WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,821
COMMITMENTS
69,907 71,173 55,531 130,867 110,126 256,305 236,830 26,516 45,991
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 9,321)
5,191 -6,687 4,099 -5,442 4,475 3,848 1,887 5,473 7,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 25.2 19.6 46.3 38.9 90.6 83.7 9.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
71 108 101 68 89 213 251
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 999,065
COMMITMENTS
216,381 123,368 150,261 504,135 532,529 870,777 806,158 128,288 192,907
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 16,376)
7,659 1,665 2,939 -6,368 -1,950 4,230 2,654 12,146 13,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 12.3 15.0 50.5 53.3 87.2 80.7 12.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667)
145 160 160 233 280 476 532
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,022
COMMITMENTS
1,772 2,120 733 11,792 10,847 14,297 13,700 1,725 2,322
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 530)
-112 -137 466 461 458 815 787 -285 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 13.2 4.6 73.6 67.7 89.2 85.5 10.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 15 6 18 14 36 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,399
COMMITMENTS
56,179 27,341 49,428 161,808 172,362 267,415 249,131 40,984 59,268
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -13,621)
5,105 -2,936 2,346 -17,410 -4,581 -9,959 -5,171 -3,662 -8,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 8.9 16.0 52.5 55.9 86.7 80.8 13.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
79 81 87 83 126 216 260
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,054
COMMITMENTS
24,493 25,645 54,108 152,918 151,259 231,519 231,012 22,535 23,042
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,776)
-1,895 -6,963 1,995 -3,118 6,087 -3,018 1,119 1,242 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 10.1 21.3 60.2 59.5 91.1 90.9 8.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 43 68 66 62 151 155
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,605
COMMITMENTS
49,150 162,401 3,212 571,361 424,217 623,723 589,830 100,882 134,775
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -9,987)
10,196 16,256 -2,042 -108 -4,273 8,046 9,941 -18,033 -19,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 22.4 0.4 78.9 58.5 86.1 81.4 13.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
21 38 18 71 76 102 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 145,265
COMMITMENTS
26,254 14,614 15,440 74,259 93,817 115,953 123,871 29,312 21,394
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,179)
-3,189 2,051 -1,268 -3,489 -5,608 -7,946 -4,825 2,767 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 10.1 10.6 51.1 64.6 79.8 85.3 20.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
30 33 33 62 56 115 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,989
COMMITMENTS
1,148 367 791 4,196 4,436 6,135 5,594 854 1,395
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -489)
-4 17 96 -367 -481 -275 -368 -214 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 5.3 11.3 60.0 63.5 87.8 80.0 12.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 5 7 16 14 29 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 706,797
COMMITMENTS
139,877 136,087 5,369 448,087 466,742 593,333 608,198 113,464 98,599
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -25,743)
-22,361 -11,698 577 4,047 -2,770 -17,737 -13,891 -8,006 -11,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 19.3 0.8 63.4 66.0 83.9 86.0 16.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
35 33 13 76 77 119 115
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,242,935
COMMITMENTS
200,831 180,406 11,994 805,304 758,003 1018129 950,403 224,806 292,532
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -65,073)
557 -46,550 -2,417 -45,009 -4,556 -46,869 -53,523 -18,204 -11,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 14.5 1.0 64.8 61.0 81.9 76.5 18.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
30 44 28 80 91 128 145
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,345,161
COMMITMENTS
401,416 168,290 5,970 746,138 942,566 1153524 1116826 191,637 228,335
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -15,229)
-39,916 -401 -458 28,009 -27,956 -12,365 -28,815 -2,864 13,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 12.5 0.4 55.5 70.1 85.8 83.0 14.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 31 21 82 75 130 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 485,789
COMMITMENTS
208,779 37,235 42,478 199,978 370,888 451,235 450,601 34,554 35,188
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -108,432)
-12,647 -9,296 -9,502 -84,353 -89,421 -106,502 -108,219 -1,930 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 7.7 8.7 41.2 76.3 92.9 92.8 7.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 16 37 42 46 96 89
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,957
COMMITMENTS
13,245 5,341 58 10,193 11,977 23,496 17,376 3,461 9,581
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,932)
1,031 -415 1 -2,375 -329 -1,343 -743 -589 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 19.8 0.2 37.8 44.4 87.2 64.5 12.8 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 10 3 13 9 29 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,331
COMMITMENTS
21,812 22,362 820 71,161 63,852 93,793 87,034 13,538 20,297
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -960)
-1,291 -1,867 -11 1,425 1,930 123 52 -1,083 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 20.8 0.8 66.3 59.5 87.4 81.1 12.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
26 23 6 33 25 63 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,329
COMMITMENTS
15,621 9,129 428 14,976 21,588 31,025 31,145 304 184
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,353)
180 176 0 -1,501 -1,519 -1,321 -1,343 -32 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 29.1 1.4 47.8 68.9 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 13 12 25 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,351
COMMITMENTS
29,832 4,327 1,077 25,092 50,835 56,001 56,239 350 112
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,756)
-1,032 -2,235 -41 -2,672 -1,523 -3,745 -3,799 -11 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 7.7 1.9 44.5 90.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 6 2 9 7 19 15
Updated November 7, 2008