WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 278,873
COMMITMENTS
59,586 72,052 44,917 147,916 115,120 252,419 232,089 26,454 46,784
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 7,481)
1,090 -3,307 4,937 -2,778 4,099 3,249 5,729 4,232 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 25.8 16.1 53.0 41.3 90.5 83.2 9.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
55 117 109 65 83 210 244
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 798,353
COMMITMENTS
156,636 117,842 135,224 399,243 368,487 691,103 621,553 107,250 176,800
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -10,537)
-5,244 3,309 1,329 -1,761 -8,056 -5,676 -3,418 -4,861 -7,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 14.8 16.9 50.0 46.2 86.6 77.9 13.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
113 132 149 184 222 393 437
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,702
COMMITMENTS
1,200 2,050 318 13,189 12,150 14,707 14,518 1,995 2,184
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -39)
150 252 -8 -313 -162 -171 82 132 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 12.3 1.9 79.0 72.7 88.1 86.9 11.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 11 5 21 15 32 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,483
COMMITMENTS
70,604 30,201 61,024 152,483 171,462 284,111 262,687 38,372 59,796
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 19,281)
5,353 -1,736 6,565 7,814 13,735 19,732 18,564 -451 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 9.4 18.9 47.3 53.2 88.1 81.5 11.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
90 84 111 91 119 253 276
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 12,629
COMMITMENTS
9,017 1,351 985 0 1,305 10,002 3,641 2,627 8,988
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 911)
753 99 118 0 91 871 308 40 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.4 10.7 7.8 0.0 10.3 79.2 28.8 20.8 71.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
15 5 11 0 3 17 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 207,674
COMMITMENTS
24,657 25,581 39,113 121,587 123,694 185,357 188,388 22,317 19,286
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -2,319)
2,328 -686 -3,005 -826 380 -1,503 -3,311 -816 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 12.3 18.8 58.5 59.6 89.3 90.7 10.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 35 62 61 59 142 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,586
COMMITMENTS
42,683 120,311 6,111 561,032 444,715 609,826 571,137 107,760 146,449
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -437)
-934 -14,237 -2,254 41 17,015 -3,147 524 2,710 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 16.8 0.9 78.2 62.0 85.0 79.6 15.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
17 35 11 60 71 86 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,321
COMMITMENTS
24,772 11,610 12,466 60,091 81,263 97,329 105,339 25,992 17,982
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 6,315)
3,826 -2,031 1,093 1,103 6,095 6,022 5,157 293 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 9.4 10.1 48.7 65.9 78.9 85.4 21.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
35 25 31 63 49 121 91
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,767
COMMITMENTS
1,322 950 213 4,008 3,504 5,543 4,667 1,224 2,100
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 852)
132 290 52 458 -110 642 232 210 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 14.0 3.1 59.2 51.8 81.9 69.0 18.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 8 3 16 12 26 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 489,159
COMMITMENTS
73,275 65,240 3,488 327,926 349,289 404,689 418,017 84,470 71,142
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -17,552)
-184 -5,432 114 -10,816 -10,454 -10,886 -15,772 -6,666 -1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 13.3 0.7 67.0 71.4 82.7 85.5 17.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 29 9 67 69 98 101
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,031,443
COMMITMENTS
135,685 110,832 7,927 696,089 653,344 839,701 772,103 191,742 259,340
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -11,332)
7,098 -15,616 1,502 -6,539 23,054 2,061 8,940 -13,393 -20,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.7 0.8 67.5 63.3 81.4 74.9 18.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
44 22 32 79 92 132 137
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 930,762
COMMITMENTS
83,663 139,201 3,271 670,230 614,146 757,164 756,618 173,598 174,144
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -16,787)
-4,181 -11,055 -2,807 -2,425 -3,082 -9,413 -16,944 -7,374 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 15.0 0.4 72.0 66.0 81.3 81.3 18.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
26 32 13 63 55 96 93
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 401,010
COMMITMENTS
198,695 26,370 34,312 135,278 309,031 368,285 369,713 32,725 31,297
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 30,348)
4,908 894 8,160 14,381 20,191 27,449 29,245 2,899 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 6.6 8.6 33.7 77.1 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 13 25 29 30 65 61
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,900
COMMITMENTS
4,427 4,142 0 9,555 9,714 13,982 13,856 2,918 3,044
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 324)
934 58 0 43 299 977 357 -653 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 24.5 0.0 56.5 57.5 82.7 82.0 17.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 0 12 7 16 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,382
COMMITMENTS
22,421 14,848 308 33,353 38,434 56,082 53,590 14,300 16,792
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 142)
2,342 3,753 -53 665 -2,523 2,954 1,177 -2,812 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 21.1 0.4 47.4 54.6 79.7 76.1 20.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 23 2 25 23 51 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,718
COMMITMENTS
10,189 5,574 358 10,992 15,612 21,539 21,544 179 174
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -3,529)
-3,462 -2,250 251 -345 -1,551 -3,556 -3,550 27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 25.7 1.6 50.6 71.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 8 14 21 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,562
COMMITMENTS
12,603 1,033 1,641 22,581 34,820 36,825 37,494 737 68
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -6,265)
-3,295 -159 -71 -2,824 -6,070 -6,190 -6,300 -75 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 2.8 4.4 60.1 92.7 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 2 11 7 22 15
Updated January 30, 2009