WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 357,899
COMMITMENTS
60,439 74,304 102,761 165,598 133,483 328,797 310,548 29,102 47,350
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -2,726)
-53 6,389 -3,057 1,363 -1,806 -1,747 1,526 -980 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 20.8 28.7 46.3 37.3 91.9 86.8 8.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
70 136 131 77 91 242 279
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,107,615
COMMITMENTS
128,424 132,887 329,224 514,154 429,670 971,802 891,781 135,813 215,833
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 15,726)
-906 -7,964 17,325 3,174 4,135 19,593 13,495 -3,866 2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 12.0 29.7 46.4 38.8 87.7 80.5 12.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
103 143 185 212 227 437 455
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,182
COMMITMENTS
492 2,836 1,353 12,371 9,446 14,217 13,635 1,965 2,547
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -804)
127 1 99 -571 -867 -346 -768 -458 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 17.5 8.4 76.5 58.4 87.9 84.3 12.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 15 6 19 13 29 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,374
COMMITMENTS
54,878 43,591 123,682 177,076 162,065 355,636 329,338 42,738 69,036
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -859)
-3,873 4,393 3,534 1,259 -10,726 920 -2,800 -1,780 1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.9 31.0 44.4 40.7 89.3 82.7 10.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
81 100 124 107 113 265 273
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 239,878
COMMITMENTS
20,022 37,117 61,145 135,817 114,926 216,983 213,188 22,895 26,690
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 2,102)
1,722 5,144 -5,290 6,177 3,420 2,609 3,274 -508 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 15.5 25.5 56.6 47.9 90.5 88.9 9.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
32 60 58 64 61 139 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 812,662
COMMITMENTS
37,083 138,886 63,353 603,235 453,950 703,670 656,189 108,992 156,474
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,910)
1,723 11,613 2,012 8,414 -3,569 12,149 10,056 -14,059 -11,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 17.1 7.8 74.2 55.9 86.6 80.7 13.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
19 35 35 72 75 114 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 129,705
COMMITMENTS
19,273 11,499 20,755 66,854 73,583 106,881 105,836 22,823 23,868
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 411)
1,788 2,497 3,582 -2,725 -6,470 2,644 -391 -2,233 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.9 16.0 51.5 56.7 82.4 81.6 17.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 25 37 61 52 114 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,714
COMMITMENTS
1,378 1,279 597 3,845 2,883 5,820 4,758 894 1,956
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -692)
-0 10 122 -398 -377 -276 -245 -416 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.0 8.9 57.3 42.9 86.7 70.9 13.3 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 13 6 18 14 32 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 496,254
COMMITMENTS
82,084 65,536 17,804 301,234 337,137 401,122 420,477 95,132 75,777
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 7,224)
1,696 3,244 -5,530 -26,451 -20,595 -30,285 -22,881 37,509 30,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.2 3.6 60.7 67.9 80.8 84.7 19.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
26 32 20 68 67 109 104
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,269,399
COMMITMENTS
82,454 135,357 144,356 783,300 724,858 1010110 1004572 259,288 264,827
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 168,995)
-22,297 13,658 41,453 51,390 48,376 70,547 103,487 98,449 65,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 10.7 11.4 61.7 57.1 79.6 79.1 20.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
33 39 43 100 106 156 165
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,003,307
COMMITMENTS
106,235 84,452 29,645 685,757 709,063 821,637 823,160 181,670 180,146
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 104,519)
-412 -20,258 -9,381 9,991 58,866 198 29,227 104,321 75,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.4 3.0 68.3 70.7 81.9 82.0 18.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
17 34 25 70 68 103 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 435,962
COMMITMENTS
141,242 9,074 125,099 136,695 270,200 403,036 404,372 32,926 31,590
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -248,020)
-29,428 -5,314 -180,138 -35,145 -59,799 -244,711 -245,251 -3,309 -2,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 2.1 28.7 31.4 62.0 92.4 92.8 7.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 9 28 32 27 67 56
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,287
COMMITMENTS
5,413 5,795 689 14,976 16,034 21,077 22,517 5,210 3,770
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,076)
161 1,068 446 710 710 1,316 2,224 -240 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 22.0 2.6 57.0 61.0 80.2 85.7 19.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 12 7 11 6 22 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,869
COMMITMENTS
22,883 16,627 1,192 39,070 51,466 63,146 69,286 17,724 11,584
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,552)
-548 664 4 407 -1,158 -138 -490 -1,414 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.6 1.5 48.3 63.6 78.1 85.7 21.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 22 12 32 30 65 59
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,177
COMMITMENTS
10,650 4,494 833 15,298 21,362 26,781 26,689 396 488
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,031)
-96 9 -741 1,555 2,016 718 1,284 313 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 16.5 3.1 56.3 78.6 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 12 3 10 14 22 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,819
COMMITMENTS
9,739 1,350 1,999 24,946 33,232 36,684 36,581 135 238
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 813)
243 146 -448 3,167 1,041 2,962 739 -2,149 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 3.7 5.4 67.8 90.3 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 4 11 7 21 18
Updated March 5, 2009