WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 405,023
COMMITMENTS
87,640 67,778 105,804 180,531 186,818 373,975 360,399 31,048 44,623
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 11,660)
4,187 -470 2,868 3,824 9,958 10,879 12,356 781 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 16.7 26.1 44.6 46.1 92.3 89.0 7.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
110 125 147 85 109 297 303
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,329,830
COMMITMENTS
252,861 72,830 387,238 550,286 617,808 1190385 1077876 139,445 251,954
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 35,441)
15,981 -770 7,300 6,296 17,285 29,576 23,815 5,864 11,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.5 29.1 41.4 46.5 89.5 81.1 10.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
182 114 215 233 282 526 527
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,682
COMMITMENTS
2,384 759 1,257 8,669 10,621 12,309 12,637 2,373 2,045
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 98)
333 -251 -2 -177 559 153 305 -56 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.2 8.6 59.0 72.3 83.8 86.1 16.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 7 5 18 13 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 623,825
COMMITMENTS
138,915 19,227 202,879 214,566 311,258 556,361 533,365 67,464 90,460
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 18,526)
6,158 765 -1,323 7,271 13,247 12,106 12,689 6,420 5,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.1 32.5 34.4 49.9 89.2 85.5 10.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
177 99 180 131 169 397 370
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,238
COMMITMENTS
18,831 3,006 1,082 21 3,238 19,934 7,326 3,304 15,912
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,755)
2,857 233 301 21 1,136 3,179 1,670 -424 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 12.9 4.7 0.1 13.9 85.8 31.5 14.2 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 10 12 2 12 23 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,931
COMMITMENTS
43,490 34,102 67,998 131,506 153,309 242,994 255,409 34,937 22,522
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 11,481)
-1,223 2,123 1,612 10,549 4,796 10,938 8,531 543 2,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 12.3 24.5 47.3 55.2 87.4 91.9 12.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
61 40 68 68 62 176 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 775,557
COMMITMENTS
48,100 166,956 27,338 572,131 425,237 647,569 619,532 127,988 156,024
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -23,033)
3,160 10,277 -15,185 -17,147 -19,283 -29,172 -24,192 6,139 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 21.5 3.5 73.8 54.8 83.5 79.9 16.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
17 40 30 74 70 113 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 210,179
COMMITMENTS
59,280 6,002 39,523 69,819 143,710 168,622 189,235 41,557 20,944
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 14,828)
5,956 1,525 3,187 2,553 8,134 11,696 12,846 3,132 1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 2.9 18.8 33.2 68.4 80.2 90.0 19.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
73 25 51 66 58 164 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,992
COMMITMENTS
2,410 1,722 947 4,257 4,210 7,614 6,879 1,378 2,113
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 658)
33 360 261 245 92 539 713 119 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 19.2 10.5 47.3 46.8 84.7 76.5 15.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 16 10 21 16 40 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 575,410
COMMITMENTS
124,199 46,714 30,741 307,462 384,704 462,401 462,159 113,009 113,251
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 8,743)
-2,675 2,150 -973 4,557 -4,423 908 -3,246 7,834 11,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 8.1 5.3 53.4 66.9 80.4 80.3 19.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
26 21 16 64 70 99 99
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,382,142
COMMITMENTS
39,181 214,326 112,760 944,617 736,625 1096558 1063711 285,584 318,431
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -97,921)
-15,644 59,967 -49,722 -93,249 -138,810 -158,616 -128,565 60,695 30,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 15.5 8.2 68.3 53.3 79.3 77.0 20.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
23 48 42 105 102 151 171
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,078,968
COMMITMENTS
96,116 97,159 55,648 718,239 639,331 870,002 792,138 208,965 286,830
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 167,638)
-13,120 3,929 8,793 125,556 68,585 121,228 81,307 46,409 86,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 9.0 5.2 66.6 59.3 80.6 73.4 19.4 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
15 23 21 62 71 88 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 563,909
COMMITMENTS
166,688 22,549 124,634 227,864 383,844 519,186 531,027 44,723 32,882
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 13,869)
2,576 509 2,955 4,380 10,895 9,912 14,360 3,958 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.0 22.1 40.4 68.1 92.1 94.2 7.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 12 30 36 37 75 71
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 19,247
COMMITMENTS
3,968 1,726 30 9,852 13,549 13,850 15,305 5,397 3,942
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,244)
55 12 0 5,247 5,440 5,302 5,452 -58 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.0 0.2 51.2 70.4 72.0 79.5 28.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 2 10 8 18 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,048
COMMITMENTS
22,124 13,890 786 27,163 31,276 50,072 45,952 10,975 15,095
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,049)
3,950 899 25 225 3,869 4,200 4,793 -151 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 22.8 1.3 44.5 51.2 82.0 75.3 18.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 25 13 27 29 63 63
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,620
COMMITMENTS
1,747 3,790 318 20,492 18,253 22,557 22,361 63 259
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,685)
-552 -537 -51 2,302 2,341 1,699 1,753 -14 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 16.8 1.4 90.6 80.7 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 11 2 11 13 21 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,363
COMMITMENTS
2,605 166 918 24,478 27,195 28,001 28,279 362 84
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -3,708)
-727 -163 918 -4,063 -4,367 -3,872 -3,612 164 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.6 3.2 86.3 95.9 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 1 9 9 16 14
Updated May 29, 2009