WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 352,949
COMMITMENTS
60,903 53,219 104,855 160,555 147,469 326,313 305,544 26,636 47,405
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 7,785)
-895 4,080 6,969 2,689 -3,983 8,764 7,066 -979 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.1 29.7 45.5 41.8 92.5 86.6 7.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
71 118 126 80 97 245 265
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,270,167
COMMITMENTS
126,067 98,765 450,528 553,947 504,944 1130543 1054237 139,624 215,929
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,143)
-1,964 10,340 15,045 -2,344 -34,310 10,737 -8,925 -9,594 10,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.8 35.5 43.6 39.8 89.0 83.0 11.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
149 154 230 238 262 504 549
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,444
COMMITMENTS
726 1,732 1,200 14,432 13,023 16,357 15,955 2,087 2,489
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 580)
60 78 27 586 470 673 575 -93 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.4 6.5 78.2 70.6 88.7 86.5 11.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 11 7 22 16 33 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 413,270
COMMITMENTS
61,733 19,345 141,396 165,700 186,742 368,829 347,483 44,441 65,788
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 17,340)
6,098 -7 13,347 2,378 1,989 21,823 15,329 -4,483 2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.7 34.2 40.1 45.2 89.2 84.1 10.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
110 73 132 101 121 275 279
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,574
COMMITMENTS
7,303 1,477 945 0 1,130 8,248 3,552 3,326 8,022
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 12.8 8.2 0.0 9.8 71.3 30.7 28.7 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 7 10 0 3 14 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 240,463
COMMITMENTS
15,490 23,127 64,087 136,291 132,381 215,869 219,596 24,594 20,866
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 3,710)
-2,189 -5,242 2,105 4,535 6,527 4,450 3,390 -740 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.6 26.7 56.7 55.1 89.8 91.3 10.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
31 37 64 65 65 144 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 824,786
COMMITMENTS
62,560 140,802 53,863 588,637 471,452 705,060 666,117 119,726 158,669
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -3,824)
5,400 -16,182 481 7,736 12,458 13,618 -3,242 -17,441 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 17.1 6.5 71.4 57.2 85.5 80.8 14.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 32 33 61 79 105 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 134,946
COMMITMENTS
21,075 6,868 28,706 59,051 81,685 108,832 117,260 26,114 17,686
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -237)
117 -1,152 67 -631 2,822 -447 1,736 211 -1,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.1 21.3 43.8 60.5 80.6 86.9 19.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
38 24 39 57 55 122 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,331
COMMITMENTS
1,129 581 428 3,865 3,900 5,423 4,909 908 1,421
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -222)
4 33 -19 -172 -334 -187 -320 -34 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.2 6.8 61.1 61.6 85.7 77.5 14.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 11 5 18 16 28 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 550,026
COMMITMENTS
64,476 79,166 19,573 379,879 374,357 463,929 473,097 86,097 76,929
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 25,718)
85 -7,945 8,497 959 19,359 9,541 19,911 16,177 5,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.4 3.6 69.1 68.1 84.3 86.0 15.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
26 28 16 66 71 97 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,347,005
COMMITMENTS
130,152 112,067 156,917 846,516 791,896 1133585 1060880 213,420 286,125
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 18,402)
-27,293 -22,884 11,608 32,791 19,965 17,106 8,688 1,297 9,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.3 11.6 62.8 58.8 84.2 78.8 15.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
43 40 57 89 101 158 172
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,099,017
COMMITMENTS
96,303 154,910 57,915 762,345 698,523 916,563 911,348 182,455 187,669
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 8,194)
-9,122 8,103 6,779 11,709 -8,996 9,366 5,886 -1,172 2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.1 5.3 69.4 63.6 83.4 82.9 16.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 36 32 73 68 116 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 708,113
COMMITMENTS
160,834 16,033 335,779 177,198 320,688 673,811 672,500 34,302 35,613
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 7,321)
1,786 1,481 1,252 2,614 4,895 5,652 7,628 1,669 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.3 47.4 25.0 45.3 95.2 95.0 4.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 11 32 33 28 71 63
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,583
COMMITMENTS
3,533 3,692 0 5,765 5,379 9,298 9,071 3,285 3,511
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,150)
581 -21 -12 71 3,121 640 3,088 1,510 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 29.3 0.0 45.8 42.8 73.9 72.1 26.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 7 0 13 6 17 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,421
COMMITMENTS
19,780 11,290 638 36,381 42,926 56,799 54,854 13,622 15,567
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,333)
-1,009 999 115 -970 795 -1,865 1,910 3,198 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 16.0 0.9 51.7 61.0 80.7 77.9 19.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 16 5 27 22 53 42
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,319
COMMITMENTS
14,701 9,814 212 13,142 18,089 28,055 28,115 264 204
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,701)
-2,996 2,720 25 231 -5,519 -2,740 -2,774 39 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 34.7 0.7 46.4 63.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 12 3 9 13 22 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 48,446
COMMITMENTS
24,126 948 1,702 18,582 42,344 44,410 44,994 4,036 3,452
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -1,720)
-7,303 -196 39 1,876 -4,984 -5,388 -5,141 3,668 3,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 2.0 3.5 38.4 87.4 91.7 92.9 8.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 6 3 11 7 24 16
Updated January 16, 2009