WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 335,744
COMMITMENTS
73,757 79,170 62,568 165,650 146,314 301,975 288,052 33,769 47,692
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -5,552)
-6,217 -49 463 -930 -7,442 -6,684 -7,028 1,132 1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 23.6 18.6 49.3 43.6 89.9 85.8 10.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
87 117 134 77 103 265 296
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 976,526
COMMITMENTS
261,049 133,516 131,654 475,845 496,297 868,548 761,467 107,978 215,059
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -3,419)
-20,529 25,453 -11,603 26,548 -16,815 -5,584 -2,965 2,165 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 13.7 13.5 48.7 50.8 88.9 78.0 11.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
162 122 179 192 267 460 505
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,294
COMMITMENTS
2,155 655 605 9,488 11,173 12,248 12,433 2,046 1,861
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -214)
-215 100 75 1,756 761 1,616 936 -1,830 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 4.6 4.2 66.4 78.2 85.7 87.0 14.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 6 7 19 13 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 462,276
COMMITMENTS
145,837 24,520 70,794 194,062 288,324 410,693 383,638 51,583 78,638
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,405)
-8,301 -5,458 7,310 4,957 -492 3,966 1,360 -1,561 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 5.3 15.3 42.0 62.4 88.8 83.0 11.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
171 82 147 120 166 367 344
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,357
COMMITMENTS
19,293 3,571 950 13 2,865 20,256 7,386 3,101 15,971
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -873)
-419 -812 -238 -1 -113 -658 -1,163 -215 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.6 15.3 4.1 0.1 12.3 86.7 31.6 13.3 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 13 14 2 9 24 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 246,168
COMMITMENTS
58,409 41,120 41,280 119,851 139,630 219,540 222,030 26,628 24,138
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -6,761)
1,230 2,771 -3,581 3,367 -1,781 1,016 -2,591 -7,777 -4,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 16.7 16.8 48.7 56.7 89.2 90.2 10.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
56 50 71 63 60 174 159
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 703,436
COMMITMENTS
64,848 150,387 3,354 518,424 414,156 586,626 567,897 116,810 135,539
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 6,672)
-4,013 -4,254 -1 6,983 8,921 2,969 4,666 3,703 2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 21.4 0.5 73.7 58.9 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
25 36 9 70 76 102 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 187,559
COMMITMENTS
58,800 8,485 25,228 66,543 130,759 150,571 164,472 36,988 23,087
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -8,045)
-8,282 -385 2,501 462 -12,383 -5,319 -10,267 -2,726 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 4.5 13.5 35.5 69.7 80.3 87.7 19.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
60 23 44 65 61 149 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,404
COMMITMENTS
2,377 1,536 505 3,884 4,861 6,766 6,902 1,638 1,502
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -441)
37 202 0 8 -175 45 27 -486 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 18.3 6.0 46.2 57.8 80.5 82.1 19.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 15 8 18 18 35 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 552,828
COMMITMENTS
133,413 56,453 3,581 329,943 391,078 466,937 451,112 85,891 101,716
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 17,754)
14,588 -6,918 -5,124 3,639 30,290 13,103 18,248 4,651 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 10.2 0.6 59.7 70.7 84.5 81.6 15.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
32 33 11 68 68 106 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,031,424
COMMITMENTS
87,392 174,539 8,102 696,412 560,696 791,906 743,337 239,518 288,087
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -58,212)
-10,323 -16,903 -7,755 -25,344 -37,139 -43,422 -61,797 -14,790 3,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.9 0.8 67.5 54.4 76.8 72.1 23.2 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
42 39 18 102 88 151 139
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,950
COMMITMENTS
87,073 124,849 7,820 536,086 469,647 630,979 602,316 159,971 188,634
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -284)
-16,378 7,744 -3,682 17,102 2,295 -2,958 6,357 2,674 -6,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 15.8 1.0 67.8 59.4 79.8 76.2 20.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
24 26 10 63 63 90 96
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 428,327
COMMITMENTS
145,605 12,134 39,668 200,421 338,999 385,694 390,801 42,633 37,526
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 23,214)
12,068 2,065 4,999 6,030 13,372 23,097 20,436 117 2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 2.8 9.3 46.8 79.1 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
34 6 24 41 35 82 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,371
COMMITMENTS
15,210 8,521 241 22,200 31,033 37,651 39,795 11,720 9,576
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -24,379)
-3,624 -12,398 -2,474 -17,629 -1,774 -23,727 -16,646 -652 -7,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 17.3 0.5 45.0 62.9 76.3 80.6 23.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 13 1 27 23 46 37
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,615
COMMITMENTS
552 4,202 86 23,966 19,939 24,604 24,227 11 388
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -631)
-3,648 29 0 3,016 -715 -632 -686 1 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 17.1 0.3 97.4 81.0 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 14 1 13 13 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,065
COMMITMENTS
2,686 1,129 0 37,306 38,659 39,992 39,788 73 277
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -295)
-686 180 0 389 -496 -297 -316 2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 2.8 0.0 93.1 96.5 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 0 11 8 14 14
Updated June 26, 2009