
80 5,198 -12,984 -45,467 -38,147 -58,371 -45,933 -6,617 -19,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 10.5 2.6 51.7 68.4 79.0 81.6 21.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
21 27 10 57 66 84 97
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,731
COMMITMENTS
68,232 203,404 43,473 789,705 632,280 901,410 879,157 258,321 280,574
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -56,632)
32,170 -12,067 -2,274 -78,162 -22,121 -48,266 -36,462 -8,366 -20,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 17.5 3.7 68.1 54.5 77.7 75.8 22.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
31 47 26 97 89 143 149
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,877
COMMITMENTS
97,442 98,394 8,662 515,416 443,921 621,520 550,977 134,357 204,900
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -273,814)
388 1,425 -14,624 -193,178 -183,534 -207,414 -196,733 -66,400 -77,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 13.0 1.1 68.2 58.7 82.2 72.9 17.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
13 21 11 60 68 78 95
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 374,046
COMMITMENTS
128,316 16,719 29,620 180,254 298,944 338,190 345,283 35,856 28,763
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -60,225)
-37,703 -4,579 -3,747 -10,978 -48,840 -52,428 -57,166 -7,797 -3,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 4.5 7.9 48.2 79.9 90.4 92.3 9.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 9 19 37 34 71 58
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,006
COMMITMENTS
5,319 1,468 23 13,714 18,486 19,056 19,977 5,950 5,029
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,868)
1,351 -258 -7 3,884 4,966 5,228 4,701 640 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 5.9 0.1 54.8 73.9 76.2 79.9 23.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 4 2 11 9 20 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,148
COMMITMENTS
18,664 13,987 425 24,562 24,453 43,651 38,865 10,497 15,283
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,201)
-3,432 69 -28 542 -3,636 -2,918 -3,595 -283 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 25.8 0.8 45.4 45.2 80.6 71.8 19.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 22 9 26 32 54 62
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,527
COMMITMENTS
3,040 7,148 367 27,793 23,478 31,200 30,993 327 534
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 8,907)
1,293 3,358 49 7,301 5,225 8,643 8,632 264 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 22.7 1.2 88.2 74.5 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 3 13 14 23 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,259
COMMITMENTS
2,301 229 137 24,225 26,345 26,663 26,711 596 548
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,104)
-304 63 -781 -253 -850 -1,338 -1,568 234 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.8 0.5 88.9 96.6 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 1 9 10 16 15
Updated June 5, 2009