WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,382
COMMITMENTS
58,187 59,782 108,602 166,098 141,561 332,887 309,944 25,495 48,438
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 5,434)
-2,716 6,563 3,747 5,543 -5,909 6,574 4,401 -1,140 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.7 30.3 46.3 39.5 92.9 86.5 7.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
70 106 126 80 94 237 260
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,258,263
COMMITMENTS
131,483 97,093 446,262 541,366 499,034 1119110 1042389 139,153 215,875
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -11,904)
5,415 -1,672 -4,267 -12,581 -5,910 -11,432 -11,849 -471 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.7 35.5 43.0 39.7 88.9 82.8 11.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
138 149 223 232 259 493 534
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,425
COMMITMENTS
671 1,810 1,328 14,439 12,864 16,438 16,003 1,987 2,423
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -19)
-55 78 129 7 -159 81 48 -100 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 9.8 7.2 78.4 69.8 89.2 86.9 10.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 14 8 23 17 35 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,483
COMMITMENTS
62,254 23,727 157,371 178,618 196,071 398,243 377,169 44,240 65,313
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 29,212)
521 4,383 15,975 12,918 9,329 29,414 29,687 -201 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 5.4 35.6 40.4 44.3 90.0 85.2 10.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
109 87 146 111 126 298 302
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,718
COMMITMENTS
8,264 1,252 867 0 1,214 9,131 3,333 2,587 8,385
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 144)
961 -225 -78 0 84 883 -219 -739 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 10.7 7.4 0.0 10.4 77.9 28.4 22.1 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 5 9 0 3 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 251,296
COMMITMENTS
15,496 26,452 67,099 144,178 137,572 226,774 231,123 24,523 20,173
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 10,834)
6 3,324 3,012 7,887 5,191 10,905 11,527 -71 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.5 26.7 57.4 54.7 90.2 92.0 9.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
32 44 67 64 67 144 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,306
COMMITMENTS
41,896 136,460 56,778 599,807 461,830 698,481 655,068 120,825 164,238
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -5,480)
-20,665 -4,343 2,916 11,170 -9,622 -6,579 -11,049 1,099 5,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 16.7 6.9 73.2 56.4 85.3 80.0 14.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
21 34 34 64 77 105 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,180
COMMITMENTS
21,744 6,204 27,662 61,738 86,089 111,144 119,955 27,036 18,225
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 3,234)
668 -664 -1,044 2,688 4,403 2,312 2,695 922 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.5 20.0 44.7 62.3 80.4 86.8 19.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
45 22 39 60 53 125 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,267
COMMITMENTS
1,176 701 313 3,725 3,678 5,214 4,692 1,052 1,575
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -64)
47 120 -116 -140 -222 -208 -218 144 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 11.2 5.0 59.4 58.7 83.2 74.9 16.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 10 4 17 16 27 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 537,474
COMMITMENTS
71,416 68,150 22,434 349,651 370,897 443,501 461,481 93,973 75,993
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -12,552)
6,939 -11,016 2,861 -30,227 -3,461 -20,427 -11,616 7,875 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.7 4.2 65.1 69.0 82.5 85.9 17.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
25 29 18 68 76 103 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,417,705
COMMITMENTS
128,321 121,015 181,379 877,865 807,679 1187564 1110072 230,140 307,633
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 70,700)
-1,831 8,948 24,461 31,349 15,783 53,979 49,192 16,720 21,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 8.5 12.8 61.9 57.0 83.8 78.3 16.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
38 44 60 95 107 165 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,045,898
COMMITMENTS
77,424 148,699 57,946 722,694 656,882 858,064 863,527 187,834 182,371
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -53,120)
-18,879 -6,211 31 -39,651 -41,641 -58,499 -47,821 5,379 -5,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.2 5.5 69.1 62.8 82.0 82.6 18.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
25 37 33 68 65 110 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 701,245
COMMITMENTS
159,260 17,871 334,977 174,810 316,955 669,047 669,803 32,198 31,442
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -6,868)
-1,574 1,838 -802 -2,388 -3,733 -4,764 -2,697 -2,104 -4,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.5 47.8 24.9 45.2 95.4 95.5 4.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 10 31 34 30 71 65
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,982
COMMITMENTS
3,552 4,084 5 9,659 9,653 13,216 13,741 3,766 3,240
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,399)
19 392 5 3,895 4,273 3,918 4,670 481 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.0 0.0 56.9 56.8 77.8 80.9 22.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 8 1 13 8 18 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,260
COMMITMENTS
19,979 11,095 780 41,155 49,394 61,913 61,268 17,347 17,992
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 8,839)
199 -195 142 4,774 6,468 5,115 6,415 3,725 2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 14.0 1.0 51.9 62.3 78.1 77.3 21.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 19 4 25 25 52 46
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,247
COMMITMENTS
13,651 7,824 107 11,337 17,163 25,095 25,094 152 153
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -3,072)
-1,050 -1,990 -105 -1,805 -926 -2,960 -3,021 -112 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 31.0 0.4 44.9 68.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 3 8 16 21 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 43,827
COMMITMENTS
15,898 1,192 1,712 25,405 40,890 43,015 43,794 812 33
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -4,619)
-8,228 244 10 6,823 -1,454 -1,395 -1,200 -3,224 -3,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 2.7 3.9 58.0 93.3 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 3 12 7 24 17
Updated January 23, 2009