WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 419,486
COMMITMENTS
61,500 73,957 129,542 193,711 154,062 384,753 357,562 34,733 61,924
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 17,453)
-1,165 7,680 6,742 1,797 -7,786 7,374 6,636 10,079 10,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 17.6 30.9 46.2 36.7 91.7 85.2 8.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
95 124 130 81 110 248 309
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,710,581
COMMITMENTS
183,079 76,654 616,214 763,317 768,013 1562610 1460881 147,971 249,699
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 25,467)
-954 1,622 17,524 -3,670 -2,389 12,899 16,757 12,568 8,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.5 36.0 44.6 44.9 91.3 85.4 8.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766)
198 148 266 273 359 594 677
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 17,537
COMMITMENTS
1,582 1,468 1,987 11,567 11,196 15,137 14,652 2,400 2,885
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 775)
-279 129 223 604 -60 548 292 227 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.4 11.3 66.0 63.8 86.3 83.6 13.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 14 7 18 14 34 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 562,180
COMMITMENTS
73,092 33,073 208,253 228,505 235,930 509,850 477,256 52,331 84,925
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 15,158)
-9,731 -4,039 12,328 9,790 3,633 12,386 11,922 2,772 3,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.9 37.0 40.6 42.0 90.7 84.9 9.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
152 126 200 111 180 362 430
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 341,022
COMMITMENTS
15,972 34,736 99,570 203,446 181,209 318,988 315,515 22,034 25,508
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 10,826)
-2,693 1,892 5,892 5,677 1,932 8,876 9,716 1,950 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.2 29.2 59.7 53.1 93.5 92.5 6.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
35 57 70 70 69 156 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,085,201
COMMITMENTS
101,739 169,142 103,368 728,905 603,265 934,012 875,775 151,189 209,426
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 36,260)
-28,522 -3,961 16,546 39,916 20,135 27,940 32,720 8,320 3,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.6 9.5 67.2 55.6 86.1 80.7 13.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
30 50 54 85 98 149 168
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 194,064
COMMITMENTS
30,376 8,748 39,502 93,722 128,327 163,600 176,577 30,464 17,487
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,319)
-2,202 2,935 -922 284 -5,420 -2,839 -3,406 521 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.5 20.4 48.3 66.1 84.3 91.0 15.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
45 18 45 71 64 138 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 10,152
COMMITMENTS
2,446 1,053 747 4,888 6,932 8,081 8,732 2,071 1,420
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -454)
-80 48 -124 -275 -421 -479 -497 25 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 10.4 7.4 48.2 68.3 79.6 86.0 20.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 11 7 20 23 42 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 843,792
COMMITMENTS
133,289 168,950 39,490 543,770 513,090 716,548 721,530 127,243 122,262
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -34,074)
-39,425 8,554 9,406 -4,187 -76,302 -34,205 -58,342 131 24,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 20.0 4.7 64.4 60.8 84.9 85.5 15.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 36 28 84 91 134 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,253,131
COMMITMENTS
225,252 191,835 324,519 1346809 1331824 1896580 1848178 356,551 404,953
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 110,662)
-26,989 -24,389 54,110 50,892 60,745 78,014 90,466 32,648 20,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.5 14.4 59.8 59.1 84.2 82.0 15.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
48 60 68 119 130 206 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,627,320
COMMITMENTS
388,189 177,284 102,359 875,010 1091062 1365558 1370705 261,762 256,615
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 5,549)
1,083 -22,846 35,606 -45,723 -39,710 -9,034 -26,950 14,583 32,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.9 6.3 53.8 67.0 83.9 84.2 16.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
39 38 39 89 85 146 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,176,444
COMMITMENTS
198,515 33,470 423,690 499,433 673,809 1121638 1130968 54,806 45,475
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 234,572)
-18,176 -7,478 133,102 110,922 94,669 225,848 220,293 8,724 14,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 2.8 36.0 42.5 57.3 95.3 96.1 4.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
49 20 52 66 66 134 123
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 62,342
COMMITMENTS
17,392 14,760 3,931 28,014 23,374 49,337 42,065 13,005 20,276
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 21,113)
362 399 1,510 7,419 8,368 9,291 10,276 11,822 10,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 23.7 6.3 44.9 37.5 79.1 67.5 20.9 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 24 17 20 16 50 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 162,807
COMMITMENTS
49,290 49,345 8,177 86,444 89,804 143,911 147,326 18,895 15,481
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 33,680)
1,586 -1,467 4,412 24,081 28,468 30,079 31,413 3,601 2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 30.3 5.0 53.1 55.2 88.4 90.5 11.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
47 48 29 34 33 96 96
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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