WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,871
COMMITMENTS
72,116 94,028 111,474 191,645 152,061 375,235 357,563 32,636 50,308
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -19,292)
-4,159 -2,706 -6,651 -10,912 -10,306 -21,722 -19,662 2,430 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 23.1 27.3 47.0 37.3 92.0 87.7 8.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
96 145 157 86 101 299 327
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,267,297
COMMITMENTS
206,272 143,605 348,206 574,798 519,509 1129276 1011320 138,021 255,977
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -54,085)
-8,890 12,270 -49,609 -11,486 -26,812 -69,984 -64,151 15,899 10,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.3 27.5 45.4 41.0 89.1 79.8 10.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
162 156 215 246 283 532 558
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,484
COMMITMENTS
1,423 2,112 1,417 9,332 8,857 12,172 12,385 2,312 2,099
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -20)
153 -246 -55 -152 342 -53 41 33 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.6 9.8 64.4 61.1 84.0 85.5 16.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 14 9 17 14 31 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,674
COMMITMENTS
102,475 29,587 177,596 222,590 258,939 502,662 466,122 48,012 84,552
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -16,479)
-2,418 1,803 -9,951 -4,651 -7,605 -17,020 -15,753 541 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 5.4 32.3 40.4 47.0 91.3 84.6 8.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
148 134 186 117 178 373 406
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,331
COMMITMENTS
22,514 3,187 343 11 4,183 22,868 7,713 2,463 17,618
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 546)
749 206 -99 1 56 651 163 -105 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.9 12.6 1.4 0.0 16.5 90.3 30.4 9.7 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 9 8 2 13 21 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 274,870
COMMITMENTS
35,874 30,501 79,086 131,565 144,210 246,525 253,797 28,345 21,073
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -5,757)
5,267 -1,550 -3,996 -7,784 -2,066 -6,514 -7,612 757 1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 11.1 28.8 47.9 52.5 89.7 92.3 10.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
48 58 85 64 63 175 177
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 864,194
COMMITMENTS
65,394 191,128 29,833 648,037 546,740 743,263 767,701 120,931 96,494
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 68,876)
-656 -5,078 -11,511 68,292 77,738 56,125 61,149 12,751 7,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 22.1 3.5 75.0 63.3 86.0 88.8 14.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 33 26 70 77 112 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,479
COMMITMENTS
43,423 5,048 37,857 70,424 120,585 151,704 163,490 30,775 18,989
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -6,419)
-1,278 -2,550 -3,332 -1,506 1,165 -6,115 -4,717 -304 -1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 2.8 20.7 38.6 66.1 83.1 89.6 16.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
69 25 56 64 63 162 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,121
COMMITMENTS
2,950 855 1,719 5,588 7,994 10,256 10,568 1,865 1,553
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 144)
-239 195 -364 832 70 228 -99 -84 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.1 14.2 46.1 65.9 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 10 14 25 18 53 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 806,002
COMMITMENTS
254,382 82,630 22,627 437,600 603,327 714,609 708,583 91,394 97,419
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -34,197)
21,967 9,621 -31,359 -27,649 2,333 -37,041 -19,406 2,844 -14,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 10.3 2.8 54.3 74.9 88.7 87.9 11.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
37 33 26 79 91 127 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,269,965
COMMITMENTS
96,281 153,971 75,150 851,905 705,912 1023336 935,034 246,629 334,932
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -150,400)
5,844 -7,334 -51,916 -110,278 -75,534 -156,350 -134,784 5,950 -15,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.1 5.9 67.1 55.6 80.6 73.6 19.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
32 38 42 98 101 153 158
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 864,630
COMMITMENTS
117,708 88,044 18,716 514,512 545,463 650,936 652,223 213,694 212,407
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -50,750)
-12,319 -11,461 -22,442 -58,766 -44,891 -93,528 -78,794 42,778 28,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 10.2 2.2 59.5 63.1 75.3 75.4 24.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
19 20 16 69 79 94 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 655,899
COMMITMENTS
116,670 21,836 220,197 276,054 372,171 612,921 614,204 42,978 41,695
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 27,008)
1,870 -674 11,867 10,803 17,958 24,540 29,151 2,468 -2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 3.3 33.6 42.1 56.7 93.4 93.6 6.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 10 36 43 46 84 85
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,766
COMMITMENTS
1,876 1,583 14 5,469 6,099 7,359 7,696 4,407 4,070
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -581)
-657 28 -26 -679 -1,479 -1,361 -1,477 780 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 13.5 0.1 46.5 51.8 62.5 65.4 37.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 2 8 8 13 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,332
COMMITMENTS
23,677 16,104 1,193 35,461 36,931 60,332 54,228 11,001 17,105
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -746)
581 -1,354 163 -871 1,033 -128 -159 -618 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 22.6 1.7 49.7 51.8 84.6 76.0 15.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 23 8 28 25 59 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,444
COMMITMENTS
6,578 5,236 0 1,736 3,207 8,314 8,443 130 1
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 92)
106 92 0 -10 2 96 94 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 62.0 0.0 20.6 38.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 0 2 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,014
COMMITMENTS
3,408 1,552 490 19,023 20,591 22,921 22,633 93 381
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -162)
-232 -351 400 -350 -218 -182 -169 20 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.7 2.1 82.7 89.5 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 2 12 15 18 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,105
COMMITMENTS
4,040 285 1,030 24,808 28,661 29,878 29,976 227 129
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -2,140)
-973 -42 -111 -1,216 -1,924 -2,300 -2,077 160 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.9 3.4 82.4 95.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 9 9 18 15
Updated August 28, 2009