WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 390,190
COMMITMENTS
64,231 69,393 119,905 176,710 154,049 360,846 343,346 29,344 46,844
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 20,030)
3,033 -5,242 12,124 4,167 12,182 19,324 19,064 706 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 17.8 30.7 45.3 39.5 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
79 122 146 79 92 259 289
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,160,066
COMMITMENTS
145,526 78,725 364,003 512,958 507,560 1022486 950,288 137,579 209,778
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 40,293)
5,639 -30,767 24,986 9,257 45,777 39,882 39,996 411 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.8 31.4 44.2 43.8 88.1 81.9 11.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
131 130 201 220 238 469 468
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,663
COMMITMENTS
661 2,200 1,486 11,233 9,509 13,381 13,195 2,282 2,467
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -464)
163 -264 -1 -810 -96 -648 -361 184 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 14.0 9.5 71.7 60.7 85.4 84.2 14.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 11 5 21 14 31 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,601
COMMITMENTS
60,968 38,520 141,050 176,427 176,215 378,444 355,785 43,156 65,815
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 17,894)
7,693 -1,734 12,386 840 11,372 20,918 22,023 -3,024 -4,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.1 33.5 41.8 41.8 89.8 84.4 10.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
86 107 148 108 113 292 292
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 10,769
COMMITMENTS
7,184 1,452 579 0 1,094 7,763 3,125 3,006 7,644
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 13.5 5.4 0.0 10.2 72.1 29.0 27.9 71.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 6 10 0 3 12 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 240,044
COMMITMENTS
20,489 44,194 55,788 139,133 114,740 215,410 214,722 24,634 25,322
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 2,394)
-859 6,342 -2,261 6,408 1,522 3,288 5,603 -894 -3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 18.4 23.2 58.0 47.8 89.7 89.5 10.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
42 60 62 63 61 147 159
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 799,745
COMMITMENTS
37,903 138,666 51,820 591,018 450,746 680,741 641,232 119,004 158,513
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 10,360)
-1,423 -2,614 6,930 -2,739 8,355 2,768 12,670 7,592 -2,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 17.3 6.5 73.9 56.4 85.1 80.2 14.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
27 35 44 73 76 125 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 125,278
COMMITMENTS
23,302 8,621 23,010 54,501 72,155 100,813 103,787 24,465 21,491
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,100)
1,596 -3,942 1,879 -3,910 4,268 -435 2,205 1,534 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 6.9 18.4 43.5 57.6 80.5 82.8 19.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
36 30 39 61 50 123 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,349
COMMITMENTS
1,339 1,448 500 4,327 3,023 6,165 4,970 1,184 2,379
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 325)
-56 136 15 392 -226 351 -76 -26 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 19.7 6.8 58.9 41.1 83.9 67.6 16.1 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 12 5 23 14 36 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 490,191
COMMITMENTS
82,851 45,861 19,989 303,867 347,767 406,707 413,617 83,485 76,574
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 20,216)
4,965 -8,351 2,617 8,618 12,610 16,199 6,875 4,016 13,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.4 4.1 62.0 70.9 83.0 84.4 17.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
28 23 16 66 65 101 97
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,332,874
COMMITMENTS
75,331 149,870 169,887 856,493 769,943 1101711 1089701 231,162 243,172
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 84,885)
-1,413 13,131 24,463 45,888 49,451 68,938 87,045 15,947 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.2 12.7 64.3 57.8 82.7 81.8 17.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
32 49 54 115 112 180 182
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,181
COMMITMENTS
97,524 78,029 25,667 634,448 655,772 757,639 759,467 164,542 162,713
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -55,890)
-18,952 -2,785 5,113 -30,054 -51,823 -43,893 -49,495 -11,997 -6,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.5 2.8 68.8 71.1 82.2 82.4 17.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
14 36 26 67 62 99 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 492,120
COMMITMENTS
149,563 18,041 130,839 176,385 313,735 456,787 462,615 35,334 29,506
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 30,126)
6,600 5,190 6,278 17,019 17,792 29,897 29,260 229 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 3.7 26.6 35.8 63.8 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 14 32 33 29 71 65
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,589
COMMITMENTS
6,073 4,887 1,366 15,332 15,967 22,772 22,221 4,818 5,368
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 344)
219 -877 73 -103 318 189 -486 156 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 17.7 5.0 55.6 57.9 82.5 80.5 17.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 9 14 8 29 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,591
COMMITMENTS
24,430 21,760 3,476 53,293 50,206 81,199 75,442 14,391 20,149
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 14,248)
1,579 5,096 1,527 15,395 2,914 18,501 9,537 -4,253 4,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 22.8 3.6 55.8 52.5 84.9 78.9 15.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 29 21 32 34 73 71
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,458
COMMITMENTS
5,604 2,199 81 10,683 13,995 16,368 16,275 90 183
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -14,196)
-4,883 -2,202 -351 -7,813 -10,438 -13,047 -12,991 -1,149 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 13.4 0.5 64.9 85.0 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 1 10 10 22 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,981
COMMITMENTS
10,558 937 162 8,138 17,728 18,858 18,827 123 154
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -16,815)
563 -517 -2,228 -14,496 -13,363 -16,161 -16,108 -654 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 4.9 0.9 42.9 93.4 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 2 9 6 19 14
Updated March 20, 2009