WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 310,916
COMMITMENTS
69,953 95,366 49,064 165,392 124,069 284,409 268,499 26,507 42,417
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -3,655)
-2,613 -750 2,264 -1,843 -3,023 -2,192 -1,509 -1,463 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 30.7 15.8 53.2 39.9 91.5 86.4 8.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
88 121 111 64 100 230 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 890,306
COMMITMENTS
227,098 160,842 100,072 460,584 426,449 787,754 687,363 102,552 202,943
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -8,481)
-5,781 13,471 -8,792 2,822 -10,330 -11,751 -5,651 3,270 -2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 18.1 11.2 51.7 47.9 88.5 77.2 11.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
129 147 148 177 267 396 500
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,443
COMMITMENTS
1,560 1,093 37 9,844 10,265 11,441 11,395 2,002 2,048
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -190)
-385 80 -145 304 21 -226 -44 36 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 8.1 0.3 73.2 76.4 85.1 84.8 14.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 8 1 15 12 23 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,669
COMMITMENTS
119,746 33,661 52,218 192,585 245,163 364,549 331,042 48,120 81,627
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -15,746)
-9,805 8,663 -10,580 4,235 -18,783 -16,150 -20,700 404 4,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 8.2 12.7 46.7 59.4 88.3 80.2 11.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
134 96 124 111 166 311 342
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,726
COMMITMENTS
17,626 2,433 712 8 3,215 18,346 6,360 3,380 15,366
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 43)
-289 -167 338 -2 36 47 207 -4 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 11.2 3.3 0.0 14.8 84.4 29.3 15.6 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 8 9 2 11 20 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 251,292
COMMITMENTS
39,401 57,763 43,886 143,375 122,465 226,662 224,114 24,630 27,178
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 10,153)
-573 2,128 3,343 7,131 3,796 9,901 9,267 252 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 23.0 17.5 57.1 48.7 90.2 89.2 9.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
49 65 61 68 62 161 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,383
COMMITMENTS
70,876 142,666 1,812 534,023 442,274 606,711 586,752 107,672 127,631
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -4,692)
-13,121 -1,724 135 7,255 7,005 -5,731 5,416 1,039 -10,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 20.0 0.3 74.8 61.9 84.9 82.1 15.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 31 9 71 72 108 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,331
COMMITMENTS
41,053 8,488 23,697 78,669 120,096 143,419 152,281 30,912 22,050
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -6,159)
-7,194 -1,051 -2,025 3,033 -4,530 -6,186 -7,606 27 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 4.9 13.6 45.1 68.9 82.3 87.4 17.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
61 25 48 59 58 145 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,224
COMMITMENTS
2,218 1,434 459 3,701 5,115 6,378 7,008 1,846 1,216
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 323)
-92 -186 77 -47 542 -62 433 385 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 17.4 5.6 45.0 62.2 77.6 85.2 22.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 12 6 17 15 34 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 626,652
COMMITMENTS
169,320 48,590 8,195 342,844 477,368 520,359 534,153 106,293 92,499
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 41,452)
15,672 877 1,430 23,794 48,647 40,896 50,954 556 -9,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 7.8 1.3 54.7 76.2 83.0 85.2 17.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 27 12 66 74 109 107
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,582
COMMITMENTS
69,487 179,701 5,411 722,202 571,059 797,100 756,171 243,482 284,411
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -8,456)
-26,954 -41,589 -6,014 25,397 48,081 -7,571 478 -885 -8,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 17.3 0.5 69.4 54.9 76.6 72.7 23.4 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
26 52 16 91 94 129 151
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 772,387
COMMITMENTS
99,470 85,540 8,534 486,088 512,516 594,092 606,590 178,295 165,797
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -7,188)
21,402 -24,458 -617 -29,212 29,407 -8,427 4,332 1,239 -11,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 11.1 1.1 62.9 66.4 76.9 78.5 23.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
29 24 11 62 67 94 99
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 378,512
COMMITMENTS
120,192 15,781 24,433 196,463 303,833 341,088 344,047 37,424 34,465
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,431)
-431 3,219 1,866 1,996 -3,328 3,431 1,757 -2,000 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 4.2 6.5 51.9 80.3 90.1 90.9 9.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 8 22 38 36 73 62
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,267
COMMITMENTS
1,681 2,333 3 7,391 7,207 9,075 9,543 3,192 2,724
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 19.0 0.0 60.3 58.8 74.0 77.8 26.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 1 8 5 12 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,568
COMMITMENTS
16,443 13,928 286 33,588 25,872 50,317 40,086 9,251 19,482
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,251)
2,598 250 -149 1,236 1,654 3,685 1,755 -434 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 23.4 0.5 56.4 43.4 84.5 67.3 15.5 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 22 5 24 25 44 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,367
COMMITMENTS
694 3,492 935 27,694 24,693 29,323 29,120 44 247
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -4,946)
-1,770 1,460 847 -1,964 -5,073 -2,887 -2,766 -2,059 -2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 11.9 3.2 94.3 84.1 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 12 2 11 13 17 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,255
COMMITMENTS
7,779 910 1,005 25,259 32,244 34,043 34,159 212 96
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 489)
-115 535 174 412 -222 471 487 18 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 2.7 2.9 73.7 94.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 1 10 9 17 18
Updated July 17, 2009