WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 341,840
COMMITMENTS
86,529 79,056 53,399 165,116 161,527 305,044 293,982 36,796 47,858
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -4,178)
-13,605 -5,532 2,844 -757 -5,664 -11,518 -8,352 7,340 4,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 23.1 15.6 48.3 47.3 89.2 86.0 10.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
102 112 133 75 99 277 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 978,960
COMMITMENTS
303,745 93,378 136,459 425,844 538,141 866,048 767,978 112,912 210,982
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,022)
-3,541 -7,202 2,741 6,560 5,656 5,760 1,195 -6,782 -2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 9.5 13.9 43.5 55.0 88.5 78.4 11.5 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
191 98 177 172 267 461 487
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,073
COMMITMENTS
3,066 596 641 8,705 11,934 12,412 13,171 2,661 1,902
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -186)
-254 -25 231 432 301 409 507 -595 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 4.0 4.3 57.8 79.2 82.3 87.4 17.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 4 7 18 13 39 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,526
COMMITMENTS
157,798 29,378 59,222 180,269 292,344 397,289 380,944 63,237 79,582
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 13,513)
6,026 3,016 -5,747 8,729 12,175 9,008 9,444 4,505 4,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 6.4 12.9 39.1 63.5 86.3 82.7 13.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
176 73 124 126 160 361 316
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,469
COMMITMENTS
18,847 4,014 1,481 15 2,874 20,343 8,369 3,126 15,100
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -737)
-495 273 33 3 -26 -459 280 -278 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 17.1 6.3 0.1 12.2 86.7 35.7 13.3 64.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 16 14 2 9 23 34
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 248,185
COMMITMENTS
64,177 35,362 45,204 105,115 146,529 214,496 227,095 33,689 21,090
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 10,961)
4,168 3,005 6,671 1,285 752 12,124 10,428 -1,163 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 14.2 18.2 42.4 59.0 86.4 91.5 13.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
78 33 69 58 52 182 141
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 708,941
COMMITMENTS
76,255 157,221 7,940 513,277 414,644 597,472 579,805 111,469 129,136
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -46,662)
3,386 2,152 -2,262 -47,100 -25,113 -45,976 -25,223 -686 -21,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 22.2 1.1 72.4 58.5 84.3 81.8 15.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
27 32 13 70 70 108 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,862
COMMITMENTS
68,864 9,007 22,040 64,503 146,420 155,407 177,467 41,455 19,395
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 10,110)
-556 1,473 3,676 4,342 3,787 7,462 8,936 2,648 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 4.6 11.2 32.8 74.4 78.9 90.1 21.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
70 19 43 60 57 154 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,964
COMMITMENTS
2,258 1,299 558 4,094 5,234 6,910 7,091 2,054 1,873
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -318)
-20 -479 -218 -58 543 -296 -154 -22 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 14.5 6.2 45.7 58.4 77.1 79.1 22.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 8 18 16 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 547,294
COMMITMENTS
128,358 45,475 4,693 327,681 395,499 460,732 445,667 86,562 101,627
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 43,767)
4,097 -7,631 -8,590 67,234 51,208 62,741 34,987 -18,974 8,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 8.3 0.9 59.9 72.3 84.2 81.4 15.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
33 21 11 70 66 106 95
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,076,898
COMMITMENTS
74,337 171,985 16,151 740,216 626,402 830,704 814,538 246,194 262,360
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -82,833)
6,105 -31,419 -27,322 -49,489 -5,878 -70,706 -64,619 -12,127 -18,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 16.0 1.5 68.7 58.2 77.1 75.6 22.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
35 43 18 103 88 147 141
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,507
COMMITMENTS
110,601 102,033 3,893 490,983 444,249 605,477 550,175 150,030 205,332
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -370)
13,159 3,639 -4,769 -24,433 328 -16,043 -802 15,673 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.5 0.5 65.0 58.8 80.1 72.8 19.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
17 22 8 65 70 85 97
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 398,187
COMMITMENTS
131,517 9,757 36,627 179,491 311,736 347,635 358,120 50,552 40,067
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 24,141)
3,201 -6,962 7,007 -763 12,792 9,445 12,837 14,696 11,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 2.5 9.2 45.1 78.3 87.3 89.9 12.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 7 24 32 31 71 58
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,593
COMMITMENTS
5,894 1,420 26 13,994 19,716 19,914 21,162 5,679 4,431
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 587)
575 -48 3 280 1,230 858 1,185 -271 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 5.5 0.1 54.7 77.0 77.8 82.7 22.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 2 9 10 18 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,107
COMMITMENTS
16,887 17,282 532 30,103 25,598 47,522 43,412 10,585 14,695
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,959)
-1,777 3,295 107 5,541 1,145 3,871 4,547 88 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 29.7 0.9 51.8 44.1 81.8 74.7 18.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 24 9 29 29 58 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 39,712
COMMITMENTS
5,328 2,510 674 33,646 32,230 39,648 35,414 64 4,298
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 8,185)
2,288 -4,638 307 5,853 8,752 8,448 4,421 -263 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 6.3 1.7 84.7 81.2 99.8 89.2 0.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 10 2 13 13 23 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 49,610
COMMITMENTS
1,799 585 323 47,384 48,619 49,506 49,527 104 83
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 22,351)
-502 356 186 23,159 22,274 22,843 22,816 -492 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.2 0.7 95.5 98.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 1 10 9 16 14
Updated June 12, 2009