WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,625
COMMITMENTS
60,491 67,915 105,818 164,235 135,289 330,544 309,022 30,081 51,603
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -46,578)
324 2,862 -42,790 -3,580 -7,354 -46,046 -47,281 -532 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 18.8 29.3 45.5 37.5 91.7 85.7 8.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
69 114 138 75 86 246 274
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,091,888
COMMITMENTS
129,330 140,851 311,900 510,980 425,535 952,209 878,286 139,679 213,602
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -133,684)
-683 -2,279 -88,807 -44,112 -34,472 -133,602 -125,558 -82 -8,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.9 28.6 46.8 39.0 87.2 80.4 12.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
106 131 182 220 222 440 447
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,986
COMMITMENTS
366 2,836 1,255 12,943 10,313 14,563 14,403 2,423 2,584
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,675)
-4 435 -131 -1,697 -1,661 -1,833 -1,357 158 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 16.7 7.4 76.2 60.7 85.7 84.8 14.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 16 7 20 15 29 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 399,233
COMMITMENTS
58,751 39,198 120,148 175,816 172,792 354,716 332,138 44,517 67,095
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -70,066)
-2,422 6,257 -40,925 -22,089 -29,160 -65,436 -63,828 -4,629 -6,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 9.8 30.1 44.0 43.3 88.8 83.2 11.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
87 95 128 108 113 269 279
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 237,776
COMMITMENTS
18,300 31,973 66,435 129,639 111,506 214,374 209,914 23,402 27,863
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -25,603)
-1,617 1,234 -1,745 -18,342 -23,100 -21,704 -23,612 -3,899 -1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 13.4 27.9 54.5 46.9 90.2 88.3 9.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
37 43 76 64 61 156 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,573
COMMITMENTS
35,360 127,273 61,341 594,821 457,519 691,521 646,132 123,052 168,440
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -44,816)
-5,087 -1,587 -2,333 -35,100 -38,606 -42,520 -42,527 -2,296 -2,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.6 7.5 73.0 56.2 84.9 79.3 15.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
18 33 33 70 70 110 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 129,294
COMMITMENTS
17,485 9,001 17,173 69,579 80,054 104,237 106,228 25,057 23,066
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -14,493)
-2,818 2,885 -8,171 -1,677 -7,439 -12,666 -12,725 -1,827 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.0 13.3 53.8 61.9 80.6 82.2 19.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
34 19 30 65 57 112 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,407
COMMITMENTS
1,378 1,269 474 4,243 3,260 6,096 5,004 1,311 2,403
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -479)
38 6 -280 -253 -117 -494 -391 15 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 17.1 6.4 57.3 44.0 82.3 67.6 17.7 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 11 5 18 15 29 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 489,030
COMMITMENTS
80,388 62,292 23,334 327,685 357,732 431,407 443,358 57,623 45,672
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -47,275)
2,069 2,895 7,015 -19,409 -20,893 -10,325 -10,983 -36,951 -36,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.7 4.8 67.0 73.2 88.2 90.7 11.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
30 26 19 75 74 116 109
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,100,403
COMMITMENTS
104,751 121,699 102,903 731,909 676,482 939,564 901,085 160,840 199,318
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -395,726)
-2,164 -20,141 -109,690 -174,507 -180,996 -286,361 -310,827 -109,365 -84,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 11.1 9.4 66.5 61.5 85.4 81.9 14.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 34 39 97 99 151 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,788
COMMITMENTS
106,646 104,711 39,026 675,767 650,197 821,439 793,934 77,349 104,854
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -179,581)
23,507 -1,853 -25,200 -72,375 -60,937 -74,068 -87,990 -105,513 -91,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.7 4.3 75.2 72.3 91.4 88.3 8.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
18 33 24 65 60 98 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 683,982
COMMITMENTS
170,669 14,388 305,238 171,841 329,998 647,748 649,624 36,235 34,359
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 35,005)
13,671 -3,034 17,181 5,539 22,206 36,392 36,354 -1,387 -1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 2.1 44.6 25.1 48.2 94.7 95.0 5.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 12 34 35 29 74 65
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,211
COMMITMENTS
5,252 4,727 243 14,266 15,324 19,761 20,294 5,450 4,917
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,313)
971 -86 148 693 1,180 1,812 1,243 502 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.7 1.0 56.6 60.8 78.4 80.5 21.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 8 5 11 6 21 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,421
COMMITMENTS
23,432 15,963 1,189 38,663 52,624 63,283 69,776 19,138 12,646
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -6,699)
-1,350 -240 141 -4,186 -2,459 -5,396 -2,558 -1,303 -4,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 19.4 1.4 46.9 63.8 76.8 84.7 23.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 21 10 31 28 64 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 26,146
COMMITMENTS
10,746 4,485 1,574 13,743 19,346 26,063 25,405 83 741
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,890)
788 251 1,103 -7,693 -7,161 -5,802 -5,807 -88 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 17.2 6.0 52.6 74.0 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 13 3 11 13 23 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,006
COMMITMENTS
9,496 1,204 2,447 21,779 32,191 33,722 35,842 2,284 164
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -223)
-1,478 -470 657 661 -433 -160 -246 -63 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 3.3 6.8 60.5 89.4 93.7 99.5 6.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 4 11 8 21 19
Updated February 27, 2009