WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,062
COMMITMENTS
75,999 70,220 140,319 192,845 184,509 409,163 395,048 36,898 51,014
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -5,651)
-7,612 -324 1,588 717 -6,927 -5,307 -5,663 -344 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 15.7 31.5 43.2 41.4 91.7 88.6 8.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
92 125 167 91 112 303 326
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,388,160
COMMITMENTS
238,142 113,775 410,619 609,223 608,067 1257984 1132461 130,176 255,699
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -7,761)
-18,306 27,700 -16,507 28,829 -16,308 -5,985 -5,115 -1,776 -2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.2 29.6 43.9 43.8 90.6 81.6 9.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
189 127 234 241 295 547 571
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,790
COMMITMENTS
1,340 656 1,818 10,494 11,352 13,652 13,826 2,138 1,964
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -235)
-279 42 143 1,730 734 1,595 920 -1,830 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.2 11.5 66.5 71.9 86.5 87.6 13.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 10 19 13 34 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 661,897
COMMITMENTS
127,148 21,207 224,092 250,639 326,218 601,879 571,517 60,019 90,380
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,610)
-8,853 -892 2,906 10,053 -247 4,105 1,767 -1,495 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.2 33.9 37.9 49.3 90.9 86.3 9.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477)
170 111 210 133 174 409 406
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,357
COMMITMENTS
19,293 3,571 950 13 2,865 20,256 7,386 3,101 15,971
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -873)
-419 -812 -238 -1 -113 -658 -1,163 -215 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.6 15.3 4.1 0.1 12.3 86.7 31.6 13.3 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 13 14 2 9 24 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 306,744
COMMITMENTS
35,638 41,929 85,701 158,015 153,806 279,353 281,435 27,391 25,309
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -6,895)
-853 2,039 -2,255 4,144 -2,274 1,035 -2,490 -7,931 -4,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.7 27.9 51.5 50.1 91.1 91.7 8.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
53 58 85 67 70 184 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 810,770
COMMITMENTS
69,022 148,783 47,521 566,565 468,907 683,108 665,212 127,662 145,558
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 14,904)
83 -5,302 -609 14,292 19,825 13,765 13,913 1,139 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 18.4 5.9 69.9 57.8 84.3 82.0 15.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
25 41 36 84 82 134 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 219,819
COMMITMENTS
52,519 6,656 49,741 77,570 137,828 179,829 194,225 39,990 25,595
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -10,543)
-8,142 395 374 -29 -13,302 -7,797 -12,533 -2,746 1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.0 22.6 35.3 62.7 81.8 88.4 18.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
65 24 55 68 66 158 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,933
COMMITMENTS
2,567 1,411 726 3,935 5,211 7,228 7,348 1,705 1,585
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -474)
25 197 -10 -0 -188 14 -1 -489 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 15.8 8.1 44.1 58.3 80.9 82.3 19.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 13 8 20 19 40 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 611,512
COMMITMENTS
134,732 54,601 43,134 345,860 410,070 523,725 507,805 87,786 103,706
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 28,658)
16,043 -6,893 -814 8,114 37,494 23,343 29,786 5,315 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.9 7.1 56.6 67.1 85.6 83.0 14.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
35 32 23 69 74 114 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,474,212
COMMITMENTS
79,954 167,404 209,678 906,777 777,351 1196409 1154433 277,803 319,779
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -74,747)
-9,828 -20,955 -27,875 -26,009 -34,020 -63,712 -82,850 -11,035 8,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 11.4 14.2 61.5 52.7 81.2 78.3 18.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 45 63 127 118 198 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 892,889
COMMITMENTS
85,566 121,132 71,896 560,890 500,402 718,353 693,430 174,536 199,459
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -9,514)
-16,925 4,939 -8,538 14,823 1,854 -10,640 -1,745 1,126 -7,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 13.6 8.1 62.8 56.0 80.5 77.7 19.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
25 25 26 68 70 103 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 559,050
COMMITMENTS
140,356 11,298 137,870 235,980 370,293 514,206 519,462 44,844 39,588
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 51,635)
8,461 1,442 31,863 10,001 15,532 50,324 48,837 1,311 2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.0 24.7 42.2 66.2 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
35 6 35 41 38 85 75
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 51,498
COMMITMENTS
15,226 8,609 416 23,839 32,655 39,481 41,680 12,017 9,817
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -25,852)
-3,627 -12,264 -2,677 -18,928 -3,164 -25,232 -18,104 -620 -7,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 16.7 0.8 46.3 63.4 76.7 80.9 23.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 13 4 27 25 49 40
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,615
COMMITMENTS
552 4,202 86 23,966 19,939 24,604 24,227 11 388
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -631)
-3,648 29 0 3,016 -715 -632 -686 1 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 17.1 0.3 97.4 81.0 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 14 1 13 13 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,065
COMMITMENTS
2,686 1,129 0 37,306 38,659 39,992 39,788 73 277
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -295)
-686 180 0 389 -496 -297 -316 2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.8 0.0 93.1 96.5 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 0 11 8 14 14
Updated June 26, 2009