WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 323,218
COMMITMENTS
75,520 97,612 54,266 165,541 125,406 295,327 277,284 27,891 45,934
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 5,176)
-291 452 3,195 2,238 674 5,142 4,321 34 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 30.2 16.8 51.2 38.8 91.4 85.8 8.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
86 133 111 63 98 229 287
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 880,331
COMMITMENTS
216,844 175,521 97,068 458,931 411,394 772,843 683,983 107,488 196,348
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -26,155)
970 -5,970 -17,178 -12,818 7,126 -29,026 -16,022 2,871 -10,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 19.9 11.0 52.1 46.7 87.8 77.7 12.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
140 141 146 191 259 425 483
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,474
COMMITMENTS
1,807 2,302 124 10,268 9,823 12,199 12,249 2,275 2,225
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 904)
204 1,243 48 619 -283 871 1,008 33 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 15.9 0.9 70.9 67.9 84.3 84.6 15.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 12 1 14 11 23 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 392,027
COMMITMENTS
101,941 34,257 51,091 195,769 227,056 348,801 312,404 43,226 79,623
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -10,948)
-13,190 2,287 -3,376 3,709 -10,615 -12,857 -11,704 1,909 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 8.7 13.0 49.9 57.9 89.0 79.7 11.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
122 104 96 105 159 283 319
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,728
COMMITMENTS
17,775 2,704 433 6 3,272 18,214 6,409 3,514 15,319
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -253)
135 -6 -106 2 -28 31 -140 -284 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 12.4 2.0 0.0 15.1 83.8 29.5 16.2 70.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 9 7 1 11 19 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,583
COMMITMENTS
35,984 51,161 46,551 135,253 117,550 217,788 215,262 23,795 26,321
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -6,276)
-1,749 -4,319 -1,885 -5,313 -2,021 -8,947 -8,225 2,671 1,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 21.2 19.3 56.0 48.7 90.2 89.1 9.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
41 66 65 67 63 158 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,719
COMMITMENTS
71,281 149,401 2,464 505,472 395,440 579,217 547,305 100,502 132,414
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -5,793)
6,621 8,780 -282 -4,707 -17,844 1,632 -9,346 -7,425 3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 22.0 0.4 74.4 58.2 85.2 80.5 14.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 34 9 70 70 105 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,667
COMMITMENTS
42,122 5,872 21,641 80,319 123,000 144,082 150,513 29,585 23,154
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 4,020)
3,807 -1,304 -320 -100 5,774 3,387 4,150 633 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 3.4 12.5 46.2 70.8 83.0 86.7 17.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
58 20 38 64 57 143 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,318
COMMITMENTS
2,949 1,054 612 3,246 6,200 6,807 7,866 2,511 1,452
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,022)
600 -140 165 -300 780 465 805 557 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 11.3 6.6 34.8 66.5 73.1 84.4 26.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 7 7 17 18 38 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 664,844
COMMITMENTS
214,132 56,980 6,137 342,950 498,067 563,219 561,184 101,625 103,660
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 456)
2,777 -4,978 -276 -1,805 5,473 696 219 -240 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 8.6 0.9 51.6 74.9 84.7 84.4 15.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 27 13 71 78 118 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,092,598
COMMITMENTS
78,091 190,825 8,260 782,845 569,878 869,196 768,963 223,402 323,635
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 33,007)
-7,376 29,730 -1,078 61,455 -10,749 53,001 17,903 -19,994 15,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 17.5 0.8 71.6 52.2 79.6 70.4 20.4 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
24 46 24 94 92 131 150
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,192
COMMITMENTS
133,412 93,017 5,642 460,945 483,665 599,999 582,324 160,193 177,868
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,094)
16,036 7,597 2,763 -2,417 -18,396 16,382 -8,036 -14,288 10,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 12.2 0.7 60.6 63.6 78.9 76.6 21.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
23 20 12 63 70 91 97
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 386,091
COMMITMENTS
118,961 14,364 27,853 205,697 310,653 352,511 352,870 33,580 33,221
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,036)
3,870 78 -560 -1,821 1,680 1,489 1,198 -453 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 3.7 7.2 53.3 80.5 91.3 91.4 8.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 4 22 41 37 77 62
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,611
COMMITMENTS
2,169 1,162 3 6,331 7,778 8,503 8,943 3,108 2,668
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -656)
488 -1,171 0 -1,060 571 -572 -600 -84 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 10.0 0.0 54.5 67.0 73.2 77.0 26.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 1 9 7 14 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,345
COMMITMENTS
17,929 11,732 167 37,768 33,214 55,864 45,113 9,481 20,232
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,276)
1,985 -2,141 -616 982 7,654 2,351 4,897 925 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 18.0 0.3 57.8 50.8 85.5 69.0 14.5 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 20 4 23 21 45 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,525
COMMITMENTS
4,390 5,042 0 1,695 1,481 6,085 6,523 440 2
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 272)
0 70 0 7 232 7 302 265 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 77.3 0.0 26.0 22.7 93.3 100.0 6.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 0 1 2 11 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,914
COMMITMENTS
3,038 2,019 88 21,722 22,464 24,848 24,571 66 343
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,662)
2,332 -315 -798 -4,204 -1,635 -2,670 -2,748 8 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.1 0.4 87.2 90.2 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 13 1 11 14 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,336
COMMITMENTS
8,031 224 1,063 21,016 28,863 30,110 30,150 226 186
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,436)
146 -30 81 -2,631 -2,541 -2,404 -2,490 -32 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 0.7 3.5 69.3 95.1 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 5 1 9 9 19 15
Updated July 31, 2009