WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,456
COMMITMENTS
75,990 89,763 115,439 182,538 151,505 373,966 356,707 33,489 50,749
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 4,630)
1,231 674 1,635 1,770 1,567 4,637 3,876 -7 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.0 28.3 44.8 37.2 91.8 87.5 8.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
99 135 144 79 103 273 308
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,308,608
COMMITMENTS
212,950 142,250 378,699 583,512 543,970 1175160 1064919 133,448 243,689
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -48,140)
-735 -9,098 -29,432 -21,810 3,812 -51,977 -34,718 3,837 -13,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.9 28.9 44.6 41.6 89.8 81.4 10.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
174 137 210 242 291 526 554
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,276
COMMITMENTS
1,271 2,304 833 10,800 9,872 12,904 13,009 2,372 2,267
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 842)
185 1,217 48 563 -304 797 961 45 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 15.1 5.5 70.7 64.6 84.5 85.2 15.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 5 15 12 26 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,948
COMMITMENTS
93,914 28,443 152,979 233,843 256,458 480,735 437,880 48,213 91,069
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -42,511)
1,452 -1,957 -29,268 -16,506 -11,750 -44,321 -42,974 1,810 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 5.4 28.9 44.2 48.5 90.9 82.8 9.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
137 121 168 121 166 351 375
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,728
COMMITMENTS
17,775 2,704 433 6 3,272 18,214 6,409 3,514 15,319
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -253)
135 -6 -106 2 -28 31 -140 -284 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 12.4 2.0 0.0 15.1 83.8 29.5 16.2 70.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 9 7 1 11 19 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,698
COMMITMENTS
25,995 52,388 74,023 156,929 127,949 256,947 254,360 24,751 27,338
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -17,397)
275 -4,613 -8,898 -11,407 -5,769 -20,030 -19,280 2,633 1,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 18.6 26.3 55.7 45.4 91.2 90.3 8.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
35 75 77 70 73 167 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,341
COMMITMENTS
70,529 147,809 23,749 521,630 413,307 615,907 584,865 108,433 139,475
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -34,999)
4,563 10,239 -12,788 -17,601 -32,596 -25,826 -35,145 -9,173 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 20.4 3.3 72.0 57.1 85.0 80.7 15.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 35 29 75 75 126 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,856
COMMITMENTS
40,410 8,442 36,786 88,211 127,190 165,407 172,419 31,449 24,437
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,050)
4,716 -1,610 -2,139 -2,031 5,146 546 1,397 504 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.3 18.7 44.8 64.6 84.0 87.6 16.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
57 29 54 64 58 153 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,098
COMMITMENTS
3,180 857 928 3,317 6,743 7,426 8,528 2,672 1,569
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,193)
649 -157 223 -261 882 611 948 581 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 8.5 9.2 32.9 66.8 73.5 84.5 26.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 6 7 19 18 42 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 710,320
COMMITMENTS
214,649 55,882 33,938 357,808 513,327 606,394 603,147 103,925 107,173
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -23,315)
3,461 -956 -17,948 -8,031 -3,938 -22,518 -22,842 -797 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.9 4.8 50.4 72.3 85.4 84.9 14.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
42 26 25 75 83 126 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,337,490
COMMITMENTS
79,711 159,295 108,733 899,567 722,844 1088011 990,873 249,479 346,617
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -78,525)
-1,993 27,636 -56,895 -378 -62,297 -59,266 -91,555 -19,259 13,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.9 8.1 67.3 54.0 81.3 74.1 18.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
29 42 53 112 108 173 172
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,274
COMMITMENTS
129,197 90,744 34,228 484,488 505,444 647,912 630,416 169,362 186,858
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -22,179)
14,377 6,625 -10,276 -14,039 -31,569 -9,938 -35,220 -12,241 13,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.1 4.2 59.3 61.8 79.3 77.1 20.7 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
23 20 22 69 73 100 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 536,106
COMMITMENTS
119,795 13,841 139,280 240,491 346,298 499,565 499,419 36,540 36,687
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,036)
4,707 -320 1,451 -3,648 1,233 2,510 2,363 -474 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 2.6 26.0 44.9 64.6 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 7 29 41 40 80 72
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,793
COMMITMENTS
2,169 1,162 3 6,409 7,805 8,581 8,970 3,211 2,823
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -601)
488 -1,171 0 -1,008 566 -520 -605 -81 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.9 0.0 54.4 66.2 72.8 76.1 27.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 1 10 7 15 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,913
COMMITMENTS
17,837 11,665 585 39,751 35,015 58,173 47,265 9,740 20,648
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,497)
1,967 -2,157 -547 1,055 7,648 2,475 4,943 1,022 -1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 17.2 0.9 58.5 51.6 85.7 69.6 14.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 20 7 24 22 48 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,525
COMMITMENTS
4,390 5,042 0 1,695 1,481 6,085 6,523 440 2
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 272)
0 70 0 7 232 7 302 265 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 77.3 0.0 26.0 22.7 93.3 100.0 6.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 0 1 2 11 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,914
COMMITMENTS
3,038 2,019 88 21,722 22,464 24,848 24,571 66 343
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,662)
2,332 -315 -798 -4,204 -1,635 -2,670 -2,748 8 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.1 0.4 87.2 90.2 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 13 1 11 14 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,336
COMMITMENTS
8,031 224 1,063 21,016 28,863 30,110 30,150 226 186
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,436)
146 -30 81 -2,631 -2,541 -2,404 -2,490 -32 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.7 3.5 69.3 95.1 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 5 1 9 9 19 15
Updated July 31, 2009