WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,401
COMMITMENTS
72,783 103,723 102,576 193,438 144,013 368,797 350,313 29,603 48,088
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 7,554)
-1,341 -1,239 4,459 5,156 5,531 8,273 8,751 -719 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 26.0 25.7 48.6 36.1 92.6 87.9 7.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
96 154 139 82 96 272 314
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,272,639
COMMITMENTS
209,823 163,540 366,180 571,863 491,207 1147866 1020926 124,773 251,713
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 10,003)
-549 7,641 6,280 10,533 -6,520 16,264 7,400 -6,260 2,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 12.9 28.8 44.9 38.6 90.2 80.2 9.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
159 180 207 207 265 495 545
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,541
COMMITMENTS
1,162 2,300 1,148 10,439 9,468 12,748 12,915 1,793 1,626
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 738)
-595 603 188 1,217 129 810 919 -72 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 15.8 7.9 71.8 65.1 87.7 88.8 12.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 14 6 17 12 27 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 581,189
COMMITMENTS
93,900 49,476 176,552 259,554 263,410 530,006 489,438 51,183 91,751
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 18,529)
-6,495 8,870 5,434 18,722 709 17,661 15,013 868 3,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.5 30.4 44.7 45.3 91.2 84.2 8.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
146 144 189 118 177 373 421
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,872
COMMITMENTS
20,565 3,173 283 19 3,954 20,867 7,410 3,005 16,462
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 46)
-580 350 -50 0 228 -630 528 676 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.1 13.3 1.2 0.1 16.6 87.4 31.0 12.6 69.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 9 6 2 11 19 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,111
COMMITMENTS
33,785 50,370 62,271 140,096 118,161 236,152 230,802 22,959 28,309
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -10,101)
1,980 5,124 -12,920 2,206 -5,379 -8,734 -13,175 -1,368 3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 19.4 24.0 54.1 45.6 91.1 89.1 8.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
47 70 69 65 64 160 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 809,771
COMMITMENTS
63,911 133,485 30,427 581,928 517,169 676,265 681,081 133,505 128,690
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -18,419)
-10,494 -10,806 -841 -8,360 -5,847 -19,694 -17,494 1,275 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 16.5 3.8 71.9 63.9 83.5 84.1 16.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 30 32 80 77 128 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 177,601
COMMITMENTS
40,231 11,190 32,015 76,643 113,383 148,889 156,589 28,712 21,012
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -826)
-2,291 5,387 -3,916 5,290 -5,442 -918 -3,971 91 3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 6.3 18.0 43.2 63.8 83.8 88.2 16.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
55 29 57 57 56 149 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,307
COMMITMENTS
3,381 867 1,353 4,624 8,082 9,357 10,301 1,950 1,006
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -26)
50 -99 2 -212 193 -160 96 133 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 7.7 12.0 40.9 71.5 82.8 91.1 17.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 6 13 21 19 50 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 805,081
COMMITMENTS
320,289 101,345 27,902 362,426 559,645 710,617 688,892 94,463 116,188
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 42,002)
58,846 15,646 3,639 -15,813 28,014 46,672 47,299 -4,669 -5,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 12.6 3.5 45.0 69.5 88.3 85.6 11.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 41 27 73 109 128 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,359,415
COMMITMENTS
91,399 186,074 120,553 877,058 727,914 1089009 1034541 270,406 324,874
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 8,391)
1,833 -11,025 19,052 -1,037 -19,085 19,847 -11,058 -11,456 19,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 13.7 8.9 64.5 53.5 80.1 76.1 19.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
36 41 47 113 117 173 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,477
COMMITMENTS
91,925 85,019 28,426 521,581 563,360 641,932 676,805 225,545 190,672
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 26,407)
7,925 5,551 729 -644 29,506 8,010 35,787 18,397 -9,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.8 3.3 60.1 64.9 74.0 78.0 26.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
23 22 19 70 76 103 107
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 684,171
COMMITMENTS
109,777 25,115 252,592 283,705 365,009 646,074 642,716 38,097 41,455
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -16,992)
-16,825 -3,126 16,623 -12,189 -27,366 -12,391 -13,868 -4,601 -3,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.7 36.9 41.5 53.4 94.4 93.9 5.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 14 40 43 47 89 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,164
COMMITMENTS
2,193 1,917 10 7,675 8,773 9,877 10,699 4,286 3,464
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 731)
245 260 -13 1,043 1,504 1,274 1,751 -543 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.5 0.1 54.2 61.9 69.7 75.5 30.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 1 9 8 14 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,969
COMMITMENTS
25,022 16,728 935 40,240 43,497 66,197 61,160 13,771 18,809
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,777)
1,863 -2,826 -43 130 6,676 1,950 3,807 -4,727 -6,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 20.9 1.2 50.3 54.4 82.8 76.5 17.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 26 7 26 22 58 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,877
COMMITMENTS
6,516 5,167 0 2,234 3,710 8,750 8,877 127 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -173)
-6 -100 0 -164 -72 -170 -172 -3 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 58.2 0.0 25.2 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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,053
COMMITMENTS
4,953 1,452 90 23,899 27,284 28,942 28,826 111 227
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,139)
1,394 64 -288 1,980 3,363 3,086 3,139 53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 5.0 0.3 82.3 93.9 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 1 11 19 17 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,657
COMMITMENTS
4,406 263 1,036 32,769 37,009 38,211 38,308 446 349
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 8,786)
611 -523 0 7,939 9,084 8,550 8,561 236 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.7 2.7 84.8 95.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 1 11 9 20 16
Updated September 11, 2008