WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,826
COMMITMENTS
74,759 89,089 113,803 180,767 149,938 369,330 352,831 33,496 49,995
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 10,544)
4,375 1,607 5,523 -621 958 9,277 8,088 1,267 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.1 28.3 44.9 37.2 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
92 131 146 76 102 271 301
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,356,748
COMMITMENTS
213,684 151,348 408,131 605,322 540,158 1227137 1099637 129,611 257,111
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 58,084)
-4,487 10,507 41,715 16,355 -4,496 53,584 47,726 4,500 10,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.2 30.1 44.6 39.8 90.4 81.0 9.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
166 158 220 241 292 534 573
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,434
COMMITMENTS
1,086 1,087 785 10,236 10,175 12,108 12,048 2,326 2,386
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 11)
128 -8 -69 -283 -180 -224 -256 234 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.5 5.4 70.9 70.5 83.9 83.5 16.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 4 16 13 26 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,460
COMMITMENTS
92,461 30,399 182,247 250,349 268,208 525,057 480,854 46,403 90,605
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -4,086)
-5,928 -1,073 7,966 1,849 -7,906 3,886 -1,014 -7,972 -3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.3 31.9 43.8 46.9 91.9 84.1 8.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
144 127 180 124 167 359 392
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,981
COMMITMENTS
17,640 2,710 539 4 3,300 18,183 6,549 3,798 15,432
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 255)
14 277 -173 -4 85 -163 189 418 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 12.3 2.5 0.0 15.0 82.7 29.8 17.3 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 10 7 1 11 18 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,095
COMMITMENTS
25,720 57,001 82,920 168,337 133,718 276,977 273,639 22,118 25,455
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -623)
-857 -3,098 5,585 -1,872 23 2,856 2,511 -3,479 -3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 19.1 27.7 56.3 44.7 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 73 80 72 74 174 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,340
COMMITMENTS
65,966 137,571 36,537 539,231 445,903 641,734 620,010 117,606 139,330
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -34,194)
-7,433 -5,568 154 -23,127 -27,480 -30,407 -32,894 -3,788 -1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 18.1 4.8 71.0 58.7 84.5 81.7 15.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
31 35 38 78 77 132 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,806
COMMITMENTS
35,695 10,052 38,925 90,241 122,044 164,861 171,022 30,945 24,784
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,677)
-2,860 -1,239 552 2,410 -1,955 102 -2,642 -1,779 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.1 19.9 46.1 62.3 84.2 87.3 15.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
53 30 53 68 62 149 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,905
COMMITMENTS
2,531 1,014 705 3,578 5,861 6,815 7,580 2,090 1,325
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 125)
133 -254 9 -145 352 -3 107 129 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 11.4 7.9 40.2 65.8 76.5 85.1 23.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 10 6 21 17 40 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 733,635
COMMITMENTS
211,188 56,838 51,886 365,839 517,265 628,913 625,989 104,722 107,646
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 45,249)
38,910 11,068 5,287 4,966 16,903 49,163 33,257 -3,914 11,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 7.7 7.1 49.9 70.5 85.7 85.3 14.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
42 29 27 73 84 127 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,416,015
COMMITMENTS
81,704 131,659 165,628 899,945 785,141 1147277 1082428 268,738 333,587
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 21,970)
17,871 -13,939 -11,278 18,082 25,808 24,675 591 -2,705 21,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.3 11.7 63.6 55.4 81.0 76.4 19.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
39 40 58 122 118 190 188
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 839,453
COMMITMENTS
114,819 84,119 44,504 498,527 537,014 657,850 665,636 181,603 173,817
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -4,768)
17,404 59 1,808 -20,463 -7,699 -1,251 -5,832 -3,517 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.0 5.3 59.4 64.0 78.4 79.3 21.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
30 23 24 69 76 107 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 534,070
COMMITMENTS
115,088 14,162 137,829 244,138 345,065 497,055 497,055 37,015 37,015
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 12,924)
-4,359 -1,269 7,456 12,558 6,932 15,655 13,119 -2,732 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.7 25.8 45.7 64.6 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 10 30 40 40 79 73
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,416
COMMITMENTS
15,870 13,822 1,132 38,697 27,368 55,699 42,322 8,718 22,095
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,413)
-403 -61 477 3,126 -314 3,200 102 -786 2,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 21.5 1.8 60.1 42.5 86.5 65.7 13.5 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 20 10 25 28 49 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,253
COMMITMENTS
4,390 4,972 0 1,688 1,249 6,078 6,221 175 32
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 79.5 0.0 27.0 20.0 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 0 1 2 11 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,576
COMMITMENTS
706 2,334 886 25,926 24,099 27,518 27,319 58 257
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,791)
12 -1,158 -49 -1,768 -594 -1,805 -1,801 14 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.5 3.2 94.0 87.4 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 12 2 11 13 17 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,772
COMMITMENTS
7,885 254 982 23,647 31,404 32,514 32,640 258 132
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,483)
106 -656 -23 -1,612 -840 -1,529 -1,519 46 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.8 3.0 72.2 95.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 1 10 8 19 15
Updated July 24, 2009