WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,958
COMMITMENTS
50,302 59,132 191,253 169,130 138,562 410,686 388,948 30,272 52,010
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 6,447)
-4,658 1,855 9,657 1,707 -7,103 6,706 4,408 -259 2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.4 43.4 38.4 31.4 93.1 88.2 6.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
79 118 162 81 95 276 305
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,712,370
COMMITMENTS
128,026 121,987 704,096 725,973 668,941 1558095 1495025 154,275 217,345
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -1,931)
-6,761 17,651 12,470 3,053 -20,367 8,761 9,754 -10,692 -11,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.1 41.1 42.4 39.1 91.0 87.3 9.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
149 203 287 291 306 625 650
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,158
COMMITMENTS
1,019 1,992 1,779 12,709 10,831 15,507 14,603 1,651 2,555
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -649)
116 -203 -400 -220 -117 -504 -721 -145 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.6 10.4 74.1 63.1 90.4 85.1 9.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 15 8 17 12 33 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,124
COMMITMENTS
48,394 20,673 142,261 185,070 192,382 375,725 355,316 49,399 69,808
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 12,166)
-4,664 4,157 11,473 3,173 -8,305 9,982 7,324 2,185 4,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 4.9 33.5 43.5 45.3 88.4 83.6 11.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
101 82 132 106 130 269 298
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 334,827
COMMITMENTS
12,171 23,340 108,008 194,632 178,599 314,811 309,947 20,016 24,880
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,690)
-612 -2,038 5,281 2,248 -483 6,916 2,759 -3,227 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.0 32.3 58.1 53.3 94.0 92.6 6.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
36 49 74 72 69 159 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 849,002
COMMITMENTS
48,427 143,130 61,465 632,295 484,615 742,187 689,210 106,815 159,791
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 4,171)
2,223 -6,250 17 8,379 590 10,619 -5,642 -6,448 9,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 16.9 7.2 74.5 57.1 87.4 81.2 12.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
21 38 40 84 93 132 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,536
COMMITMENTS
19,897 11,086 43,484 82,299 98,400 145,680 152,970 27,856 20,565
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -8,353)
-764 -438 -1,146 -2,551 -4,205 -4,460 -5,789 -3,892 -2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.4 25.1 47.4 56.7 83.9 88.1 16.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
37 27 43 69 63 130 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,363
COMMITMENTS
1,158 684 844 4,462 4,318 6,464 5,846 899 1,517
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -76)
88 311 -228 52 -210 -88 -126 12 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.3 11.5 60.6 58.6 87.8 79.4 12.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 13 6 21 17 33 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 744,603
COMMITMENTS
134,912 125,945 46,049 462,709 483,035 643,670 655,029 100,933 89,574
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -10,405)
-362 -8,178 4,049 3,727 7,818 7,414 3,690 -17,819 -14,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 16.9 6.2 62.1 64.9 86.4 88.0 13.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 30 27 81 84 130 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,619,049
COMMITMENTS
181,841 146,200 205,154 987,430 962,538 1374425 1313893 244,624 305,156
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -12,743)
-10,243 8,660 6,530 -11,289 -18,187 -15,002 -2,997 2,258 -9,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.0 12.7 61.0 59.5 84.9 81.2 15.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
37 41 51 95 112 156 180
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,437,850
COMMITMENTS
378,901 156,378 80,394 798,119 987,885 1257414 1224657 180,436 213,193
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -23,481)
-7,699 -11,356 5,714 -2,754 5,344 -4,738 -297 -18,742 -23,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 10.9 5.6 55.5 68.7 87.5 85.2 12.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
40 31 34 86 81 137 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,010,742
COMMITMENTS
159,481 23,053 469,052 342,510 478,496 971,043 970,601 39,700 40,141
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -43,552)
-13,015 -4,736 -14,844 -11,536 -23,786 -39,395 -43,365 -4,157 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.3 46.4 33.9 47.3 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
30 19 44 51 53 103 100
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,849
COMMITMENTS
13,000 6,375 335 10,747 11,787 24,082 18,497 3,767 9,352
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -454)
-175 951 -117 -85 -704 -377 130 -77 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 22.9 1.2 38.6 42.3 86.5 66.4 13.5 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 13 4 15 10 33 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,648
COMMITMENTS
23,305 24,428 2,413 80,990 78,065 106,708 104,907 16,940 18,741
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 2,359)
2,010 2,130 322 -3,074 1,784 -743 4,236 3,101 -1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 19.8 2.0 65.5 63.1 86.3 84.8 13.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 26 13 32 25 69 58
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,082
COMMITMENTS
19,478 9,032 565 11,895 22,319 31,938 31,916 144 166
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 753)
3,857 -97 137 -3,081 731 913 771 -160 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 28.2 1.8 37.1 69.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 12 6 12 13 25 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,506
COMMITMENTS
32,352 4,176 1,143 25,728 54,105 59,223 59,424 283 82
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,155)
2,520 -151 66 636 3,270 3,222 3,185 -67 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 7.0 1.9 43.2 90.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 7 3 9 7 20 16
Updated November 14, 2007