WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 326,160
COMMITMENTS
75,807 110,584 46,493 177,243 124,830 299,543 281,907 26,617 44,253
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 6,616)
1,499 93 1,323 4,510 5,203 7,332 6,619 -716 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 33.9 14.3 54.3 38.3 91.8 86.4 8.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
98 149 105 65 86 234 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 870,345
COMMITMENTS
231,829 188,684 84,821 456,275 398,363 772,925 671,868 97,420 198,477
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 9,078)
4,844 6,062 831 8,340 1,949 14,015 8,842 -4,937 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 21.7 9.7 52.4 45.8 88.8 77.2 11.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
140 176 136 153 237 388 476
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,882
COMMITMENTS
2,102 2,516 473 9,376 9,111 11,951 12,100 1,931 1,782
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -228)
15 -109 0 -154 -145 -139 -254 -89 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 18.1 3.4 67.5 65.6 86.1 87.2 13.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 14 3 14 9 27 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 436,080
COMMITMENTS
99,942 67,558 66,972 227,272 222,974 394,186 357,504 41,894 78,576
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 3,966)
-10,244 4,847 3,518 11,309 -7,448 4,583 917 -617 3,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 15.5 15.4 52.1 51.1 90.4 82.0 9.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
105 150 118 109 151 293 360
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,520
COMMITMENTS
20,076 3,085 218 9 3,568 20,303 6,871 3,217 16,649
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -563)
-880 -177 24 0 -305 -856 -458 293 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.4 13.1 0.9 0.0 15.2 86.3 29.2 13.7 70.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 7 7 1 9 16 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 214,163
COMMITMENTS
43,304 50,505 33,963 114,524 105,153 191,791 189,621 22,372 24,542
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -6,446)
-2,053 -942 -1,547 -2,697 -3,760 -6,297 -6,249 -149 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 23.6 15.9 53.5 49.1 89.6 88.5 10.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 64 57 64 54 149 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,386
COMMITMENTS
59,500 136,981 7,276 543,533 475,930 610,309 620,187 131,077 121,199
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -8,652)
-20,019 4,481 2,456 12,133 -17,143 -5,430 -10,206 -3,222 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 18.5 1.0 73.3 64.2 82.3 83.7 17.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 24 12 68 69 109 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 156,483
COMMITMENTS
39,233 11,663 16,932 75,186 107,520 131,351 136,115 25,132 20,368
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -5,465)
-3,814 752 -1,012 1,542 -8,203 -3,284 -8,463 -2,181 2,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 7.5 10.8 48.0 68.7 83.9 87.0 16.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
46 26 43 56 51 135 98
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,853
COMMITMENTS
3,175 1,026 1,077 4,849 7,482 9,101 9,585 1,752 1,268
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 295)
1 170 25 259 -60 285 135 10 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 9.5 9.9 44.7 68.9 83.9 88.3 16.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 8 13 17 15 44 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 771,785
COMMITMENTS
319,932 112,748 12,048 348,732 529,980 680,712 654,776 91,073 117,009
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 2,465)
23,933 19,238 -358 -20,212 -15,975 3,363 2,905 -898 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 14.6 1.6 45.2 68.7 88.2 84.8 11.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
37 46 19 71 102 119 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,117,786
COMMITMENTS
116,934 213,077 18,444 733,108 598,053 868,486 829,574 249,300 288,212
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 23,331)
11,916 21,059 2,254 20,432 102 34,602 23,415 -11,271 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 19.1 1.7 65.6 53.5 77.7 74.2 22.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
29 56 18 92 102 133 164
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 803,951
COMMITMENTS
92,090 84,414 7,122 507,289 524,912 606,501 616,448 197,450 187,503
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 12,779)
11,431 -8,614 -5,167 15,135 11,552 21,399 -2,229 -8,620 15,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 10.5 0.9 63.1 65.3 75.4 76.7 24.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
22 26 11 61 69 88 101
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 445,208
COMMITMENTS
142,068 27,004 37,656 231,412 343,724 411,136 408,384 34,072 36,824
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 37,388)
19,718 -10 2,608 19,635 36,137 41,961 38,735 -4,573 -1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 6.1 8.5 52.0 77.2 92.3 91.7 7.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 8 32 38 44 79 80
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,759
COMMITMENTS
25,784 7,534 242 28,112 39,209 54,138 46,985 10,621 17,774
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -32,131)
-1,362 -3,612 -1,317 -26,561 -24,092 -29,240 -29,021 -2,891 -3,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 11.6 0.4 43.4 60.5 83.6 72.6 16.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 14 2 22 26 50 41
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,711
COMMITMENTS
563 2,210 90 16,943 15,248 17,596 17,548 115 163
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -2,383)
-2,160 663 -144 -48 -2,889 -2,352 -2,370 -31 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 12.5 0.5 95.7 86.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 13 1 12 15 17 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,290
COMMITMENTS
3,852 159 25 25,263 29,076 29,140 29,260 150 30
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 112)
-863 -493 25 977 561 139 93 -27 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 0.5 0.1 86.3 99.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 10 8 19 14
Updated September 25, 2008