WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,104
COMMITMENTS
55,151 72,830 36,860 139,194 98,756 231,205 208,446 20,899 43,658
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -2,379)
1,744 4,438 -1,304 -2,355 -6,524 -1,915 -3,390 -464 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 28.9 14.6 55.2 39.2 91.7 82.7 8.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
49 118 90 62 85 184 239
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 823,600
COMMITMENTS
158,191 129,700 113,484 441,493 410,132 713,168 653,316 110,432 170,284
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -25,082)
7,575 99 -10,249 -18,891 -14,002 -21,565 -24,152 -3,517 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 15.7 13.8 53.6 49.8 86.6 79.3 13.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
116 154 114 194 248 384 467
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,702
COMMITMENTS
1,071 1,813 167 14,229 12,733 15,467 14,713 1,235 1,989
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -326)
-49 -254 3 -255 -164 -301 -415 -25 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 10.9 1.0 85.2 76.2 92.6 88.1 7.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 9 4 20 12 31 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,006
COMMITMENTS
58,676 37,788 51,729 164,513 165,825 274,918 255,342 41,088 60,664
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -322)
1,501 1,947 -3,410 5,044 2,736 3,135 1,273 -3,457 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 12.0 16.4 52.1 52.5 87.0 80.8 13.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
86 89 91 90 107 235 253
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 219,283
COMMITMENTS
11,940 29,767 42,304 140,860 120,123 195,104 192,194 24,179 27,089
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -16,217)
-2,637 2,402 -6,591 -9,131 -13,062 -18,359 -17,251 2,142 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 13.6 19.3 64.2 54.8 89.0 87.6 11.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
26 45 56 57 55 123 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,912
COMMITMENTS
52,682 156,870 4,176 594,929 461,941 651,787 622,987 109,125 137,925
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 23,198)
1,760 -5,843 -1,874 28,710 43,959 28,596 36,242 -5,398 -13,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 20.6 0.5 78.2 60.7 85.7 81.9 14.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
21 38 12 67 80 97 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,927
COMMITMENTS
15,653 15,127 18,643 70,068 71,601 104,364 105,371 23,563 22,556
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -1,402)
-171 2,039 504 -1,348 -3,586 -1,015 -1,043 -387 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 11.8 14.6 54.8 56.0 81.6 82.4 18.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 29 37 52 47 103 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,009
COMMITMENTS
1,514 804 343 4,070 3,938 5,927 5,085 1,082 1,924
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -55)
53 -1 -60 -142 90 -149 29 94 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 11.5 4.9 58.1 56.2 84.6 72.5 15.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 4 18 17 27 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 474,926
COMMITMENTS
60,192 53,237 5,256 331,153 337,186 396,601 395,679 78,325 79,247
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -21,222)
-9,689 -33,600 -254 -766 27,082 -10,709 -6,772 -10,513 -14,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 11.2 1.1 69.7 71.0 83.5 83.3 16.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
21 23 9 72 71 98 98
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,096,954
COMMITMENTS
151,521 140,138 15,332 735,835 685,370 902,688 840,840 194,266 256,114
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -23,914)
-4,212 923 1,035 1,553 -26,895 -1,624 -24,937 -22,290 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 12.8 1.4 67.1 62.5 82.3 76.7 17.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
31 38 20 70 81 113 127
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,065,631
COMMITMENTS
203,020 125,092 11,030 683,620 749,228 897,670 885,350 167,961 180,281
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -15,354)
-35,348 -17,750 -6,744 12,653 9,382 -29,439 -15,112 14,085 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 11.7 1.0 64.2 70.3 84.2 83.1 15.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
37 24 14 75 60 117 93
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 399,970
COMMITMENTS
178,174 20,308 29,681 162,081 318,778 369,936 368,767 30,034 31,203
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 14,193)
4,184 -2,046 6,275 4,354 13,444 14,813 17,673 -620 -3,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 5.1 7.4 40.5 79.7 92.5 92.2 7.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 10 25 37 40 74 68
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,085
COMMITMENTS
13,716 7,074 198 15,133 15,557 29,047 22,829 3,038 9,256
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -616)
-431 371 47 516 -365 132 53 -748 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 22.0 0.6 47.2 48.5 90.5 71.2 9.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 12 5 14 10 29 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,169
COMMITMENTS
26,686 25,669 839 60,255 60,001 87,780 86,509 8,389 9,660
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -6,114)
671 229 26 -1,046 1,067 -349 1,322 -5,765 -7,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 26.7 0.9 62.7 62.4 91.3 90.0 8.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 28 9 29 27 64 59
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,213
COMMITMENTS
21,091 8,006 1,229 15,585 28,715 37,905 37,950 308 263
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 7,239)
2,915 -702 565 3,722 7,397 7,202 7,260 37 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 21.0 3.2 40.8 75.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 8 4 12 15 25 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 68,633
COMMITMENTS
40,432 3,770 1,668 25,202 62,086 67,302 67,524 1,331 1,109
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 359)
-1,836 -321 76 1,051 -423 -709 -668 1,068 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 5.5 2.4 36.7 90.5 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 7 3 14 7 26 16
Updated December 12, 2008