WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,902
COMMITMENTS
70,922 67,946 136,431 212,059 188,018 419,413 392,396 30,490 57,507
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 13,593)
25 -3,638 10,932 1,610 4,058 12,566 11,352 1,027 2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 15.1 30.3 47.1 41.8 93.2 87.2 6.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
102 130 153 87 111 287 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,960,640
COMMITMENTS
220,837 80,667 706,344 868,953 888,602 1796134 1675614 164,507 285,027
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 20,888)
-19,000 8,158 17,270 11,735 -22,563 10,005 2,865 10,883 18,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.1 36.0 44.3 45.3 91.6 85.5 8.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
189 157 270 293 404 624 726
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,631
COMMITMENTS
2,153 771 1,594 10,599 12,465 14,346 14,830 2,285 1,801
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -308)
-332 222 277 106 -1,034 51 -535 -359 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.6 9.6 63.7 75.0 86.3 89.2 13.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 8 9 17 17 39 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,771
COMMITMENTS
104,216 28,882 171,609 222,512 263,543 498,337 464,034 49,434 83,737
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,838)
-2,470 839 1,156 1,521 -8,137 206 -6,142 -5,044 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.3 31.3 40.6 48.1 91.0 84.7 9.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
168 118 186 117 203 369 443
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,509
COMMITMENTS
18,450 3,867 1,207 2 3,273 19,659 8,347 2,850 14,162
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 584)
286 618 44 0 132 330 794 254 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.0 17.2 5.4 0.0 14.5 87.3 37.1 12.7 62.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 11 9 1 10 16 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,973
COMMITMENTS
28,417 26,396 73,786 171,737 176,236 273,940 276,418 26,032 23,554
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,681)
-7,455 3,076 -10,248 22,512 7,457 4,810 286 -1,129 3,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.8 24.6 57.3 58.8 91.3 92.1 8.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
44 41 60 68 68 153 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 969,771
COMMITMENTS
136,711 174,839 67,691 639,244 545,389 843,646 787,919 126,126 181,853
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 13,363)
18,190 -1,889 5,648 -15,812 6,813 8,027 10,572 5,336 2,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.0 7.0 65.9 56.2 87.0 81.2 13.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
29 58 50 75 95 138 169
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,919
COMMITMENTS
41,486 4,820 48,438 89,031 141,523 178,955 194,782 33,964 18,137
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,315)
-828 940 -1,098 6,573 4,658 4,647 4,500 -1,332 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 2.3 22.7 41.8 66.5 84.0 91.5 16.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
64 20 61 71 71 166 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,749
COMMITMENTS
2,051 1,213 1,118 8,528 9,789 11,697 12,119 2,052 1,629
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 6)
-216 -16 317 126 -421 227 -120 -221 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.8 8.1 62.0 71.2 85.1 88.1 14.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 14 8 22 21 42 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,888
COMMITMENTS
136,461 199,138 28,791 648,429 608,710 813,681 836,639 115,207 92,249
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 16,821)
-10,564 371 2,611 23,599 12,140 15,645 15,121 1,175 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 21.4 3.1 69.8 65.5 87.6 90.1 12.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
43 44 32 91 99 151 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,286,076
COMMITMENTS
230,074 283,336 288,870 1461007 1349503 1979950 1921710 306,125 364,366
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 69,291)
8,361 -37,444 31,469 10,647 98,270 50,477 92,295 18,814 -23,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.4 12.6 63.9 59.0 86.6 84.1 13.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
41 75 71 124 137 213 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,673,503
COMMITMENTS
376,257 177,710 92,183 974,536 1165998 1442976 1435891 230,527 237,613
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 49,263)
43,125 -9,438 -2,552 1,478 46,941 42,050 34,951 7,213 14,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.6 5.5 58.2 69.7 86.2 85.8 13.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
43 36 35 97 98 155 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 826,201
COMMITMENTS
263,689 37,136 177,857 340,439 577,853 781,985 792,846 44,216 33,354
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -62,797)
-40,051 -2,522 -3,502 -9,116 -52,243 -52,669 -58,268 -10,127 -4,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.5 21.5 41.2 69.9 94.6 96.0 5.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
48 18 37 56 52 116 97
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,251
COMMITMENTS
15,678 14,146 1,254 12,019 8,425 28,950 23,825 4,301 9,427
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 512)
721 -204 37 -13 -84 745 -251 -233 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 42.5 3.8 36.1 25.3 87.1 71.7 12.9 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 16 9 11 8 38 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,329
COMMITMENTS
52,665 38,673 5,449 49,511 67,291 107,626 111,413 18,704 14,916
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,181)
2,245 -657 814 1,643 1,292 4,702 1,450 -2,522 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 30.6 4.3 39.2 53.3 85.2 88.2 14.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
52 43 24 25 26 88 82
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,848
COMMITMENTS
14,965 9,479 1,020 39,797 45,149 55,782 55,648 66 200
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,313)
-206 1,334 477 -3,424 -5,133 -3,153 -3,322 -160 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 17.0 1.8 71.3 80.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 14 3 16 12 28 28
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,997
COMMITMENTS
18,343 1,825 0 39,647 55,974 57,990 57,799 7 198
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,491)
1,078 668 0 -2,576 -2,116 -1,498 -1,448 7 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 3.1 0.0 68.4 96.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 0 10 11 17 21
Updated August 8, 2008