WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,160
COMMITMENTS
61,198 74,635 107,781 172,543 141,866 341,522 324,282 28,638 45,878
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 12,261)
759 330 5,020 6,945 8,383 12,724 13,734 -463 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 20.2 29.1 46.6 38.3 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
77 123 133 80 94 247 281
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,119,773
COMMITMENTS
139,887 109,492 339,017 503,701 461,783 982,605 910,292 137,168 209,480
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 12,158)
11,463 -23,395 9,793 -10,454 32,113 10,803 18,511 1,355 -6,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.8 30.3 45.0 41.2 87.8 81.3 12.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530)
119 129 181 218 236 448 453
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,127
COMMITMENTS
499 2,464 1,487 12,043 9,605 14,029 13,556 2,098 2,571
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -56)
6 -372 134 -328 159 -188 -79 133 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 15.3 9.2 74.7 59.6 87.0 84.1 13.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 11 5 21 14 30 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,707
COMMITMENTS
53,275 40,254 128,664 175,587 164,844 357,526 333,762 46,181 69,945
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 5,333)
-1,603 -3,336 4,982 -1,489 2,778 1,890 4,424 3,443 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 10.0 31.9 43.5 40.8 88.6 82.7 11.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
82 98 134 106 110 276 274
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 237,650
COMMITMENTS
21,347 37,852 58,049 132,725 113,218 212,122 209,119 25,528 28,531
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -2,228)
1,326 735 -3,096 -3,091 -1,708 -4,862 -4,069 2,633 1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 15.9 24.4 55.8 47.6 89.3 88.0 10.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
35 53 54 63 60 136 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 789,385
COMMITMENTS
39,326 141,280 44,891 593,757 442,391 677,973 628,562 111,412 160,823
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -23,277)
2,243 2,394 -18,462 -9,478 -11,559 -25,697 -27,627 2,419 4,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 17.9 5.7 75.2 56.0 85.9 79.6 14.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
22 36 36 74 79 119 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 124,178
COMMITMENTS
21,705 12,563 21,131 58,412 67,888 101,248 101,582 22,930 22,597
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -5,527)
2,433 1,064 376 -8,442 -5,696 -5,633 -4,255 107 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 10.1 17.0 47.0 54.7 81.5 81.8 18.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
38 25 34 56 48 111 95
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,025
COMMITMENTS
1,395 1,312 485 3,935 3,249 5,815 5,046 1,210 1,979
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 310)
17 34 -112 90 366 -5 288 316 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 18.7 6.9 56.0 46.3 82.8 71.8 17.2 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 13 5 22 17 35 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 469,976
COMMITMENTS
77,886 54,212 17,372 295,249 335,157 390,507 406,741 79,468 63,234
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -26,278)
-4,198 -11,324 -432 -5,985 -1,980 -10,615 -13,736 -15,664 -12,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.5 3.7 62.8 71.3 83.1 86.5 16.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 27 17 67 68 102 103
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,247,988
COMMITMENTS
76,744 136,740 145,424 810,605 720,492 1032773 1002656 215,215 245,332
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -21,410)
-5,710 1,382 1,068 27,305 -4,366 22,663 -1,916 -44,073 -19,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.0 11.7 65.0 57.7 82.8 80.3 17.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
35 39 49 107 111 167 174
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 978,070
COMMITMENTS
116,476 80,814 20,554 664,502 707,595 801,532 808,962 176,538 169,108
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -25,237)
10,242 -3,638 -9,092 -21,255 -1,468 -20,105 -14,198 -5,131 -11,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 8.3 2.1 67.9 72.3 82.0 82.7 18.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
15 36 27 68 65 102 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 461,994
COMMITMENTS
142,963 12,851 124,561 159,366 295,943 426,890 433,354 35,105 28,640
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 26,032)
1,721 3,777 -538 22,670 25,743 23,853 28,982 2,179 -2,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 2.8 27.0 34.5 64.1 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 12 28 33 30 68 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,245
COMMITMENTS
5,854 5,764 1,293 15,435 15,650 22,583 22,707 4,662 4,538
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 958)
441 -30 605 459 -384 1,505 190 -548 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 21.2 4.7 56.7 57.4 82.9 83.3 17.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 12 8 12 7 26 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,342
COMMITMENTS
22,851 16,664 1,948 37,899 47,292 62,698 65,905 18,644 15,438
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 473)
-32 37 756 -1,171 -4,174 -447 -3,381 920 3,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 20.5 2.4 46.6 58.1 77.1 81.0 22.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 21 16 28 30 66 59
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,654
COMMITMENTS
10,487 4,401 432 18,496 24,433 29,415 29,266 1,239 1,388
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,477)
-163 -93 -401 3,198 3,071 2,634 2,577 843 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 14.4 1.4 60.3 79.7 96.0 95.5 4.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 11 3 12 15 24 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,796
COMMITMENTS
9,995 1,454 2,390 22,634 31,091 35,019 34,935 777 861
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -1,023)
256 104 391 -2,312 -2,141 -1,665 -1,646 642 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.1 6.7 63.2 86.9 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 6 5 11 8 21 18
Updated March 13, 2009