WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,431
COMMITMENTS
75,933 97,574 50,786 166,518 130,979 293,237 279,339 29,194 43,092
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -787)
413 -38 -3,480 977 5,573 -2,090 2,055 1,303 -2,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 30.3 15.8 51.6 40.6 90.9 86.6 9.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
94 127 119 60 98 243 282
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 871,875
COMMITMENTS
221,135 156,032 94,186 448,658 422,455 763,979 672,673 107,896 199,202
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -8,456)
4,291 -19,489 -2,882 -10,273 11,061 -8,864 -11,310 408 2,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 17.9 10.8 51.5 48.5 87.6 77.2 12.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
134 153 155 196 260 439 496
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,853
COMMITMENTS
1,810 2,388 919 9,101 8,543 11,830 11,850 2,023 2,003
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -621)
3 86 795 -1,167 -1,280 -369 -399 -252 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 17.2 6.6 65.7 61.7 85.4 85.5 14.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 14 8 14 11 30 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,717
COMMITMENTS
115,785 34,237 55,382 181,565 232,681 352,732 322,300 43,985 74,417
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,690)
13,844 -20 4,291 -14,204 5,625 3,931 9,896 759 -5,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 8.6 14.0 45.8 58.7 88.9 81.2 11.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
139 104 109 99 155 300 330
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,315
COMMITMENTS
19,542 2,385 490 10 3,804 20,042 6,679 3,273 16,636
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,587)
1,767 -319 57 4 532 1,828 270 -241 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.8 10.2 2.1 0.0 16.3 86.0 28.6 14.0 71.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 7 7 1 12 17 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 248,508
COMMITMENTS
40,593 40,811 53,557 128,141 132,628 222,291 226,996 26,217 21,512
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 6,925)
4,609 -10,350 7,006 -7,112 15,078 4,503 11,734 2,422 -4,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 16.4 21.6 51.6 53.4 89.5 91.3 10.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
53 72 80 64 63 178 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 683,393
COMMITMENTS
68,975 177,073 2,693 517,014 410,151 588,682 589,917 94,711 93,476
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,674)
-2,306 27,672 229 11,542 14,711 9,465 42,612 -5,791 -38,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 25.9 0.4 75.7 60.0 86.1 86.3 13.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
27 28 9 71 69 104 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 175,032
COMMITMENTS
49,494 5,659 26,279 70,592 123,177 146,365 155,115 28,667 19,917
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,365)
7,372 -213 4,638 -9,727 177 2,283 4,602 -918 -3,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 3.2 15.0 40.3 70.4 83.6 88.6 16.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
71 21 54 60 55 160 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,358
COMMITMENTS
2,925 577 943 3,147 6,813 7,015 8,333 2,343 1,025
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 40)
-24 -477 331 -99 613 208 467 -168 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 6.2 10.1 33.6 72.8 75.0 89.0 25.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 7 9 17 19 39 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 657,248
COMMITMENTS
196,191 61,367 9,807 358,817 485,223 564,815 556,397 92,433 100,851
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -7,596)
-17,941 4,387 3,670 15,867 -12,844 1,596 -4,787 -9,192 -2,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 9.3 1.5 54.6 73.8 85.9 84.7 14.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 29 13 69 85 113 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,079,309
COMMITMENTS
78,317 195,503 9,124 762,033 545,914 849,474 750,541 229,835 328,768
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -13,289)
226 4,678 864 -20,812 -23,964 -19,722 -18,422 6,433 5,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 18.1 0.8 70.6 50.6 78.7 69.5 21.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
26 49 23 85 94 123 155
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 811,467
COMMITMENTS
106,881 118,290 7,319 544,129 505,348 658,329 630,957 153,138 180,510
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 51,275)
-26,531 25,273 1,677 83,184 21,683 58,330 48,633 -7,055 2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 14.6 0.9 67.1 62.3 81.1 77.8 18.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 24 16 68 72 93 105
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 344,601
COMMITMENTS
113,442 12,242 29,909 169,065 268,958 312,416 311,109 32,185 33,492
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -41,490)
-5,519 -2,122 2,056 -36,632 -41,695 -40,095 -41,761 -1,395 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 3.6 8.7 49.1 78.0 90.7 90.3 9.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 5 22 36 38 73 63
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,011
COMMITMENTS
2,223 1,195 3 6,391 7,771 8,617 8,969 3,394 3,042
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 400)
54 33 0 60 -7 114 26 286 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 9.9 0.0 53.2 64.7 71.7 74.7 28.3 25.3
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 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,434
COMMITMENTS
19,180 13,572 333 36,235 34,224 55,748 48,129 9,686 17,305
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 89)
1,251 1,840 166 -1,533 1,010 -116 3,016 205 -2,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 20.7 0.5 55.4 52.3 85.2 73.6 14.8 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 21 8 25 24 52 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,268
COMMITMENTS
2,563 1,963 90 20,556 20,875 23,209 22,928 59 340
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,646)
-475 -56 2 -1,166 -1,589 -1,639 -1,643 -7 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.4 0.4 88.3 89.7 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 1 11 14 17 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,843
COMMITMENTS
7,424 781 849 22,350 29,031 30,623 30,661 220 182
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 507)
-607 557 -214 1,334 168 513 511 -6 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 2.5 2.8 72.5 94.1 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 9 8 18 17
Updated August 7, 2009