WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,079
COMMITMENTS
100,372 71,717 132,193 193,998 207,426 426,563 411,336 33,516 48,742
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 55,056)
12,732 3,940 26,389 13,467 20,609 52,588 50,937 2,468 4,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 15.6 28.7 42.2 45.1 92.7 89.4 7.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
120 134 162 87 109 322 316
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,608
COMMITMENTS
285,563 82,991 421,100 556,906 654,755 1263569 1158846 149,039 253,762
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 82,777)
32,702 10,161 33,862 6,620 36,946 73,184 80,970 9,594 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.9 29.8 39.4 46.4 89.4 82.0 10.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667)
204 114 222 237 291 551 540
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,924
COMMITMENTS
2,617 653 1,606 9,363 12,003 13,586 14,262 3,338 2,662
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,241)
233 -107 349 694 1,382 1,277 1,625 965 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.9 9.5 55.3 70.9 80.3 84.3 19.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 8 9 18 12 38 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 642,081
COMMITMENTS
137,956 19,754 215,711 221,566 319,256 575,233 554,721 66,847 87,360
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 18,256)
-959 527 12,831 7,000 7,998 18,872 21,356 -616 -3,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.1 33.6 34.5 49.7 89.6 86.4 10.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
182 89 189 139 172 406 378
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,206
COMMITMENTS
19,342 3,741 1,448 12 2,900 20,802 8,089 3,404 16,117
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 968)
511 735 366 -9 -338 868 763 100 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 15.5 6.0 0.0 12.0 85.9 33.4 14.1 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 12 12 2 9 22 31
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,220
COMMITMENTS
50,626 31,676 72,569 125,925 159,726 249,119 263,971 36,101 21,249
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 7,289)
7,135 -2,426 4,571 -5,581 6,417 6,126 8,563 1,164 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 11.1 25.4 44.2 56.0 87.3 92.6 12.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
75 36 68 70 64 187 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 820,574
COMMITMENTS
72,110 154,801 43,313 582,617 461,821 698,041 659,935 122,533 160,638
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 45,017)
24,010 -12,156 15,975 10,486 36,584 50,472 40,403 -5,455 4,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 18.9 5.3 71.0 56.3 85.1 80.4 14.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
24 39 35 78 74 128 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,520
COMMITMENTS
62,172 4,644 42,581 70,878 149,632 175,631 196,857 41,890 20,663
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 7,341)
2,892 -1,359 3,058 1,059 5,922 7,008 7,621 332 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.1 19.6 32.6 68.8 80.7 90.5 19.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
79 18 55 63 59 162 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,836
COMMITMENTS
2,504 1,659 997 4,209 5,075 7,710 7,730 2,126 2,105
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 843)
94 -63 50 -48 865 95 851 748 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 16.9 10.1 42.8 51.6 78.4 78.6 21.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 11 10 21 19 40 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 516,542
COMMITMENTS
124,498 51,962 23,154 262,619 346,803 410,272 421,919 106,270 94,623
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -58,868)
300 5,248 -7,587 -44,843 -37,901 -52,130 -40,240 -6,738 -18,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 10.1 4.5 50.8 67.1 79.4 81.7 20.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
23 25 17 58 68 91 100
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,476,783
COMMITMENTS
71,286 198,474 179,952 936,528 794,791 1187767 1173217 289,016 303,566
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 94,641)
32,105 -15,852 67,192 -8,088 58,166 91,209 109,506 3,432 -14,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 13.4 12.2 63.4 53.8 80.4 79.4 19.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
36 46 55 112 110 174 187
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,208
COMMITMENTS
93,591 98,765 45,983 526,691 455,742 666,264 600,490 147,944 213,719
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -264,759)
-2,525 1,606 -9,665 -191,548 -183,589 -203,738 -191,648 -61,021 -73,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.1 5.6 64.7 56.0 81.8 73.8 18.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
13 21 18 64 70 86 100
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 469,325
COMMITMENTS
128,956 17,361 93,731 210,161 327,485 432,848 438,577 36,476 30,748
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -94,584)
-37,732 -5,188 -30,902 -17,703 -56,360 -86,337 -92,450 -8,247 -2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 3.7 20.0 44.8 69.8 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 13 28 38 37 76 69
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,112
COMMITMENTS
5,319 1,468 23 13,742 18,513 19,084 20,004 6,029 5,109
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,866)
1,351 -258 -7 3,890 4,964 5,234 4,699 632 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 5.8 0.1 54.7 73.7 76.0 79.7 24.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 4 2 11 9 20 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,708
COMMITMENTS
18,667 13,948 796 27,552 27,452 47,014 42,196 10,694 15,513
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,339)
-3,457 58 10 389 -3,825 -3,058 -3,756 -281 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 24.2 1.4 47.7 47.6 81.5 73.1 18.5 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 22 12 27 32 58 63
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,527
COMMITMENTS
3,040 7,148 367 27,793 23,478 31,200 30,993 327 534
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 8,907)
1,293 3,358 49 7,301 5,225 8,643 8,632 264 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 22.7 1.2 88.2 74.5 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 3 13 14 23 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,259
COMMITMENTS
2,301 229 137 24,225 26,345 26,663 26,711 596 548
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,104)
-304 63 -781 -253 -850 -1,338 -1,568 234 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.8 0.5 88.9 96.6 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 1 9 10 16 15
Updated June 5, 2009