WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 271,392
COMMITMENTS
58,496 75,359 39,980 150,694 111,021 249,170 226,360 22,222 45,032
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 5,293)
-2,498 5,319 3,207 5,141 -5,194 5,850 3,332 -557 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 27.8 14.7 55.5 40.9 91.8 83.4 8.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
56 113 106 70 84 210 242
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 808,890
COMMITMENTS
161,880 114,533 133,895 401,004 376,543 696,779 624,971 112,111 183,919
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -4,064)
7,759 2,154 -482 -14,649 -12,568 -7,372 -10,896 3,308 6,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 14.2 16.6 49.6 46.6 86.1 77.3 13.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
111 133 140 186 227 385 441
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,741
COMMITMENTS
1,050 1,798 326 13,502 12,312 14,878 14,436 1,863 2,305
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 110)
-1 72 65 -67 -137 -3 0 113 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 10.7 1.9 80.7 73.5 88.9 86.2 11.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 10 5 21 15 32 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,202
COMMITMENTS
65,251 31,937 54,459 144,669 157,727 264,379 244,123 38,823 59,079
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 17,795)
69 3,401 7,637 9,379 6,535 17,085 17,573 710 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 10.5 18.0 47.7 52.0 87.2 80.5 12.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
84 86 100 96 120 248 265
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,718
COMMITMENTS
8,264 1,252 867 0 1,214 9,131 3,333 2,587 8,385
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 144)
961 -225 -78 0 84 883 -219 -739 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 10.7 7.4 0.0 10.4 77.9 28.4 22.1 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 5 9 0 3 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 209,993
COMMITMENTS
22,329 26,267 42,118 122,413 123,314 186,860 191,699 23,133 18,294
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 7,925)
2,631 2,421 881 4,338 5,246 7,850 8,548 75 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 12.5 20.1 58.3 58.7 89.0 91.3 11.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
33 40 59 60 61 137 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 718,023
COMMITMENTS
43,617 134,548 8,365 560,991 427,700 612,973 570,613 105,050 147,410
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -15,014)
-18,624 -4,174 -679 6,641 -12,749 -12,662 -17,602 -2,352 2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 18.7 1.2 78.1 59.6 85.4 79.5 14.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
15 38 12 55 67 80 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 117,006
COMMITMENTS
20,946 13,641 11,373 58,988 75,168 91,307 100,182 25,699 16,824
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 924)
917 750 -3,500 2,493 3,169 -90 419 1,014 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 11.7 9.7 50.4 64.2 78.0 85.6 22.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
30 30 28 57 46 111 88
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,915
COMMITMENTS
1,190 660 161 3,550 3,614 4,901 4,435 1,014 1,480
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -63)
54 82 -86 -160 -204 -192 -208 129 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 11.2 2.7 60.0 61.1 82.9 75.0 17.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 8 3 16 15 26 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 506,711
COMMITMENTS
73,459 70,672 3,374 338,742 359,743 415,575 433,789 91,136 72,922
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -16,129)
7,082 -11,725 1,345 -31,565 -4,243 -23,138 -14,623 7,009 -1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.9 0.7 66.9 71.0 82.0 85.6 18.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
23 30 9 63 72 91 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,042,775
COMMITMENTS
128,587 126,448 6,425 702,628 630,290 837,640 763,163 205,135 279,612
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 16,434)
191 8,216 -1,440 4,898 -7,918 3,649 -1,142 12,785 17,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 12.1 0.6 67.4 60.4 80.3 73.2 19.7 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 37 22 76 90 121 139
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,549
COMMITMENTS
87,844 150,256 6,078 672,655 617,228 766,577 773,562 180,972 173,987
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -53,259)
-17,752 -5,461 -728 -38,309 -39,904 -56,789 -46,093 3,530 -7,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 15.9 0.6 71.0 65.1 80.9 81.6 19.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
31 29 16 65 54 104 91
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 370,662
COMMITMENTS
193,787 25,476 26,152 120,897 288,840 340,836 340,468 29,826 30,194
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 974)
-1,361 2,968 2,830 1,666 -567 3,135 5,231 -2,161 -4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 6.9 7.1 32.6 77.9 92.0 91.9 8.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
26 9 20 29 29 59 56
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,576
COMMITMENTS
3,493 4,084 0 9,512 9,415 13,005 13,499 3,571 3,077
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,435)
-40 392 0 3,934 4,249 3,894 4,641 541 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 24.6 0.0 57.4 56.8 78.5 81.4 21.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 0 12 7 16 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,240
COMMITMENTS
20,079 11,095 361 32,688 40,957 53,128 52,413 17,112 17,827
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 8,724)
250 -181 63 4,704 6,373 5,017 6,255 3,707 2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 15.8 0.5 46.5 58.3 75.6 74.6 24.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 19 3 22 24 49 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,247
COMMITMENTS
13,651 7,824 107 11,337 17,163 25,095 25,094 152 153
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -3,072)
-1,050 -1,990 -105 -1,805 -926 -2,960 -3,021 -112 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 31.0 0.4 44.9 68.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 3 8 16 21 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 43,827
COMMITMENTS
15,898 1,192 1,712 25,405 40,890 43,015 43,794 812 33
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -4,619)
-8,228 244 10 6,823 -1,454 -1,395 -1,200 -3,224 -3,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 2.7 3.9 58.0 93.3 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 3 12 7 24 17
Updated January 23, 2009