WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,782
COMMITMENTS
71,713 99,990 59,562 173,009 126,532 304,284 286,084 28,498 46,698
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5,595)
-3,463 -3,612 12,513 -5,460 -3,157 3,590 5,744 2,005 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 30.0 17.9 52.0 38.0 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
86 140 118 64 90 247 294
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 859,458
COMMITMENTS
205,377 174,189 86,312 461,036 400,438 752,725 660,939 106,733 198,519
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -3,661)
-7,962 14,280 -10,708 8,592 -16,686 -10,078 -13,114 6,417 9,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 20.3 10.0 53.6 46.6 87.6 76.9 12.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
132 158 140 204 251 433 485
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,680
COMMITMENTS
1,805 2,111 788 8,930 8,747 11,523 11,646 2,157 2,034
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -3)
90 -246 -20 -103 329 -33 63 30 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 15.4 5.8 65.3 63.9 84.2 85.1 15.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 6 15 11 28 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 395,788
COMMITMENTS
105,901 38,410 62,005 185,838 222,928 353,744 323,343 42,044 72,445
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -11,920)
-10,255 -4,286 1,124 -3,410 -8,961 -12,541 -12,123 621 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 9.7 15.7 47.0 56.3 89.4 81.7 10.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
125 128 118 107 164 308 357
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,331
COMMITMENTS
22,514 3,187 343 11 4,183 22,868 7,713 2,463 17,618
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 546)
749 206 -99 1 56 651 163 -105 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 12.6 1.4 0.0 16.5 90.3 30.4 9.7 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 9 8 2 13 21 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 235,143
COMMITMENTS
43,037 31,913 52,578 111,905 130,055 207,520 214,546 27,623 20,597
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,208)
4,506 124 -602 -3,397 -209 507 -687 701 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 13.6 22.4 47.6 55.3 88.3 91.2 11.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 56 75 60 54 164 163
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 822,167
COMMITMENTS
67,371 190,933 12,040 631,737 530,845 711,148 733,818 111,019 88,349
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 101,932)
-3,064 -9,435 2,577 87,418 94,012 86,931 87,154 15,001 14,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 23.2 1.5 76.8 64.6 86.5 89.3 13.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
27 23 14 67 74 102 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 161,685
COMMITMENTS
45,175 6,199 22,708 64,686 114,977 132,569 143,884 29,116 17,801
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -4,901)
-1,810 -577 -3,278 433 467 -4,655 -3,388 -246 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 3.8 14.0 40.0 71.1 82.0 89.0 18.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
64 26 45 62 59 151 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,520
COMMITMENTS
2,860 1,018 1,397 5,451 7,647 9,708 10,062 1,812 1,458
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 354)
-243 262 -283 969 127 443 106 -89 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 8.8 12.1 47.3 66.4 84.3 87.3 15.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 10 12 21 16 47 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 795,124
COMMITMENTS
254,566 82,626 15,067 434,961 600,734 704,594 698,427 90,530 96,697
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 14,243)
25,282 11,383 -6,691 -13,684 14,946 4,907 19,638 9,336 -5,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 10.4 1.9 54.7 75.6 88.6 87.8 11.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
37 33 22 77 89 123 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,132,144
COMMITMENTS
97,088 166,715 15,830 788,831 631,304 901,749 813,849 230,395 318,295
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -10,920)
9,281 -33,970 5,750 -41,542 22,927 -26,511 -5,293 15,591 -5,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 14.7 1.4 69.7 55.8 79.6 71.9 20.4 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
22 47 23 88 94 126 148
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 841,597
COMMITMENTS
116,677 90,077 12,263 505,907 535,017 634,847 637,357 206,750 204,240
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -16,652)
-18,887 -10,585 -5,124 -36,521 -29,811 -60,532 -45,520 43,880 28,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 10.7 1.5 60.1 63.6 75.4 75.7 24.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
17 22 14 65 73 88 103
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 398,202
COMMITMENTS
119,810 22,546 27,268 211,918 312,061 358,996 361,875 39,206 36,327
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 10,354)
1,447 -520 -709 7,443 14,387 8,181 13,158 2,173 -2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 5.7 6.8 53.2 78.4 90.2 90.9 9.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 7 25 41 44 75 75
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,487
COMMITMENTS
1,834 1,583 3 5,433 6,071 7,270 7,657 4,217 3,830
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -534)
-612 28 0 -675 -1,480 -1,287 -1,452 753 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.8 0.0 47.3 52.9 63.3 66.7 36.7 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 1 7 8 12 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,734
COMMITMENTS
23,717 16,140 822 33,440 35,010 57,979 51,972 10,755 16,762
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -269)
650 -1,206 159 -476 1,196 333 149 -602 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 23.5 1.2 48.7 50.9 84.4 75.6 15.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 23 6 27 24 56 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,444
COMMITMENTS
6,578 5,236 0 1,736 3,207 8,314 8,443 130 1
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 92)
106 92 0 -10 2 96 94 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.9 62.0 0.0 20.6 38.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 2 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,014
COMMITMENTS
3,408 1,552 490 19,023 20,591 22,921 22,633 93 381
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -162)
-232 -351 400 -350 -218 -182 -169 20 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 6.7 2.1 82.7 89.5 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 2 12 15 18 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,105
COMMITMENTS
4,040 285 1,030 24,808 28,661 29,878 29,976 227 129
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -2,140)
-973 -42 -111 -1,216 -1,924 -2,300 -2,077 160 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 0.9 3.4 82.4 95.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 9 9 18 15
Updated August 28, 2009