WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,474
COMMITMENTS
70,577 81,353 37,888 162,957 126,360 271,422 245,601 31,052 56,873
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 9,163)
547 7,682 -871 188 -7,775 -136 -964 9,299 10,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 26.9 12.5 53.9 41.8 89.7 81.2 10.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
70 134 90 65 103 195 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,070,817
COMMITMENTS
277,984 101,698 137,820 538,892 622,442 954,696 861,960 116,121 208,857
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 18,039)
-3,147 697 9,080 -60 1,522 5,873 11,299 12,166 6,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 9.5 12.9 50.3 58.1 89.2 80.5 10.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
155 135 151 190 316 431 545
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,172
COMMITMENTS
2,464 1,392 375 10,171 10,861 13,010 12,628 2,162 2,544
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 595)
-102 189 20 458 -63 376 146 219 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 9.2 2.5 67.0 71.6 85.8 83.2 14.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 11 2 18 14 32 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,393
COMMITMENTS
94,377 43,651 55,687 179,259 199,434 329,323 298,772 45,070 75,621
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,086)
-8,055 -4,846 -490 3,621 1,772 -4,924 -3,564 2,838 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 11.7 14.9 47.9 53.3 88.0 79.8 12.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
124 114 103 87 164 265 351
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,446
COMMITMENTS
16,924 3,811 645 152 3,282 17,721 7,738 2,725 12,708
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -30)
297 264 212 150 53 659 529 -689 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.8 18.6 3.2 0.7 16.1 86.7 37.8 13.3 62.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 11 4 2 9 15 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,460
COMMITMENTS
28,097 27,308 53,929 159,284 157,075 241,310 238,312 21,150 24,148
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -878)
179 644 -1,384 -2,138 -1,088 -3,343 -1,828 2,465 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 10.4 20.5 60.7 59.8 91.9 90.8 8.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
38 50 59 66 61 147 155
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,645
COMMITMENTS
107,252 176,415 17,993 646,840 531,724 772,085 726,132 136,560 182,513
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -10,649)
-25,538 2,237 -4,256 15,664 -6,793 -14,130 -8,812 3,481 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 19.4 2.0 71.2 58.5 85.0 79.9 15.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 45 20 68 80 110 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 166,261
COMMITMENTS
36,294 10,793 16,950 85,157 122,246 138,401 149,989 27,860 16,272
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -4,603)
-2,525 2,320 -1,957 -398 -5,984 -4,880 -5,621 277 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 6.5 10.2 51.2 73.5 83.2 90.2 16.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 21 37 67 57 130 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,635
COMMITMENTS
2,435 1,172 407 4,797 6,733 7,639 8,312 1,996 1,323
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -458)
-82 32 -118 -292 -412 -492 -498 34 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 12.2 4.2 49.8 69.9 79.3 86.3 20.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 10 5 17 22 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 792,636
COMMITMENTS
140,595 164,951 6,761 520,477 501,952 667,833 673,664 124,803 118,972
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -42,725)
-32,154 800 109 -10,118 -67,780 -42,163 -66,871 -562 24,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 20.8 0.9 65.7 63.3 84.3 85.0 15.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
37 35 17 79 86 124 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,723,211
COMMITMENTS
229,651 240,195 45,081 1117438 1064750 1392170 1350026 331,041 373,185
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 11,742)
-34,002 -2,004 -778 19,529 1,603 -15,251 -1,179 26,993 12,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 13.9 2.6 64.8 61.8 80.8 78.3 19.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
41 62 29 97 114 154 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,401
COMMITMENTS
411,072 179,146 16,937 793,077 1024458 1221086 1220541 247,315 247,860
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -36,200)
11,585 -19,025 3,725 -58,507 -54,550 -43,197 -69,850 6,997 33,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 12.2 1.2 54.0 69.8 83.2 83.1 16.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
41 34 22 81 74 133 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 605,357
COMMITMENTS
212,873 34,601 60,246 287,722 475,490 560,841 570,337 44,516 35,020
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 57,057)
-15,590 1,084 23,989 44,944 23,961 53,343 49,034 3,714 8,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 5.7 10.0 47.5 78.5 92.6 94.2 7.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
44 17 38 57 51 117 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,275
COMMITMENTS
17,392 14,541 3,805 27,721 23,034 48,918 41,380 12,357 19,895
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 20,958)
362 300 1,462 7,298 8,164 9,122 9,926 11,836 11,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 23.7 6.2 45.2 37.6 79.8 67.5 20.2 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 23 15 19 15 47 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,101
COMMITMENTS
48,557 49,205 6,034 74,206 76,777 128,797 132,016 18,304 15,085
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 31,964)
1,187 -1,444 4,251 23,064 26,876 28,502 29,683 3,462 2,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 33.4 4.1 50.4 52.2 87.6 89.7 12.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
46 47 22 34 32 92 90
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,571
COMMITMENTS
13,635 8,344 630 22,150 27,562 36,415 36,536 156 35
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -22,983)
-764 -777 -1,054 -20,754 -20,600 -22,572 -22,431 -411 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 22.8 1.7 60.6 75.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 11 3 14 11 24 24
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,034
COMMITMENTS
23,194 12,513 297 29,171 39,817 52,662 52,627 372 407
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -14,718)
906 11,010 -1,815 -7,249 -17,278 -8,158 -8,083 -6,560 -6,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 23.6 0.6 55.0 75.1 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 1 9 6 16 13
Updated September 19, 2008