WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,379
COMMITMENTS
60,446 77,701 74,918 149,693 111,703 285,057 264,322 27,322 48,057
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 6,888)
-650 1,770 5,176 2,965 416 7,491 7,362 -603 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 24.9 24.0 47.9 35.8 91.3 84.6 8.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
56 136 156 70 86 256 309
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,494
COMMITMENTS
158,872 157,792 122,465 415,671 349,348 697,008 629,605 115,486 182,889
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 254)
-2,699 18,652 -10,317 9,467 -12,642 -3,549 -4,307 3,803 4,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 19.4 15.1 51.2 43.0 85.8 77.5 14.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
114 142 164 185 212 409 445
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,229
COMMITMENTS
1,316 2,396 149 13,614 11,939 15,079 14,484 2,150 2,745
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -197)
-74 382 -38 -84 -329 -196 15 -1 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 13.9 0.9 79.0 69.3 87.5 84.1 12.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 14 4 19 11 28 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 326,895
COMMITMENTS
67,587 34,307 60,060 156,846 167,542 284,493 261,909 42,402 64,986
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 3,998)
-4,877 3,631 3,511 4,926 -3,910 3,560 3,232 438 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.5 18.4 48.0 51.3 87.0 80.1 13.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
95 88 114 105 115 271 273
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 212,982
COMMITMENTS
32,509 28,268 37,473 116,659 119,288 186,641 185,029 26,341 27,953
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,295)
3,274 1,965 -2,173 4,028 1,712 5,129 1,504 -834 2,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 13.3 17.6 54.8 56.0 87.6 86.9 12.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
46 41 56 63 56 148 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 739,838
COMMITMENTS
43,731 130,263 8,983 577,474 448,446 630,188 587,692 109,650 152,146
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 23,467)
5,839 7,178 1,368 12,014 16,106 19,221 24,652 4,246 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 17.6 1.2 78.1 60.6 85.2 79.4 14.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
18 37 17 61 67 93 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,329
COMMITMENTS
20,920 10,367 10,961 65,415 78,143 97,296 99,471 26,033 23,858
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -3,828)
-4,699 -1,019 -154 2,226 -6,844 -2,627 -8,017 -1,201 4,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 8.4 8.9 53.0 63.4 78.9 80.7 21.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 21 35 60 52 118 96
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,330
COMMITMENTS
1,395 1,228 491 4,191 3,265 6,077 4,984 1,253 2,346
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 307)
78 28 -166 106 -53 18 -191 289 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 16.8 6.7 57.2 44.5 82.9 68.0 17.1 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 9 5 19 16 30 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 510,682
COMMITMENTS
79,083 60,627 3,083 336,787 368,294 418,953 432,004 91,729 78,678
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 15,841)
13,310 -1,397 -13 1,019 12,396 14,316 10,986 1,525 4,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.9 0.6 65.9 72.1 82.0 84.6 18.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
28 26 9 76 73 106 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,066,453
COMMITMENTS
138,987 147,601 5,189 681,395 652,834 825,571 805,624 240,882 260,829
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 11,607)
-12,877 -12,338 -1,876 -12,050 8,543 -26,803 -5,671 38,410 17,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 13.8 0.5 63.9 61.2 77.4 75.5 22.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
40 39 26 87 98 138 152
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 993,610
COMMITMENTS
98,510 111,571 12,333 706,323 681,535 817,166 805,439 176,444 188,171
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 13,011)
5,388 -2,212 987 -4,723 1,672 1,652 447 11,359 12,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 11.2 1.2 71.1 68.6 82.2 81.1 17.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
26 23 21 71 60 104 97
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 387,680
COMMITMENTS
161,694 18,340 48,192 142,554 287,224 352,440 353,756 35,240 33,924
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 20,904)
8,039 707 1,328 6,743 10,777 16,110 12,812 4,794 8,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 4.7 12.4 36.8 74.1 90.9 91.2 9.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 10 25 32 24 68 51
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 22,428
COMMITMENTS
4,208 4,739 8 13,518 14,001 17,734 18,748 4,694 3,680
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,391)
658 611 5 29 500 692 1,116 699 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 21.1 0.0 60.3 62.4 79.1 83.6 20.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 8 3 11 6 19 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,440
COMMITMENTS
25,021 16,185 369 33,939 46,399 59,329 62,953 20,111 16,487
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,098)
2,152 -357 -4 -1,921 1,405 227 1,044 3,871 3,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 20.4 0.5 42.7 58.4 74.7 79.2 25.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 27 4 27 27 55 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,036
COMMITMENTS
9,958 4,234 471 21,436 26,507 31,865 31,212 171 824
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -4,074)
347 -2,008 384 -4,718 -3,214 -3,987 -4,838 -87 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 13.2 1.5 66.9 82.7 99.5 97.4 0.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 3 11 13 22 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,229
COMMITMENTS
10,974 1,674 1,790 21,118 32,624 33,882 36,088 2,347 141
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 176)
24 606 143 214 -204 381 545 -205 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 4.6 4.9 58.3 90.0 93.5 99.6 6.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 9 3 11 7 20 19
Updated February 20, 2009