WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,660
COMMITMENTS
66,645 74,914 60,916 132,168 102,777 259,729 238,607 26,931 48,053
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,839)
-3,262 3,741 5,385 1,301 -7,349 3,424 1,777 415 2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 26.1 21.3 46.1 35.9 90.6 83.2 9.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
68 111 127 65 86 230 278
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,009,051
COMMITMENTS
206,253 152,292 165,265 508,517 510,896 880,035 828,453 129,016 180,598
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 9,986)
-10,128 28,924 15,004 4,382 -21,633 9,258 22,295 728 -12,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 15.1 16.4 50.4 50.6 87.2 82.1 12.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
134 171 173 237 267 490 542
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,430
COMMITMENTS
1,592 1,762 539 11,706 10,716 13,837 13,017 1,593 2,413
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -592)
-180 -358 -194 -86 -131 -460 -683 -132 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 11.4 3.5 75.9 69.4 89.7 84.4 10.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 11 5 16 12 31 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,811
COMMITMENTS
54,783 31,539 55,642 163,011 166,050 273,436 253,231 43,375 63,580
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 8,412)
-1,396 4,198 6,214 1,203 -6,312 6,021 4,100 2,391 4,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 10.0 17.6 51.5 52.4 86.3 79.9 13.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
84 82 91 88 122 226 262
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 258,455
COMMITMENTS
24,049 25,183 59,073 155,924 150,667 239,046 234,923 19,409 23,532
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 4,401)
-444 -462 4,965 3,006 -592 7,527 3,911 -3,126 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 9.7 22.9 60.3 58.3 92.5 90.9 7.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 45 65 67 63 144 155
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,196
COMMITMENTS
50,856 157,429 3,434 583,155 430,002 637,445 590,865 95,751 142,331
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 8,591)
1,706 -4,972 222 11,794 5,785 13,722 1,035 -5,131 7,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 21.5 0.5 79.5 58.6 86.9 80.6 13.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
18 36 19 73 82 104 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,256
COMMITMENTS
25,808 14,052 14,890 71,278 90,333 111,976 119,275 26,280 18,981
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -7,009)
-446 -562 -550 -2,981 -3,484 -3,977 -4,596 -3,032 -2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 10.2 10.8 51.6 65.3 81.0 86.3 19.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 29 31 64 59 117 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,770
COMMITMENTS
1,172 568 568 4,153 4,201 5,893 5,337 877 1,433
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -219)
24 201 -223 -43 -235 -242 -257 23 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 8.4 8.4 61.3 62.1 87.0 78.8 13.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 9 5 18 16 28 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 697,737
COMMITMENTS
139,106 127,586 10,161 451,359 473,917 600,626 611,664 97,111 86,073
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -9,060)
-771 -8,501 4,792 3,272 7,175 7,293 3,466 -16,353 -12,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.3 1.5 64.7 67.9 86.1 87.7 13.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
36 31 13 77 79 121 115
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,241,538
COMMITMENTS
193,066 198,497 15,577 805,164 744,397 1013807 958,471 227,731 283,067
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -1,397)
-7,765 18,091 3,583 -140 -13,606 -4,322 8,068 2,925 -9,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.0 1.3 64.9 60.0 81.7 77.2 18.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
29 44 30 78 98 125 154
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,310,830
COMMITMENTS
393,093 153,823 7,610 738,694 945,529 1139397 1106962 171,433 203,868
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -34,331)
-8,323 -14,467 1,640 -7,444 2,963 -14,127 -9,864 -20,204 -24,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 11.7 0.6 56.4 72.1 86.9 84.4 13.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
39 29 20 82 74 131 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 469,568
COMMITMENTS
202,381 31,620 34,785 200,917 368,388 438,083 434,793 31,485 34,775
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -16,221)
-6,398 -5,615 -7,693 939 -2,500 -13,152 -15,808 -3,069 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 6.7 7.4 42.8 78.5 93.3 92.6 6.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 18 28 40 46 86 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,628
COMMITMENTS
13,010 6,402 47 10,238 11,184 23,295 17,633 3,333 8,995
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -329)
-235 1,061 -11 45 -793 -201 257 -128 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 24.0 0.2 38.4 42.0 87.5 66.2 12.5 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 13 2 13 8 30 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,803
COMMITMENTS
23,541 24,439 1,251 67,480 64,692 92,272 90,382 16,531 18,421
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,472)
1,729 2,077 431 -3,681 840 -1,521 3,348 2,993 -1,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 22.5 1.1 62.0 59.5 84.8 83.1 15.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 26 9 31 23 64 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,082
COMMITMENTS
19,478 9,032 565 11,895 22,319 31,938 31,916 144 166
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 753)
3,857 -97 137 -3,081 731 913 771 -160 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 28.2 1.8 37.1 69.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 12 6 12 13 25 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,506
COMMITMENTS
32,352 4,176 1,143 25,728 54,105 59,223 59,424 283 82
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,155)
2,520 -151 66 636 3,270 3,222 3,185 -67 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 7.0 1.9 43.2 90.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 7 3 9 7 20 16
Updated November 14, 2007