WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,713
COMMITMENTS
83,611 70,543 138,732 192,127 191,436 414,470 400,711 37,242 51,002
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 856)
-3,703 2,956 8,084 251 -9,667 4,632 1,373 -3,776 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.6 30.7 42.5 42.4 91.8 88.7 8.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
109 121 175 89 112 317 336
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,395,921
COMMITMENTS
256,448 86,074 427,126 580,394 624,375 1263969 1137576 131,952 258,345
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -16,711)
-25,997 12,539 -94 20,002 -33,582 -6,090 -21,137 -10,621 4,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 6.2 30.6 41.6 44.7 90.5 81.5 9.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
193 122 242 245 293 563 573
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,024
COMMITMENTS
1,619 613 1,674 8,764 10,618 12,057 12,906 3,968 3,119
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -685)
-754 15 -156 -998 -1,655 -1,909 -1,797 1,224 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.8 10.4 54.7 66.3 75.2 80.5 24.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 7 11 19 12 37 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,287
COMMITMENTS
136,001 22,098 221,186 240,586 326,466 597,773 569,750 61,514 89,537
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -764)
-6,852 1,373 7,098 10,384 -6,305 10,630 2,166 -11,394 -2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 3.4 33.5 36.5 49.5 90.7 86.4 9.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
180 103 206 139 177 414 408
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,230
COMMITMENTS
19,712 4,383 1,188 14 2,978 20,914 8,549 3,316 15,681
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 761)
865 369 -293 -1 104 571 180 190 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 18.1 4.9 0.1 12.3 86.3 35.3 13.7 64.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 14 14 2 9 24 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,639
COMMITMENTS
36,491 39,890 87,956 153,871 156,080 278,318 283,925 35,321 29,714
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 13,084)
-14,198 4,706 5,187 21,710 -4,249 12,698 5,644 385 7,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 12.7 28.0 49.1 49.8 88.7 90.5 11.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
50 58 93 66 66 192 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 795,866
COMMITMENTS
68,939 154,086 48,131 552,273 449,082 669,343 651,299 126,523 144,567
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 8,213)
-3,938 -2,296 -95 8,067 3,782 4,033 1,390 4,180 6,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 19.4 6.0 69.4 56.4 84.1 81.8 15.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
23 41 35 78 80 128 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 230,362
COMMITMENTS
60,661 6,261 49,367 77,598 151,130 187,626 206,757 42,736 23,605
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -587)
-820 -656 909 1,541 -2,244 1,630 -1,991 -2,217 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 2.7 21.4 33.7 65.6 81.4 89.8 18.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
69 28 55 69 67 167 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,407
COMMITMENTS
2,543 1,214 736 3,935 5,399 7,214 7,349 2,193 2,058
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -190)
18 47 -84 -195 -255 -261 -291 71 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.9 7.8 41.8 57.4 76.7 78.1 23.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 9 8 19 18 39 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 582,853
COMMITMENTS
118,688 61,495 43,948 337,746 372,576 500,383 478,019 82,471 104,834
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,993)
-9,426 17,605 13,203 5,211 -28,723 8,988 2,085 -5,995 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 10.6 7.5 57.9 63.9 85.9 82.0 14.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
35 28 23 72 76 116 118
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,548,960
COMMITMENTS
89,782 188,359 237,553 932,786 811,371 1260121 1237283 288,838 311,676
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 41,360)
16,924 23,255 17,689 2,329 -21,622 36,942 19,322 4,418 22,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 12.2 15.3 60.2 52.4 81.4 79.9 18.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
42 48 66 125 119 200 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,403
COMMITMENTS
102,491 116,193 80,434 546,068 498,548 728,993 695,175 173,410 207,228
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 41,974)
-1,989 17,510 6,529 32,780 30,917 37,320 54,956 4,654 -12,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.9 8.9 60.5 55.2 80.8 77.0 19.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
19 27 26 72 75 102 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 507,415
COMMITMENTS
131,895 9,856 106,007 225,979 354,761 463,882 470,624 43,533 36,790
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 11,044)
3,011 188 1,563 15,476 15,391 20,050 17,142 -9,006 -6,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 1.9 20.9 44.5 69.9 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 10 34 41 38 85 74
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,168
COMMITMENTS
7,044 1,301 466 13,621 20,627 21,131 22,394 7,038 5,774
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,461)
1,150 -119 440 -403 885 1,187 1,206 1,273 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.6 1.7 48.4 73.2 75.0 79.5 25.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 3 11 11 20 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,350
COMMITMENTS
18,853 20,873 3,092 42,768 35,819 64,713 59,784 12,637 17,566
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 15,744)
1,968 3,633 2,200 9,754 7,323 13,921 13,156 1,822 2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 27.0 4.0 55.3 46.3 83.7 77.3 16.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 21 17 34 29 70 61
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,246
COMMITMENTS
4,200 4,173 86 20,950 20,654 25,236 24,913 10 333
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -14,466)
-1,128 1,663 -588 -12,696 -11,576 -14,412 -10,501 -54 -3,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 16.5 0.3 83.0 81.8 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 13 1 11 14 18 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,360
COMMITMENTS
3,372 949 0 36,917 39,155 40,289 40,104 71 256
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -9,250)
1,573 364 -323 -10,467 -9,464 -9,217 -9,423 -33 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.4 0.0 91.5 97.0 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 0 9 9 15 14
Updated June 19, 2009