WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 341,296
COMMITMENTS
79,974 79,219 62,105 166,580 153,756 308,659 295,080 32,637 46,216
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -544)
-6,555 163 8,706 1,464 -7,771 3,615 1,098 -4,159 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 23.2 18.2 48.8 45.1 90.4 86.5 9.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
97 114 141 74 103 273 304
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 979,945
COMMITMENTS
281,578 108,063 143,257 449,297 513,112 874,132 764,432 105,813 215,513
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 985)
-22,167 14,685 6,798 23,453 -25,029 8,084 -3,546 -7,099 4,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.0 14.6 45.8 52.4 89.2 78.0 10.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
170 117 188 186 265 469 507
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,508
COMMITMENTS
2,370 555 530 7,732 10,412 10,632 11,497 3,876 3,011
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -565)
-696 -41 -111 -973 -1,522 -1,780 -1,674 1,215 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 3.8 3.7 53.3 71.8 73.3 79.2 26.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 4 7 18 12 35 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,871
COMMITMENTS
154,138 29,978 63,484 189,105 288,816 406,727 382,278 53,144 77,593
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -655)
-3,660 600 4,262 8,836 -3,528 9,438 1,334 -10,093 -1,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 6.5 13.8 41.1 62.8 88.4 83.1 11.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
174 84 143 126 169 370 348
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,230
COMMITMENTS
19,712 4,383 1,188 14 2,978 20,914 8,549 3,316 15,681
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 761)
865 369 -293 -1 104 571 180 190 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.4 18.1 4.9 0.1 12.3 86.3 35.3 13.7 64.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 14 14 2 9 24 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 252,929
COMMITMENTS
57,179 38,349 44,861 116,484 141,411 218,524 224,621 34,405 28,308
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 4,744)
-6,998 2,987 -343 11,369 -5,118 4,028 -2,474 716 7,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 15.2 17.7 46.1 55.9 86.4 88.8 13.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 42 78 62 54 182 157
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,764
COMMITMENTS
68,861 154,641 3,355 511,441 405,235 583,657 563,231 113,107 133,533
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -12,177)
-7,394 -2,580 -4,585 -1,836 -9,409 -13,815 -16,574 1,638 4,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 22.2 0.5 73.4 58.2 83.8 80.8 16.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 33 9 68 72 101 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,604
COMMITMENTS
67,082 8,870 22,727 66,081 143,142 155,890 174,739 39,714 20,865
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -1,258)
-1,782 -137 687 1,578 -3,278 483 -2,728 -1,741 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 4.5 11.6 33.8 73.2 79.7 89.3 20.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
69 22 43 66 61 157 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,845
COMMITMENTS
2,340 1,334 505 3,876 5,036 6,721 6,875 2,124 1,970
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -119)
82 35 -53 -218 -198 -189 -216 70 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 15.1 5.7 43.8 56.9 76.0 77.7 24.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 12 8 17 16 34 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 535,074
COMMITMENTS
118,825 63,371 8,705 326,304 360,788 453,834 432,864 81,240 102,210
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -12,220)
-9,533 17,896 4,012 -1,377 -34,711 -6,898 -12,803 -5,322 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 11.8 1.6 61.0 67.4 84.8 80.9 15.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
32 29 9 71 70 107 104
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,089,636
COMMITMENTS
97,715 191,442 15,857 721,756 597,835 835,328 805,134 254,308 284,502
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 12,738)
23,378 19,457 -294 -18,460 -28,567 4,624 -9,404 8,114 22,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 17.6 1.5 66.2 54.9 76.7 73.9 23.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
39 47 18 107 86 156 142
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 791,234
COMMITMENTS
103,451 117,105 11,502 518,984 467,352 633,937 595,959 157,297 195,275
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 35,727)
-7,150 15,072 7,609 28,001 23,103 28,460 45,784 7,267 -10,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 14.8 1.5 65.6 59.1 80.1 75.3 19.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
19 27 11 66 70 89 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 405,113
COMMITMENTS
133,537 10,069 34,669 194,391 325,627 362,597 370,365 42,516 34,748
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 6,926)
2,020 312 -1,958 14,900 13,891 14,962 12,245 -8,036 -5,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 2.5 8.6 48.0 80.4 89.5 91.4 10.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 5 25 39 33 79 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,047
COMMITMENTS
7,044 1,301 466 13,589 20,598 21,099 22,365 6,948 5,682
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,454)
1,150 -119 440 -405 882 1,185 1,203 1,269 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 4.6 1.7 48.5 73.4 75.2 79.7 24.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 3 11 11 20 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,750
COMMITMENTS
18,834 20,919 2,715 39,829 32,807 61,378 56,441 12,372 17,309
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 15,643)
1,947 3,637 2,183 9,726 7,209 13,856 13,029 1,787 2,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 28.4 3.7 54.0 44.5 83.2 76.5 16.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 21 16 34 28 68 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,246
COMMITMENTS
4,200 4,173 86 20,950 20,654 25,236 24,913 10 333
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -14,466)
-1,128 1,663 -588 -12,696 -11,576 -14,412 -10,501 -54 -3,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 16.5 0.3 83.0 81.8 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 13 1 11 14 18 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,360
COMMITMENTS
3,372 949 0 36,917 39,155 40,289 40,104 71 256
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -9,250)
1,573 364 -323 -10,467 -9,464 -9,217 -9,423 -33 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 2.4 0.0 91.5 97.0 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 0 9 9 15 14
Updated June 19, 2009