WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,485
COMMITMENTS
64,681 73,217 136,468 180,242 153,522 381,391 363,207 31,094 49,279
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 15,035)
-304 8,070 9,530 5,233 -3,872 14,458 13,728 577 1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 17.8 33.1 43.7 37.2 92.5 88.1 7.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
81 140 176 84 96 296 329
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,224,961
COMMITMENTS
157,038 74,905 380,552 547,018 543,741 1084608 999,197 140,353 225,764
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 29,006)
7,680 789 3,591 15,586 11,791 26,856 16,172 2,150 12,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 6.1 31.1 44.7 44.4 88.5 81.6 11.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
146 112 206 226 245 480 479
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,096
COMMITMENTS
986 2,258 1,540 10,793 9,544 13,320 13,341 2,777 2,755
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 638)
14 235 91 254 98 359 424 279 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 14.0 9.6 67.1 59.3 82.7 82.9 17.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 13 5 21 12 29 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,942
COMMITMENTS
77,208 28,459 150,445 175,551 196,242 403,205 375,147 43,737 71,795
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -5,261)
3,633 -1,395 -3,639 -1,775 443 -1,781 -4,591 -3,480 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.4 33.7 39.3 43.9 90.2 83.9 9.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
118 89 162 109 114 317 295
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,864
COMMITMENTS
10,046 1,175 464 0 1,612 10,510 3,251 3,354 10,613
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 247)
575 -117 -195 0 122 380 -190 -133 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 8.5 3.3 0.0 11.6 75.8 23.4 24.2 76.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 8 0 4 11 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,849
COMMITMENTS
21,407 33,621 56,915 136,894 129,509 215,216 220,045 26,633 21,804
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 299)
1,230 -6,306 116 1,225 9,697 2,571 3,507 -2,272 -3,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 13.9 23.5 56.6 53.5 89.0 91.0 11.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 51 60 65 59 147 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 799,377
COMMITMENTS
50,313 120,997 43,711 590,868 495,310 684,891 660,017 114,486 139,360
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -15,154)
3,195 -13,662 -11,005 -2,807 10,752 -10,617 -13,916 -4,536 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 15.1 5.5 73.9 62.0 85.7 82.6 14.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
26 33 30 75 77 115 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 126,448
COMMITMENTS
28,939 5,855 22,345 49,041 80,983 100,325 109,183 26,123 17,264
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -3,302)
1,216 -224 -791 -2,566 -167 -2,141 -1,182 -1,161 -2,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 4.6 17.7 38.8 64.0 79.3 86.3 20.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
43 26 37 59 51 122 98
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,505
COMMITMENTS
1,484 1,092 888 4,161 3,612 6,533 5,592 972 1,913
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 407)
164 -51 364 -95 190 433 503 -26 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 14.5 11.8 55.4 48.1 87.1 74.5 12.9 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 8 7 22 16 37 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 523,063
COMMITMENTS
105,179 54,701 21,552 298,566 369,657 425,297 445,911 97,767 77,153
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 3,704)
8,711 7,210 -7,832 -9,461 6,966 -8,582 6,344 12,286 -2,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 10.5 4.1 57.1 70.7 81.3 85.2 18.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
30 26 16 65 68 104 101
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,414,271
COMMITMENTS
120,965 143,768 165,556 882,834 836,487 1169355 1145811 244,916 268,460
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -131,334)
27,427 25,615 -87,901 -51,712 -73,388 -112,186 -135,675 -19,148 4,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.2 11.7 62.4 59.1 82.7 81.0 17.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
33 41 53 111 104 174 168
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 892,708
COMMITMENTS
84,063 89,970 32,690 589,557 604,746 706,310 727,405 186,398 165,303
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -62,347)
-22,428 11,721 -7,423 -33,137 -70,733 -62,988 -66,434 641 4,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.1 3.7 66.0 67.7 79.1 81.5 20.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
16 31 23 63 67 94 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 548,592
COMMITMENTS
167,727 13,612 143,286 201,592 361,683 512,605 518,581 35,987 30,011
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 31,231)
15,429 -2,575 6,795 13,372 29,561 35,597 33,781 -4,366 -2,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 2.5 26.1 36.7 65.9 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 9 36 39 36 82 75
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 8,548
COMMITMENTS
3,479 1,044 0 1,932 3,832 5,411 4,876 3,137 3,672
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,532)
436 258 0 -540 -61 -104 197 -1,428 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 12.2 0.0 22.6 44.8 63.3 57.0 36.7 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 7 5 13 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 56,645
COMMITMENTS
15,155 12,707 601 30,465 30,365 46,221 43,673 10,424 12,972
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,043)
1,682 -23 -8 2,826 5,229 4,500 5,199 -457 -1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 22.4 1.1 53.8 53.6 81.6 77.1 18.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 20 8 26 25 53 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,845
COMMITMENTS
10,442 5,661 114 11,108 15,950 21,664 21,725 181 120
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 720)
947 -216 -4 -321 995 622 775 98 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 25.9 0.5 50.8 73.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 14 2 9 13 23 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,218
COMMITMENTS
8,936 1,090 1,784 11,253 19,287 21,973 22,161 245 57
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -5,541)
-3,069 122 1,486 -4,017 -7,066 -5,600 -5,458 59 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 4.9 8.0 50.6 86.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 3 11 7 22 16
Updated April 3, 2009