WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,745
COMMITMENTS
61,496 66,376 33,037 143,998 120,540 238,531 219,953 23,214 41,792
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 14,416)
2,608 2,686 4,527 5,374 6,095 12,509 13,308 1,907 1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 25.4 12.6 55.0 46.1 91.1 84.0 8.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
62 104 94 69 91 206 232
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 814,872
COMMITMENTS
156,060 105,596 129,301 420,457 409,265 705,818 644,162 109,054 170,710
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 12,231)
3,157 -1,682 7,496 -2,537 205 8,116 6,019 4,115 6,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.0 15.9 51.6 50.2 86.6 79.1 13.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
101 136 134 188 239 381 448
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,131
COMMITMENTS
1,039 1,642 285 13,057 12,115 14,381 14,042 1,750 2,089
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -74)
-29 -49 30 -21 81 -20 62 -54 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 10.2 1.8 80.9 75.1 89.2 87.0 10.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 8 4 21 14 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,833
COMMITMENTS
58,597 29,580 44,659 138,636 151,773 241,892 226,012 41,941 57,821
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 5,060)
3,846 1,006 -468 26 4,301 3,404 4,839 1,656 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 10.4 15.7 48.8 53.5 85.2 79.6 14.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
72 74 90 84 102 215 228
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 199,647
COMMITMENTS
19,478 30,654 40,268 116,639 109,925 176,385 180,847 23,262 18,800
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -12,951)
551 -2,947 -7,312 -8,137 -4,349 -14,898 -14,608 1,947 1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 15.4 20.2 58.4 55.1 88.3 90.6 11.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
30 53 60 60 56 141 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,426
COMMITMENTS
60,246 156,902 7,054 547,003 428,161 614,303 592,117 123,123 145,309
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -23,756)
2,481 -22,712 2,276 -33,405 -5,620 -28,648 -26,056 4,892 2,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 21.3 1.0 74.2 58.1 83.3 80.3 16.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
23 34 10 54 68 84 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 118,203
COMMITMENTS
20,307 14,741 15,672 57,647 69,359 93,626 99,772 24,577 18,431
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 848)
1,558 2,119 -1,795 -1,637 -31 -1,874 293 2,722 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.5 13.3 48.8 58.7 79.2 84.4 20.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
27 29 35 57 47 116 92
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,132
COMMITMENTS
1,151 581 215 3,866 4,108 5,232 4,904 900 1,228
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -239)
-1 82 15 -209 -106 -195 -9 -44 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 9.5 3.5 63.0 67.0 85.3 80.0 14.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 10 4 17 15 27 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 505,555
COMMITMENTS
65,909 89,138 1,877 370,623 346,361 438,409 437,376 67,146 68,179
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -19,421)
5,391 6,751 -3,620 -7,611 -14,040 -5,840 -10,909 -13,581 -8,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 17.6 0.4 73.3 68.5 86.7 86.5 13.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 30 7 66 69 93 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,038,214
COMMITMENTS
158,122 142,671 5,481 681,518 635,083 845,121 783,235 193,093 254,979
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 3,896)
9,457 10,117 92 -15,937 -26,919 -6,388 -16,710 10,284 20,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 13.7 0.5 65.6 61.2 81.4 75.4 18.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
36 34 17 69 82 113 125
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,906
COMMITMENTS
117,581 146,324 4,456 702,965 674,300 825,002 825,080 176,904 176,826
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -54,136)
-45,621 198 1,615 -9,644 -64,290 -53,650 -62,477 -486 8,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.6 0.4 70.2 67.3 82.3 82.4 17.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
30 25 13 64 58 100 90
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 363,682
COMMITMENTS
192,744 21,261 23,082 117,280 284,513 333,106 328,856 30,576 34,826
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -60,807)
-8,329 -70 -12,501 -44,025 -54,986 -64,855 -67,557 4,048 6,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 5.8 6.3 32.2 78.2 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 11 21 28 23 58 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,082
COMMITMENTS
2,935 3,713 0 5,604 2,181 8,539 5,894 1,543 4,188
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 452)
-135 -566 0 1,943 -274 1,808 -840 -1,356 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 36.8 0.0 55.6 21.6 84.7 58.5 15.3 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 0 11 5 15 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,921
COMMITMENTS
20,726 10,297 267 28,637 33,430 49,630 43,994 10,291 15,927
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 6,484)
-1,221 1,080 -177 7,518 1,272 6,120 2,175 364 4,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 17.2 0.4 47.8 55.8 82.8 73.4 17.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 13 2 24 24 51 39
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,020
COMMITMENTS
17,697 7,094 187 12,911 23,608 30,795 30,889 225 131
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 2,307)
2,082 -7 74 156 2,238 2,312 2,305 -5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 22.9 0.6 41.6 76.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 10 4 12 14 26 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,166
COMMITMENTS
31,429 1,144 1,663 16,706 47,328 49,798 50,135 368 31
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -241)
-279 107 12 -53 -338 -320 -219 79 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.7 2.3 3.3 33.3 94.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 3 11 8 23 18
Updated January 9, 2009