WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 324,919
COMMITMENTS
70,032 63,600 51,223 177,295 161,831 298,550 276,654 26,369 48,265
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -3,872)
-3,043 -2,817 -3,353 3,602 4,838 -2,794 -1,332 -1,078 -2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 19.6 15.8 54.6 49.8 91.9 85.1 8.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
85 102 120 63 106 240 282
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,127,517
COMMITMENTS
297,597 104,436 159,289 556,808 656,663 1013694 920,388 113,823 207,129
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -29,887)
-17,297 -11,123 -10,640 -5,638 -6,447 -33,575 -28,210 3,688 -1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 9.3 14.1 49.4 58.2 89.9 81.6 10.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
161 129 189 221 332 500 599
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,601
COMMITMENTS
2,915 1,121 311 9,053 11,299 12,279 12,731 2,322 1,870
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -437)
-200 -53 -121 26 -237 -295 -411 -142 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 7.7 2.1 62.0 77.4 84.1 87.2 15.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 9 2 19 15 38 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,481
COMMITMENTS
110,965 45,042 54,810 170,738 208,953 336,513 308,805 45,968 73,676
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -7,983)
-8,413 -485 685 -4,512 -9,309 -12,240 -9,109 4,257 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 11.8 14.3 44.6 54.6 88.0 80.7 12.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
136 109 91 85 176 269 347
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,609
COMMITMENTS
17,388 3,827 1,259 3 3,365 18,650 8,451 2,959 13,158
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -315)
-505 -69 80 0 33 -425 44 110 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 17.7 5.8 0.0 15.6 86.3 39.1 13.7 60.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 11 9 1 10 13 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,461
COMMITMENTS
26,655 24,967 53,453 157,735 162,489 237,843 240,909 21,618 18,552
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 3,900)
-3,745 2,144 464 5,652 392 2,371 3,000 1,529 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 9.6 20.6 60.8 62.6 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 43 57 67 60 145 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,700
COMMITMENTS
107,438 163,716 28,242 633,780 542,597 769,460 734,555 153,240 188,145
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 59,568)
3,137 -5,986 22,476 6,316 24,690 31,929 41,180 27,639 18,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 17.7 3.1 68.7 58.8 83.4 79.6 16.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
24 42 22 62 82 101 131
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 170,926
COMMITMENTS
41,158 5,701 19,974 79,756 130,396 140,888 156,071 30,038 14,855
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -3,567)
-1,429 330 625 -5,058 -4,650 -5,862 -3,695 2,295 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 3.3 11.7 46.7 76.3 82.4 91.3 17.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
49 15 38 67 68 136 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,662
COMMITMENTS
2,509 901 700 6,779 8,880 9,988 10,481 1,674 1,181
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -397)
113 -475 27 -365 363 -225 -85 -172 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 7.7 6.0 58.1 76.1 85.6 89.9 14.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 8 6 23 20 42 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,583
COMMITMENTS
186,965 190,266 22,356 623,128 625,956 832,449 838,578 132,134 126,005
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 34,474)
10,581 -8,771 182 12,992 17,688 23,755 9,099 10,719 25,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 19.7 2.3 64.6 64.9 86.3 86.9 13.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
33 43 22 81 99 126 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,780,002
COMMITMENTS
268,580 273,853 76,169 1119838 1091436 1464587 1441458 315,415 338,544
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -124,190)
8,045 -49,729 -7,973 -87,103 -9,680 -87,031 -67,382 -37,159 -56,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 15.4 4.3 62.9 61.3 82.3 81.0 17.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
52 62 41 103 113 177 194
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,727,507
COMMITMENTS
459,892 193,267 35,149 963,199 1246950 1458240 1475366 269,267 252,141
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 108,963)
7,435 -29,170 17,380 72,674 96,458 97,489 84,668 11,474 24,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 11.2 2.0 55.8 72.2 84.4 85.4 15.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 36 20 92 91 145 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 600,653
COMMITMENTS
242,941 34,202 38,361 278,551 495,213 559,853 567,776 40,800 32,877
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 5,033)
3,923 3,568 -1,308 4,293 8,510 6,908 10,770 -1,875 -5,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 5.7 6.4 46.4 82.4 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 16 24 55 48 103 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,573
COMMITMENTS
16,530 14,648 1,674 13,945 11,187 32,149 27,509 4,424 9,064
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,353)
1,121 -434 616 -773 499 964 681 389 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 40.1 4.6 38.1 30.6 87.9 75.2 12.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 19 9 16 10 39 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,222
COMMITMENTS
47,733 51,686 1,719 49,182 45,587 98,634 98,992 15,588 15,230
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -4,718)
-1,486 -191 145 241 -4,968 -1,100 -5,014 -3,618 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 45.3 1.5 43.1 39.9 86.4 86.7 13.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
42 46 14 29 23 78 76
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,067
COMMITMENTS
14,175 9,072 748 37,081 42,135 52,004 51,955 63 112
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,426)
1,132 -13 -250 -2,314 -424 -1,432 -687 6 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 17.4 1.4 71.2 80.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 11 2 16 11 27 23
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,282
COMMITMENTS
20,611 3,127 187 34,412 51,660 55,210 54,974 72 308
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -6,994)
293 134 0 -7,236 -7,100 -6,943 -6,966 -51 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 5.7 0.3 62.2 93.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 10 1 12 9 17 20
Updated August 29, 2008