WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,711
COMMITMENTS
58,885 54,245 118,260 163,811 146,353 340,956 318,858 29,755 51,853
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 4,077)
-563 -1,260 3,079 1,810 802 4,326 2,620 -248 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 14.6 31.9 44.2 39.5 92.0 86.0 8.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
73 112 149 75 89 255 276
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,247,816
COMMITMENTS
132,514 122,675 433,140 543,664 471,950 1109318 1027765 138,497 220,050
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 20,284)
5,196 20,328 3,115 4,855 -12,698 13,166 10,745 7,118 9,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.8 34.7 43.6 37.8 88.9 82.4 11.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
124 156 217 233 247 485 520
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,332
COMMITMENTS
552 2,575 1,552 15,060 12,768 17,164 16,894 2,168 2,438
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 875)
-78 524 72 804 157 798 753 77 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 13.3 8.0 77.9 66.0 88.8 87.4 11.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 8 23 15 35 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,352
COMMITMENTS
65,991 26,757 162,900 184,592 197,053 413,484 386,709 45,868 72,642
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 570)
-624 3,829 2,016 -2,342 -11,274 -949 -5,429 1,520 5,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.8 35.5 40.2 42.9 90.0 84.2 10.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
104 97 158 104 116 302 304
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 12,830
COMMITMENTS
8,904 1,772 923 0 1,195 9,827 3,890 3,003 8,940
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 201)
-113 421 -62 0 -110 -175 249 376 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 13.8 7.2 0.0 9.3 76.6 30.3 23.4 69.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 8 10 0 3 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,510
COMMITMENTS
18,200 30,011 70,355 148,041 133,054 236,596 233,420 22,914 26,090
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 9,887)
2,663 3,586 5,089 2,823 -3,814 10,575 4,862 -688 5,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.6 27.1 57.0 51.3 91.2 89.9 8.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
35 46 74 66 65 158 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 830,883
COMMITMENTS
35,823 127,429 59,202 616,128 479,148 711,153 665,779 119,730 165,104
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 21,295)
-4,977 6,196 11,495 15,929 611 22,448 18,302 -1,153 2,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.3 7.1 74.2 57.7 85.6 80.1 14.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
20 37 34 70 79 111 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 150,542
COMMITMENTS
24,858 5,139 30,007 67,542 93,518 122,408 128,664 28,134 21,878
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 4,425)
-636 202 363 3,785 1,168 3,512 1,733 913 2,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.4 19.9 44.9 62.1 81.3 85.5 18.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
41 23 40 62 60 129 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,245
COMMITMENTS
1,097 1,454 925 4,933 3,760 6,955 6,138 1,290 2,106
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,080)
-207 463 551 717 191 1,061 1,204 19 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.6 11.2 59.8 45.6 84.4 74.5 15.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 13 6 18 15 28 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 494,526
COMMITMENTS
65,215 58,712 14,069 326,846 345,840 406,130 418,621 88,396 75,906
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -11,834)
-7,674 -5,676 -546 -5,978 -9,244 -14,198 -15,466 2,364 3,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.9 2.8 66.1 69.9 82.1 84.7 17.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
25 30 15 74 76 108 112
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,434,614
COMMITMENTS
104,516 127,281 179,794 938,446 833,190 1222756 1140265 211,858 294,349
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 105,944)
-18,819 18,072 42,582 84,689 37,085 108,452 97,739 -2,508 8,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.9 12.5 65.4 58.1 85.2 79.5 14.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
41 40 58 109 113 177 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,201
COMMITMENTS
76,643 110,552 56,460 727,112 640,876 860,215 807,888 179,986 232,313
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 23,966)
5,303 -23,274 1,373 17,414 -3,133 24,089 -25,034 -123 49,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 10.6 5.4 69.9 61.6 82.7 77.7 17.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 34 27 69 63 106 105
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 608,142
COMMITMENTS
142,915 17,803 284,043 150,005 276,875 576,963 578,721 31,179 29,420
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -111,399)
-26,116 77 -53,370 -29,053 -55,584 -108,539 -108,877 -2,860 -2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 2.9 46.7 24.7 45.5 94.9 95.2 5.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 11 32 34 27 71 61
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 19,014
COMMITMENTS
4,553 4,275 2 10,411 11,333 14,966 15,611 4,048 3,403
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,743)
91 133 -2 707 1,393 796 1,524 947 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 22.5 0.0 54.8 59.6 78.7 82.1 21.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 8 1 12 7 17 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,447
COMMITMENTS
24,062 17,695 896 46,965 52,351 71,922 70,942 14,525 15,505
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 7,241)
1,756 2,847 179 5,346 5,696 7,281 8,721 -41 -1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 20.5 1.0 54.3 60.6 83.2 82.1 16.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 22 6 27 25 57 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,808
COMMITMENTS
9,535 5,405 157 19,520 24,036 29,212 29,598 596 210
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 8,090)
-654 -169 -201 8,528 8,424 7,673 8,054 417 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 18.1 0.5 65.5 80.6 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 3 9 13 20 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,922
COMMITMENTS
10,748 1,157 1,641 23,388 33,802 35,777 36,600 1,145 322
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -640)
-1,855 124 0 807 -1,018 -1,048 -894 408 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 3.1 4.4 63.3 91.5 96.9 99.1 3.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 7 2 12 6 23 15
Updated February 6, 2009