WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 312,061
COMMITMENTS
77,751 87,256 45,583 162,162 133,226 285,496 266,065 26,565 45,996
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -23,683)
3,994 8,086 -16,985 -3,488 -13,088 -16,479 -21,987 -7,204 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 28.0 14.6 52.0 42.7 91.5 85.3 8.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
81 129 114 65 98 233 274
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 922,119
COMMITMENTS
242,428 129,378 117,035 465,118 469,865 824,581 716,278 97,538 205,841
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -54,407)
-18,621 -4,138 -14,619 -10,727 -26,432 -43,967 -45,189 -10,440 -9,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 14.0 12.7 50.4 51.0 89.4 77.7 10.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
139 132 153 176 267 414 492
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 13,668
COMMITMENTS
1,990 1,031 390 9,400 10,232 11,780 11,653 1,888 2,015
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -626)
-165 376 -215 -88 -941 -468 -780 -158 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 7.5 2.9 68.8 74.9 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 8 5 16 12 29 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 437,046
COMMITMENTS
140,154 23,695 67,784 181,614 267,912 389,552 359,391 47,494 77,655
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -25,230)
-5,683 -825 -3,010 -12,448 -20,412 -21,141 -24,247 -4,089 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 5.4 15.5 41.6 61.3 89.1 82.2 10.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
145 77 124 117 169 330 326
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 241,338
COMMITMENTS
44,116 46,863 39,666 129,493 127,239 213,275 213,768 28,063 27,570
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -4,830)
-14,293 5,743 -1,614 9,642 -12,391 -6,265 -8,262 1,435 3,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.4 16.4 53.7 52.7 88.4 88.6 11.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
49 71 73 61 56 167 162
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 698,712
COMMITMENTS
67,364 151,591 827 525,773 413,833 593,964 566,251 104,748 132,461
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -4,724)
2,516 1,204 -2,527 7,349 -323 7,338 -1,646 -12,062 -3,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 21.7 0.1 75.2 59.2 85.0 81.0 15.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 35 5 68 72 96 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 185,093
COMMITMENTS
58,592 8,146 26,140 69,114 130,344 153,846 164,630 31,247 20,463
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -2,466)
-208 -339 912 2,571 -415 3,275 158 -5,741 -2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 4.4 14.1 37.3 70.4 83.1 88.9 16.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
59 22 44 65 59 148 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 8,013
COMMITMENTS
2,264 1,640 501 3,737 4,401 6,502 6,542 1,511 1,471
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -391)
-113 104 -4 -147 -460 -264 -360 -127 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 20.5 6.3 46.6 54.9 81.1 81.6 18.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 15 6 18 15 32 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 549,393
COMMITMENTS
134,483 55,678 6,829 322,952 389,469 464,264 451,976 85,129 97,417
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -3,435)
1,070 -775 3,248 -6,991 -1,609 -2,673 864 -762 -4,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 10.1 1.2 58.8 70.9 84.5 82.3 15.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
34 31 13 64 69 106 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,024,645
COMMITMENTS
95,099 207,492 7,584 702,013 531,047 804,696 746,123 219,949 278,522
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -6,779)
7,707 32,953 -518 5,601 -29,649 12,790 2,786 -19,569 -9,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 20.3 0.7 68.5 51.8 78.5 72.8 21.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
30 45 17 92 81 129 137
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 777,785
COMMITMENTS
79,349 118,198 8,501 509,467 464,524 597,317 591,223 180,468 186,562
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -13,165)
-7,724 -6,651 681 -26,619 -5,123 -33,662 -11,093 20,497 -2,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 15.2 1.1 65.5 59.7 76.8 76.0 23.2 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
20 22 9 57 62 81 89
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 428,696
COMMITMENTS
132,449 17,799 37,232 218,847 335,034 388,528 390,065 40,168 38,631
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 369)
-13,156 5,665 -2,436 18,426 -3,965 2,834 -736 -2,465 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 4.2 8.7 51.0 78.2 90.6 91.0 9.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 9 24 40 37 81 65
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 45,717
COMMITMENTS
13,902 6,952 441 23,102 28,070 37,445 35,463 8,272 10,254
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -3,654)
-1,308 -1,569 200 902 -2,963 -206 -4,332 -3,448 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 15.2 1.0 50.5 61.4 81.9 77.6 18.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 16 3 23 21 42 38
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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