WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 407,203
COMMITMENTS
60,168 65,053 148,607 167,815 142,643 376,590 356,303 30,613 50,900
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 12,555)
-188 3,581 8,760 4,920 1,133 13,491 13,473 -936 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 16.0 36.5 41.2 35.0 92.5 87.5 7.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
68 133 175 78 93 285 320
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,225,572
COMMITMENTS
130,013 143,130 400,707 555,092 460,007 1085811 1003844 139,761 221,728
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -2,894)
-3,651 21,430 -19,100 15,206 -15,486 -7,545 -13,157 4,651 10,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.7 32.7 45.3 37.5 88.6 81.9 11.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
125 151 215 232 237 487 507
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 18,661
COMMITMENTS
370 2,401 1,386 14,640 11,973 16,396 15,760 2,265 2,901
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -26)
-163 384 68 44 -322 -51 129 25 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 12.9 7.4 78.5 64.2 87.9 84.5 12.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 17 7 21 13 31 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 469,299
COMMITMENTS
61,173 32,941 161,073 197,906 201,952 420,152 395,966 49,147 73,333
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 7,884)
-7,844 10,899 433 15,102 -4,720 7,691 6,612 193 1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.0 34.3 42.2 43.0 89.5 84.4 10.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
103 107 151 113 120 305 310
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 263,380
COMMITMENTS
19,917 30,740 68,180 147,981 134,606 236,078 233,525 27,302 29,854
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 12,444)
-1,878 4,428 2,802 12,646 2,095 13,571 9,326 -1,127 3,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.7 25.9 56.2 51.1 89.6 88.7 10.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
48 43 69 66 63 156 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 859,389
COMMITMENTS
40,447 128,860 63,674 629,921 496,125 734,041 688,659 125,348 170,730
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 19,292)
6,401 7,259 -1,668 11,635 15,339 16,369 20,931 2,923 -1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 15.0 7.4 73.3 57.7 85.4 80.1 14.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
23 33 36 72 75 116 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 143,787
COMMITMENTS
20,303 6,117 25,344 71,257 87,492 116,903 118,952 26,883 24,834
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -6,156)
-5,911 1,398 -2,635 4,118 -9,357 -4,427 -10,594 -1,729 4,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.3 17.6 49.6 60.8 81.3 82.7 18.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
41 25 40 61 55 124 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 7,886
COMMITMENTS
1,340 1,263 754 4,496 3,377 6,590 5,395 1,296 2,491
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 389)
39 14 -142 197 -45 93 -174 295 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.0 9.6 57.0 42.8 83.6 68.4 16.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 12 5 20 17 31 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 536,305
COMMITMENTS
78,318 59,397 16,319 347,094 378,625 441,731 454,341 94,574 81,964
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 20,074)
13,399 -1,175 1,290 2,832 13,674 17,521 13,789 2,553 6,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 11.1 3.0 64.7 70.6 82.4 84.7 17.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 25 15 77 76 113 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,496,129
COMMITMENTS
106,915 141,840 212,593 906,416 857,478 1225925 1211912 270,205 284,218
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 11,351)
-6,358 -9,195 -6,365 -9,638 16,080 -22,362 520 33,712 10,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 9.5 14.2 60.6 57.3 81.9 81.0 18.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
41 45 55 112 110 183 180
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,078,369
COMMITMENTS
83,139 106,564 64,226 748,142 711,134 895,507 881,924 182,862 196,445
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 7,890)
7,598 -4,482 -1,092 -11,298 -1,084 -4,792 -6,658 12,682 14,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.9 6.0 69.4 65.9 83.0 81.8 17.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 32 32 74 66 112 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 648,977
COMMITMENTS
156,998 17,422 288,056 166,301 307,792 611,356 613,270 37,621 35,708
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 23,343)
6,495 122 3,359 8,940 11,630 18,794 15,111 4,549 8,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 2.7 44.4 25.6 47.4 94.2 94.5 5.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 11 33 36 28 74 63
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 22,898
COMMITMENTS
4,282 4,813 95 13,573 14,144 17,949 19,051 4,948 3,847
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,506)
705 643 7 33 532 745 1,182 761 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 21.0 0.4 59.3 61.8 78.4 83.2 21.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 5 12 6 21 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 89,120
COMMITMENTS
24,782 16,203 1,048 42,849 55,083 68,679 72,334 20,441 16,786
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,573)
2,130 -354 142 -1,577 1,713 695 1,501 3,878 3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 18.2 1.2 48.1 61.8 77.1 81.2 22.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 27 8 30 28 60 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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