WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,450
COMMITMENTS
64,985 65,147 126,938 175,009 157,394 366,933 349,479 30,518 47,972
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 7,260)
754 -4,246 7,033 -1,700 3,345 6,087 6,132 1,173 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 16.4 31.9 44.0 39.6 92.3 87.9 7.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
89 122 152 80 96 269 304
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,195,955
COMMITMENTS
149,358 74,115 376,961 531,432 531,949 1057752 983,025 138,203 212,929
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 35,889)
3,833 -4,609 12,958 18,475 24,389 35,265 32,737 624 3,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.2 31.5 44.4 44.5 88.4 82.2 11.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
129 130 209 229 250 479 490
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,458
COMMITMENTS
972 2,023 1,449 10,539 9,446 12,961 12,918 2,497 2,541
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -204)
311 -177 -37 -694 -63 -420 -278 216 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 13.1 9.4 68.2 61.1 83.8 83.6 16.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 5 20 12 30 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,203
COMMITMENTS
73,575 29,855 154,085 177,326 195,799 404,986 379,738 47,217 72,465
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 30,602)
12,607 -8,665 13,035 900 19,583 26,542 23,953 4,060 6,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.6 34.1 39.2 43.3 89.6 84.0 10.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
109 95 155 107 121 302 305
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,617
COMMITMENTS
9,471 1,292 659 0 1,490 10,130 3,441 3,487 10,176
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,848)
2,287 -160 80 0 396 2,367 316 481 2,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 9.5 4.8 0.0 10.9 74.4 25.3 25.6 74.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 6 9 0 4 12 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,550
COMMITMENTS
20,177 39,927 56,799 135,669 119,812 212,646 216,538 28,905 25,013
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,506)
-311 -4,267 1,011 -3,464 5,072 -2,764 1,816 4,271 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.5 23.5 56.2 49.6 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 60 62 63 58 152 153
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,530
COMMITMENTS
47,118 134,659 54,716 593,675 484,558 695,508 673,933 119,022 140,598
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 14,786)
9,215 -4,007 2,896 2,657 33,812 14,767 32,701 18 -17,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 16.5 6.7 72.9 59.5 85.4 82.7 14.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
31 36 40 81 81 133 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 129,749
COMMITMENTS
27,723 6,079 23,136 51,607 81,150 102,466 110,365 27,284 19,384
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,472)
4,421 -2,542 126 -2,895 8,995 1,653 6,579 2,819 -2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.7 17.8 39.8 62.5 79.0 85.1 21.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 27 44 60 51 128 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,098
COMMITMENTS
1,320 1,142 525 4,256 3,422 6,100 5,089 997 2,008
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -252)
-19 -305 24 -71 400 -65 119 -187 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.1 7.4 60.0 48.2 85.9 71.7 14.1 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 10 6 22 14 35 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 519,360
COMMITMENTS
96,468 47,491 29,384 308,027 362,691 433,879 439,566 85,480 79,793
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 29,168)
13,617 1,631 9,395 4,160 14,924 27,172 25,949 1,996 3,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 9.1 5.7 59.3 69.8 83.5 84.6 16.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
27 24 17 70 71 107 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,545,605
COMMITMENTS
93,538 118,153 253,458 934,545 909,875 1281541 1281485 264,064 264,120
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 212,732)
18,207 -31,717 83,570 78,052 139,931 179,830 191,784 32,902 20,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.6 16.4 60.5 58.9 82.9 82.9 17.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
42 39 62 121 112 193 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 955,055
COMMITMENTS
106,491 78,248 40,113 622,694 675,478 769,298 793,840 185,757 161,216
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 32,874)
8,966 220 14,446 -11,754 19,707 11,659 34,372 21,216 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.2 4.2 65.2 70.7 80.6 83.1 19.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
16 36 25 61 64 96 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 517,362
COMMITMENTS
152,298 16,187 136,491 188,220 332,122 477,008 484,800 40,353 32,562
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 25,241)
2,735 -1,853 5,651 11,835 18,387 20,221 22,185 5,020 3,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 3.1 26.4 36.4 64.2 92.2 93.7 7.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 7 30 38 33 74 66
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,080
COMMITMENTS
3,043 786 0 2,472 3,893 5,515 4,679 4,566 5,402
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -17,509)
-3,030 -4,101 -1,366 -12,861 -12,074 -17,257 -17,542 -252 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.8 0.0 24.5 38.6 54.7 46.4 45.3 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 8 5 14 7
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,602
COMMITMENTS
13,473 12,730 609 27,639 25,136 41,721 38,474 10,881 14,128
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -42,989)
-10,957 -9,030 -2,867 -25,654 -25,070 -39,478 -36,967 -3,510 -6,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 24.2 1.2 52.5 47.8 79.3 73.1 20.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 19 5 24 26 46 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,125
COMMITMENTS
9,495 5,877 118 11,429 14,955 21,042 20,950 83 175
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,667)
3,891 3,678 37 746 960 4,674 4,675 -7 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 27.8 0.6 54.1 70.8 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 13 2 9 12 22 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,759
COMMITMENTS
12,005 968 298 15,270 26,353 27,573 27,619 186 140
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 8,778)
1,447 31 136 7,132 8,625 8,715 8,792 63 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 3.5 1.1 55.0 94.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 8 3 10 7 21 17
Updated March 27, 2009