WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,948
COMMITMENTS
84,012 70,345 103,888 173,987 172,410 361,887 346,643 32,061 47,305
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 18,688)
7,147 -2,854 7,606 2,987 13,476 17,740 18,229 948 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 17.9 26.4 44.2 43.8 91.9 88.0 8.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
100 136 142 79 102 281 299
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,264,514
COMMITMENTS
222,325 85,052 375,401 531,007 570,966 1128733 1031418 135,781 233,096
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 89,436)
35,886 -20,680 16,081 19,659 70,165 71,626 65,565 17,810 23,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.7 29.7 42.0 45.2 89.3 81.6 10.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
176 117 206 230 276 511 517
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,920
COMMITMENTS
2,086 1,405 1,222 8,860 10,063 12,169 12,690 2,751 2,230
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 69)
647 -1,028 129 -1,059 826 -282 -73 352 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 9.4 8.2 59.4 67.4 81.6 85.1 18.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 14 6 17 12 31 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 568,273
COMMITMENTS
128,321 16,183 176,496 200,014 287,875 504,831 480,555 63,442 87,719
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 19,405)
3,871 -3,087 7,443 2,429 10,165 13,743 14,521 5,662 4,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 2.8 31.1 35.2 50.7 88.8 84.6 11.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
165 81 165 118 151 355 335
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,171
COMMITMENTS
14,927 1,861 637 0 1,379 15,564 3,877 3,607 15,294
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,042)
1,140 750 254 0 -96 1,394 908 648 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 9.7 3.3 0.0 7.2 81.2 20.2 18.8 79.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
16 7 11 0 4 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 252,243
COMMITMENTS
45,132 24,510 62,610 110,124 146,785 217,866 233,904 34,377 18,339
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 7,928)
8,584 -516 243 -1,576 9,066 7,250 8,793 678 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 9.7 24.8 43.7 58.2 86.4 92.7 13.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
63 35 64 69 61 176 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,878
COMMITMENTS
39,378 135,270 48,284 580,342 449,594 668,005 633,148 122,873 157,730
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 43,432)
-1,370 24,194 12,509 32,066 6,050 43,205 42,753 228 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 17.1 6.1 73.4 56.8 84.5 80.1 15.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 40 40 75 73 125 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,458
COMMITMENTS
47,699 5,983 30,029 63,952 120,664 141,680 156,676 31,778 16,782
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 10,389)
-1,306 1,266 3,412 7,390 6,170 9,496 10,848 893 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 3.4 17.3 36.9 69.6 81.7 90.3 18.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
60 21 44 66 57 150 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,302
COMMITMENTS
2,161 1,091 721 4,163 4,458 7,045 6,270 1,257 2,032
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -211)
-358 30 -30 100 -585 -288 -585 77 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.1 8.7 50.1 53.7 84.9 75.5 15.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 11 7 19 16 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 523,771
COMMITMENTS
98,926 58,136 19,868 305,644 354,315 424,438 432,319 99,333 91,452
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 33,246)
19,472 9,946 3,497 11,820 23,644 34,788 37,087 -1,541 -3,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 11.1 3.8 58.4 67.6 81.0 82.5 19.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
26 27 18 64 70 100 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,469,845
COMMITMENTS
78,086 156,915 157,607 1001326 860,101 1237019 1174623 232,826 295,223
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 114,083)
21,440 -8,269 19,719 68,005 91,221 109,164 102,671 4,919 11,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.7 10.7 68.1 58.5 84.2 79.9 15.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
39 46 57 126 123 191 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,440
COMMITMENTS
111,386 80,328 42,087 579,347 591,757 732,820 714,172 167,619 186,267
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 23,177)
1,502 9,121 12,024 8,663 2,229 22,189 23,373 988 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.9 4.7 64.3 65.7 81.4 79.3 18.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 29 26 67 72 101 114
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 513,380
COMMITMENTS
162,408 22,910 104,775 203,982 355,505 471,166 483,190 42,215 30,190
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 28,137)
1,946 6,137 7,611 20,209 15,044 29,767 28,792 -1,630 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 4.5 20.4 39.7 69.2 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 16 31 34 34 73 68
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,294
COMMITMENTS
3,983 2,544 24 5,164 7,973 9,171 10,541 5,124 3,753
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 635)
502 869 -74 59 175 487 970 148 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 17.8 0.2 36.1 55.8 64.2 73.7 35.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 7 3 8 7 18 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,665
COMMITMENTS
19,123 13,053 859 25,564 29,529 45,546 43,442 13,119 15,223
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 296)
2,785 -3,047 296 -5,070 2,449 -1,988 -302 2,285 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 22.3 1.5 43.6 50.3 77.6 74.1 22.4 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 25 13 29 29 66 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 19,926
COMMITMENTS
2,167 4,430 79 17,598 15,125 19,844 19,634 82 292
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,133)
-507 1,786 2 2,652 282 2,147 2,070 -14 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 22.2 0.4 88.3 75.9 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 1 11 12 20 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,421
COMMITMENTS
3,907 166 49 30,248 34,067 34,204 34,282 217 139
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -1,123)
1,168 -190 0 -2,414 -1,008 -1,246 -1,198 123 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.5 0.1 87.9 99.0 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 1 10 8 18 13
Updated May 15, 2009