WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 324,507
COMMITMENTS
76,542 103,170 50,143 172,226 126,183 298,911 279,496 25,596 45,011
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,076)
609 5,596 -643 5,708 -4,796 5,674 157 -3,598 1,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 31.8 15.5 53.1 38.9 92.1 86.1 7.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
88 136 122 70 100 254 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 865,645
COMMITMENTS
223,661 152,076 92,883 443,375 420,372 759,919 665,331 105,726 200,314
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -6,230)
2,526 -3,956 -1,303 -5,283 -2,083 -4,060 -7,342 -2,170 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 17.6 10.7 51.2 48.6 87.8 76.9 12.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
137 145 159 189 260 433 491
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,652
COMMITMENTS
1,803 2,454 669 9,010 8,538 11,482 11,661 2,170 1,991
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -201)
-7 66 -250 -91 -5 -348 -189 147 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 18.0 4.9 66.0 62.5 84.1 85.4 15.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 13 5 14 10 28 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,168
COMMITMENTS
127,443 36,696 57,340 177,182 238,739 361,965 332,775 45,203 74,393
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 10,451)
11,658 2,459 1,958 -4,383 6,058 9,233 10,475 1,218 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 9.0 14.1 43.5 58.6 88.9 81.7 11.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
134 110 110 106 172 307 349
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,771
COMMITMENTS
21,295 2,809 436 10 4,148 21,741 7,393 3,030 17,378
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,456)
1,753 424 -54 0 344 1,699 714 -243 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.0 11.3 1.8 0.0 16.7 87.8 29.8 12.2 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 9 8 1 13 18 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 242,731
COMMITMENTS
39,580 35,276 52,216 122,697 134,496 214,493 221,988 28,238 20,743
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -5,777)
-1,013 -5,535 -1,341 -5,444 1,868 -7,798 -5,008 2,021 -769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 14.5 21.5 50.5 55.4 88.4 91.5 11.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
50 54 73 61 61 166 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,992
COMMITMENTS
65,866 180,479 2,774 523,078 417,431 591,718 600,684 95,274 86,308
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3,599)
-3,109 3,406 81 6,064 7,280 3,036 10,767 563 -7,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 26.3 0.4 76.1 60.8 86.1 87.4 13.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
23 28 10 70 73 101 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 176,529
COMMITMENTS
52,687 6,535 24,328 69,399 124,391 146,414 155,254 30,115 21,275
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,497)
3,193 876 -1,951 -1,193 1,214 49 139 1,448 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 3.7 13.8 39.3 70.5 82.9 87.9 17.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
74 21 49 58 55 158 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,302
COMMITMENTS
3,460 679 1,318 3,399 7,267 8,177 9,264 2,125 1,038
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 944)
535 102 375 252 454 1,162 931 -218 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 6.6 12.8 33.0 70.5 79.4 89.9 20.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 8 11 19 20 48 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 730,016
COMMITMENTS
204,118 62,449 13,979 433,625 543,036 651,722 619,464 78,294 110,552
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 72,768)
7,927 1,082 4,172 74,808 57,813 86,907 63,067 -14,139 9,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 8.6 1.9 59.4 74.4 89.3 84.9 10.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
45 28 14 72 84 121 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,155,573
COMMITMENTS
87,510 205,298 11,205 831,433 601,257 930,148 817,760 225,425 337,813
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 76,264)
9,193 9,795 2,081 69,400 55,343 80,674 67,219 -4,410 9,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 17.8 1.0 71.9 52.0 80.5 70.8 19.5 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
26 50 27 97 97 138 160
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 848,864
COMMITMENTS
120,385 103,264 13,376 555,308 546,442 689,069 663,082 159,795 185,782
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 37,397)
13,504 -15,026 6,057 11,179 41,094 30,740 32,125 6,657 5,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 12.2 1.6 65.4 64.4 81.2 78.1 18.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 21 17 70 76 96 108
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 371,079
COMMITMENTS
123,544 24,384 33,904 180,812 276,873 338,260 335,161 32,819 35,918
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 26,478)
10,102 12,142 3,995 11,747 7,915 25,844 24,052 634 2,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 6.6 9.1 48.7 74.6 91.2 90.3 8.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 7 27 40 41 77 73
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,885
COMMITMENTS
2,312 1,213 3 6,355 7,771 8,670 8,987 3,215 2,898
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -126)
89 18 0 -36 0 53 18 -179 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 10.2 0.0 53.5 65.4 72.9 75.6 27.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 1 9 7 15 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,628
COMMITMENTS
19,415 14,458 514 35,045 32,964 54,974 47,936 10,654 17,692
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 194)
235 886 181 -1,190 -1,260 -774 -193 968 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 22.0 0.8 53.4 50.2 83.8 73.0 16.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 20 8 24 22 47 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,928
COMMITMENTS
2,824 1,964 90 19,957 20,500 22,871 22,554 57 374
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -340)
261 1 0 -599 -375 -338 -374 -2 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 8.6 0.4 87.0 89.4 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 12 1 12 14 19 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,506
COMMITMENTS
6,372 369 1,054 29,997 35,842 37,423 37,265 83 241
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 6,663)
-1,052 -412 205 7,647 6,811 6,800 6,604 -137 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 1.0 2.8 80.0 95.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 1 11 8 19 16
Updated August 14, 2009