WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 297,464
COMMITMENTS
66,258 68,616 60,746 143,485 123,241 270,489 252,603 26,975 44,861
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,578)
300 -3,556 4,924 -1,822 1,668 3,402 3,036 1,176 1,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 23.1 20.4 48.2 41.4 90.9 84.9 9.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
74 125 133 71 88 243 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 787,271
COMMITMENTS
179,689 82,763 117,663 381,140 409,333 678,492 609,759 108,779 177,512
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 28,596)
6,865 -1,864 6,820 14,196 21,023 27,881 25,979 715 2,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 10.5 14.9 48.4 52.0 86.2 77.5 13.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
127 109 157 179 227 396 431
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 13,897
COMMITMENTS
1,795 2,018 207 9,513 9,253 11,515 11,478 2,382 2,419
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -257)
346 -181 -74 -740 -77 -468 -332 211 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 14.5 1.5 68.5 66.6 82.9 82.6 17.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 3 17 10 27 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 311,776
COMMITMENTS
79,258 45,261 43,696 148,199 159,316 271,153 248,273 40,623 63,503
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 22,527)
13,057 -4,235 3,484 3,258 18,417 19,799 17,666 2,728 4,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 14.5 14.0 47.5 51.1 87.0 79.6 13.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
88 102 107 95 116 252 279
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 207,750
COMMITMENTS
23,045 38,722 36,391 120,663 109,151 180,099 184,264 27,651 23,486
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,474)
-1,855 -4,580 1,610 -2,311 4,857 -2,556 1,887 4,030 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 18.6 17.5 58.1 52.5 86.7 88.7 13.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
47 51 55 58 48 143 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 708,745
COMMITMENTS
44,407 136,473 6,485 549,127 438,780 600,019 581,738 108,726 127,007
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 7,779)
9,523 -3,453 -1,576 -2,605 31,316 5,342 26,287 2,437 -18,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 19.3 0.9 77.5 61.9 84.7 82.1 15.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
23 38 10 67 67 98 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 112,617
COMMITMENTS
29,126 8,113 11,332 46,145 74,943 86,603 94,388 26,014 18,229
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,402)
3,535 -1,200 -1,197 -2,583 7,097 -245 4,700 2,647 -2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 7.2 10.1 41.0 66.5 76.9 83.8 23.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
44 21 38 59 43 123 91
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 6,729
COMMITMENTS
1,305 1,107 382 4,095 3,323 5,782 4,812 947 1,917
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -254)
-8 -292 18 -57 376 -47 102 -207 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 16.5 5.7 60.9 49.4 85.9 71.5 14.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 8 6 21 12 33 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 491,366
COMMITMENTS
101,264 54,867 3,489 302,714 354,266 407,467 412,622 83,899 78,744
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 22,648)
14,736 7,801 706 5,518 10,709 20,960 19,216 1,688 3,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 11.2 0.7 61.6 72.1 82.9 84.0 17.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
25 25 7 68 67 99 93
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,033,840
COMMITMENTS
94,016 135,667 17,551 690,414 647,697 801,981 800,915 231,859 232,925
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 56,865)
5,615 -20,270 4,902 19,307 56,316 29,824 40,948 27,041 15,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 13.1 1.7 66.8 62.6 77.6 77.5 22.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
38 36 20 88 83 135 130
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 882,101
COMMITMENTS
106,155 90,109 2,362 595,186 633,631 703,703 726,102 178,398 155,999
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 7,479)
5,960 10,742 -22 -17,802 -539 -11,864 10,181 19,343 -2,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.2 0.3 67.5 71.8 79.8 82.3 20.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
17 30 9 55 58 78 91
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 410,555
COMMITMENTS
156,216 16,284 46,401 170,287 317,152 372,904 379,837 37,651 30,718
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 20,517)
3,201 -1,930 1,710 10,872 17,393 15,783 17,173 4,734 3,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 4.0 11.3 41.5 77.2 90.8 92.5 9.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 10 21 36 27 68 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 9,812
COMMITMENTS
3,043 786 0 2,436 3,811 5,479 4,597 4,333 5,215
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -17,009)
-2,917 -4,088 -1,145 -12,643 -11,779 -16,705 -17,012 -304 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 8.0 0.0 24.8 38.8 55.8 46.9 44.2 53.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 8 4 14 6
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 47,407
COMMITMENTS
13,476 12,791 245 22,993 20,460 36,714 33,496 10,693 13,911
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -40,347)
-11,358 -8,798 -2,334 -23,273 -23,392 -36,965 -34,524 -3,382 -5,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 27.0 0.5 48.5 43.2 77.4 70.7 22.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 19 3 22 26 42 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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