WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,654
COMMITMENTS
74,605 87,643 103,288 182,691 153,497 360,584 344,428 33,070 49,227
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 10,267)
-5,964 7,600 6,017 6,675 -3,435 6,729 10,182 3,539 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 22.3 26.2 46.4 39.0 91.6 87.5 8.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
90 137 143 82 111 275 313
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,291,765
COMMITMENTS
229,900 129,235 354,472 584,042 552,477 1168414 1036185 123,351 255,580
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 14,588)
-5,536 11,983 13,731 3,849 -21,224 12,044 4,490 2,544 10,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 10.0 27.4 45.2 42.8 90.5 80.2 9.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
168 140 204 219 290 495 548
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,608
COMMITMENTS
1,335 1,015 1,024 10,218 10,327 12,577 12,367 2,030 2,241
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -106)
21 -29 -252 81 -3 -150 -284 44 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.9 7.0 70.0 70.7 86.1 84.7 13.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 9 6 15 13 26 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 576,683
COMMITMENTS
110,575 23,046 172,634 239,393 291,986 522,602 487,666 54,081 89,017
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,534)
-16,086 1,198 3,244 11,077 -5,048 -1,764 -606 230 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.0 29.9 41.5 50.6 90.6 84.6 9.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
164 107 182 136 178 378 400
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,683
COMMITMENTS
17,915 2,600 374 10 3,179 18,299 6,153 3,384 15,530
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 442)
319 94 109 0 -56 428 147 14 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.6 12.0 1.7 0.0 14.7 84.4 28.4 15.6 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 9 11 2 11 21 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,266
COMMITMENTS
26,117 57,625 73,240 162,412 127,879 261,769 258,743 25,497 28,522
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 4,073)
-4,824 9,146 3,159 9,273 -7,645 7,608 4,660 -3,535 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 20.1 25.5 56.5 44.5 91.1 90.1 8.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
46 73 78 66 67 170 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 799,959
COMMITMENTS
89,398 144,020 36,147 557,158 469,245 682,703 649,413 117,256 150,547
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 28,531)
17,252 -7,136 4,960 3,415 21,854 25,626 19,678 2,905 8,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.0 4.5 69.6 58.7 85.3 81.2 14.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
33 36 38 79 78 135 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,640
COMMITMENTS
44,937 11,693 41,267 84,716 128,470 170,920 181,430 32,720 22,210
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,657)
-8,924 3,883 -1,476 7,428 -6,307 -2,972 -3,900 -685 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.7 20.3 41.6 63.1 83.9 89.1 16.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
69 24 56 68 61 158 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,361
COMMITMENTS
2,456 1,474 587 3,777 4,876 6,820 6,937 1,541 1,424
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -84)
45 -31 -106 11 193 -50 57 -34 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 17.6 7.0 45.2 58.3 81.6 83.0 18.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 15 6 19 16 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 640,839
COMMITMENTS
157,502 47,089 39,417 335,274 448,832 532,194 535,339 108,646 105,500
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 46,384)
20,368 -7,248 4,290 -282 43,055 24,376 40,097 22,008 6,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.3 6.2 52.3 70.0 83.0 83.5 17.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
40 25 23 64 76 111 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,348,314
COMMITMENTS
92,069 203,234 147,838 834,331 676,258 1074238 1027330 274,076 320,984
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 52,068)
-256 8,299 17,169 12,522 11,324 29,435 36,793 22,633 15,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 15.1 11.0 61.9 50.2 79.7 76.2 20.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
45 43 56 112 109 180 186
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,935
COMMITMENTS
73,576 108,914 38,936 546,430 510,759 658,942 658,609 185,993 186,326
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 29,392)
-2,127 -7,446 10,753 22,286 34,596 30,912 37,903 -1,520 -8,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 12.9 4.6 64.7 60.4 78.0 77.9 22.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
24 23 21 69 71 99 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 516,045
COMMITMENTS
119,627 12,302 125,862 229,503 341,080 474,992 479,243 41,053 36,801
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -48,970)
-9,143 -4,472 -13,021 -26,455 -27,529 -48,619 -45,022 -351 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 2.4 24.4 44.5 66.1 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 9 30 38 38 78 70
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,723
COMMITMENTS
13,649 13,623 830 34,298 26,039 48,777 40,492 9,946 18,231
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 10,843)
-173 6,664 111 9,401 -3,693 9,339 3,081 1,503 7,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 23.2 1.4 58.4 44.3 83.1 69.0 16.9 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 26 6 25 23 45 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,313
COMMITMENTS
2,464 2,032 88 29,658 29,766 32,210 31,886 2,103 2,427
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 3,394)
-2,180 -385 -434 4,929 3,138 2,315 2,319 1,079 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.9 0.3 86.4 86.7 93.9 92.9 6.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 11 1 11 13 17 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,766
COMMITMENTS
7,894 375 831 24,847 32,466 33,572 33,672 194 94
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,447)
-791 109 690 1,458 775 1,357 1,574 90 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 1.1 2.5 73.6 96.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 1 11 8 17 14
Updated July 10, 2009