WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,639
COMMITMENTS
56,183 61,395 46,681 137,093 112,835 239,957 220,911 26,682 45,728
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -30,879)
-12,647 -7,502 -18,153 -3,133 -4,713 -33,933 -30,368 3,054 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.0 17.5 51.4 42.3 90.0 82.9 10.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
54 101 109 61 87 205 245
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 894,918
COMMITMENTS
158,219 122,871 130,812 468,639 440,669 757,670 694,352 137,248 200,566
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -99,633)
-37,474 -23,586 -36,793 -31,067 -64,057 -105,334 -124,436 5,701 24,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 13.7 14.6 52.4 49.2 84.7 77.6 15.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
106 128 142 213 249 416 471
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,478
COMMITMENTS
1,415 2,332 230 11,229 9,653 12,874 12,215 1,604 2,263
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -184)
-147 259 63 -135 -393 -219 -71 35 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 16.1 1.6 77.6 66.7 88.9 84.4 11.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 14 5 16 9 32 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,608
COMMITMENTS
57,802 31,430 51,113 160,663 168,939 269,578 251,482 46,030 64,126
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 3,784)
3,261 1,476 -5,639 1,837 4,117 -541 -46 4,325 3,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 10.0 16.2 50.9 53.5 85.4 79.7 14.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
85 81 85 93 121 233 251
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 242,923
COMMITMENTS
15,022 23,498 55,867 147,682 135,584 218,571 214,949 24,352 27,974
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -13,288)
-7,282 -3,754 -5,631 -3,980 -6,882 -16,893 -16,267 3,605 2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 9.7 23.0 60.8 55.8 90.0 88.5 10.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
25 42 57 60 54 129 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,348
COMMITMENTS
50,853 138,025 8,319 552,049 396,217 611,221 542,561 148,127 216,787
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 14,778)
-9,886 -13,680 3,643 -30,986 -44,559 -37,229 -54,596 52,007 69,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 18.2 1.1 72.7 52.2 80.5 71.5 19.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
20 26 20 66 70 99 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 134,482
COMMITMENTS
16,727 10,239 17,106 71,074 81,745 104,907 109,090 29,575 25,392
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -3,729)
-8,206 -3,171 1,492 -593 -6,728 -7,307 -8,407 3,578 4,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 7.6 12.7 52.9 60.8 78.0 81.1 22.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
26 25 31 58 50 104 95
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,651
COMMITMENTS
1,524 742 379 3,829 3,567 5,732 4,688 919 1,963
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 109)
58 -137 -57 15 -96 16 -290 93 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 11.2 5.7 57.6 53.6 86.2 70.5 13.8 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 9 3 19 15 28 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 561,912
COMMITMENTS
94,600 104,500 7,747 358,231 346,852 460,578 459,099 101,334 102,813
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -110,407)
-30,002 -32,778 -791 -80,848 -88,933 -111,641 -122,502 1,234 12,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 18.6 1.4 63.8 61.7 82.0 81.7 18.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
19 34 18 70 73 103 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,255,468
COMMITMENTS
177,850 103,361 13,767 757,751 773,633 949,368 890,761 306,100 364,707
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 28,712)
-6,071 -64,185 -6,601 -26,320 19,049 -38,992 -51,737 67,704 80,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 8.2 1.1 60.4 61.6 75.6 71.0 24.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 32 27 83 74 128 118
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,217,255
COMMITMENTS
277,354 156,895 15,171 692,168 820,105 984,693 992,171 232,562 225,084
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -61,799)
-60,809 -10,753 1,565 -54,545 -73,435 -113,789 -82,623 51,990 20,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 12.9 1.2 56.9 67.4 80.9 81.5 19.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
37 25 22 78 60 124 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 478,707
COMMITMENTS
211,754 27,307 37,252 200,135 378,047 449,141 442,606 29,566 36,101
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,462)
10,708 103 -2,370 -4,998 10,627 3,340 8,360 -878 -5,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 5.7 7.8 41.8 79.0 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 14 27 42 43 83 74
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,842
COMMITMENTS
13,756 6,511 85 12,077 13,339 25,918 19,935 3,924 9,907
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 3,244)
688 245 43 1,823 2,133 2,554 2,421 690 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 21.8 0.3 40.5 44.7 86.9 66.8 13.1 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 12 2 14 9 29 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,739
COMMITMENTS
25,174 25,663 894 60,789 58,458 86,857 85,015 16,882 18,724
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -8,304)
3,022 1,999 -166 -9,832 -9,193 -6,976 -7,360 -1,328 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 24.7 0.9 58.6 56.4 83.7 82.0 16.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 25 9 25 27 59 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,096
COMMITMENTS
22,059 8,832 594 9,953 23,184 32,606 32,610 1,490 1,486
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,984)
991 -274 185 -447 776 729 687 1,255 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 25.9 1.7 29.2 68.0 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 10 5 10 14 20 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 69,788
COMMITMENTS
41,751 3,724 2,035 25,672 63,373 69,458 69,132 330 656
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 6,648)
8,175 -831 893 -2,371 5,997 6,697 6,059 -49 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.8 5.3 2.9 36.8 90.8 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 3 12 7 22 15
Updated December 01, 2008