WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,417
COMMITMENTS
66,162 74,731 42,211 157,218 122,754 265,591 239,696 21,826 47,721
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -4,802)
-3,243 -3,869 3,585 -4,085 -5,850 -3,743 -6,134 -1,059 1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 26.0 14.7 54.7 42.7 92.4 83.4 7.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
68 109 86 67 100 195 253
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,035,355
COMMITMENTS
268,611 99,921 139,749 516,683 589,419 925,043 829,089 110,312 206,266
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -2,622)
-10,168 10,063 7,139 1,213 -25,626 -1,816 -8,424 -806 5,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 9.7 13.5 49.9 56.9 89.3 80.1 10.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682)
137 150 150 202 308 432 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,889
COMMITMENTS
2,207 1,539 385 10,607 10,346 13,199 12,270 1,690 2,619
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 112)
90 100 11 258 -297 359 -186 -247 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 10.3 2.6 71.2 69.5 88.6 82.4 11.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 13 2 18 14 32 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 357,108
COMMITMENTS
88,696 39,748 55,582 169,618 186,570 313,896 281,900 43,212 75,208
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,949)
-5,297 -669 7,574 -676 -6,578 1,601 327 348 1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 11.1 15.6 47.5 52.2 87.9 78.9 12.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
122 96 114 88 152 279 326
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,244
COMMITMENTS
15,616 3,611 633 2 2,988 16,251 7,232 2,993 12,012
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -269)
-348 21 0 0 -48 -348 -27 79 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 18.8 3.3 0.0 15.5 84.4 37.6 15.6 62.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 10 5 1 8 13 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 246,774
COMMITMENTS
35,423 24,249 48,684 142,660 150,970 226,767 223,903 20,007 22,871
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -5,933)
3,424 -4,938 3,000 -12,469 -5,808 -6,045 -7,746 112 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 9.8 19.7 57.8 61.2 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
47 51 70 58 58 153 152
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 803,176
COMMITMENTS
66,785 170,476 7,240 609,652 474,038 683,677 651,754 119,499 151,422
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -16,788)
-17,474 -11,506 -1,994 1,437 -8,074 -18,031 -21,574 1,243 4,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 21.2 0.9 75.9 59.0 85.1 81.1 14.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
29 42 20 65 81 105 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,862
COMMITMENTS
33,592 12,357 19,045 71,599 100,592 124,236 131,994 28,626 20,868
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -5,678)
-2,066 2,436 2,024 -5,819 -13,591 -5,861 -9,131 183 3,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 8.1 12.5 46.8 65.8 81.3 86.3 18.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
35 27 39 66 58 130 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,982
COMMITMENTS
2,257 1,225 380 4,222 5,888 6,859 7,493 2,123 1,489
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -644)
-485 27 4 -192 -869 -673 -838 29 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 13.6 4.2 47.0 65.6 76.4 83.4 23.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 9 4 16 21 30 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 711,182
COMMITMENTS
131,550 156,991 6,548 464,492 466,873 602,590 630,412 108,592 80,770
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 15,720)
5,142 36,129 -707 18,729 -5,031 23,164 30,391 -7,444 -14,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.1 0.9 65.3 65.6 84.7 88.6 15.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
36 37 16 76 82 119 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,515,264
COMMITMENTS
199,164 247,886 13,155 1018973 943,193 1231292 1204234 283,972 311,030
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -81,734)
-33,109 -5,602 -5,515 -52,617 -47,863 -91,241 -58,980 9,507 -22,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.4 0.9 67.2 62.2 81.3 79.5 18.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
42 58 25 89 101 144 171
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,475,682
COMMITMENTS
445,668 147,783 12,817 814,426 1075850 1272911 1236450 202,771 239,232
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 57,108)
-839 -9,816 -1,744 58,638 51,289 56,055 39,729 1,053 17,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 10.0 0.9 55.2 72.9 86.3 83.8 13.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
39 27 17 79 70 127 105
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 598,042
COMMITMENTS
174,106 42,456 64,300 315,621 458,265 554,027 565,021 44,015 33,021
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 10,073)
-10,872 -1,753 1,910 17,080 6,308 8,118 6,465 1,955 3,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 7.1 10.8 52.8 76.6 92.6 94.5 7.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 20 35 53 53 107 96
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,075
COMMITMENTS
9,883 3,004 50 10,577 12,563 20,510 15,617 4,565 9,458
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,312)
704 -546 48 -427 1,183 325 685 987 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 12.0 0.2 42.2 50.1 81.8 62.3 18.2 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 6 2 10 9 25 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,193
COMMITMENTS
18,548 23,937 480 59,860 52,908 78,888 77,325 13,305 14,868
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 3,695)
222 -7,894 -1,469 7,040 11,425 5,793 2,062 -2,098 1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 26.0 0.5 64.9 57.4 85.6 83.9 14.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
23 33 6 29 23 55 59
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,141
COMMITMENTS
15,060 8,574 402 21,490 28,049 36,952 37,025 189 116
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,202)
1,932 353 -111 412 1,908 2,233 2,150 -31 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 23.1 1.1 57.9 75.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 14 3 13 12 24 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,562
COMMITMENTS
24,888 9,284 490 29,879 45,616 55,257 55,390 305 172
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,681)
2,031 -956 60 701 3,421 2,792 2,525 -111 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 16.7 0.9 53.8 82.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 2 10 7 20 17
Updated October 3, 2008