WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,470
COMMITMENTS
78,017 95,699 114,578 193,076 156,876 385,671 367,153 29,799 48,317
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 11,756)
2,524 6,517 3,114 9,601 118 15,239 9,749 -3,483 2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 23.0 27.6 46.5 37.8 92.8 88.4 7.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
99 140 155 86 107 295 325
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,330,309
COMMITMENTS
222,335 117,394 397,621 576,601 559,439 1196556 1074454 133,753 255,855
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 17,057)
3,493 -5,951 14,011 80 -2,737 17,584 5,323 -527 11,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 8.8 29.9 43.3 42.1 89.9 80.8 10.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
174 145 221 242 294 539 562
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,489
COMMITMENTS
1,348 2,454 1,369 9,480 8,631 12,197 12,455 2,292 2,035
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -196)
32 66 -251 -100 12 -319 -173 123 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 16.9 9.5 65.4 59.6 84.2 86.0 15.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 13 9 16 13 31 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 579,236
COMMITMENTS
123,384 24,478 187,697 216,780 278,668 527,861 490,843 51,375 88,393
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 18,525)
10,513 -3,409 10,108 -3,092 10,948 17,529 17,647 996 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.2 32.4 37.4 48.1 91.1 84.7 8.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
158 126 183 121 184 380 406
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,771
COMMITMENTS
21,295 2,809 436 10 4,148 21,741 7,393 3,030 17,378
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,456)
1,753 424 -54 0 344 1,699 714 -243 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.0 11.3 1.8 0.0 16.7 87.8 29.8 12.2 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 9 8 1 13 18 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 291,621
COMMITMENTS
34,000 34,687 83,485 144,784 151,857 262,269 270,029 29,352 21,592
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -4,197)
-252 -5,620 -784 -5,063 3,018 -6,099 -3,385 1,902 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 11.9 28.6 49.6 52.1 89.9 92.6 10.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
48 59 83 66 71 179 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 744,293
COMMITMENTS
64,311 179,886 26,094 546,919 439,029 637,324 645,009 106,969 99,285
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 8,312)
-3,533 2,950 2,222 8,202 8,273 6,891 13,445 1,422 -5,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 24.2 3.5 73.5 59.0 85.6 86.7 14.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
21 35 24 76 77 117 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 202,771
COMMITMENTS
51,223 6,930 41,614 77,453 131,237 170,289 179,780 32,482 22,990
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,017)
4,067 1,305 -3,238 -1,016 1,559 -187 -374 1,204 1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 3.4 20.5 38.2 64.7 84.0 88.7 16.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
76 23 56 60 58 162 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,144
COMMITMENTS
3,664 454 1,751 3,544 7,796 8,958 10,000 2,186 1,144
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 932)
506 93 419 282 424 1,207 936 -275 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.1 15.7 31.8 70.0 80.4 89.7 19.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 7 11 22 21 52 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 781,749
COMMITMENTS
206,125 61,371 46,504 447,570 558,860 700,199 666,735 81,550 115,014
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 75,225)
8,404 1,282 5,239 74,651 58,217 88,294 64,739 -13,069 10,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 7.9 5.9 57.3 71.5 89.6 85.3 10.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 29 32 75 90 129 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,435,041
COMMITMENTS
86,094 169,838 127,091 968,389 775,404 1181574 1072332 253,467 362,708
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 103,063)
7,583 5,897 12,497 85,395 71,889 105,476 90,283 -2,412 12,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.8 8.9 67.5 54.0 82.3 74.7 17.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
33 43 57 117 114 182 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,304
COMMITMENTS
115,237 101,748 45,904 579,453 565,624 740,594 713,276 167,711 195,028
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 34,927)
14,336 -13,700 6,434 7,960 37,964 28,731 30,698 6,196 4,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 11.2 5.1 63.8 62.3 81.5 78.5 18.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
19 23 24 77 81 106 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 591,412
COMMITMENTS
119,486 24,002 199,248 236,559 327,488 555,293 550,738 36,119 40,674
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 100,936)
8,378 12,371 59,525 32,786 26,074 100,689 97,969 248 2,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.1 33.7 40.0 55.4 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 10 34 41 45 81 83
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,224
COMMITMENTS
2,396 1,213 38 6,404 7,798 8,839 9,049 3,385 3,175
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 10)
173 18 35 -39 -1 170 53 -160 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 9.9 0.3 52.4 63.8 72.3 74.0 27.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 3 10 7 16 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,563
COMMITMENTS
19,419 14,576 942 37,318 35,004 57,679 50,522 10,884 18,041
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 308)
223 893 181 -1,095 -1,218 -690 -143 999 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 21.3 1.4 54.4 51.1 84.1 73.7 15.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 20 12 26 24 52 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,928
COMMITMENTS
2,824 1,964 90 19,957 20,500 22,871 22,554 57 374
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -340)
261 1 0 -599 -375 -338 -374 -2 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.6 0.4 87.0 89.4 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 12 1 12 14 19 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,506
COMMITMENTS
6,372 369 1,054 29,997 35,842 37,423 37,265 83 241
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 6,663)
-1,052 -412 205 7,647 6,811 6,800 6,604 -137 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.0 2.8 80.0 95.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 1 11 8 19 16
Updated August 14, 2009