WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,739
COMMITMENTS
60,294 72,034 55,389 149,035 115,689 264,718 243,112 27,021 48,627
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -20,640)
-152 -5,667 -19,529 -658 3,986 -20,339 -21,210 -301 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 24.7 19.0 51.1 39.7 90.7 83.3 9.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
62 110 123 68 80 225 259
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,829
COMMITMENTS
149,975 145,022 110,348 391,301 332,490 651,624 587,860 116,205 179,969
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -44,665)
-8,897 -12,770 -12,117 -24,370 -16,858 -45,384 -41,745 719 -2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 18.9 14.4 51.0 43.3 84.9 76.6 15.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
101 120 143 184 207 379 407
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,964
COMMITMENTS
1,104 2,833 392 12,160 10,278 13,656 13,503 2,308 2,461
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,265)
-212 437 243 -1,454 -1,661 -1,423 -981 158 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 17.7 2.5 76.2 64.4 85.5 84.6 14.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 14 5 19 13 28 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,087
COMMITMENTS
60,089 45,161 46,149 148,576 142,456 254,814 233,766 39,273 60,321
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -32,808)
-7,498 10,854 -13,911 -8,270 -25,086 -29,679 -28,143 -3,129 -4,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 15.4 15.7 50.5 48.4 86.6 79.5 13.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
75 96 98 98 107 236 257
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 207,969
COMMITMENTS
23,208 31,224 47,912 114,012 102,290 185,132 181,426 22,837 26,543
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,013)
-9,301 2,956 10,439 -2,647 -16,998 -1,509 -3,603 -3,504 -1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 15.0 23.0 54.8 49.2 89.0 87.2 11.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
42 37 67 61 55 152 150
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,285
COMMITMENTS
36,380 129,130 34,167 571,981 435,723 642,528 599,020 114,757 158,265
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 17,447)
-7,351 -1,133 25,184 -5,493 -12,723 12,340 11,328 5,107 6,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 17.1 4.5 75.5 57.5 84.8 79.1 15.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
13 38 21 63 65 94 106
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 116,534
COMMITMENTS
18,071 9,518 10,095 64,725 75,197 92,891 94,810 23,643 21,724
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -6,795)
-2,849 -849 -866 -690 -2,946 -4,405 -4,661 -2,390 -2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 8.2 8.7 55.5 64.5 79.7 81.4 20.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
29 19 26 64 50 109 88
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,117
COMMITMENTS
1,366 1,268 338 4,140 3,183 5,844 4,789 1,273 2,328
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -213)
-29 40 -153 -51 -82 -233 -195 20 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 17.8 4.7 58.2 44.7 82.1 67.3 17.9 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 11 5 17 15 28 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 483,487
COMMITMENTS
81,030 62,653 20,103 326,566 357,046 427,699 439,802 55,788 43,685
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -27,195)
1,947 2,026 17,020 -10,221 -11,248 8,746 7,798 -35,941 -34,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 13.0 4.2 67.5 73.8 88.5 91.0 11.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
31 24 18 73 73 112 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 888,595
COMMITMENTS
101,054 127,982 10,686 635,884 569,342 747,624 708,010 140,971 180,585
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -177,858)
-37,933 -19,619 5,497 -45,511 -83,492 -77,947 -97,614 -99,911 -80,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 14.4 1.2 71.6 64.1 84.1 79.7 15.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 33 24 84 89 126 134
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 873,236
COMMITMENTS
107,602 107,198 25,738 666,122 637,909 799,462 770,845 73,774 102,391
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -120,374)
9,092 -4,373 13,405 -40,201 -43,626 -17,704 -34,594 -102,670 -85,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 12.3 2.9 76.3 73.1 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
17 32 22 63 57 94 97
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 413,470
COMMITMENTS
176,850 15,774 56,266 146,143 308,331 379,259 380,371 34,211 33,099
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 25,790)
15,156 -2,566 8,074 3,589 21,107 26,819 26,615 -1,029 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 3.8 13.6 35.3 74.6 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 12 26 31 25 68 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,810
COMMITMENTS
5,218 4,666 188 14,266 15,324 19,672 20,178 5,138 4,632
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,382)
1,010 -73 180 748 1,323 1,938 1,430 444 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 18.8 0.8 57.5 61.8 79.3 81.3 20.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 8 4 11 6 20 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,602
COMMITMENTS
23,828 15,908 483 30,516 44,801 54,827 61,192 18,775 12,410
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,838)
-1,193 -277 114 -3,423 -1,598 -4,502 -1,761 -1,336 -4,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 21.6 0.7 41.5 60.9 74.5 83.1 25.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 21 7 28 27 59 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 26,146
COMMITMENTS
10,746 4,485 1,574 13,743 19,346 26,063 25,405 83 741
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,890)
788 251 1,103 -7,693 -7,161 -5,802 -5,807 -88 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 17.2 6.0 52.6 74.0 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 13 3 11 13 23 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,006
COMMITMENTS
9,496 1,204 2,447 21,779 32,191 33,722 35,842 2,284 164
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -223)
-1,478 -470 657 661 -433 -160 -246 -63 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 3.3 6.8 60.5 89.4 93.7 99.5 6.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 4 11 8 21 19
Updated February 27, 2009