WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,641
COMMITMENTS
65,420 77,121 132,967 180,480 151,252 378,868 361,340 30,774 48,301
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -291)
947 10,475 -594 -388 -8,808 -35 1,073 -256 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.8 32.5 44.1 36.9 92.5 88.2 7.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
83 140 178 89 104 302 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,234,636
COMMITMENTS
163,407 122,856 397,073 546,192 492,178 1106673 1012107 127,963 222,528
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -10,375)
-3,137 40,518 -6,031 8,725 -42,270 -443 -7,783 -9,932 -2,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 10.0 32.2 44.2 39.9 89.6 82.0 10.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
134 147 219 228 250 495 507
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,636
COMMITMENTS
1,530 2,920 1,490 11,705 10,589 14,725 14,999 2,911 2,637
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 555)
75 518 94 522 23 692 636 -137 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.6 8.4 66.4 60.0 83.5 85.1 16.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 18 4 21 14 30 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,107
COMMITMENTS
116,868 18,465 178,962 193,387 263,009 489,218 460,436 47,889 76,671
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 24,229)
10,860 893 8,167 10,111 16,907 29,137 25,967 -4,909 -1,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.4 33.3 36.0 49.0 91.1 85.7 8.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
152 92 170 120 138 356 326
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,833
COMMITMENTS
10,906 680 548 0 1,743 11,454 2,971 3,379 11,862
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,861)
-1,252 -295 -183 0 -2 -1,435 -480 -426 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 4.6 3.7 0.0 11.8 77.2 20.0 22.8 80.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 4 10 0 4 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 252,691
COMMITMENTS
28,726 24,742 70,036 122,808 137,350 221,570 232,127 31,121 20,564
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -2,214)
1,876 72 1,886 -4,963 -5,282 -1,201 -3,324 -1,013 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.8 27.7 48.6 54.4 87.7 91.9 12.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
51 41 74 68 66 174 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 777,949
COMMITMENTS
37,005 110,150 43,476 580,595 479,164 661,076 632,791 116,874 145,159
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -30,038)
-8,842 -7,519 -6,023 -17,852 -24,887 -32,717 -38,429 2,679 8,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 14.2 5.6 74.6 61.6 85.0 81.3 15.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
21 38 37 77 79 123 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,754
COMMITMENTS
42,915 6,108 26,206 52,811 103,176 121,931 135,490 29,823 16,264
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 11,344)
8,817 -431 2,364 539 11,982 11,720 13,914 -376 -2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 4.0 17.3 34.8 68.0 80.3 89.3 19.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
56 25 46 64 59 147 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,380
COMMITMENTS
1,908 1,120 832 4,416 4,584 7,157 6,536 1,223 1,844
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 95)
76 108 -38 269 -60 307 10 -212 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 13.4 9.9 52.7 54.7 85.4 78.0 14.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 8 6 22 15 36 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 504,924
COMMITMENTS
70,628 47,930 26,729 318,852 343,842 416,209 418,501 88,714 86,422
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -11,962)
-14,184 -3,925 932 7,318 -20,593 -5,933 -23,587 -6,029 11,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 9.5 5.3 63.1 68.1 82.4 82.9 17.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
22 24 14 72 65 104 93
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,370,963
COMMITMENTS
71,160 137,967 158,342 909,884 804,480 1139386 1100788 231,577 270,175
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -37,621)
-42,997 9,933 -907 6,309 -40,724 -37,595 -31,698 -25 -5,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.1 11.5 66.4 58.7 83.1 80.3 16.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
39 38 56 121 115 186 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 840,159
COMMITMENTS
79,536 67,758 29,499 582,135 572,310 691,171 669,568 148,988 170,591
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -31,274)
-12,739 -16,975 636 1,006 -38,808 -11,098 -55,147 -20,176 23,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.1 3.5 69.3 68.1 82.3 79.7 17.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
25 27 25 61 68 97 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 553,024
COMMITMENTS
167,956 19,455 128,287 215,593 378,482 511,835 526,224 41,188 26,800
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 40,404)
5,677 4,294 14,509 23,153 30,849 43,339 49,652 -2,935 -9,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 3.5 23.2 39.0 68.4 92.6 95.2 7.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 15 37 37 38 83 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 10,208
COMMITMENTS
2,984 1,599 99 3,258 4,843 6,341 6,541 3,867 3,667
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -368)
-714 648 97 -93 -1,329 -710 -584 342 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 15.7 1.0 31.9 47.4 62.1 64.1 37.9 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 2 6 5 11 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,710
COMMITMENTS
17,661 12,635 703 29,542 31,913 47,907 45,252 10,803 13,458
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,875)
1,191 1,662 274 1,836 1,696 3,301 3,632 -426 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 21.5 1.2 50.3 54.4 81.6 77.1 18.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 22 9 27 27 62 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,424
COMMITMENTS
1,940 5,339 182 18,180 14,521 20,302 20,042 122 382
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,977)
-3,088 151 68 1,127 -2,281 -1,893 -2,062 -84 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 26.1 0.9 89.0 71.1 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 14 3 11 13 23 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,346
COMMITMENTS
3,315 990 250 21,536 24,038 25,101 25,278 245 68
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,836)
1,212 -204 14 626 2,021 1,852 1,831 -16 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 3.9 1.0 85.0 94.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 6 3 11 9 22 17
Updated April 23, 2009