WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 392,282
COMMITMENTS
70,384 87,482 108,281 181,388 148,980 360,053 344,743 32,229 47,539
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -1,373)
-4,221 -161 4,993 -1,303 -4,517 -531 315 -842 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.3 27.6 46.2 38.0 91.8 87.9 8.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
96 127 140 77 105 265 302
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,298,664
COMMITMENTS
218,171 140,841 366,415 588,967 544,654 1173554 1051911 125,111 246,753
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 6,899)
-11,728 11,606 11,943 4,925 -7,823 5,140 15,726 1,760 -8,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 10.8 28.2 45.4 41.9 90.4 81.0 9.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
149 157 208 229 291 499 557
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,424
COMMITMENTS
958 1,094 854 10,519 10,355 12,332 12,304 2,092 2,120
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -184)
-376 79 -170 301 28 -245 -63 62 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.6 5.9 72.9 71.8 85.5 85.3 14.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 11 4 15 13 24 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,545
COMMITMENTS
98,390 31,473 174,281 248,500 276,114 521,171 481,868 54,375 93,677
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -1,138)
-12,185 8,427 1,647 9,107 -15,872 -1,431 -5,798 293 4,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.5 30.3 43.2 48.0 90.6 83.7 9.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
148 118 187 124 171 363 398
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,726
COMMITMENTS
17,626 2,433 712 8 3,215 18,346 6,360 3,380 15,366
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 43)
-289 -167 338 -2 36 47 207 -4 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 11.2 3.3 0.0 14.8 84.4 29.3 15.6 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 8 9 2 11 20 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,717
COMMITMENTS
26,577 60,099 77,335 170,209 133,694 274,121 271,128 25,596 28,589
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 12,452)
460 2,474 4,096 7,797 5,816 12,352 12,385 100 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 20.1 25.8 56.8 44.6 91.5 90.5 8.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
43 75 75 69 70 172 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 793,534
COMMITMENTS
73,399 143,139 36,383 562,358 473,383 672,140 652,905 121,394 140,630
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -6,425)
-15,999 -881 235 5,201 4,137 -10,563 3,492 4,138 -9,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 18.0 4.6 70.9 59.7 84.7 82.3 15.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
34 33 35 79 78 132 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,483
COMMITMENTS
38,555 11,291 38,373 87,831 123,999 164,759 173,664 32,724 23,819
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -6,157)
-6,383 -401 -2,894 3,116 -4,471 -6,161 -7,766 3 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 5.7 19.4 44.5 62.8 83.4 87.9 16.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
64 26 58 64 61 156 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,780
COMMITMENTS
2,399 1,267 697 3,723 5,509 6,818 7,473 1,962 1,307
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 419)
-57 -207 110 -54 633 -2 536 421 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 14.4 7.9 42.4 62.7 77.7 85.1 22.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 12 6 20 16 39 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 688,386
COMMITMENTS
172,278 45,770 46,599 360,873 500,363 579,750 592,732 108,636 95,654
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 47,547)
14,776 -1,319 7,182 25,598 51,530 47,557 57,393 -10 -9,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.6 6.8 52.4 72.7 84.2 86.1 15.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
42 24 26 70 78 120 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,394,046
COMMITMENTS
63,832 145,598 176,906 881,864 759,334 1122603 1081837 271,443 312,208
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 45,731)
-28,237 -57,637 29,068 47,533 83,076 48,365 54,507 -2,633 -8,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.4 12.7 63.3 54.5 80.5 77.6 19.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
33 45 57 118 116 185 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,221
COMMITMENTS
97,415 84,060 42,696 518,990 544,712 659,101 671,468 185,120 172,753
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -714)
23,839 -24,854 3,760 -27,439 33,953 159 12,859 -873 -13,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 10.0 5.1 61.5 64.5 78.1 79.5 21.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 23 26 69 74 107 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 521,146
COMMITMENTS
119,447 15,431 130,373 231,580 338,133 481,400 483,936 39,746 37,210
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 5,102)
-180 3,129 4,511 2,077 -2,947 6,408 4,693 -1,306 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 3.0 25.0 44.4 64.9 92.4 92.9 7.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 10 30 38 39 76 72
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,394
COMMITMENTS
1,681 2,333 3 7,418 7,239 9,102 9,575 3,292 2,819
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.8 0.0 59.9 58.4 73.4 77.3 26.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 1 9 5 13 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,003
COMMITMENTS
16,273 13,883 655 35,571 27,682 52,499 42,220 9,504 19,783
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,279)
2,624 260 -176 1,273 1,643 3,722 1,728 -442 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 22.4 1.1 57.4 44.6 84.7 68.1 15.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 22 7 24 26 46 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,367
COMMITMENTS
694 3,492 935 27,694 24,693 29,323 29,120 44 247
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -4,946)
-1,770 1,460 847 -1,964 -5,073 -2,887 -2,766 -2,059 -2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.9 3.2 94.3 84.1 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 12 2 11 13 17 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,255
COMMITMENTS
7,779 910 1,005 25,259 32,244 34,043 34,159 212 96
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 489)
-115 535 174 412 -222 471 487 18 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.7 2.9 73.7 94.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 1 10 9 17 18
Updated July 17, 2009