WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,163
COMMITMENTS
76,275 96,734 118,124 202,558 162,367 396,957 377,225 30,206 49,938
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 11,693)
-1,742 1,035 3,546 9,482 5,491 11,286 10,072 407 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.6 27.7 47.4 38.0 92.9 88.3 7.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
101 146 162 89 104 308 327
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,321,382
COMMITMENTS
215,162 131,335 397,814 586,284 546,321 1199260 1075471 122,122 245,911
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -8,927)
-7,173 13,941 193 9,683 -13,118 2,704 1,017 -11,632 -9,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 9.9 30.1 44.4 41.3 90.8 81.4 9.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696)
174 160 238 259 297 569 590
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,504
COMMITMENTS
1,270 2,358 1,472 9,483 8,514 12,225 12,344 2,279 2,160
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 14)
-78 -96 102 3 -117 27 -111 -13 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 16.3 10.1 65.4 58.7 84.3 85.1 15.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 14 8 15 14 29 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 567,153
COMMITMENTS
104,894 27,784 187,548 227,241 266,543 519,682 481,874 47,470 85,278
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -12,083)
-18,490 3,306 -150 10,461 -12,125 -8,179 -8,968 -3,904 -3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 4.9 33.1 40.1 47.0 91.6 85.0 8.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
158 123 186 121 182 375 406
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,785
COMMITMENTS
21,765 2,981 442 10 4,127 22,217 7,550 2,568 17,235
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 14)
470 172 6 0 -21 476 157 -462 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.8 12.0 1.8 0.0 16.7 89.6 30.5 10.4 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 8 8 1 13 20 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 280,627
COMMITMENTS
30,608 32,051 83,082 139,349 146,276 253,039 261,409 27,588 19,218
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -10,994)
-3,392 -2,636 -403 -5,435 -5,581 -9,230 -8,620 -1,764 -2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.4 29.6 49.7 52.1 90.2 93.2 9.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
44 62 84 67 67 175 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 795,319
COMMITMENTS
66,050 196,205 41,344 579,744 469,002 687,138 706,552 108,180 88,767
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 51,025)
1,739 16,320 15,250 32,826 29,974 49,814 61,543 1,211 -10,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 24.7 5.2 72.9 59.0 86.4 88.8 13.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
23 38 30 76 81 124 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 188,898
COMMITMENTS
44,701 7,598 41,189 71,929 119,420 157,819 168,207 31,079 20,691
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -13,873)
-6,522 668 -425 -5,524 -11,817 -12,470 -11,574 -1,402 -2,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.0 21.8 38.1 63.2 83.5 89.0 16.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
68 22 58 63 62 159 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,978
COMMITMENTS
3,189 660 2,083 4,756 7,924 10,028 10,667 1,950 1,310
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 834)
-475 206 333 1,212 128 1,070 667 -236 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.5 17.4 39.7 66.2 83.7 89.1 16.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 10 14 22 20 53 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 840,199
COMMITMENTS
232,415 73,009 53,986 465,249 600,994 751,650 727,989 88,549 112,211
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 58,450)
26,290 11,638 7,482 17,680 42,134 51,451 61,254 6,999 -2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 8.7 6.4 55.4 71.5 89.5 86.6 10.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
36 35 30 78 93 128 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,420,365
COMMITMENTS
90,437 161,305 127,067 962,183 781,446 1179686 1069817 240,679 350,548
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -14,676)
4,343 -8,533 -24 -6,207 6,042 -1,888 -2,515 -12,788 -12,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 11.4 8.9 67.7 55.0 83.1 75.3 16.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
39 41 53 107 112 171 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 915,380
COMMITMENTS
130,027 99,505 41,158 573,279 590,354 744,464 731,017 170,916 184,363
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 7,076)
14,790 -2,243 -4,746 -6,174 24,730 3,870 17,741 3,205 -10,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.9 4.5 62.6 64.5 81.3 79.9 18.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
19 24 24 77 85 107 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 628,891
COMMITMENTS
114,799 22,509 208,331 265,251 354,213 588,381 585,053 40,510 43,838
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 37,479)
-4,686 -1,493 9,082 28,692 26,726 33,087 34,315 4,391 3,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.6 33.1 42.2 56.3 93.6 93.0 6.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 11 35 40 42 79 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,347
COMMITMENTS
2,533 1,555 40 6,147 7,578 8,720 9,174 3,627 3,174
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 123)
136 342 2 -257 -220 -119 124 242 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.6 0.3 49.8 61.4 70.6 74.3 29.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 3 10 7 16 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,079
COMMITMENTS
23,097 17,458 1,030 36,332 35,898 60,460 54,386 11,619 17,693
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 3,516)
3,678 2,882 88 -985 894 2,781 3,865 735 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 24.2 1.4 50.4 49.8 83.9 75.5 16.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 23 9 28 25 53 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,352
COMMITMENTS
6,472 5,144 0 1,746 3,205 8,218 8,349 134 3
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.5 61.6 0.0 20.9 38.4 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 2 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,176
COMMITMENTS
3,640 1,903 90 19,373 20,809 23,103 22,802 73 374
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 248)
816 -61 0 -584 309 232 248 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.2 0.4 83.6 89.8 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 12 1 11 15 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,245
COMMITMENTS
5,013 327 1,141 26,024 30,585 32,178 32,053 67 192
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -5,261)
-1,359 -42 87 -3,973 -5,257 -5,245 -5,212 -16 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.0 3.5 80.7 94.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 1 10 9 17 15
Updated August 21, 2008