WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 402,722
COMMITMENTS
57,494 66,054 131,577 188,260 152,825 377,331 350,456 25,392 52,266
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -2,184)
-865 -62 860 -1,676 -4,802 -1,682 -4,005 -502 1,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 16.4 32.7 46.7 37.9 93.7 87.0 6.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
83 114 126 84 108 244 283
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,685,800
COMMITMENTS
172,444 74,200 626,937 738,735 729,303 1538116 1430440 147,683 255,360
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,317)
-10,533 10,713 12,127 1,237 -38,306 2,831 -15,467 -1,513 16,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.4 37.2 43.8 43.3 91.2 84.9 8.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
180 147 245 274 348 572 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 17,456
COMMITMENTS
1,205 1,606 2,162 12,078 10,689 15,445 14,456 2,011 2,999
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 516)
-56 106 276 474 -287 695 95 -178 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.2 12.4 69.2 61.2 88.5 82.8 11.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 14 7 18 14 34 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 555,265
COMMITMENTS
63,347 28,806 216,538 223,753 223,819 503,638 469,162 51,628 86,103
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 16,875)
-9,071 249 16,991 7,770 -4,804 15,690 12,436 1,185 4,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.2 39.0 40.3 40.3 90.7 84.5 9.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
151 103 199 113 164 359 402
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 319,854
COMMITMENTS
22,341 29,469 91,502 184,698 174,790 298,541 295,761 21,313 24,093
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -3,566)
1,490 -1,622 2,727 -7,876 -6,691 -3,659 -5,586 92 2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.2 28.6 57.7 54.6 93.3 92.5 6.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
41 59 77 65 63 161 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 943,953
COMMITMENTS
64,169 161,878 80,274 666,621 531,393 811,064 773,545 132,889 170,408
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -55,392)
-16,524 -13,302 -27,100 -8,225 -17,675 -51,849 -58,077 -3,543 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 17.1 8.5 70.6 56.3 85.9 81.9 14.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 45 47 79 92 137 157
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 181,634
COMMITMENTS
27,921 11,656 41,828 81,195 106,301 150,944 159,786 30,689 21,848
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -4,206)
-2,042 4,575 2,521 -4,556 -14,601 -4,078 -7,506 -129 3,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 6.4 23.0 44.7 58.5 83.1 88.0 16.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
44 22 52 71 67 145 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 9,509
COMMITMENTS
2,265 1,113 690 4,310 6,092 7,266 7,895 2,243 1,614
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -635)
-507 52 18 -139 -907 -628 -837 -7 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 11.7 7.3 45.3 64.1 76.4 83.0 23.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 11 6 18 22 35 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 761,693
COMMITMENTS
126,416 157,308 38,430 485,819 482,475 650,666 678,213 111,027 83,480
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 14,349)
4,739 37,222 -1,653 18,457 -6,558 21,543 29,011 -7,194 -14,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 20.7 5.0 63.8 63.3 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
33 44 27 78 89 127 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,008,337
COMMITMENTS
193,007 231,375 262,374 1247523 1180240 1702904 1673989 305,433 334,348
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -163,702)
-27,473 8,422 -68,163 -68,128 -72,182 -163,764 -131,923 61 -31,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.5 13.1 62.1 58.8 84.8 83.4 15.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
47 56 68 110 121 191 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,604,090
COMMITMENTS
427,081 145,903 83,587 883,155 1128375 1393823 1357865 210,267 246,226
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 42,566)
-739 -9,813 -15,462 57,021 49,110 40,819 23,834 1,747 18,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 9.1 5.2 55.1 70.3 86.9 84.7 13.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
41 26 38 84 82 138 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,231,237
COMMITMENTS
169,882 38,328 463,387 541,298 686,316 1174567 1188031 56,670 43,206
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 94,243)
-5,520 -3,860 41,898 54,679 52,056 91,057 90,095 3,186 4,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.1 37.6 44.0 55.7 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
43 21 49 59 62 120 117
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 26,258
COMMITMENTS
9,883 3,006 155 11,143 13,165 21,181 16,326 5,077 9,932
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,774)
701 -544 73 -54 1,505 720 1,035 1,054 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 11.4 0.6 42.4 50.1 80.7 62.2 19.3 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 2 12 11 27 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 107,752
COMMITMENTS
18,736 23,675 1,814 73,556 67,146 94,106 92,634 13,646 15,117
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 5,751)
318 -8,234 -1,626 9,234 13,960 7,925 4,100 -2,175 1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 22.0 1.7 68.3 62.3 87.3 86.0 12.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 33 12 32 25 61 65
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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