WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,238
COMMITMENTS
72,077 110,032 41,918 171,982 114,931 285,977 266,881 25,261 44,357
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -39)
-1,360 -1,141 -852 2,977 3,271 765 1,278 -804 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 35.4 13.5 55.3 36.9 91.9 85.7 8.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
86 147 94 64 86 222 276
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 832,992
COMMITMENTS
206,921 195,495 78,493 448,654 367,010 734,068 640,998 98,924 191,994
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,968)
-2,274 8,375 -6,959 6,458 -8,654 -2,775 -7,238 -193 4,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 23.5 9.4 53.9 44.1 88.1 77.0 11.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
133 171 130 155 237 381 475
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,693
COMMITMENTS
1,707 2,298 473 9,810 9,356 11,990 12,127 1,703 1,566
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 617)
-395 653 18 1,040 133 663 804 -46 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 16.8 3.5 71.6 68.3 87.6 88.6 12.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 3 15 9 25 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,202
COMMITMENTS
103,800 57,764 58,874 217,404 230,225 380,078 346,863 45,124 78,339
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 17,734)
-2,543 8,937 3,317 16,307 2,635 17,081 14,889 653 2,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 13.6 13.8 51.1 54.1 89.4 81.6 10.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
124 130 113 104 163 300 363
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,872
COMMITMENTS
20,565 3,173 283 19 3,954 20,867 7,410 3,005 16,462
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 46)
-580 350 -50 0 228 -630 528 676 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.1 13.3 1.2 0.1 16.6 87.4 31.0 12.6 69.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 9 6 2 11 19 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 217,285
COMMITMENTS
40,700 47,989 37,351 117,036 104,453 195,087 189,793 22,198 27,492
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -11,643)
1,730 3,866 -13,374 1,262 -5,244 -10,382 -14,752 -1,261 3,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 22.1 17.2 53.9 48.1 89.8 87.3 10.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
47 68 59 59 51 147 152
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 756,638
COMMITMENTS
67,898 132,751 4,232 563,382 500,654 635,512 637,637 121,126 119,001
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -19,392)
-9,218 -10,524 -4,621 -6,159 -3,187 -19,998 -18,332 606 -1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 17.5 0.6 74.5 66.2 84.0 84.3 16.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 24 9 75 70 113 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,042
COMMITMENTS
41,262 10,342 18,455 70,362 108,612 130,079 137,409 26,963 19,633
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,165)
-2,777 4,118 -3,286 4,632 -5,135 -1,431 -4,303 266 3,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 6.6 11.8 44.8 69.2 82.8 87.5 17.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
57 21 45 55 51 139 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,587
COMMITMENTS
3,173 1,033 1,015 4,535 7,623 8,723 9,671 1,864 916
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -27)
29 -114 15 -201 198 -157 99 130 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.8 9.6 42.8 72.0 82.4 91.3 17.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 9 12 18 17 47 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 778,059
COMMITMENTS
320,391 103,455 9,510 355,094 551,495 684,995 664,460 93,064 113,599
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 36,419)
57,002 16,771 989 -16,985 24,509 41,006 42,269 -4,587 -5,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 13.3 1.2 45.6 70.9 88.0 85.4 12.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
41 42 14 69 105 118 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,123,169
COMMITMENTS
89,131 203,603 22,721 759,553 595,953 871,405 822,277 251,764 300,892
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -34,249)
810 -10,052 4,113 -26,611 -46,286 -21,688 -52,225 -12,561 17,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 18.1 2.0 67.6 53.1 77.6 73.2 22.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
26 49 24 89 102 128 162
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 826,450
COMMITMENTS
92,026 90,522 12,361 505,635 545,006 610,022 647,889 216,428 178,561
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 22,771)
9,050 5,402 -2,281 -809 31,484 5,960 34,605 16,811 -11,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 11.0 1.5 61.2 65.9 73.8 78.4 26.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
20 25 13 63 69 92 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 384,424
COMMITMENTS
111,453 24,501 34,378 204,277 288,920 350,108 347,799 34,316 36,625
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -35,252)
-16,864 -3,718 3,509 -16,692 -31,237 -30,047 -31,446 -5,205 -3,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 6.4 8.9 53.1 75.2 91.1 90.5 8.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 8 29 39 44 78 77
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,833
COMMITMENTS
2,142 1,917 0 7,628 8,741 9,770 10,658 4,063 3,175
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 719)
225 260 -2 1,035 1,510 1,258 1,768 -539 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 13.9 0.0 55.1 63.2 70.6 77.0 29.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 8 8 13 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,266
COMMITMENTS
25,016 16,665 651 38,167 41,573 63,834 58,889 13,432 18,377
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,773)
1,868 -2,788 -67 96 6,710 1,897 3,855 -4,670 -6,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 21.6 0.8 49.4 53.8 82.6 76.2 17.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 26 5 25 22 54 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,877
COMMITMENTS
6,516 5,167 0 2,234 3,710 8,750 8,877 127 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -173)
-6 -100 0 -164 -72 -170 -172 -3 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.4 58.2 0.0 25.2 41.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 0 3 2 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,053
COMMITMENTS
4,953 1,452 90 23,899 27,284 28,942 28,826 111 227
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,139)
1,394 64 -288 1,980 3,363 3,086 3,139 53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 5.0 0.3 82.3 93.9 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 1 11 19 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,657
COMMITMENTS
4,406 263 1,036 32,769 37,009 38,211 38,308 446 349
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 8,786)
611 -523 0 7,939 9,084 8,550 8,561 236 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 0.7 2.7 84.8 95.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 1 11 9 20 16
Updated September 11, 2008