WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 335,655
COMMITMENTS
77,049 71,476 55,712 176,202 156,159 308,963 283,347 26,692 52,308
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -4,820)
-2,144 -1,682 3,710 -6,499 -5,969 -4,933 -3,941 113 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 21.3 16.6 52.5 46.5 92.0 84.4 8.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
87 110 124 65 98 238 284
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,196,785
COMMITMENTS
313,473 119,559 172,562 582,795 679,052 1068830 971,173 127,955 225,612
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -23,950)
-21,496 10,738 -1,456 -2,448 -22,919 -25,400 -13,637 1,450 -10,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 10.0 14.4 48.7 56.7 89.3 81.1 10.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769)
170 148 191 219 346 497 628
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,692
COMMITMENTS
2,659 1,068 598 9,301 11,383 12,558 13,049 3,134 2,643
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 763)
75 405 26 -399 -767 -298 -336 1,061 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 6.8 3.8 59.3 72.5 80.0 83.2 20.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 7 7 17 17 38 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 392,492
COMMITMENTS
119,663 42,730 54,870 176,609 220,444 351,142 318,044 41,350 74,448
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -919)
-4,557 3,981 4,858 -142 -8,377 159 462 -1,078 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 10.9 14.0 45.0 56.2 89.5 81.0 10.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
135 113 110 88 187 285 372
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,028
COMMITMENTS
17,840 3,990 1,234 2 3,306 19,076 8,530 2,952 13,498
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -481)
-610 123 27 0 33 -583 183 102 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.0 18.1 5.6 0.0 15.0 86.6 38.7 13.4 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 11 10 1 10 15 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 256,460
COMMITMENTS
30,747 18,327 52,702 150,464 165,809 233,913 236,838 22,547 19,622
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 10,362)
-4,506 715 5,956 10,788 5,876 12,238 12,547 -1,876 -2,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 7.1 20.5 58.7 64.7 91.2 92.3 8.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
43 35 59 66 62 146 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 852,830
COMMITMENTS
113,309 169,342 3,624 617,053 516,214 733,986 689,180 118,844 163,650
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -4,560)
-25,209 -19,501 105 17,529 15,410 -7,575 -3,986 3,015 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 19.9 0.4 72.4 60.5 86.1 80.8 13.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 49 16 65 81 103 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,430
COMMITMENTS
43,776 5,911 21,285 87,361 138,908 152,422 166,104 30,008 16,326
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -2,836)
-3,962 36 -5,099 7,671 2,982 -1,390 -2,081 -1,446 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 3.2 11.7 47.9 76.1 83.6 91.1 16.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
49 17 42 69 69 140 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,512
COMMITMENTS
2,176 1,367 622 7,914 9,149 10,712 11,138 1,800 1,374
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -334)
-40 254 48 -151 -578 -143 -276 -191 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 10.9 5.0 63.3 73.1 85.6 89.0 14.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 8 7 22 21 38 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 900,614
COMMITMENTS
155,714 230,265 10,576 616,353 573,066 782,643 813,907 117,971 86,707
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 8,677)
18,333 23,670 3,195 -18,556 -15,338 2,972 11,527 5,705 -2,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 25.6 1.2 68.4 63.6 86.9 90.4 13.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
37 44 22 87 94 137 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,863,520
COMMITMENTS
257,165 328,787 63,025 1212689 1100357 1532879 1492169 330,641 371,351
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 46,147)
16,482 3,668 13,291 -22,511 -2,185 7,262 14,774 38,885 31,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 17.6 3.4 65.1 59.0 82.3 80.1 17.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
53 65 40 105 114 183 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,593,412
COMMITMENTS
443,203 210,441 16,019 877,269 1135868 1336491 1362328 256,921 231,084
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 28,972)
57,403 18,409 -20,392 -44,902 25,386 -7,891 23,403 36,863 5,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 13.2 1.0 55.1 71.3 83.9 85.5 16.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
42 37 16 90 90 140 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 580,551
COMMITMENTS
248,816 38,028 25,048 265,067 483,025 538,931 546,101 41,620 34,450
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 12,134)
-12,666 5,185 4,657 18,738 -2,464 10,729 7,378 1,405 4,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 6.6 4.3 45.7 83.2 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
44 13 24 50 42 100 75
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,956
COMMITMENTS
15,534 14,060 1,271 14,317 11,260 31,122 26,591 3,834 8,365
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,468)
-148 -51 246 2,472 2,966 2,570 3,161 -102 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 40.2 3.6 41.0 32.2 89.0 76.1 11.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 17 9 14 9 40 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,821
COMMITMENTS
47,902 37,157 2,995 46,465 59,778 97,362 99,930 17,459 14,891
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,045)
-5,206 -1,975 155 7,097 2,501 2,046 681 -1,001 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 32.4 2.6 40.5 52.1 84.8 87.0 15.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
48 36 16 25 25 81 69
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,477
COMMITMENTS
14,801 9,457 793 39,846 45,029 55,440 55,279 37 198
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -371)
-164 -22 -227 49 -120 -342 -369 -29 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 17.0 1.4 71.8 81.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 14 3 15 11 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,001
COMMITMENTS
18,529 1,649 187 40,274 56,903 58,990 58,739 11 262
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,004)
186 -176 187 627 929 1,000 940 4 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 2.8 0.3 68.3 96.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 1 10 11 16 21
Updated August 15, 2008