WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,737
COMMITMENTS
56,358 68,208 149,682 184,170 146,590 390,210 364,480 25,526 51,257
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 13,014)
-1,136 2,153 18,105 -4,089 -6,235 12,880 14,024 135 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 16.4 36.0 44.3 35.3 93.9 87.7 6.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
78 123 130 84 109 247 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,728,906
COMMITMENTS
157,557 84,260 688,367 736,996 703,296 1582920 1475923 145,986 252,983
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 43,106)
-14,887 10,060 61,430 -1,739 -26,007 44,804 45,483 -1,698 -2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.9 39.8 42.6 40.7 91.6 85.4 8.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725)
151 185 260 276 332 586 643
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,159
COMMITMENTS
1,024 1,820 2,380 12,868 10,794 16,271 14,994 1,887 3,165
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 703)
-181 214 218 790 105 827 537 -124 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 10.0 13.1 70.9 59.4 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 19 7 20 13 36 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,501
COMMITMENTS
63,111 25,537 230,722 230,032 230,308 523,864 486,566 51,637 88,935
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 20,236)
-236 -3,269 14,184 6,279 6,489 20,227 17,405 9 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.4 40.1 40.0 40.0 91.0 84.5 9.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
132 116 200 115 158 353 393
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,217
COMMITMENTS
15,356 3,486 875 3 2,804 16,234 7,165 2,983 12,052
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -27)
-260 -125 242 1 -184 -17 -67 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 18.1 4.6 0.0 14.6 84.5 37.3 15.5 62.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 9 7 1 7 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 335,790
COMMITMENTS
18,971 26,395 93,866 199,135 189,538 311,972 309,799 23,819 25,991
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 15,936)
-3,370 -3,074 2,364 14,437 14,748 13,431 14,038 2,506 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.9 28.0 59.3 56.4 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 42 67 68 64 149 150
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,730
COMMITMENTS
67,386 172,021 81,766 663,775 501,918 812,927 755,706 128,803 186,024
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -2,223)
3,217 10,143 1,493 -2,846 -29,475 1,863 -17,839 -4,086 15,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 18.3 8.7 70.5 53.3 86.3 80.2 13.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
29 47 48 80 97 137 164
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 186,640
COMMITMENTS
26,540 14,758 44,453 85,410 106,069 156,404 165,280 30,236 21,360
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 5,006)
-1,381 3,102 2,625 4,215 -232 5,460 5,495 -453 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.9 23.8 45.8 56.8 83.8 88.6 16.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
38 28 49 63 57 131 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,499
COMMITMENTS
1,827 1,127 1,163 4,643 5,688 7,634 7,978 1,865 1,521
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -10)
-438 14 473 333 -404 369 83 -378 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 11.9 12.2 48.9 59.9 80.4 84.0 19.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 12 9 18 19 38 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 816,477
COMMITMENTS
140,151 142,218 49,194 509,991 526,815 699,336 718,227 117,141 98,250
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 54,785)
13,735 -15,090 10,764 24,172 44,341 48,670 40,014 6,114 14,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 17.4 6.0 62.5 64.5 85.7 88.0 14.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
40 40 30 87 97 142 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,968,183
COMMITMENTS
257,182 191,982 261,096 1174602 1160286 1692879 1613363 275,304 354,819
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -40,154)
64,175 -39,393 -1,278 -72,921 -19,954 -10,025 -60,625 -30,129 20,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 9.8 13.3 59.7 59.0 86.0 82.0 14.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
52 53 67 115 120 197 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,615,581
COMMITMENTS
397,965 148,860 102,833 890,316 1133150 1391115 1384843 224,466 230,738
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 11,491)
-29,115 2,957 19,247 7,161 4,774 -2,708 26,978 14,199 -15,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.2 6.4 55.1 70.1 86.1 85.7 13.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 31 41 91 88 146 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,086,468
COMMITMENTS
151,745 31,543 411,380 462,202 599,405 1025327 1042328 61,141 44,140
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -144,769)
-18,137 -6,785 -52,007 -79,096 -86,911 -149,240 -145,703 4,471 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.9 37.9 42.5 55.2 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
41 19 44 54 58 110 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,968
COMMITMENTS
10,050 4,264 573 11,628 13,570 22,251 18,407 5,717 9,561
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,710)
167 1,258 418 485 405 1,070 2,081 640 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 15.2 2.0 41.6 48.5 79.6 65.8 20.4 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 10 7 12 11 30 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,783
COMMITMENTS
21,359 19,454 2,211 72,493 80,889 96,063 102,554 19,719 13,228
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 8,031)
2,623 -4,221 398 -1,064 13,744 1,958 9,920 6,074 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.8 1.9 62.6 69.9 83.0 88.6 17.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 28 14 33 27 68 64
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,307
COMMITMENTS
14,166 9,087 402 21,428 26,696 35,996 36,185 311 122
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -834)
-894 513 0 -62 -1,353 -956 -840 122 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 25.0 1.1 59.0 73.5 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 16 3 13 14 24 31
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,172
COMMITMENTS
26,486 6,760 535 28,841 48,784 55,862 56,079 310 93
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 610)
1,598 -2,524 45 -1,038 3,168 605 689 5 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 12.0 1.0 51.3 86.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 3 9 7 20 17
Updated October 10, 2008