Chicago Board of Trade Options and Futures
WHEAT – CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 345,164
COMMITMENTS
61,797 49,139 97,886 157,866 151,452 317,549 298,478 27,614 46,686
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 23,368)
3,195 -632 11,134 6,320 10,825 20,648 21,327 2,720 2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 14.2 28.4 45.7 43.9 92.0 86.5 8.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
84 94 118 81 99 239 251
CORN – CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,269,024
COMMITMENTS
128,032 88,425 435,483 556,291 539,255 1119806 1063163 149,218 205,861
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 29,977)
4,576 -5,183 19,529 -2,175 7,413 21,930 21,759 8,046 8,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.0 34.3 43.8 42.5 88.2 83.8 11.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
137 146 223 236 270 499 538
OATS – CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,865
COMMITMENTS
666 1,654 1,173 13,845 12,553 15,684 15,380 2,180 2,485
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -196)
-61 -42 -28 -124 -32 -212 -102 16 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 9.3 6.6 77.5 70.3 87.8 86.1 12.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 12 7 23 16 34 30
SOYBEANS – CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 395,931
COMMITMENTS
55,635 19,351 128,049 163,322 184,753 347,006 332,153 48,925 63,778
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 16,879)
3,519 241 8,376 2,423 7,478 14,318 16,095 2,561 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.9 32.3 41.3 46.7 87.6 83.9 12.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
94 70 120 99 111 255 257
SOYBEAN OIL – CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 236,752
COMMITMENTS
17,680 28,369 61,982 131,756 125,854 211,418 216,206 25,334 20,546
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -8,418)
2,257 -4,874 -4,921 -8,276 -461 -10,940 -10,255 2,521 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 12.0 26.2 55.7 53.2 89.3 91.3 10.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
31 56 70 64 60 151 150
U.S. TREASURY BONDS – CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,610
COMMITMENTS
57,160 156,985 53,381 580,901 458,993 691,442 669,359 137,167 159,250
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -12,255)
1,239 -22,564 7,996 -31,614 -862 -22,380 -15,430 10,124 3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 18.9 6.4 70.1 55.4 83.4 80.8 16.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
23 36 30 59 73 101 120
SOYBEAN MEAL – CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 100 TONS) OPEN INTEREST: 135,183
COMMITMENTS
20,959 8,020 28,640 59,681 78,864 109,279 115,523 25,903 19,659
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 2,517)
1,576 674 -58 -1,545 1,350 -27 1,965 2,544 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.9 21.2 44.1 58.3 80.8 85.5 19.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
36 24 39 58 53 122 100
ROUGH RICE – CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,552
COMMITMENTS
1,125 548 448 4,037 4,234 5,610 5,230 943 1,323
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -276)
0 96 -10 -214 -145 -224 -60 -52 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.4 6.8 61.6 64.6 85.6 79.8 14.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 9 5 17 15 27 27
2-YEAR U.S. TREASURY NOTES – CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 524,308
COMMITMENTS
64,391 87,111 11,076 378,920 354,999 454,387 453,186 69,921 71,122
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -16,605)
5,259 5,748 -1,348 -7,288 -12,501 -3,377 -8,101 -13,228 -8,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.6 2.1 72.3 67.7 86.7 86.4 13.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 29 13 70 73 101 108
10-YEAR U.S. TREASURY NOTES – CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,328,603
COMMITMENTS
157,445 134,951 145,309 813,725 771,931 1116479 1052192 212,123 276,411
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 22,309)
8,912 21,171 4,822 -4,627 -27,978 9,107 -1,985 13,201 24,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.2 10.9 61.2 58.1 84.0 79.2 16.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
36 42 49 84 92 147 156
5-YEAR U.S. TREASURY NOTES – CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,090,823
COMMITMENTS
105,424 146,807 51,135 750,636 707,519 907,196 905,462 183,627 185,361
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -58,205)
-46,154 232 -1,099 -9,641 -65,388 -56,894 -66,255 -1,312 8,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 13.5 4.7 68.8 64.9 83.2 83.0 16.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
21 36 29 69 63 108 110
30-DAY FEDERAL FUNDS – CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $5,000,000) OPEN INTEREST: 700,792
COMMITMENTS
159,048 14,552 334,526 174,584 315,793 668,159 664,872 32,633 35,920
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -194,017)
-3,615 515 -113,968 -77,105 -84,341 -194,688 -197,793 671 3,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.1 47.7 24.9 45.1 95.3 94.9 4.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 12 31 32 25 67 59
DOW JONES INDUSTRIAL AVERAGE – CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
($10 X DJIA INDEX) OPEN INTEREST: 10,432
COMMITMENTS
2,952 3,713 12 5,694 2,258 8,657 5,983 1,775 4,449
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 478)
-128 -566 -15 2,033 -197 1,890 -778 -1,412 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 35.6 0.1 54.6 21.6 83.0 57.4 17.0 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 7 1 12 5 17 13
DOW JONES INDUSTRIAL AVG- x $5 – CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
($5 X DJIA INDEX) OPEN INTEREST: 69,087
COMMITMENTS
20,790 10,291 523 37,351 42,130 58,664 52,944 10,424 16,143
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 6,566)
-1,157 1,066 -214 7,563 1,346 6,191 2,198 375 4,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 14.9 0.8 54.1 61.0 84.9 76.6 15.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 13 4 27 24 55 40
INTEREST RATE SWAPS 10YR – CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $100,000) OPEN INTEREST: 31,020
COMMITMENTS
17,697 7,094 187 12,911 23,608 30,795 30,889 225 131
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 2,307)
2,082 -7 74 156 2,238 2,312 2,305 -5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 22.9 0.6 41.6 76.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 10 4 12 14 26 26
INTEREST RATE SWAPS 5YR – CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
————————————————————–| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
————————–|—————–|—————–|—————–
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
——————————————————————————–
(CONTRACTS OF $100,000) OPEN INTEREST: 50,166
COMMITMENTS
31,429 1,144 1,663 16,706 47,328 49,798 50,135 368 31
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -241)
-279 107 12 -53 -338 -320 -219 79 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 2.3 3.3 33.3 94.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 3 11 8 23 18
——————————————————————————–
Updated January 9, 2009
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