WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 375,260
COMMITMENTS
76,865 73,199 96,282 171,001 158,934 344,147 328,415 31,113 46,846
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,107)
8,474 -4,066 -14,560 -2,429 12,218 -8,515 -6,409 -592 -2,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.5 25.7 45.6 42.4 91.7 87.5 8.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
95 124 135 80 100 265 288
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,175,078
COMMITMENTS
186,439 105,732 359,320 511,348 500,802 1057107 965,854 117,971 209,224
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 10,100)
27,102 -21,263 3,016 -9,131 35,694 20,987 17,447 -10,886 -7,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.0 30.6 43.5 42.6 90.0 82.2 10.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
145 126 198 221 257 476 493
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,850
COMMITMENTS
1,439 2,433 1,093 9,919 9,237 12,451 12,763 2,399 2,087
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -922)
-426 -658 19 -119 111 -525 -529 -397 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 16.4 7.4 66.8 62.2 83.8 85.9 16.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 15 3 18 11 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,869
COMMITMENTS
124,451 19,270 169,053 197,585 277,711 491,088 466,034 57,781 82,835
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 45,047)
16,632 -3,255 23,925 -1,475 19,374 39,082 40,044 5,965 5,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 3.5 30.8 36.0 50.6 89.5 84.9 10.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
159 80 159 111 146 342 323
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,129
COMMITMENTS
13,787 1,111 383 0 1,475 14,170 2,969 2,959 14,160
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 3,744)
4,005 607 20 0 188 4,025 815 -281 2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 6.5 2.2 0.0 8.6 82.7 17.3 17.3 82.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
18 5 10 0 3 21 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 244,315
COMMITMENTS
36,549 25,027 62,367 111,700 137,718 210,615 225,112 33,699 19,203
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 5,058)
7,467 738 1,284 -8,387 5,417 364 7,440 4,694 -2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.2 25.5 45.7 56.4 86.2 92.1 13.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
60 43 71 71 64 180 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 747,446
COMMITMENTS
40,748 111,076 35,775 548,277 443,544 624,800 590,395 122,645 157,051
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,573)
-3,152 73 1,823 -10,399 -14,365 -11,728 -12,469 9,156 9,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.9 4.8 73.4 59.3 83.6 79.0 16.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 33 33 71 70 115 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,069
COMMITMENTS
49,005 4,717 26,617 56,562 114,493 132,184 145,828 30,885 17,241
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 15,452)
9,292 -1,408 2,008 3,839 18,549 15,140 19,150 313 -3,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 2.9 16.3 34.7 70.2 81.1 89.4 18.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
59 23 40 62 53 147 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,513
COMMITMENTS
2,519 1,061 751 4,063 5,043 7,333 6,855 1,181 1,658
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 150)
459 38 51 -384 294 125 382 25 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 12.5 8.8 47.7 59.2 86.1 80.5 13.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 10 7 19 16 37 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 490,525
COMMITMENTS
79,455 48,190 16,372 293,825 330,671 389,651 395,232 100,874 95,293
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 4,032)
16,632 -5,608 -801 -13,501 2,749 2,330 -3,660 1,702 7,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 9.8 3.3 59.9 67.4 79.4 80.6 20.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
24 24 18 65 63 100 94
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,355,762
COMMITMENTS
56,646 165,184 137,887 933,321 768,881 1127855 1071952 227,907 283,810
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 27,371)
-10,395 21,538 26,743 29,815 -12,891 46,163 35,390 -18,791 -8,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.2 10.2 68.8 56.7 83.2 79.1 16.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
29 46 53 121 116 179 186
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 877,263
COMMITMENTS
109,884 71,207 30,064 570,683 589,528 710,631 690,799 166,631 186,463
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 10,813)
20,144 -7,704 16 -10,481 3,252 9,678 -4,436 1,135 15,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 8.1 3.4 65.1 67.2 81.0 78.7 19.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
15 30 22 65 69 94 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 485,244
COMMITMENTS
160,462 16,773 97,164 183,773 340,461 441,399 454,398 43,844 30,845
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -82,635)
-11,306 -2,614 -35,515 -32,411 -42,414 -79,233 -80,543 -3,402 -2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 3.5 20.0 37.9 70.2 91.0 93.6 9.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 13 32 33 35 72 70
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,660
COMMITMENTS
3,481 1,675 98 5,105 7,798 8,684 9,571 4,976 4,089
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 1,645)
294 327 -1 399 972 692 1,298 953 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 12.3 0.7 37.4 57.1 63.6 70.1 36.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 1 7 6 13 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,368
COMMITMENTS
16,338 16,101 563 30,633 27,080 47,534 43,744 10,834 14,624
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,727)
559 1,031 78 -4,527 -3,097 -3,890 -1,987 164 -1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 27.6 1.0 52.5 46.4 81.4 74.9 18.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 30 10 29 30 61 62
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,793
COMMITMENTS
2,674 2,644 77 14,946 14,843 17,697 17,564 96 229
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,192)
-2,318 439 0 1,150 -1,543 -1,168 -1,104 -24 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.9 0.4 84.0 83.4 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 13 1 11 12 21 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,544
COMMITMENTS
2,739 356 49 32,662 35,075 35,450 35,480 94 64
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 219)
-11 -914 -20 301 1,143 270 209 -51 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.0 0.1 91.9 98.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 1 10 8 18 14
Updated May 08, 2009