WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 390,847
COMMITMENTS
74,125 104,962 98,118 188,282 138,482 360,524 341,561 30,323 49,286
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -17,024)
2,009 10,934 -13,356 -3,363 -13,580 -14,710 -16,001 -2,313 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 26.9 25.1 48.2 35.4 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
99 160 146 83 103 283 326
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,262,635
COMMITMENTS
210,373 155,899 359,900 561,329 497,727 1131602 1013526 131,034 249,110
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,662)
4,100 12,294 11,694 -13,469 -21,782 2,326 2,206 -6,987 -6,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 12.3 28.5 44.5 39.4 89.6 80.3 10.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
166 171 221 217 280 510 571
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,804
COMMITMENTS
1,756 1,697 960 9,222 9,339 11,938 11,996 1,865 1,808
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -680)
333 -415 -457 -110 482 -234 -389 -447 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 12.3 7.0 66.8 67.7 86.5 86.9 13.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 14 6 17 12 29 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 562,660
COMMITMENTS
100,395 40,606 171,118 240,832 262,702 512,345 474,426 50,315 88,234
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11,986)
-2,080 11,019 -6,478 18,242 3,763 9,683 8,304 2,303 3,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 7.2 30.4 42.8 46.7 91.1 84.3 8.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
149 133 184 119 179 369 414
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,826
COMMITMENTS
21,145 2,823 333 19 3,726 21,497 6,882 2,329 16,944
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,505)
-1,369 -364 -10 8 -457 -1,371 -831 -134 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.7 11.8 1.4 0.1 15.6 90.2 28.9 9.8 71.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 8 6 2 10 22 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 269,212
COMMITMENTS
31,805 45,246 75,191 137,889 123,540 244,885 243,976 24,327 25,236
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -5,658)
-4,069 14,745 -3,896 6,324 -20,670 -1,640 -9,821 -4,018 4,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 16.8 27.9 51.2 45.9 91.0 90.6 9.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
42 82 85 66 63 176 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,190
COMMITMENTS
74,404 144,291 31,268 590,288 523,016 695,960 698,575 132,230 129,615
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -36,004)
9,010 -46,836 1,435 -57,749 -23,724 -47,304 -69,126 11,300 33,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 17.4 3.8 71.3 63.2 84.0 84.3 16.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
26 37 28 77 77 124 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,427
COMMITMENTS
42,522 5,803 35,932 71,353 118,825 149,806 160,560 28,620 17,867
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,052)
-901 756 -1,926 929 -1,760 -1,898 -2,930 -2,154 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 3.3 20.1 40.0 66.6 84.0 90.0 16.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
61 24 55 57 60 151 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,333
COMMITMENTS
3,330 966 1,351 4,836 7,889 9,517 10,205 1,816 1,128
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -788)
381 111 -368 -752 -105 -739 -363 -49 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 8.5 11.9 42.7 69.6 84.0 90.0 16.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 9 12 21 18 49 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 763,078
COMMITMENTS
261,443 85,699 24,263 378,240 531,632 663,946 641,594 99,133 121,484
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -42,924)
7,061 3,070 1,636 -59,361 -71,695 -50,663 -66,989 7,739 24,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 11.2 3.2 49.6 69.7 87.0 84.1 13.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
35 39 28 74 100 123 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,351,023
COMMITMENTS
89,566 197,099 101,501 878,095 746,999 1069162 1045599 281,861 305,424
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 81,058)
-6,715 43,127 26,351 26,190 41,088 45,826 110,566 35,232 -29,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.6 7.5 65.0 55.3 79.1 77.4 20.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
35 39 47 106 113 162 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 841,070
COMMITMENTS
84,000 79,468 27,696 522,225 533,853 633,922 641,018 207,149 200,052
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -23,560)
-33,708 -8,576 8,981 7,713 -11,610 -17,014 -11,205 -6,546 -12,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.4 3.3 62.1 63.5 75.4 76.2 24.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 21 18 76 77 107 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 701,163
COMMITMENTS
126,602 28,240 235,969 295,894 392,375 658,466 656,584 42,698 44,579
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 45,264)
9,933 6,404 15,772 19,840 20,204 45,545 42,380 -280 2,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 4.0 33.7 42.2 56.0 93.9 93.6 6.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 12 38 45 47 89 89
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,432
COMMITMENTS
1,948 1,657 23 6,632 7,269 8,603 8,949 4,829 4,484
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,666)
72 74 9 1,163 1,170 1,244 1,252 422 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.3 0.2 49.4 54.1 64.0 66.6 36.0 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 3 9 8 15 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,746
COMMITMENTS
23,159 19,554 978 40,110 36,821 64,247 57,353 18,498 25,392
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11,413)
-519 3,450 -215 4,649 -110 3,915 3,125 7,498 8,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 23.6 1.2 48.5 44.5 77.6 69.3 22.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 29 8 28 23 56 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,050
COMMITMENTS
6,522 5,267 0 2,398 3,782 8,920 9,049 130 1
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 606)
-56 31 0 662 575 606 606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 58.2 0.0 26.5 41.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 0 3 2 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,914
COMMITMENTS
3,559 1,388 378 21,919 23,921 25,856 25,687 58 227
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 2,900)
151 -164 -112 2,896 3,330 2,935 3,054 -35 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.4 1.5 84.6 92.3 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 8 2 12 16 18 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,871
COMMITMENTS
3,795 786 1,036 24,830 27,925 29,661 29,747 210 124
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -234)
-245 501 6 22 -736 -217 -229 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.6 3.5 83.1 93.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 9 9 15 17
Updated September 4, 2009