WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,856
COMMITMENTS
87,314 67,587 130,648 191,876 201,103 409,838 399,338 41,018 51,519
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -9,223)
-13,058 -4,130 -1,545 -2,122 -6,323 -16,725 -11,999 7,502 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 15.0 29.0 42.6 44.6 90.9 88.6 9.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
111 119 168 88 109 320 313
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,631
COMMITMENTS
282,446 73,535 427,221 560,392 657,957 1270059 1158713 142,572 253,918
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 24)
-3,117 -9,455 6,121 3,487 3,203 6,490 -132 -6,467 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 5.2 30.2 39.7 46.6 89.9 82.0 10.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
208 103 234 231 293 556 549
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,709
COMMITMENTS
2,373 599 1,831 9,762 12,273 13,965 14,702 2,744 2,007
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -215)
-244 -54 225 399 270 379 441 -594 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.6 11.0 58.4 73.4 83.6 88.0 16.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 6 11 18 13 40 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,051
COMMITMENTS
142,854 20,726 214,088 230,202 332,771 587,143 567,584 72,908 92,467
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 17,971)
4,897 971 -1,623 8,636 13,515 11,910 12,863 6,061 5,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.1 32.4 34.9 50.4 89.0 86.0 11.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
179 93 193 139 171 406 383
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,469
COMMITMENTS
18,847 4,014 1,481 15 2,874 20,343 8,369 3,126 15,100
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -737)
-495 273 33 3 -26 -459 280 -278 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 17.1 6.3 0.1 12.2 86.7 35.7 13.3 64.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 16 14 2 9 23 34
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 300,556
COMMITMENTS
50,689 35,184 82,769 132,161 160,328 265,620 278,282 34,936 22,274
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 15,335)
64 3,508 10,200 6,236 602 16,500 14,310 -1,165 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.7 27.5 44.0 53.3 88.4 92.6 11.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
73 41 80 65 63 195 160
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,653
COMMITMENTS
72,877 156,382 48,226 544,206 445,301 665,309 649,909 122,343 137,744
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -32,921)
767 1,582 4,913 -38,411 -16,521 -32,731 -10,026 -190 -22,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.9 6.1 69.1 56.5 84.5 82.5 15.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
25 37 36 78 77 129 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 230,949
COMMITMENTS
61,480 6,917 48,458 76,057 153,373 185,996 208,748 44,953 22,201
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 13,429)
-692 2,273 5,877 5,180 3,741 10,365 11,891 3,064 1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 3.0 21.0 32.9 66.4 80.5 90.4 19.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
72 22 56 62 63 161 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,597
COMMITMENTS
2,525 1,167 820 4,130 5,654 7,475 7,641 2,122 1,956
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -238)
21 -492 -177 -79 580 -235 -89 -3 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 12.2 8.5 43.0 58.9 77.9 79.6 22.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 9 8 20 18 39 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 579,861
COMMITMENTS
128,114 43,889 30,745 332,535 401,300 491,394 475,934 88,466 103,927
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 63,319)
3,616 -8,072 7,591 69,916 54,497 81,123 54,015 -17,804 9,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 7.6 5.3 57.3 69.2 84.7 82.1 15.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 21 24 71 70 112 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,507,599
COMMITMENTS
72,858 165,104 219,864 930,457 832,994 1223179 1217962 284,421 289,637
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 30,817)
1,571 -33,370 39,912 -6,071 38,203 35,412 44,745 -4,596 -13,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.0 14.6 61.7 55.3 81.1 80.8 18.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
35 47 56 119 119 182 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 860,429
COMMITMENTS
104,480 98,683 73,904 513,288 467,631 691,673 640,218 168,756 220,211
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 46,221)
10,889 -82 27,922 -13,403 11,889 25,408 39,729 20,812 6,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.5 8.6 59.7 54.3 80.4 74.4 19.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 20 20 69 72 94 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 496,371
COMMITMENTS
128,885 9,668 104,445 210,503 339,370 443,832 453,483 52,539 42,888
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 27,046)
-72 -7,693 10,714 342 11,885 10,984 14,906 16,062 12,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 1.9 21.0 42.4 68.4 89.4 91.4 10.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 10 32 35 35 78 70
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,708
COMMITMENTS
5,894 1,420 26 14,024 19,742 19,944 21,188 5,764 4,519
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 595)
575 -48 3 282 1,230 860 1,185 -265 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 5.5 0.1 54.5 76.8 77.6 82.4 22.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 2 9 10 18 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,607
COMMITMENTS
16,885 17,241 892 33,014 28,496 50,791 46,628 10,815 14,978
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,898)
-1,782 3,292 96 5,462 1,044 3,777 4,433 121 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 28.0 1.4 53.6 46.3 82.4 75.7 17.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 24 12 29 29 61 61
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 39,712
COMMITMENTS
5,328 2,510 674 33,646 32,230 39,648 35,414 64 4,298
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 8,185)
2,288 -4,638 307 5,853 8,752 8,448 4,421 -263 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.3 1.7 84.7 81.2 99.8 89.2 0.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 10 2 13 13 23 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 49,610
COMMITMENTS
1,799 585 323 47,384 48,619 49,506 49,527 104 83
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 22,351)
-502 356 186 23,159 22,274 22,843 22,816 -492 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 0.7 95.5 98.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 1 10 9 16 14
Updated June 12, 2009