WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 394,648
COMMITMENTS
60,356 61,472 139,848 162,896 141,510 363,099 342,830 31,549 51,819
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 23,937)
1,470 7,226 21,588 -915 -4,843 22,143 23,971 1,794 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 15.6 35.4 41.3 35.9 92.0 86.9 8.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
67 122 168 77 93 275 308
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,228,466
COMMITMENTS
133,664 121,700 419,807 539,886 475,493 1093357 1017001 135,110 211,466
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -19,349)
1,150 -975 -13,333 -3,778 3,544 -15,961 -10,764 -3,388 -8,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.9 34.2 43.9 38.7 89.0 82.8 11.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
115 156 216 234 247 488 514
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,687
COMMITMENTS
533 2,017 1,318 14,596 12,295 16,447 15,631 2,241 3,056
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -644)
-19 -557 -233 -464 -472 -717 -1,263 73 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.8 7.1 78.1 65.8 88.0 83.6 12.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 7 20 13 31 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,414
COMMITMENTS
69,017 22,042 160,640 182,804 206,671 412,461 389,354 48,953 72,061
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,062)
3,026 -4,715 -2,260 -1,789 9,618 -1,023 2,644 3,085 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.8 34.8 39.6 44.8 89.4 84.4 10.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
115 95 161 105 118 311 305
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 250,936
COMMITMENTS
21,795 26,311 65,378 135,335 132,510 222,507 224,200 28,429 26,737
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -8,574)
3,595 -3,699 -4,977 -12,707 -544 -14,089 -9,220 5,515 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.5 26.1 53.9 52.8 88.7 89.3 11.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
35 48 70 66 66 155 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 840,097
COMMITMENTS
34,045 121,601 65,341 618,286 480,786 717,672 667,728 122,425 172,369
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 9,214)
-1,778 -5,828 6,139 2,158 1,637 6,519 1,948 2,694 7,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 14.5 7.8 73.6 57.2 85.4 79.5 14.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
19 34 36 72 75 115 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,943
COMMITMENTS
26,213 4,719 27,979 67,138 96,849 121,330 129,546 28,612 20,396
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -599)
1,355 -420 -2,029 -404 3,332 -1,078 883 478 -1,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 3.1 18.7 44.8 64.6 80.9 86.4 19.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 24 41 61 58 127 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,497
COMMITMENTS
1,301 1,250 896 4,300 3,423 6,497 5,569 1,000 1,929
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -748)
204 -204 -28 -634 -338 -458 -570 -289 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.7 12.0 57.3 45.7 86.7 74.3 13.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 7 18 14 32 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 516,232
COMMITMENTS
64,920 60,572 15,029 344,262 364,951 424,211 440,552 92,021 75,680
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 21,705)
-295 1,860 960 17,415 19,111 18,080 21,931 3,625 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.7 2.9 66.7 70.7 82.2 85.3 17.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
27 28 14 79 80 111 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,484,779
COMMITMENTS
113,273 151,035 218,958 916,055 841,398 1248286 1211391 236,492 273,387
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 50,165)
8,757 23,754 39,165 -22,392 8,208 25,531 71,126 24,634 -20,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 10.2 14.7 61.7 56.7 84.1 81.6 15.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
37 51 52 111 111 180 182
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,070,479
COMMITMENTS
75,541 111,046 65,318 759,440 712,217 900,299 888,582 170,180 181,897
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 30,278)
-1,102 494 8,859 32,328 71,341 40,085 80,694 -9,807 -50,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.4 6.1 70.9 66.5 84.1 83.0 15.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
19 35 30 71 66 111 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 625,635
COMMITMENTS
150,503 17,299 284,698 157,362 296,162 592,562 598,159 33,072 27,476
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 17,493)
7,588 -504 654 7,357 19,287 15,599 19,438 1,894 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.8 45.5 25.2 47.3 94.7 95.6 5.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 13 33 37 29 76 64
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 21,391
COMMITMENTS
3,577 4,170 87 13,540 13,612 17,204 17,869 4,187 3,523
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,377)
-977 -105 85 3,130 2,278 2,238 2,258 139 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 19.5 0.4 63.3 63.6 80.4 83.5 19.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 8 5 12 6 21 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,546
COMMITMENTS
22,652 16,557 906 44,426 53,370 67,984 70,833 16,562 13,714
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,900)
-1,410 -1,138 10 -2,538 1,019 -3,938 -109 2,038 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 19.6 1.1 52.5 63.1 80.4 83.8 19.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 27 10 28 27 56 61
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,110
COMMITMENTS
9,611 6,242 87 26,154 29,721 35,852 36,050 258 60
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 6,302)
76 837 -70 6,634 5,685 6,640 6,452 -338 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 17.3 0.2 72.4 82.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 2 10 13 21 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,053
COMMITMENTS
10,950 1,068 1,647 20,904 32,828 33,501 35,543 2,552 510
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -869)
202 -89 6 -2,484 -974 -2,276 -1,057 1,407 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 3.0 4.6 58.0 91.1 92.9 98.6 7.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 3 11 7 21 17
Updated February 13, 2009