WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 327,187
COMMITMENTS
75,176 103,602 47,049 178,469 129,689 300,694 280,340 26,493 46,847
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 2,680)
-1,366 432 -3,094 6,243 3,506 1,783 844 897 1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 31.7 14.4 54.5 39.6 91.9 85.7 8.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
94 138 124 73 94 262 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 863,119
COMMITMENTS
213,339 159,909 97,020 452,444 417,124 762,803 674,053 100,316 189,066
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -2,526)
-10,322 7,833 4,137 9,069 -3,248 2,884 8,722 -5,410 -11,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 18.5 11.2 52.4 48.3 88.4 78.1 11.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
142 159 169 209 265 462 519
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,683
COMMITMENTS
1,715 2,357 808 9,033 8,418 11,556 11,583 2,127 2,100
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 31)
-88 -97 139 23 -120 74 -78 -43 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 17.2 5.9 66.0 61.5 84.5 84.7 15.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 13 5 13 11 26 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,708
COMMITMENTS
116,156 42,696 60,881 189,248 231,889 366,285 335,466 41,423 72,242
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 540)
-11,287 6,000 3,541 12,066 -6,850 4,320 2,691 -3,780 -2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 10.5 14.9 46.4 56.9 89.8 82.3 10.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
123 122 112 106 170 296 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,785
COMMITMENTS
21,765 2,981 442 10 4,127 22,217 7,550 2,568 17,235
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 14)
470 172 6 0 -21 476 157 -462 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.8 12.0 1.8 0.0 16.7 89.6 30.5 10.4 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 8 8 1 13 20 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 233,935
COMMITMENTS
38,531 31,789 53,180 115,302 130,264 207,013 215,233 26,922 18,702
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -8,796)
-1,049 -3,487 964 -7,395 -4,232 -7,480 -6,755 -1,316 -2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 13.6 22.7 49.3 55.7 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
43 59 73 61 58 159 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 720,235
COMMITMENTS
70,435 200,368 9,463 544,319 436,833 624,217 646,664 96,018 73,571
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 33,243)
4,569 19,889 6,689 21,241 19,402 32,499 45,980 744 -12,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 27.8 1.3 75.6 60.7 86.7 89.8 13.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
26 30 15 70 74 105 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 166,586
COMMITMENTS
46,985 6,776 25,986 64,253 114,510 137,224 147,272 29,362 19,314
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -9,943)
-5,702 241 1,658 -5,146 -9,881 -9,190 -7,982 -753 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 4.1 15.6 38.6 68.7 82.4 88.4 17.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
65 21 47 61 57 151 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,166
COMMITMENTS
3,103 756 1,680 4,482 7,520 9,265 9,956 1,901 1,210
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 864)
-357 77 362 1,083 253 1,088 692 -224 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.8 15.0 40.1 67.3 83.0 89.2 17.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 9 14 17 19 47 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 780,881
COMMITMENTS
229,284 71,243 21,758 448,645 585,788 699,687 678,789 81,194 102,092
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 50,865)
25,166 8,794 7,779 15,020 42,752 47,965 59,325 2,900 -8,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 9.1 2.8 57.5 75.0 89.6 86.9 10.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
40 31 18 74 87 121 129
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,143,064
COMMITMENTS
87,807 200,685 10,080 830,373 608,377 928,260 819,142 214,804 323,922
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -12,509)
297 -4,613 -1,125 -1,060 7,120 -1,888 1,382 -10,621 -13,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 17.6 0.9 72.6 53.2 81.2 71.7 18.8 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
25 53 28 89 95 132 158
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 858,249
COMMITMENTS
135,564 100,662 17,387 542,428 564,828 695,379 682,877 162,870 175,372
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 9,385)
15,179 -2,602 4,011 -12,880 18,386 6,310 19,795 3,075 -10,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 11.7 2.0 63.2 65.8 81.0 79.6 19.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 22 18 69 76 95 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 387,848
COMMITMENTS
118,363 23,066 27,977 204,475 297,674 350,815 348,717 37,033 39,131
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 16,769)
-5,181 -1,318 -5,927 23,663 20,801 12,555 13,556 4,214 3,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 5.9 7.2 52.7 76.8 90.5 89.9 9.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 7 25 39 39 72 69
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,021
COMMITMENTS
2,446 1,555 3 6,108 7,551 8,557 9,109 3,464 2,912
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 136)
134 342 0 -247 -220 -113 122 249 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 12.9 0.0 50.8 62.8 71.2 75.8 28.8 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 9 7 15 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,003
COMMITMENTS
23,067 17,346 663 33,916 33,814 57,646 51,823 11,357 17,180
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 3,375)
3,652 2,888 149 -1,129 850 2,672 3,887 703 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 25.1 1.0 49.2 49.0 83.5 75.1 16.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 23 6 27 23 49 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,352
COMMITMENTS
6,472 5,144 0 1,746 3,205 8,218 8,349 134 3
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.5 61.6 0.0 20.9 38.4 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 2 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,176
COMMITMENTS
3,640 1,903 90 19,373 20,809 23,103 22,802 73 374
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 248)
816 -61 0 -584 309 232 248 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 8.2 0.4 83.6 89.8 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 12 1 11 15 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,245
COMMITMENTS
5,013 327 1,141 26,024 30,585 32,178 32,053 67 192
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -5,261)
-1,359 -42 87 -3,973 -5,257 -5,245 -5,212 -16 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 1.0 3.5 80.7 94.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 1 10 9 17 15
Updated August 21, 2008