WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,224
COMMITMENTS
57,815 64,474 36,611 137,486 110,789 231,912 211,874 22,312 42,350
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,120)
2,664 -8,356 -249 -1,708 12,033 707 3,428 1,413 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 25.4 14.4 54.1 43.6 91.2 83.3 8.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
56 106 87 62 88 187 227
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 825,334
COMMITMENTS
163,280 118,394 118,013 432,214 417,791 713,507 654,198 111,827 171,136
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,734)
5,089 -11,306 4,529 -9,279 7,659 339 882 1,395 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 14.3 14.3 52.4 50.6 86.5 79.3 13.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
119 151 120 191 246 384 466
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,777
COMMITMENTS
1,185 1,712 151 13,953 12,696 15,289 14,559 1,488 2,218
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 75)
114 -101 -16 -276 -37 -178 -154 253 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 10.2 0.9 83.2 75.7 91.1 86.8 8.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 9 5 20 12 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 313,818
COMMITMENTS
56,556 35,598 50,785 161,368 166,400 268,709 252,783 45,109 61,035
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -2,188)
-2,120 -2,190 -944 -3,145 575 -6,209 -2,559 4,021 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 11.3 16.2 51.4 53.0 85.6 80.6 14.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
88 76 99 99 115 251 253
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,349
COMMITMENTS
6,897 2,344 1,066 0 778 7,963 4,188 3,386 7,161
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 20.7 9.4 0.0 6.9 70.2 36.9 29.8 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 9 0 2 13 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 224,445
COMMITMENTS
15,279 27,944 48,875 138,953 122,341 203,107 199,160 21,338 25,285
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 5,162)
3,339 -1,823 6,571 -1,907 2,218 8,003 6,966 -2,841 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 12.5 21.8 61.9 54.5 90.5 88.7 9.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
33 36 68 56 53 135 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 770,320
COMMITMENTS
59,200 178,906 3,840 600,103 436,476 663,143 619,222 107,177 151,098
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 9,408)
6,518 22,036 -336 5,174 -25,465 11,356 -3,765 -1,948 13,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 23.2 0.5 77.9 56.7 86.1 80.4 13.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
22 39 9 65 77 94 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,105
COMMITMENTS
15,910 14,672 19,574 67,754 71,394 103,238 105,640 23,867 21,465
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -822)
257 -455 931 -2,314 -207 -1,126 269 304 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 11.5 15.4 53.3 56.2 81.2 83.1 18.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
22 27 41 52 44 106 97
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,936
COMMITMENTS
1,385 782 239 4,153 4,099 5,777 5,120 1,159 1,816
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -73)
-129 -22 -104 83 161 -150 35 77 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 11.3 3.4 59.9 59.1 83.3 73.8 16.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 8 4 19 15 27 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 514,582
COMMITMENTS
67,532 78,200 2,746 369,002 361,221 439,280 442,167 75,302 72,415
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 39,656)
7,340 24,963 -2,510 37,849 24,035 42,679 46,488 -3,023 -6,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.2 0.5 71.7 70.2 85.4 85.9 14.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
23 26 9 69 68 97 98
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,101,485
COMMITMENTS
145,257 142,579 6,845 764,550 699,466 916,652 848,890 184,833 252,595
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,531)
-6,264 2,441 -8,487 28,715 14,096 13,964 8,050 -9,433 -3,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 12.9 0.6 69.4 63.5 83.2 77.1 16.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
31 39 17 69 87 109 134
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,074,778
COMMITMENTS
176,642 160,422 8,303 740,458 752,781 925,403 921,506 149,375 153,272
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 9,147)
-26,378 35,330 -2,727 56,838 3,553 27,733 36,156 -18,586 -27,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 14.9 0.8 68.9 70.0 86.1 85.7 13.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 31 13 76 63 113 101
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 405,435
COMMITMENTS
189,782 20,563 23,919 169,327 328,860 383,028 373,342 22,407 32,093
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 5,465)
11,608 255 -5,762 7,246 10,082 13,092 4,575 -7,627 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 5.1 5.9 41.8 81.1 94.5 92.1 5.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 9 22 37 34 70 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,510
COMMITMENTS
14,180 7,236 2,662 15,170 15,978 32,012 25,876 4,498 10,634
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,425)
464 162 2,464 37 421 2,965 3,047 1,460 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 19.8 7.3 41.6 43.8 87.7 70.9 12.3 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 13 8 16 13 34 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,872
COMMITMENTS
32,398 24,200 8,015 59,926 69,252 100,339 101,467 19,533 18,405
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 23,703)
5,712 -1,469 7,176 -329 9,251 12,559 14,958 11,144 8,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 20.2 6.7 50.0 57.8 83.7 84.6 16.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
34 24 21 35 32 79 68
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,386
COMMITMENTS
12,659 7,944 182 13,809 18,642 26,650 26,768 3,736 3,618
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -7,827)
-8,432 -62 -1,047 -1,776 -10,073 -11,255 -11,182 3,428 3,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 26.1 0.6 45.4 61.4 87.7 88.1 12.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 3 9 12 21 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,298
COMMITMENTS
32,244 3,549 1,601 20,207 49,093 54,052 54,243 246 55
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -14,335)
-8,188 -221 -67 -4,995 -12,993 -13,250 -13,281 -1,085 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 6.5 2.9 37.2 90.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 6 2 10 7 23 14
Updated December 19, 2008