WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 417,105
COMMITMENTS
65,906 66,995 134,727 185,476 167,868 386,109 369,590 30,996 47,515
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 4,620)
1,225 -6,223 -1,741 5,235 14,347 4,718 6,383 -98 -1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 16.1 32.3 44.5 40.2 92.6 88.6 7.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
87 127 179 88 105 303 336
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,251,985
COMMITMENTS
159,651 73,938 402,311 554,624 551,638 1116586 1027887 135,398 224,098
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 27,024)
2,614 -967 21,759 7,606 7,898 31,979 28,690 -4,955 -1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.9 32.1 44.3 44.1 89.2 82.1 10.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
146 122 222 232 256 501 508
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,809
COMMITMENTS
1,452 2,283 1,736 10,735 10,243 13,923 14,262 2,886 2,547
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 713)
466 25 197 -58 699 604 921 109 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 13.6 10.3 63.9 60.9 82.8 84.8 17.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 16 5 21 13 31 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,888
COMMITMENTS
93,348 18,030 159,394 174,834 224,768 427,576 402,191 49,312 74,697
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 29,946)
16,140 -10,430 8,948 -718 28,526 24,371 27,044 5,575 2,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 3.8 33.4 36.7 47.1 89.7 84.3 10.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
133 72 158 115 130 322 303
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 244,547
COMMITMENTS
24,246 28,879 59,602 128,702 133,966 212,550 222,447 31,998 22,100
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 2,698)
2,839 -4,743 2,687 -8,192 4,458 -2,667 2,402 5,365 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.8 24.4 52.6 54.8 86.9 91.0 13.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
46 41 60 67 64 155 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 805,064
COMMITMENTS
40,293 122,561 51,121 605,436 490,432 696,851 664,115 108,214 140,950
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 5,688)
-10,020 1,564 7,411 14,569 -4,877 11,960 4,098 -6,272 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.2 6.3 75.2 60.9 86.6 82.5 13.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
15 46 38 75 78 122 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 132,363
COMMITMENTS
29,121 7,492 22,823 52,780 83,909 104,724 114,223 27,639 18,139
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 5,915)
182 1,637 478 3,739 2,926 4,399 5,040 1,516 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 5.7 17.2 39.9 63.4 79.1 86.3 20.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
45 26 42 60 52 130 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,827
COMMITMENTS
1,736 1,068 906 4,071 3,856 6,713 5,830 1,114 1,996
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 322)
252 -23 18 -90 244 180 239 142 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 13.6 11.6 52.0 49.3 85.8 74.5 14.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 7 22 16 37 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 514,858
COMMITMENTS
103,558 53,402 23,223 298,808 366,132 425,589 442,757 89,269 72,102
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -8,205)
-1,620 -1,299 1,670 242 -3,526 292 -3,154 -8,497 -5,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 10.4 4.5 58.0 71.1 82.7 86.0 17.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
28 25 16 67 62 104 94
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,319,566
COMMITMENTS
80,665 126,277 157,316 854,889 776,733 1092870 1060326 226,697 259,241
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -94,705)
-40,300 -17,491 -8,240 -27,945 -59,753 -76,485 -85,485 -18,219 -9,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.6 11.9 64.8 58.9 82.8 80.4 17.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
38 39 57 116 106 183 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 856,428
COMMITMENTS
83,215 77,038 27,289 587,955 596,985 698,459 701,312 157,969 155,116
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -36,280)
-848 -12,932 -5,402 -1,602 -7,760 -7,851 -26,094 -28,429 -10,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.0 3.2 68.7 69.7 81.6 81.9 18.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
18 31 23 61 65 94 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 500,816
COMMITMENTS
165,339 13,125 110,591 183,067 344,220 458,997 467,936 41,819 32,880
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -47,776)
-2,387 -487 -32,695 -18,525 -17,463 -53,608 -50,645 5,832 2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 2.6 22.1 36.6 68.7 91.6 93.4 8.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 8 32 37 33 78 67
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,388
COMMITMENTS
3,567 1,089 2 3,380 5,253 6,949 6,344 3,439 4,043
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 1,839)
88 45 2 1,448 1,421 1,538 1,468 302 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 10.5 0.0 32.5 50.6 66.9 61.1 33.1 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 1 7 7 13 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,297
COMMITMENTS
15,165 12,249 445 30,461 30,528 46,070 43,222 11,227 14,075
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 652)
10 -459 -156 -4 164 -151 -451 802 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 21.4 0.8 53.2 53.3 80.4 75.4 19.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 25 7 29 26 54 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,343
COMMITMENTS
10,718 5,071 150 10,275 15,877 21,143 21,098 200 245
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -502)
276 -590 36 -833 -73 -521 -627 19 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 23.8 0.7 48.1 74.4 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 13 3 10 13 25 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,420
COMMITMENTS
8,760 1,355 948 17,387 25,059 27,095 27,362 325 58
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 5,202)
-176 265 -836 6,134 5,772 5,122 5,201 80 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.9 3.5 63.4 91.4 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 4 11 7 23 16
Updated April 10, 2009