WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 318,042
COMMITMENTS
75,811 97,160 51,071 163,303 124,732 290,185 272,963 27,857 45,079
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 7,126)
5,858 1,794 2,007 -2,089 663 5,776 4,464 1,350 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 30.5 16.1 51.3 39.2 91.2 85.8 8.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
85 122 111 60 98 227 276
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 906,486
COMMITMENTS
215,874 181,491 114,246 471,749 404,268 801,869 700,005 104,617 206,481
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 16,180)
-11,224 20,649 14,174 11,165 -22,181 14,115 12,642 2,065 3,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 20.0 12.6 52.0 44.6 88.5 77.2 11.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
127 159 154 185 261 416 510
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,570
COMMITMENTS
1,603 1,059 76 9,649 10,106 11,328 11,241 2,242 2,329
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 127)
43 -34 39 -195 -159 -113 -154 240 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 7.8 0.6 71.1 74.5 83.5 82.8 16.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 8 1 15 12 24 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,975
COMMITMENTS
115,131 31,970 54,467 192,060 237,671 361,658 324,108 41,317 78,867
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -9,694)
-4,615 -1,691 2,249 -525 -7,492 -2,891 -6,934 -6,803 -2,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 7.9 13.5 47.7 59.0 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
129 109 116 109 160 301 336
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,981
COMMITMENTS
17,640 2,710 539 4 3,300 18,183 6,549 3,798 15,432
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 255)
14 277 -173 -4 85 -163 189 418 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 12.3 2.5 0.0 15.0 82.7 29.8 17.3 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 10 7 1 11 18 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 247,859
COMMITMENTS
37,733 55,480 48,436 140,566 119,571 226,735 223,487 21,124 24,372
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -3,433)
-1,668 -2,283 4,550 -2,809 -2,894 73 -627 -3,506 -2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 22.4 19.5 56.7 48.2 91.5 90.2 8.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
42 65 66 68 64 161 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 685,512
COMMITMENTS
64,660 140,621 2,746 510,179 413,284 577,585 556,651 107,927 128,861
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -28,871)
-6,216 -2,045 934 -23,844 -28,990 -29,126 -30,101 255 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 20.5 0.4 74.4 60.3 84.3 81.2 15.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
23 36 8 71 72 99 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 169,647
COMMITMENTS
38,315 7,176 21,961 80,419 117,226 140,695 146,363 28,952 23,284
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -4,684)
-2,738 -1,312 -1,736 1,750 -2,870 -2,724 -5,918 -1,960 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 4.2 12.9 47.4 69.1 82.9 86.3 17.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
53 22 41 67 59 140 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,296
COMMITMENTS
2,349 1,194 447 3,546 5,420 6,342 7,061 1,954 1,235
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 72)
131 -240 -12 -155 305 -36 53 108 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 14.4 5.4 42.7 65.3 76.4 85.1 23.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 10 6 18 16 35 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 664,388
COMMITMENTS
211,355 61,958 6,413 344,755 492,594 562,523 560,965 101,865 103,423
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 37,736)
42,035 13,368 -1,782 1,911 15,226 42,164 26,812 -4,428 10,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 9.3 1.0 51.9 74.1 84.7 84.4 15.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
40 28 12 70 78 118 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,059,591
COMMITMENTS
85,467 161,095 9,338 721,390 580,627 816,195 751,060 243,396 308,531
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 19,009)
15,980 -18,606 3,927 -812 9,568 19,095 -5,111 -86 24,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 15.2 0.9 68.1 54.8 77.0 70.9 23.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
27 50 18 94 98 130 158
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 758,098
COMMITMENTS
117,376 85,420 2,879 463,362 502,061 583,617 590,360 174,481 167,738
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -14,289)
17,906 -120 -5,655 -22,726 -10,455 -10,475 -16,230 -3,814 1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.3 0.4 61.1 66.2 77.0 77.9 23.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
30 22 10 62 69 95 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 385,055
COMMITMENTS
115,091 14,286 28,413 207,518 308,973 351,022 351,672 34,033 33,383
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,543)
-5,101 -1,495 3,980 11,055 5,140 9,934 7,625 -3,391 -1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 3.7 7.4 53.9 80.2 91.2 91.3 8.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 6 22 40 37 76 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,069
COMMITMENTS
15,944 13,873 783 36,786 25,560 53,513 40,216 8,556 21,853
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,501)
-499 -55 497 3,198 -312 3,196 130 -695 2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 22.4 1.3 59.3 41.2 86.2 64.8 13.8 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 20 7 24 27 46 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,253
COMMITMENTS
4,390 4,972 0 1,688 1,249 6,078 6,221 175 32
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 79.5 0.0 27.0 20.0 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 0 1 2 11 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,576
COMMITMENTS
706 2,334 886 25,926 24,099 27,518 27,319 58 257
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,791)
12 -1,158 -49 -1,768 -594 -1,805 -1,801 14 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 8.5 3.2 94.0 87.4 99.8 99.1 0.2 0.9
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 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,772
COMMITMENTS
7,885 254 982 23,647 31,404 32,514 32,640 258 132
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,483)
106 -656 -23 -1,612 -840 -1,529 -1,519 46 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 0.8 3.0 72.2 95.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 1 10 8 19 15
Updated July 24, 2009