WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,906
COMMITMENTS
69,633 65,240 138,192 204,853 182,644 412,677 386,075 30,229 56,831
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -6,996)
-1,289 -2,707 1,761 -7,207 -5,374 -6,736 -6,320 -261 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.7 31.2 46.3 41.2 93.2 87.2 6.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
98 127 166 83 105 295 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,958,525
COMMITMENTS
211,236 88,818 725,027 859,202 872,338 1795464 1686183 163,060 272,341
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -2,116)
-9,601 8,151 18,683 -9,751 -16,263 -670 10,570 -1,446 -12,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.5 37.0 43.9 44.5 91.7 86.1 8.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 831)
182 174 294 303 395 657 739
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,408
COMMITMENTS
2,217 1,121 1,681 10,193 11,719 14,090 14,521 3,318 2,887
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 777)
63 351 87 -407 -747 -256 -309 1,033 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.4 9.7 58.6 67.3 80.9 83.4 19.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 12 9 18 17 41 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 561,309
COMMITMENTS
95,737 33,377 190,394 226,656 255,396 512,787 479,167 48,522 82,142
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 13,538)
-8,478 4,495 18,785 4,144 -8,147 14,450 15,133 -912 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.9 33.9 40.4 45.5 91.4 85.4 8.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503)
149 129 191 113 199 359 442
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,028
COMMITMENTS
17,840 3,990 1,234 2 3,306 19,076 8,530 2,952 13,498
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -481)
-610 123 27 0 33 -583 183 102 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 18.1 5.6 0.0 15.0 86.6 38.7 13.4 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 11 10 1 10 15 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 320,641
COMMITMENTS
21,464 28,076 86,568 188,638 184,973 296,669 299,617 23,972 21,024
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 20,668)
-6,953 1,680 12,781 16,901 8,737 22,729 23,198 -2,060 -2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.8 27.0 58.8 57.7 92.5 93.4 7.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
37 45 67 69 69 152 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 965,644
COMMITMENTS
110,313 159,391 67,786 658,563 558,188 836,662 785,366 128,982 180,278
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -4,127)
-26,398 -15,448 95 19,319 12,799 -6,983 -2,553 2,856 -1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.5 7.0 68.2 57.8 86.6 81.3 13.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
32 54 49 77 95 142 165
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 210,028
COMMITMENTS
36,429 4,016 44,274 96,812 144,372 177,515 192,662 32,512 17,365
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -2,891)
-5,057 -804 -4,163 7,781 2,848 -1,440 -2,119 -1,451 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 1.9 21.1 46.1 68.7 84.5 91.7 15.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
51 19 53 71 73 147 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,476
COMMITMENTS
2,030 1,510 1,169 8,415 9,219 11,614 11,898 1,863 1,578
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -272)
-21 297 52 -114 -570 -83 -221 -189 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 11.2 8.7 62.4 68.4 86.2 88.3 13.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 13 8 23 22 42 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 944,011
COMMITMENTS
154,959 223,318 33,502 632,340 596,105 820,801 852,925 123,211 91,087
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 15,124)
18,499 24,180 4,711 -16,089 -12,605 7,120 16,286 8,004 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 23.7 3.5 67.0 63.1 86.9 90.4 13.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
43 40 33 95 96 153 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,388,232
COMMITMENTS
245,415 267,828 340,170 1456556 1382684 2042141 1990683 346,091 397,549
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 102,157)
15,341 -15,508 51,300 -4,451 33,181 62,191 68,973 39,966 33,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.2 14.2 61.0 57.9 85.5 83.4 14.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
46 77 76 125 138 224 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,718,051
COMMITMENTS
429,244 193,379 82,599 940,306 1200094 1452150 1476072 265,901 241,979
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 44,548)
52,987 15,669 -9,583 -34,230 34,096 9,174 40,182 35,374 4,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 11.3 4.8 54.7 69.9 84.5 85.9 15.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
41 40 33 100 103 160 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 866,394
COMMITMENTS
245,686 38,704 206,950 368,073 582,022 820,709 827,677 45,685 38,717
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 40,193)
-18,002 1,568 29,094 27,633 4,169 38,724 34,830 1,469 5,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 4.5 23.9 42.5 67.2 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
52 15 36 56 51 116 96
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,833
COMMITMENTS
15,590 14,053 1,609 14,551 11,396 31,751 27,058 4,082 8,775
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,581)
-88 -93 356 2,533 2,971 2,801 3,233 -220 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 39.2 4.5 40.6 31.8 88.6 75.5 11.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
22 16 11 14 10 43 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,014
COMMITMENTS
47,923 37,497 5,196 57,187 69,989 110,306 112,682 17,708 15,332
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,685)
-4,742 -1,177 -253 7,676 2,698 2,680 1,269 -996 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 29.3 4.1 44.7 54.7 86.2 88.0 13.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
47 38 27 27 26 88 77
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,477
COMMITMENTS
14,801 9,457 793 39,846 45,029 55,440 55,279 37 198
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -371)
-164 -22 -227 49 -120 -342 -369 -29 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 17.0 1.4 71.8 81.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 14 3 15 11 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,001
COMMITMENTS
18,529 1,649 187 40,274 56,903 58,990 58,739 11 262
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,004)
186 -176 187 627 929 1,000 940 4 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 2.8 0.3 68.3 96.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 1 10 11 16 21
Updated August 15, 2008