WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 383,387
COMMITMENTS
80,569 80,043 97,271 176,016 156,932 353,855 334,246 29,532 49,142
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -62,674)
4,570 9,824 -43,049 -16,829 -27,578 -55,308 -60,802 -7,366 -1,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 20.9 25.4 45.9 40.9 92.3 87.2 7.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
94 130 136 75 105 265 293
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,277,177
COMMITMENTS
235,436 117,252 340,741 580,193 573,702 1156370 1031695 120,807 245,482
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -110,983)
-2,707 3,477 -69,878 -29,030 -34,366 -101,614 -100,766 -9,369 -10,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.2 26.7 45.4 44.9 90.5 80.8 9.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
185 117 208 215 290 493 549
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,713
COMMITMENTS
1,314 1,045 1,276 10,137 10,330 12,727 12,651 1,986 2,063
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,076)
-26 389 -542 -357 -1,022 -925 -1,175 -152 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.1 8.7 68.9 70.2 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 11 9 16 13 30 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,217
COMMITMENTS
126,660 21,848 169,390 228,316 297,035 524,366 488,272 53,851 89,945
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -83,680)
-487 641 -54,702 -22,323 -29,184 -77,513 -83,245 -6,168 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.8 29.3 39.5 51.4 90.7 84.4 9.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
165 94 168 129 176 370 373
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,241
COMMITMENTS
17,596 2,506 265 10 3,235 17,871 6,006 3,370 15,235
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -2,116)
-1,697 -1,065 -685 -3 370 -2,385 -1,380 269 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 11.8 1.2 0.0 15.2 84.1 28.3 15.9 71.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 10 12 2 11 20 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,193
COMMITMENTS
30,941 48,479 70,081 153,139 135,524 254,161 254,083 29,032 29,110
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -23,551)
-4,696 6,549 -15,620 -4,876 -18,282 -25,192 -27,352 1,641 3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 17.1 24.7 54.1 47.9 89.7 89.7 10.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
45 80 84 65 67 177 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,428
COMMITMENTS
72,146 151,156 31,188 553,743 447,391 657,077 629,735 114,352 141,693
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -39,342)
3,124 2,373 -16,333 -12,822 -21,516 -26,032 -35,477 -13,310 -3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 19.6 4.0 71.8 58.0 85.2 81.6 14.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
25 39 31 78 77 124 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,297
COMMITMENTS
53,861 7,809 42,743 77,288 134,777 173,892 185,329 33,405 21,967
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -12,523)
1,342 1,153 -6,998 -281 -3,051 -5,937 -8,895 -6,586 -3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 3.8 20.6 37.3 65.0 83.9 89.4 16.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
58 27 53 67 62 154 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,446
COMMITMENTS
2,411 1,505 693 3,766 4,682 6,870 6,881 1,575 1,565
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -487)
-156 94 -33 -169 -529 -358 -468 -129 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 17.8 8.2 44.6 55.4 81.3 81.5 18.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 13 6 19 16 35 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 594,456
COMMITMENTS
137,133 54,338 35,128 335,556 405,777 507,818 495,242 86,638 99,213
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -17,056)
2,402 -264 -8,006 -10,304 -4,293 -15,908 -12,563 -1,148 -4,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 9.1 5.9 56.4 68.3 85.4 83.3 14.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 31 25 65 74 112 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,246
COMMITMENTS
92,326 194,935 130,668 821,809 664,934 1044803 990,538 251,443 305,709
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -177,966)
12,372 27,531 -79,009 -84,968 -112,417 -151,606 -163,896 -26,360 -14,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 15.0 10.1 63.4 51.3 80.6 76.4 19.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
38 38 50 107 99 165 168
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 815,543
COMMITMENTS
75,703 116,360 28,183 524,144 476,163 628,030 620,706 187,513 194,837
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -77,346)
-9,863 -4,772 -43,713 -36,746 -24,239 -90,323 -72,724 12,977 -4,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 14.3 3.5 64.3 58.4 77.0 76.1 23.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
20 22 19 61 67 87 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 565,015
COMMITMENTS
128,770 16,774 138,883 255,958 368,609 523,611 524,265 41,404 40,750
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 5,965)
-11,586 5,475 1,013 19,979 -1,684 9,405 4,804 -3,440 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 3.0 24.6 45.3 65.2 92.7 92.8 7.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
33 9 35 40 37 84 74
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,881
COMMITMENTS
13,822 6,959 719 24,897 29,733 39,438 37,411 8,443 10,470
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -3,617)
-1,404 -1,651 304 1,057 -2,923 -43 -4,269 -3,574 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 14.5 1.5 52.0 62.1 82.4 78.1 17.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 17 4 23 22 44 40
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,919
COMMITMENTS
4,644 2,417 522 24,729 26,628 29,895 29,567 1,024 1,352
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 6,304)
4,092 -1,785 436 763 6,689 5,291 5,340 1,013 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 7.8 1.7 80.0 86.1 96.7 95.6 3.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 11 2 13 12 17 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,319
COMMITMENTS
8,685 266 141 23,389 31,691 32,215 32,098 104 221
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -7,746)
5,999 -863 141 -13,917 -6,968 -7,777 -7,690 31 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 0.8 0.4 72.4 98.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 1 11 8 16 13
Updated July 6, 2009