WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,363
COMMITMENTS
83,453 68,248 102,936 176,707 176,860 363,096 348,044 30,267 45,319
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -585)
-559 -2,097 -952 2,720 4,450 1,209 1,401 -1,794 -1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.3 26.2 44.9 45.0 92.3 88.5 7.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
107 134 151 84 107 294 308
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,294,390
COMMITMENTS
236,880 73,599 379,938 543,990 600,523 1160809 1054061 133,581 240,329
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 29,876)
14,555 -11,452 4,538 12,983 29,557 32,075 22,642 -2,200 7,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 5.7 29.4 42.0 46.4 89.7 81.4 10.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
179 118 214 228 274 521 515
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,585
COMMITMENTS
2,051 1,010 1,259 8,846 10,063 12,156 12,332 2,429 2,253
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -335)
-35 -395 37 -14 0 -12 -359 -323 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.9 8.6 60.7 69.0 83.3 84.6 16.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 10 6 18 11 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 605,299
COMMITMENTS
132,757 18,462 204,203 207,295 298,011 544,255 520,676 61,043 84,623
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 37,025)
4,436 2,279 27,706 7,282 10,135 39,424 40,121 -2,399 -3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.1 33.7 34.2 49.2 89.9 86.0 10.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
170 94 183 124 162 383 364
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,483
COMMITMENTS
15,974 2,773 781 0 2,102 16,755 5,656 3,728 14,827
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,312)
1,047 912 144 0 723 1,191 1,779 121 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 13.5 3.8 0.0 10.3 81.8 27.6 18.2 72.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 11 12 0 7 19 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 266,450
COMMITMENTS
44,714 31,979 66,385 120,957 148,513 232,056 246,877 34,394 19,573
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 14,207)
-419 7,469 3,776 10,833 1,728 14,191 12,973 16 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.0 24.9 45.4 55.7 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
65 35 60 69 62 170 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,590
COMMITMENTS
44,940 156,680 42,523 589,278 444,521 676,741 643,724 121,849 154,866
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 7,712)
5,562 21,410 -5,761 8,935 -5,073 8,736 10,575 -1,024 -2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 19.6 5.3 73.8 55.7 84.7 80.6 15.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
18 45 35 75 75 120 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,351
COMMITMENTS
53,324 4,477 36,336 67,266 135,577 156,926 176,390 38,425 18,961
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 21,893)
5,625 -1,506 6,307 3,314 14,913 15,246 19,714 6,647 2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 2.3 18.6 34.4 69.4 80.3 90.3 19.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
71 19 52 67 63 162 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,334
COMMITMENTS
2,378 1,362 686 4,012 4,118 7,075 6,166 1,259 2,168
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 32)
217 271 -35 -151 -340 30 -104 1 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 16.3 8.2 48.1 49.4 84.9 74.0 15.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 12 8 19 16 37 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 566,668
COMMITMENTS
126,874 44,564 31,715 302,905 389,127 461,493 465,405 105,174 101,263
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 42,897)
27,948 -13,572 11,846 -2,739 34,812 37,055 33,086 5,841 9,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 7.9 5.6 53.5 68.7 81.4 82.1 18.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
28 22 19 65 74 102 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,480,063
COMMITMENTS
54,825 154,359 162,483 1037866 875,435 1255173 1192276 224,889 287,786
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 10,217)
-23,261 -2,556 4,876 36,540 15,333 18,154 17,654 -7,937 -7,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.4 11.0 70.1 59.1 84.8 80.6 15.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
40 42 59 131 127 195 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 911,330
COMMITMENTS
109,236 93,230 46,855 592,684 570,746 748,774 710,831 162,556 200,499
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 10,890)
-2,150 12,902 4,767 13,337 -21,011 15,954 -3,341 -5,063 14,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 10.2 5.1 65.0 62.6 82.2 78.0 17.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
20 29 25 65 72 98 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 550,040
COMMITMENTS
164,112 22,040 121,678 223,484 372,949 509,274 516,667 40,765 33,372
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 36,659)
1,704 -870 16,903 19,502 17,444 38,109 33,477 -1,449 3,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 4.0 22.1 40.6 67.8 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 15 31 34 32 74 67
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,003
COMMITMENTS
3,913 1,714 30 4,605 8,109 8,548 9,853 5,455 4,150
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -292)
-70 -830 6 -559 136 -623 -688 331 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 12.2 0.2 32.9 57.9 61.0 70.4 39.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 8 7 16 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 56,999
COMMITMENTS
18,174 12,991 761 26,938 27,407 45,872 41,159 11,127 15,840
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -1,666)
-949 -62 -99 1,374 -2,122 326 -2,283 -1,992 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 22.8 1.3 47.3 48.1 80.5 72.2 19.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 25 12 27 28 61 59
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,935
COMMITMENTS
2,299 4,327 369 18,190 15,912 20,858 20,608 77 327
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,009)
132 -103 290 592 787 1,014 974 -5 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 20.7 1.8 86.9 76.0 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 13 2 10 14 20 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,071
COMMITMENTS
3,332 329 0 28,541 31,562 31,873 31,891 198 180
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -2,350)
-575 163 -49 -1,707 -2,505 -2,331 -2,391 -19 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 1.0 0.0 89.0 98.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 0 10 9 17 14
Updated May 22, 2009