WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 319,544
COMMITMENTS
74,308 110,491 45,170 172,733 119,627 292,211 275,288 27,333 44,256
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 8,306)
2,231 459 3,252 751 4,696 6,234 8,407 2,072 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 34.6 14.1 54.1 37.4 91.4 86.2 8.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
96 144 100 62 86 227 283
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 861,267
COMMITMENTS
226,985 182,622 83,990 447,935 396,414 758,910 663,026 102,357 198,241
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 28,275)
20,064 -12,873 5,497 -719 29,404 24,842 22,028 3,433 6,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 21.2 9.8 52.0 46.0 88.1 77.0 11.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
141 161 132 157 254 388 481
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,110
COMMITMENTS
2,087 2,625 473 9,530 9,256 12,090 12,354 2,020 1,756
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 417)
380 327 0 -280 -100 100 227 317 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 18.6 3.4 67.5 65.6 85.7 87.6 14.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 3 14 9 27 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,114
COMMITMENTS
110,186 62,711 63,454 215,963 230,422 389,603 356,587 42,511 75,527
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 6,912)
6,386 4,947 4,580 -1,441 197 9,525 9,724 -2,613 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 14.5 14.7 50.0 53.3 90.2 82.5 9.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
120 136 115 105 159 298 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,083
COMMITMENTS
20,956 3,262 194 9 3,873 21,159 7,329 2,924 16,754
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 211)
391 89 -89 -10 -81 292 -81 -81 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 13.5 0.8 0.0 16.1 87.9 30.4 12.1 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 8 6 1 10 18 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 220,609
COMMITMENTS
45,357 51,447 35,510 117,221 108,913 198,088 195,870 22,521 24,739
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 3,324)
4,657 3,458 -1,841 185 4,460 3,001 6,077 323 -2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 23.3 16.1 53.1 49.4 89.8 88.8 10.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
52 59 57 67 55 156 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,038
COMMITMENTS
79,519 132,500 4,820 531,400 493,073 615,739 630,393 134,299 119,645
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -6,600)
11,621 -251 588 -31,982 -7,581 -19,773 -7,244 13,173 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 17.7 0.6 70.8 65.7 82.1 84.0 17.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 26 12 66 68 109 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 161,948
COMMITMENTS
43,047 10,911 17,944 73,644 115,723 134,635 144,578 27,313 17,370
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 4,906)
1,785 569 -511 3,282 7,111 4,556 7,169 350 -2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 6.7 11.1 45.5 71.5 83.1 89.3 16.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
51 28 44 55 49 139 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,558
COMMITMENTS
3,174 856 1,052 4,590 7,542 8,816 9,450 1,742 1,108
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -29)
1 -177 37 55 -81 93 -221 -122 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 8.1 10.0 43.5 71.4 83.5 89.5 16.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 6 11 17 17 42 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 769,320
COMMITMENTS
295,999 93,510 12,406 368,944 545,955 677,349 651,871 91,971 117,449
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -8,739)
-24,392 -9,945 2,896 13,850 -5,540 -7,646 -12,589 -1,093 3,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 12.2 1.6 48.0 71.0 88.0 84.7 12.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
34 41 16 73 106 115 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,094,455
COMMITMENTS
105,018 192,018 16,190 712,676 597,951 833,884 806,159 260,571 288,296
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -28,714)
15,887 -11,585 -6,531 -46,877 1,998 -37,521 -16,118 8,807 -12,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 17.5 1.5 65.1 54.6 76.2 73.7 23.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
21 52 21 86 102 121 161
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 791,172
COMMITMENTS
80,659 93,028 12,289 492,154 513,360 585,102 618,677 206,070 172,495
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -35,278)
-11,367 2,506 -72 -13,481 -31,646 -24,920 -29,212 -10,358 -6,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 11.8 1.6 62.2 64.9 74.0 78.2 26.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
17 26 13 66 69 92 99
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 407,820
COMMITMENTS
122,350 27,014 35,048 211,777 307,587 369,175 369,649 38,645 38,171
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 23,396)
10,897 2,513 670 7,500 18,667 19,067 21,850 4,329 1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 6.6 8.6 51.9 75.4 90.5 90.6 9.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 8 28 35 41 76 73
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,400
COMMITMENTS
2,426 1,955 523 8,302 9,470 11,251 11,948 5,149 4,452
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,567)
284 38 523 674 729 1,481 1,290 1,086 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 11.9 3.2 50.6 57.7 68.6 72.9 31.4 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 5 8 8 16 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,890
COMMITMENTS
27,146 11,146 1,559 54,673 63,301 83,378 76,006 13,512 20,884
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 19,624)
2,130 -5,519 908 16,506 21,728 19,544 17,117 80 2,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.5 1.6 56.4 65.3 86.1 78.4 13.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 20 10 28 33 62 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,094
COMMITMENTS
2,723 1,547 234 16,991 18,137 19,948 19,918 146 176
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -8,959)
-2,230 95 144 -6,908 -9,147 -8,994 -8,908 35 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 7.7 1.2 84.6 90.3 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 10 2 11 16 16 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,178
COMMITMENTS
4,715 652 0 24,286 28,515 29,001 29,167 177 11
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -9,479)
309 389 -1,036 -8,483 -8,494 -9,210 -9,141 -269 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 2.2 0.0 83.2 97.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 0 9 9 17 16
Updated September 18, 2009