WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 321,218
COMMITMENTS
59,443 54,450 88,628 149,265 133,680 297,336 276,758 23,882 44,460
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -4,792)
938 115 -3,898 -564 681 -3,523 -3,102 -1,269 -1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 17.0 27.6 46.5 41.6 92.6 86.2 7.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
76 97 117 77 99 229 252
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,254,797
COMMITMENTS
120,083 100,132 428,446 573,215 536,512 1121744 1065090 133,053 189,707
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -25,170)
-10,362 -368 -5,088 3,863 -6,639 -11,587 -12,095 -13,582 -13,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 8.0 34.1 45.7 42.8 89.4 84.9 10.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
118 160 209 243 270 492 528
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 21,650
COMMITMENTS
777 2,026 1,076 14,352 12,497 16,205 15,599 5,445 6,051
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,456)
-38 35 22 -416 -373 -431 -315 3,887 3,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 9.4 5.0 66.3 57.7 74.9 72.1 25.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 11 8 22 13 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,278
COMMITMENTS
49,929 24,238 140,564 182,337 191,843 372,830 356,645 47,447 63,633
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -21,833)
-33 -1,671 -8,379 -9,928 -7,570 -18,339 -17,619 -3,494 -4,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 5.8 33.4 43.4 45.6 88.7 84.9 11.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
103 86 152 110 120 296 298
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,170
COMMITMENTS
14,383 35,415 72,720 144,830 126,774 231,934 234,910 22,236 19,260
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -7,709)
3,116 8,087 1,038 -11,364 -8,973 -7,210 152 -499 -7,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.9 28.6 57.0 49.9 91.3 92.4 8.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
34 47 72 61 60 145 159
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 918,010
COMMITMENTS
52,700 178,487 75,485 674,863 504,387 803,048 758,359 114,962 159,651
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 2,412)
-4,160 3,846 5,838 4,779 9,857 6,457 19,541 -4,045 -17,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 19.4 8.2 73.5 54.9 87.5 82.6 12.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
26 48 41 76 87 128 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 139,650
COMMITMENTS
17,244 10,955 29,882 65,864 76,770 112,990 117,607 26,661 22,043
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -1,800)
1,031 -1,301 995 -5,211 -459 -3,186 -765 1,385 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.8 21.4 47.2 55.0 80.9 84.2 19.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
26 25 41 56 52 113 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,586
COMMITMENTS
1,250 803 712 4,498 4,332 6,461 5,848 1,125 1,738
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -198)
-33 3 -6 -46 -5 -85 -9 -113 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.6 9.4 59.3 57.1 85.2 77.1 14.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 10 6 21 15 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 538,743
COMMITMENTS
61,892 77,530 9,422 391,357 372,011 462,672 458,963 76,071 79,780
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,914)
-5,736 -572 -1,926 13,342 1,871 5,680 -626 -1,766 4,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.4 1.7 72.6 69.1 85.9 85.2 14.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
22 24 13 75 75 102 107
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,493,033
COMMITMENTS
147,218 113,341 263,468 881,408 863,719 1292093 1240527 200,940 252,505
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -15,440)
-168 -875 20,443 -24,643 -13,184 -4,369 6,384 -11,071 -21,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.6 17.6 59.0 57.8 86.5 83.1 13.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
41 39 50 86 97 152 161
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,185,924
COMMITMENTS
153,132 151,172 67,174 802,211 793,430 1022517 1011777 163,406 174,147
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -5,752)
-16,838 -7,167 -3,791 7,738 -7,132 -12,891 -18,091 7,139 12,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 12.7 5.7 67.6 66.9 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
25 32 29 78 70 119 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 891,372
COMMITMENTS
171,146 11,887 440,731 244,937 406,863 856,814 859,482 34,557 31,890
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -31,766)
20,500 280 -26,258 -31,789 -2,773 -37,547 -28,751 5,782 -3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 1.3 49.4 27.5 45.6 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 9 35 44 41 85 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 9,537
COMMITMENTS
3,166 4,363 0 3,661 1,957 6,827 6,320 2,710 3,217
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -28,116)
-11,014 -2,770 -2,879 -12,106 -14,643 -25,999 -20,291 -2,117 -7,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 45.7 0.0 38.4 20.5 71.6 66.3 28.4 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 0 10 4 14 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,761
COMMITMENTS
19,483 8,357 719 27,351 37,231 47,553 46,306 11,208 12,455
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -74,160)
-12,615 -15,741 -8,306 -44,639 -43,909 -65,560 -67,956 -8,600 -6,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 14.2 1.2 46.5 63.4 80.9 78.8 19.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 15 4 24 23 47 40
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 26,289
COMMITMENTS
11,204 7,656 171 14,728 18,334 26,103 26,161 186 128
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -4,097)
-1,455 -288 -11 919 -308 -547 -607 -3,550 -3,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 29.1 0.7 56.0 69.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 9 3 12 13 24 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,176
COMMITMENTS
31,680 864 1,708 19,543 50,559 52,931 53,131 245 45
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -1,122)
-564 -2,685 107 -664 1,466 -1,121 -1,112 -1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 1.6 3.2 36.8 95.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 6 3 11 8 23 17
Updated December 29, 2008