WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,715
COMMITMENTS
75,494 89,182 111,464 183,475 156,758 370,433 357,404 33,282 46,310
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -3,741)
-496 -581 -3,975 937 5,253 -3,534 697 -207 -4,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 22.1 27.6 45.4 38.8 91.8 88.5 8.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
115 121 149 80 102 286 304
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,313,252
COMMITMENTS
218,842 123,345 383,610 576,521 562,175 1178972 1069131 134,280 244,122
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,645)
5,892 -18,905 4,911 -6,991 18,206 3,812 4,212 833 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 9.4 29.2 43.9 42.8 89.8 81.4 10.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
173 144 226 246 294 545 571
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,685
COMMITMENTS
1,316 2,388 1,621 9,580 8,619 12,516 12,628 2,169 2,057
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -591)
45 84 787 -1,220 -1,252 -388 -381 -203 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 16.3 11.0 65.2 58.7 85.2 86.0 14.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 14 11 16 13 33 37
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,711
COMMITMENTS
112,871 27,887 177,589 219,872 267,720 510,332 473,196 50,379 87,515
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 31,762)
18,957 -556 24,610 -13,971 11,262 29,597 35,316 2,166 -3,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.0 31.7 39.2 47.7 91.0 84.4 9.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
152 125 182 112 164 367 382
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,315
COMMITMENTS
19,542 2,385 490 10 3,804 20,042 6,679 3,273 16,636
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,587)
1,767 -319 57 4 532 1,828 270 -241 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.8 10.2 2.1 0.0 16.3 86.0 28.6 14.0 71.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 7 7 1 12 17 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 295,818
COMMITMENTS
34,252 40,307 84,268 149,847 148,838 268,368 273,414 27,450 22,403
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 14,120)
8,258 -12,080 10,246 -7,082 20,889 11,421 19,055 2,699 -4,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.6 28.5 50.7 50.3 90.7 92.4 9.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
54 74 88 68 70 189 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 735,981
COMMITMENTS
67,845 176,935 23,873 538,716 430,755 630,434 631,563 105,547 104,417
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 11,640)
-2,684 29,126 124 17,087 17,448 14,526 46,698 -2,886 -35,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 24.0 3.2 73.2 58.5 85.7 85.8 14.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 33 25 76 76 121 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,754
COMMITMENTS
47,155 5,625 44,852 78,469 129,678 170,476 180,154 31,278 21,600
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,898)
6,745 -2,817 8,066 -9,742 2,487 5,069 7,736 -171 -2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.8 22.2 38.9 64.3 84.5 89.3 15.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
74 25 63 60 57 164 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,212
COMMITMENTS
3,158 361 1,331 3,262 7,372 7,751 9,064 2,461 1,148
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 114)
-22 -496 403 -55 628 325 535 -211 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 3.5 13.0 31.9 72.2 75.9 88.8 24.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 5 9 19 20 42 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 706,524
COMMITMENTS
197,721 60,088 41,265 372,918 500,643 611,905 601,996 94,619 104,528
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -3,796)
-16,928 4,206 7,327 15,111 -12,684 5,510 -1,151 -9,306 -2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 8.5 5.8 52.8 70.9 86.6 85.2 13.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
37 32 31 73 89 125 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,978
COMMITMENTS
78,510 163,941 114,594 882,994 703,515 1076098 982,049 255,879 349,928
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,513)
-1,201 4,645 5,861 -16,573 -19,330 -11,913 -8,824 6,401 3,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.3 8.6 66.3 52.8 80.8 73.7 19.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
35 40 54 103 107 165 175
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 873,377
COMMITMENTS
100,901 115,448 39,470 571,493 527,660 711,863 682,578 161,514 190,800
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 56,103)
-28,296 24,704 5,242 87,005 22,216 63,951 52,162 -7,847 3,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.2 4.5 65.4 60.4 81.5 78.2 18.5 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
16 27 24 74 79 104 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 490,476
COMMITMENTS
111,108 11,632 139,724 203,773 301,414 454,605 452,769 35,871 37,707
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -45,630)
-8,687 -2,209 444 -36,717 -44,884 -44,961 -46,650 -669 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.4 28.5 41.5 61.5 92.7 92.3 7.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 8 29 37 40 76 71
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,214
COMMITMENTS
2,223 1,195 3 6,443 7,798 8,669 8,996 3,545 3,218
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 421)
54 33 0 33 -7 87 26 334 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.8 0.0 52.7 63.8 71.0 73.7 29.0 26.3
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 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,255
COMMITMENTS
19,196 13,683 761 38,413 36,221 58,370 50,665 9,885 17,590
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 342)
1,359 2,018 176 -1,338 1,206 196 3,400 145 -3,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 20.0 1.1 56.3 53.1 85.5 74.2 14.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 21 11 27 25 56 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,268
COMMITMENTS
2,563 1,963 90 20,556 20,875 23,209 22,928 59 340
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,646)
-475 -56 2 -1,166 -1,589 -1,639 -1,643 -7 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.4 0.4 88.3 89.7 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 1 11 14 17 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,843
COMMITMENTS
7,424 781 849 22,350 29,031 30,623 30,661 220 182
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 507)
-607 557 -214 1,334 168 513 511 -6 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.5 2.8 72.5 94.1 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 9 8 18 17
Updated August 7, 2009