WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 314,571
COMMITMENTS
72,566 96,116 46,800 167,235 127,092 286,601 270,008 27,970 44,563
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,510)
-5,185 8,860 1,217 5,073 -6,134 1,105 3,943 1,405 -1,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 30.6 14.9 53.2 40.4 91.1 85.8 8.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
76 134 115 70 103 235 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 898,787
COMMITMENTS
232,879 147,371 108,864 457,762 436,779 799,505 693,014 99,282 205,773
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -23,332)
-9,549 17,993 -8,171 -7,356 -33,086 -25,076 -23,264 1,744 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 16.4 12.1 50.9 48.6 89.0 77.1 11.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
131 146 142 172 267 394 495
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,633
COMMITMENTS
1,945 1,013 182 9,540 10,244 11,667 11,439 1,966 2,194
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -35)
-45 -18 -208 140 12 -113 -214 78 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 7.4 1.3 70.0 75.1 85.6 83.9 14.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 8 2 15 12 25 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 428,415
COMMITMENTS
129,551 24,998 62,798 188,350 263,946 380,699 351,742 47,716 76,673
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -8,631)
-10,603 1,303 -4,986 6,736 -3,966 -8,853 -7,649 222 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 5.8 14.7 44.0 61.6 88.9 82.1 11.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
142 92 127 123 169 329 342
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,683
COMMITMENTS
17,915 2,600 374 10 3,179 18,299 6,153 3,384 15,530
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 442)
319 94 109 0 -56 428 147 14 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.6 12.0 1.7 0.0 14.7 84.4 28.4 15.6 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 9 11 2 11 21 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,139
COMMITMENTS
39,974 55,635 40,543 136,244 118,669 216,761 214,847 24,378 26,292
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -199)
-4,142 8,772 877 6,751 -8,570 3,486 1,079 -3,685 -1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 23.1 16.8 56.5 49.2 89.9 89.1 10.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
43 71 67 63 59 159 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 719,075
COMMITMENTS
83,997 144,390 1,677 526,768 435,269 612,442 581,336 106,633 137,739
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 20,363)
16,633 -7,201 850 995 21,436 18,478 15,085 1,885 5,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.1 0.2 73.3 60.5 85.2 80.8 14.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
31 34 10 71 72 108 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 180,490
COMMITMENTS
48,247 9,539 25,722 75,636 124,626 149,605 159,887 30,885 20,603
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,603)
-10,345 1,393 -418 6,522 -5,718 -4,241 -4,743 -362 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 5.3 14.3 41.9 69.0 82.9 88.6 17.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
64 25 48 66 56 152 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,901
COMMITMENTS
2,310 1,620 382 3,748 4,573 6,440 6,575 1,461 1,326
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -112)
46 -20 -119 11 172 -62 33 -50 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 20.5 4.8 47.4 57.9 81.5 83.2 18.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 15 5 16 14 30 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 585,200
COMMITMENTS
153,648 47,713 6,765 319,050 428,721 479,463 483,199 105,737 102,001
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 35,807)
19,165 -7,965 -64 -3,902 39,252 15,199 31,223 20,608 4,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 8.2 1.2 54.5 73.3 81.9 82.6 18.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 26 10 61 72 102 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,038
COMMITMENTS
96,441 221,290 11,425 696,805 522,978 804,671 755,693 244,367 293,345
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 24,393)
1,342 13,798 3,841 -5,208 -8,069 -25 9,570 24,418 14,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 21.1 1.1 66.4 49.9 76.7 72.0 23.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
38 50 20 91 89 138 151
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 779,575
COMMITMENTS
78,068 109,998 9,151 515,300 483,109 602,519 602,258 177,056 177,317
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,790)
-1,281 -8,200 650 5,833 18,585 5,202 11,035 -3,412 -9,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 14.1 1.2 66.1 62.0 77.3 77.3 22.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
24 22 9 62 64 89 92
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 377,081
COMMITMENTS
120,623 12,562 22,567 194,467 307,161 337,657 342,290 39,424 34,791
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -51,615)
-11,826 -5,237 -14,665 -24,380 -27,873 -50,871 -47,775 -744 -3,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 3.3 6.0 51.6 81.5 89.5 90.8 10.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 7 21 37 37 74 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 56,317
COMMITMENTS
13,845 13,678 435 32,352 24,218 46,632 38,331 9,685 17,986
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 10,600)
-57 6,726 -6 9,250 -3,852 9,187 2,868 1,413 7,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 24.3 0.8 57.4 43.0 82.8 68.1 17.2 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 26 4 25 21 43 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,313
COMMITMENTS
2,464 2,032 88 29,658 29,766 32,210 31,886 2,103 2,427
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 3,394)
-2,180 -385 -434 4,929 3,138 2,315 2,319 1,079 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 5.9 0.3 86.4 86.7 93.9 92.9 6.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 11 1 11 13 17 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,766
COMMITMENTS
7,894 375 831 24,847 32,466 33,572 33,672 194 94
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,447)
-791 109 690 1,458 775 1,357 1,574 90 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 1.1 2.5 73.6 96.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 1 11 8 17 14
Updated July 10, 2009