WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 313,429
COMMITMENTS
52,703 59,472 84,367 152,675 123,676 289,745 267,515 23,684 45,914
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -10,247)
-188 8,055 -10,000 5,248 -5,294 -4,940 -7,239 -5,308 -3,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 19.0 26.9 48.7 39.5 92.4 85.4 7.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
61 121 121 70 98 217 271
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,217,149
COMMITMENTS
119,461 112,245 377,623 586,950 528,874 1084034 1018742 133,115 198,407
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -39,534)
733 2,031 -7,522 -4,647 -5,711 -11,437 -11,203 -28,097 -28,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 9.2 31.0 48.2 43.5 89.1 83.7 10.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
115 157 213 240 274 495 542
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,411
COMMITMENTS
736 2,320 1,085 15,286 13,040 17,107 16,445 1,305 1,967
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 2,538)
-226 -190 -148 3,251 3,243 2,878 2,905 -341 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 12.6 5.9 83.0 70.8 92.9 89.3 7.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 18 8 21 13 33 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,156
COMMITMENTS
50,667 27,734 148,852 190,375 193,480 389,893 370,066 50,263 70,090
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 12,604)
-1,392 5,276 10,018 5,362 -2,064 13,989 13,230 -1,384 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.3 33.8 43.3 44.0 88.6 84.1 11.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
100 91 145 111 122 290 300
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 270,790
COMMITMENTS
8,370 27,883 71,418 167,832 143,892 247,619 243,193 23,171 27,597
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,073)
-257 5,231 -8,119 4,384 -1,485 -3,992 -4,372 -2,081 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.3 26.4 62.0 53.1 91.4 89.8 8.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
26 50 68 64 60 143 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 851,823
COMMITMENTS
48,712 160,822 58,889 619,669 461,236 727,270 680,947 124,553 170,876
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 23,583)
-1,125 23,982 18,670 39,935 44,909 57,480 87,561 -33,897 -63,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 18.9 6.9 72.7 54.1 85.4 79.9 14.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 32 39 82 83 129 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 143,368
COMMITMENTS
16,059 11,316 26,941 75,124 80,781 118,123 119,039 25,244 24,329
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -4,985)
-1,749 2,778 1,788 702 -7,213 740 -2,647 -5,725 -2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.9 18.8 52.4 56.3 82.4 83.0 17.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
31 25 41 55 52 110 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,014
COMMITMENTS
1,268 918 915 4,775 4,033 6,958 5,866 1,057 2,149
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 576)
-71 122 71 493 317 493 510 84 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.5 11.4 59.6 50.3 86.8 73.2 13.2 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 15 6 23 18 33 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 505,522
COMMITMENTS
70,074 86,424 9,208 335,553 313,183 414,835 408,815 90,687 96,707
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -65,084)
-24,697 -17,585 -2,063 -25,781 -36,144 -52,541 -55,792 -12,543 -9,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.1 1.8 66.4 62.0 82.1 80.9 17.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
19 25 11 71 76 98 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,417,137
COMMITMENTS
158,462 116,789 185,262 837,626 839,083 1181350 1141134 235,787 276,004
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -37,409)
-21,351 30,944 57,931 17,447 -18,700 54,027 70,175 -91,436 -107,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.2 13.1 59.1 59.2 83.4 80.5 16.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
39 29 43 79 88 135 143
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,163,387
COMMITMENTS
230,205 143,532 59,396 715,787 773,267 1005387 976,195 158,000 187,192
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -112,525)
-39,359 -13,368 16,423 -8,861 -70,733 -31,797 -67,678 -80,728 -44,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 12.3 5.1 61.5 66.5 86.4 83.9 13.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 30 33 78 67 123 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 851,692
COMMITMENTS
146,239 15,987 408,632 259,880 387,090 814,751 811,709 36,941 39,983
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -185,742)
-18,445 -3,179 -84,099 -83,569 -93,242 -186,112 -180,520 370 -5,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 1.9 48.0 30.5 45.4 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 10 32 43 44 81 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,789
COMMITMENTS
14,147 6,628 327 15,151 16,492 29,625 23,447 4,164 10,342
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 3,006)
391 184 86 2,629 2,678 3,106 2,948 -100 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 19.6 1.0 44.8 48.8 87.7 69.4 12.3 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 12 5 16 12 32 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,588
COMMITMENTS
25,597 25,393 1,977 74,502 71,887 102,076 99,257 14,511 17,331
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,163)
792 -270 46 822 711 1,660 487 -2,823 -1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 21.8 1.7 63.9 61.7 87.6 85.1 12.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 25 15 29 28 66 61
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,974
COMMITMENTS
18,176 8,708 664 11,863 21,318 30,703 30,690 271 284
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,122)
-3,883 -124 70 1,910 -1,866 -1,903 -1,920 -1,219 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 28.1 2.1 38.3 68.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 9 6 11 15 22 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 68,274
COMMITMENTS
42,268 4,091 1,592 24,151 62,509 68,011 68,192 263 82
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,514)
517 367 -443 -1,521 -864 -1,447 -940 -67 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 6.0 2.3 35.4 91.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 1 13 8 22 16
Updated December 05, 2008