WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 366,634
COMMITMENTS
59,449 55,506 115,181 162,000 145,551 336,631 316,239 30,004 50,396
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 8,252)
1,262 -4,276 6,579 -4,098 3,991 3,743 6,294 4,508 1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 15.1 31.4 44.2 39.7 91.8 86.3 8.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
69 114 130 75 91 241 261
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,227,531
COMMITMENTS
127,317 102,347 430,026 538,809 484,648 1096152 1017020 131,379 210,511
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -30,732)
-4,165 5,254 -16,236 -2,557 -14,386 -22,959 -25,369 -7,774 -5,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.3 35.0 43.9 39.5 89.3 82.9 10.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
120 147 202 233 252 473 508
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,457
COMMITMENTS
630 2,051 1,480 14,257 12,611 16,366 16,141 2,090 2,315
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 31)
-41 241 151 -182 -253 -72 138 103 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.1 8.0 77.2 68.3 88.7 87.5 11.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 12 8 22 17 34 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,782
COMMITMENTS
66,615 22,928 160,884 186,934 208,327 414,433 392,139 44,349 66,643
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 16,299)
4,361 -800 3,513 8,316 12,256 16,190 14,969 109 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 5.0 35.1 40.7 45.4 90.3 85.5 9.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
111 84 155 109 127 304 311
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 12,629
COMMITMENTS
9,017 1,351 985 0 1,305 10,002 3,641 2,627 8,988
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 911)
753 99 118 0 91 871 308 40 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 10.7 7.8 0.0 10.3 79.2 28.8 20.8 71.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
15 5 11 0 3 17 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 249,622
COMMITMENTS
15,537 26,424 65,265 145,219 136,868 226,021 228,558 23,602 21,064
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -1,674)
41 -27 -1,834 1,040 -704 -753 -2,565 -921 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.6 26.1 58.2 54.8 90.5 91.6 9.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
34 42 71 64 66 149 159
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 809,589
COMMITMENTS
40,800 121,233 47,706 600,199 478,538 688,705 647,477 120,883 162,111
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -9,717)
-1,095 -15,226 -9,072 392 16,708 -9,776 -7,590 58 -2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.0 5.9 74.1 59.1 85.1 80.0 14.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 30 32 68 80 108 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 146,117
COMMITMENTS
25,494 4,937 29,644 63,758 92,349 118,896 126,930 27,221 19,187
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 7,938)
3,750 -1,267 1,982 2,019 6,260 7,752 6,975 186 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 3.4 20.3 43.6 63.2 81.4 86.9 18.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
42 25 39 65 57 132 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,165
COMMITMENTS
1,304 990 374 4,217 3,570 5,894 4,934 1,270 2,231
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 898)
127 290 61 492 -109 680 242 218 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.8 5.2 58.9 49.8 82.3 68.9 17.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 10 3 16 13 26 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 506,360
COMMITMENTS
72,889 64,388 14,615 332,824 355,083 420,328 434,087 86,032 72,273
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -31,114)
1,474 -3,762 -7,819 -16,827 -15,813 -23,173 -27,394 -7,941 -3,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.7 2.9 65.7 70.1 83.0 85.7 17.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
25 30 16 68 73 101 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,328,670
COMMITMENTS
123,334 109,209 137,212 853,757 796,105 1114303 1042526 214,367 286,145
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -89,035)
-4,987 -11,805 -44,167 -24,107 -11,574 -73,261 -67,546 -15,773 -21,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 8.2 10.3 64.3 59.9 83.9 78.5 16.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
38 33 48 96 107 155 167
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,016,234
COMMITMENTS
71,340 133,826 55,087 709,698 644,009 836,125 832,922 180,109 183,312
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -29,663)
-6,084 -14,872 -2,859 -12,996 -12,874 -21,938 -30,605 -7,725 941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.2 5.4 69.8 63.4 82.3 82.0 17.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
23 37 32 64 63 102 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 719,540
COMMITMENTS
169,031 17,725 337,413 179,058 332,460 685,502 687,598 34,038 31,942
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 18,296)
9,771 -146 2,436 4,248 15,505 16,456 17,795 1,840 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 2.5 46.9 24.9 46.2 95.3 95.6 4.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 13 35 35 32 77 71
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,271
COMMITMENTS
4,462 4,142 4 9,704 9,940 14,170 14,086 3,101 3,185
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 289)
911 58 -1 44 287 954 345 -665 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 24.0 0.0 56.2 57.6 82.0 81.6 18.0 18.4
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 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,206
COMMITMENTS
22,305 14,848 717 41,618 46,655 64,641 62,220 14,565 16,986
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -54)
2,327 3,753 -63 464 -2,738 2,727 952 -2,781 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 18.7 0.9 52.5 58.9 81.6 78.6 18.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 23 3 28 24 54 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 21,718
COMMITMENTS
10,189 5,574 358 10,992 15,612 21,539 21,544 179 174
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -3,529)
-3,462 -2,250 251 -345 -1,551 -3,556 -3,550 27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 25.7 1.6 50.6 71.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 8 14 21 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,562
COMMITMENTS
12,603 1,033 1,641 22,581 34,820 36,825 37,494 737 68
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -6,265)
-3,295 -159 -71 -2,824 -6,070 -6,190 -6,300 -75 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 2.8 4.4 60.1 92.7 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 2 11 7 22 15
Updated January 30, 2009