WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,277
COMMITMENTS
73,437 111,173 42,770 169,005 111,660 285,212 265,603 26,065 45,674
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -21,505)
1,724 11,183 -16,792 -4,004 -14,872 -19,072 -20,481 -2,433 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 35.7 13.7 54.3 35.9 91.6 85.3 8.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
91 152 109 63 93 234 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 835,960
COMMITMENTS
209,195 187,120 85,452 442,196 375,664 736,843 648,236 99,117 187,724
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -23,498)
3,818 12,931 -860 -18,840 -24,774 -15,882 -12,703 -7,616 -10,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 22.4 10.2 52.9 44.9 88.1 77.5 11.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
134 173 138 164 249 394 494
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,076
COMMITMENTS
2,102 1,645 455 8,770 9,223 11,327 11,323 1,749 1,753
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -604)
297 -466 -333 -160 476 -196 -323 -408 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 12.6 3.5 67.1 70.5 86.6 86.6 13.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 12 4 15 9 27 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,468
COMMITMENTS
106,343 48,827 55,557 201,097 227,590 362,997 331,974 44,471 75,494
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11,680)
442 10,417 -6,448 15,259 4,662 9,253 8,631 2,427 3,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 12.0 13.6 49.4 55.9 89.1 81.5 10.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
126 124 103 106 165 294 355
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,826
COMMITMENTS
21,145 2,823 333 19 3,726 21,497 6,882 2,329 16,944
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,505)
-1,369 -364 -10 8 -457 -1,371 -831 -134 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.7 11.8 1.4 0.1 15.6 90.2 28.9 9.8 71.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 8 6 2 10 22 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 228,928
COMMITMENTS
38,970 44,123 50,725 115,774 109,697 205,469 204,545 23,459 24,383
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -6,215)
-4,067 12,210 -1,853 3,869 -20,358 -2,051 -10,001 -4,164 3,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 19.3 22.2 50.6 47.9 89.8 89.3 10.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
44 78 74 60 51 164 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 776,030
COMMITMENTS
77,116 143,275 8,853 569,541 503,841 655,510 655,969 120,520 120,061
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -46,137)
9,745 -47,658 -3,187 -62,196 -27,004 -55,638 -77,849 9,501 31,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 18.5 1.1 73.4 64.9 84.5 84.5 15.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
32 27 9 75 71 113 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,207
COMMITMENTS
44,039 6,224 21,741 65,730 113,747 131,510 141,712 26,697 16,495
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,478)
-1,136 25 -967 1,044 -1,230 -1,059 -2,172 -2,419 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 3.9 13.7 41.5 71.9 83.1 89.6 16.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
59 21 43 55 55 139 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,614
COMMITMENTS
3,144 1,147 1,000 4,736 7,425 8,880 9,572 1,734 1,042
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -906)
284 129 -397 -715 -222 -828 -490 -78 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 10.8 9.4 44.6 70.0 83.7 90.2 16.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 11 10 18 16 44 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 741,640
COMMITMENTS
263,389 86,684 8,521 372,079 526,986 643,989 622,191 97,651 119,449
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -53,484)
8,823 4,058 -6,546 -62,882 -73,748 -60,605 -76,236 7,121 22,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 11.7 1.1 50.2 71.1 86.8 83.9 13.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
35 38 20 72 97 116 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,157,418
COMMITMENTS
88,321 213,655 18,608 786,164 642,239 893,093 874,502 264,325 282,916
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 25,274)
-8,767 46,940 2,778 -2,667 10,935 -8,656 60,653 33,930 -35,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 18.5 1.6 67.9 55.5 77.2 75.6 22.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
21 52 22 88 100 124 159
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 803,679
COMMITMENTS
82,976 85,120 14,642 506,444 513,522 604,062 613,284 199,617 190,395
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -37,918)
-33,701 -4,957 2,379 537 -21,495 -30,785 -24,073 -7,133 -13,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.6 1.8 63.0 63.9 75.2 76.3 24.8 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
19 27 12 70 70 96 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 419,676
COMMITMENTS
128,317 28,219 30,869 220,969 320,157 380,155 379,245 39,521 40,431
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 21,474)
8,507 5,673 3,601 9,051 8,096 21,159 17,370 315 4,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 6.7 7.4 52.7 76.3 90.6 90.4 9.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 9 27 40 44 77 77
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,114
COMMITMENTS
1,917 1,657 2 6,593 7,231 8,512 8,890 4,602 4,224
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,627)
83 74 -1 1,160 1,160 1,242 1,233 385 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 12.6 0.0 50.3 55.1 64.9 67.8 35.1 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 2 8 8 14 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,039
COMMITMENTS
23,148 19,453 718 38,071 34,863 61,937 55,034 18,102 25,005
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11,305)
-569 3,313 -104 4,631 -147 3,958 3,062 7,347 8,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 24.3 0.9 47.6 43.6 77.4 68.8 22.6 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 29 6 27 21 52 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,050
COMMITMENTS
6,522 5,267 0 2,398 3,782 8,920 9,049 130 1
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 606)
-56 31 0 662 575 606 606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.1 58.2 0.0 26.5 41.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 0 3 2 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,914
COMMITMENTS
3,559 1,388 378 21,919 23,921 25,856 25,687 58 227
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 2,900)
151 -164 -112 2,896 3,330 2,935 3,054 -35 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 5.4 1.5 84.6 92.3 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 8 2 12 16 18 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,871
COMMITMENTS
3,795 786 1,036 24,830 27,925 29,661 29,747 210 124
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -234)
-245 501 6 22 -736 -217 -229 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 2.6 3.5 83.1 93.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 9 9 15 17
Updated September 4, 2009