WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 283,752
COMMITMENTS
58,975 69,066 49,514 149,108 116,872 257,597 235,452 26,155 48,300
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 4,879)
-611 -2,986 4,597 1,192 1,752 5,178 3,363 -299 1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 24.3 17.4 52.5 41.2 90.8 83.0 9.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
56 121 125 67 83 228 260
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 817,268
COMMITMENTS
154,888 139,092 138,227 407,816 355,710 700,931 633,029 116,337 184,239
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 18,915)
-1,748 21,250 3,003 8,573 -12,777 9,828 11,476 9,087 7,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 17.0 16.9 49.9 43.5 85.8 77.5 14.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
108 148 161 190 222 408 455
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 17,654
COMMITMENTS
1,141 2,391 493 13,975 12,483 15,609 15,367 2,045 2,287
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 952)
-59 341 175 786 333 902 849 50 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 13.5 2.8 79.2 70.7 88.4 87.0 11.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 5 22 14 33 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 324,725
COMMITMENTS
70,869 33,879 62,828 150,208 162,308 283,905 259,015 40,820 65,710
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 2,242)
265 3,678 1,804 -2,275 -9,154 -206 -3,672 2,448 5,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 10.4 19.3 46.3 50.0 87.4 79.8 12.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
90 87 115 89 108 254 267
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 214,412
COMMITMENTS
28,678 28,013 42,682 121,204 119,412 192,564 190,107 21,848 24,305
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 6,738)
4,021 2,432 3,569 -383 -4,282 7,207 1,719 -469 5,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 13.1 19.9 56.5 55.7 89.8 88.7 10.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
39 38 62 64 58 152 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 717,270
COMMITMENTS
38,974 127,723 7,539 567,192 435,121 613,705 570,383 103,565 146,887
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -316)
-3,709 7,412 1,428 6,160 -9,594 3,879 -754 -4,195 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 17.8 1.1 79.1 60.7 85.6 79.5 14.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
17 38 14 61 71 89 112
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 128,534
COMMITMENTS
23,559 10,242 14,711 63,324 83,001 101,594 107,954 26,940 20,580
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 5,213)
-1,213 -1,368 2,245 3,233 1,738 4,265 2,615 948 2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 8.0 11.4 49.3 64.6 79.0 84.0 21.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
34 24 33 60 53 119 95
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 7,751
COMMITMENTS
1,198 1,422 633 4,659 3,675 6,490 5,730 1,261 2,021
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 984)
-124 472 420 651 171 947 1,063 37 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 18.3 8.2 60.1 47.4 83.7 73.9 16.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 11 6 18 13 28 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 476,250
COMMITMENTS
67,561 58,577 3,083 319,253 340,253 389,897 401,913 86,353 74,337
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -12,909)
-5,714 -6,663 -405 -8,673 -9,036 -14,792 -16,104 1,883 3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 12.3 0.6 67.0 71.4 81.9 84.4 18.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
25 29 7 73 70 103 101
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,068,229
COMMITMENTS
131,725 133,547 7,490 743,352 664,770 882,567 805,807 185,662 262,422
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 36,786)
-3,960 22,715 -437 47,263 11,426 42,866 33,704 -6,080 3,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 12.5 0.7 69.6 62.2 82.6 75.4 17.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
42 33 33 86 97 141 150
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 953,764
COMMITMENTS
95,070 113,563 4,165 680,275 612,674 779,510 730,402 174,254 223,362
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 23,002)
11,407 -25,638 894 10,045 -1,472 22,346 -26,216 656 49,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 11.9 0.4 71.3 64.2 81.7 76.6 18.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
26 25 12 67 56 101 85
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 344,278
COMMITMENTS
153,605 18,823 38,128 123,161 258,621 314,894 315,572 29,384 28,706
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -56,732)
-45,090 -7,547 3,816 -12,117 -50,410 -53,391 -54,141 -3,341 -2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 5.5 11.1 35.8 75.1 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 9 21 30 25 65 48
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 18,646
COMMITMENTS
4,516 4,275 0 10,275 11,106 14,791 15,381 3,855 3,265
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,746)
89 133 0 720 1,392 809 1,525 937 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 22.9 0.0 55.1 59.6 79.3 82.5 20.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 0 11 6 15 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 77,440
COMMITMENTS
24,255 17,678 409 38,520 44,057 63,184 62,144 14,256 15,296
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 7,058)
1,834 2,830 101 5,167 5,623 7,102 8,554 -44 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 22.8 0.5 49.7 56.9 81.6 80.2 18.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 22 4 24 24 53 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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