WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,367
COMMITMENTS
68,391 77,265 110,842 173,429 146,716 352,663 334,823 31,705 49,544
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -25,274)
2,971 144 -22,125 -7,051 -4,536 -26,205 -26,517 931 1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.1 28.8 45.1 38.2 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
91 124 170 85 101 293 333
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,164,978
COMMITMENTS
159,337 126,995 356,303 520,479 465,107 1036120 948,406 128,857 216,571
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -69,658)
-4,070 4,139 -40,770 -25,712 -27,070 -70,552 -63,701 895 -5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.9 30.6 44.7 39.9 88.9 81.4 11.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
134 138 200 220 249 468 495
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,773
COMMITMENTS
1,864 3,092 1,074 10,037 9,126 12,976 13,292 2,797 2,481
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,863)
334 171 -416 -1,668 -1,463 -1,749 -1,708 -114 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 19.6 6.8 63.6 57.9 82.3 84.3 17.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 19 3 20 13 30 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,822
COMMITMENTS
107,818 22,525 145,128 199,060 258,337 452,006 425,990 51,815 77,831
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -33,285)
-9,050 4,060 -33,834 5,673 -4,672 -37,212 -34,445 3,926 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.5 28.8 39.5 51.3 89.7 84.6 10.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
130 87 147 115 137 327 305
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,385
COMMITMENTS
9,782 504 363 0 1,287 10,145 2,154 3,240 11,231
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,448)
-1,124 -176 -185 0 -456 -1,309 -817 -139 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 3.8 2.7 0.0 9.6 75.8 16.1 24.2 83.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
17 2 10 0 3 18 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 239,257
COMMITMENTS
29,082 24,288 61,083 120,087 132,301 210,252 217,672 29,005 21,585
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -13,435)
356 -454 -8,953 -2,721 -5,049 -11,318 -14,455 -2,116 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.2 25.5 50.2 55.3 87.9 91.0 12.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
53 43 74 66 61 178 147
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,019
COMMITMENTS
43,901 111,003 33,952 558,676 457,910 636,529 602,864 113,490 147,154
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -27,931)
6,896 852 -9,524 -21,919 -21,255 -24,547 -29,926 -3,384 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.8 4.5 74.5 61.1 84.9 80.4 15.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
21 37 35 70 71 116 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 147,616
COMMITMENTS
39,713 6,125 24,609 52,722 95,944 117,044 126,678 30,572 20,938
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -4,138)
-3,202 17 -1,597 -88 -7,232 -4,888 -8,812 750 4,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 4.1 16.7 35.7 65.0 79.3 85.8 20.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
48 21 38 59 51 131 95
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,363
COMMITMENTS
2,061 1,023 700 4,446 4,749 7,207 6,473 1,156 1,890
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -17)
152 -97 -132 30 165 51 -63 -67 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 12.2 8.4 53.2 56.8 86.2 77.4 13.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 7 5 22 16 37 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 486,493
COMMITMENTS
62,823 53,799 17,172 307,325 327,921 387,320 398,892 99,172 87,601
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -18,431)
-7,805 5,868 -9,557 -11,527 -15,920 -28,889 -19,609 10,458 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 11.1 3.5 63.2 67.4 79.6 82.0 20.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
24 23 15 65 64 97 94
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,328,391
COMMITMENTS
67,041 143,646 111,144 903,506 781,771 1081692 1036562 246,699 291,829
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -42,572)
-4,119 5,679 -47,197 -6,378 -22,708 -57,694 -64,226 15,122 21,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.8 8.4 68.0 58.9 81.4 78.0 18.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
28 48 50 116 113 175 180
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 866,449
COMMITMENTS
89,740 78,911 30,048 581,165 586,276 700,953 695,235 165,496 171,214
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 26,290)
10,204 11,153 549 -970 13,966 9,782 25,668 16,508 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.1 3.5 67.1 67.7 80.9 80.2 19.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
18 32 22 58 68 91 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 567,879
COMMITMENTS
171,768 19,387 132,680 216,184 382,875 520,632 534,942 47,247 32,937
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 14,855)
3,812 -68 4,393 591 4,393 8,797 8,718 6,058 6,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 3.4 23.4 38.1 67.4 91.7 94.2 8.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
35 12 37 36 35 82 75
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,014
COMMITMENTS
3,187 1,348 99 4,706 6,826 7,992 8,273 4,022 3,741
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,807)
203 -251 0 1,448 1,983 1,651 1,732 156 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 11.2 0.8 39.2 56.8 66.5 68.9 33.5 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 2 7 6 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,095
COMMITMENTS
15,779 15,069 485 35,160 30,177 51,425 45,731 10,670 16,364
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 3,385)
-1,882 2,434 -218 5,618 -1,736 3,518 479 -133 2,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 24.3 0.8 56.6 48.6 82.8 73.6 17.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 23 8 28 25 58 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,985
COMMITMENTS
4,992 2,205 77 13,796 16,386 18,865 18,668 120 317
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,439)
3,052 -3,134 -105 -4,384 1,865 -1,437 -1,374 -2 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 11.6 0.4 72.7 86.3 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 11 1 12 14 23 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,325
COMMITMENTS
2,750 1,270 69 32,361 33,932 35,180 35,271 145 54
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 9,979)
-565 280 -181 10,825 9,894 10,079 9,993 -100 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.6 0.2 91.6 96.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 2 10 8 19 14
Updated May 1, 2009