WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,612
COMMITMENTS
54,078 56,129 182,799 177,971 153,285 414,849 392,213 32,763 55,399
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 6,654)
3,776 -3,003 -8,454 8,841 14,722 4,163 3,265 2,491 3,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.5 40.8 39.8 34.2 92.7 87.6 7.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
80 117 163 83 96 282 304
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,615,398
COMMITMENTS
123,304 118,355 631,889 703,251 655,685 1458444 1405928 156,954 209,470
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -96,972)
-4,722 -3,633 -72,207 -22,722 -13,257 -99,651 -89,097 2,679 -7,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 39.1 43.5 40.6 90.3 87.0 9.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
150 179 275 293 308 612 632
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,345
COMMITMENTS
1,093 2,375 1,292 12,374 10,176 14,759 13,842 1,586 2,503
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -813)
74 382 -488 -335 -655 -748 -760 -65 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 14.5 7.9 75.7 62.3 90.3 84.7 9.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 16 8 18 11 33 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,940
COMMITMENTS
49,066 20,675 145,230 182,460 191,815 376,756 357,719 47,184 66,221
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -1,184)
672 1 2,969 -2,610 -567 1,030 2,403 -2,214 -3,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.9 34.3 43.0 45.2 88.9 84.4 11.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
101 83 141 108 123 282 295
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,226
COMMITMENTS
8,842 22,411 110,558 186,327 167,908 305,726 300,876 21,499 26,350
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -7,601)
-3,329 -929 2,549 -8,305 -10,692 -9,085 -9,071 1,483 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.8 33.8 56.9 51.3 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
32 49 76 69 66 158 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 862,200
COMMITMENTS
57,952 139,188 63,397 632,155 493,699 753,503 696,284 108,696 165,915
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 13,198)
9,525 -3,942 1,932 -140 9,084 11,316 7,074 1,882 6,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 16.1 7.4 73.3 57.3 87.4 80.8 12.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
21 39 39 79 86 127 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,840
COMMITMENTS
18,676 9,655 43,415 81,858 96,536 143,948 149,606 27,892 22,234
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -1,695)
-1,221 -1,430 -69 -441 -1,864 -1,731 -3,364 36 1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.6 25.3 47.6 56.2 83.8 87.1 16.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
36 28 42 71 67 134 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,243
COMMITMENTS
1,318 943 867 4,206 3,785 6,391 5,595 852 1,648
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -120)
160 259 23 -256 -533 -73 -251 -47 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.0 12.0 58.1 52.3 88.2 77.2 11.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 17 6 22 16 34 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 716,706
COMMITMENTS
118,660 135,728 43,721 450,204 443,003 612,585 622,452 104,122 94,254
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -27,897)
-16,252 9,783 -2,328 -12,505 -40,032 -31,086 -32,577 3,189 4,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.9 6.1 62.8 61.8 85.5 86.8 14.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
35 33 28 77 81 122 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,704,764
COMMITMENTS
179,589 100,467 253,238 1009443 1039566 1442270 1393270 262,494 311,494
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 85,715)
-2,252 -45,734 48,083 22,014 77,028 67,845 79,378 17,870 6,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.9 14.9 59.2 61.0 84.6 81.7 15.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
40 43 59 100 108 166 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,439,543
COMMITMENTS
328,667 164,643 99,618 819,069 959,730 1247354 1223990 192,190 215,553
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,694)
-50,234 8,265 19,224 20,950 -28,155 -10,060 -666 11,754 2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 11.4 6.9 56.9 66.7 86.6 85.0 13.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
39 33 35 81 76 132 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,018,730
COMMITMENTS
160,823 21,750 474,657 346,357 475,612 981,838 972,019 36,892 46,711
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 7,988)
1,343 -1,303 5,605 3,847 -2,884 10,795 1,418 -2,807 6,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.1 46.6 34.0 46.7 96.4 95.4 3.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 14 40 52 52 98 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,799
COMMITMENTS
13,061 6,239 310 10,751 11,797 24,122 18,346 3,677 9,453
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -50)
61 -136 -25 4 10 40 -151 -90 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 22.4 1.1 38.7 42.4 86.8 66.0 13.2 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 12 6 15 11 33 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,462
COMMITMENTS
22,338 24,039 1,844 84,597 81,583 108,779 107,466 18,682 19,996
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,814)
-968 -390 -569 3,608 3,518 2,071 2,559 1,743 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.9 1.4 66.4 64.0 85.3 84.3 14.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 24 10 32 28 65 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,112
COMMITMENTS
21,068 9,106 409 10,400 22,408 31,877 31,923 235 189
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 30)
1,590 74 -156 -1,495 89 -61 7 91 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 28.4 1.3 32.4 69.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 12 5 12 15 24 30
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 63,140
COMMITMENTS
33,576 4,555 1,142 28,043 57,376 62,761 63,073 379 67
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,634)
1,224 379 -1 2,315 3,271 3,538 3,649 96 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 7.2 1.8 44.4 90.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 7 2 10 8 21 17
Updated Novenber 21, 2008