WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,311
COMMITMENTS
70,030 73,671 38,759 162,769 134,135 271,558 246,565 21,753 46,746
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -5,990)
-1,675 2,951 550 -1,267 -7,706 -2,392 -4,205 -3,598 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 25.1 13.2 55.5 45.7 92.6 84.1 7.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
70 125 89 58 104 191 276
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,052,778
COMMITMENTS
281,131 101,001 128,740 538,952 620,920 948,823 850,661 103,955 202,117
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -13,057)
-8,053 324 -144 -3,747 -14,029 -11,944 -13,849 -1,113 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 9.6 12.2 51.2 59.0 90.1 80.8 9.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 683)
155 124 141 193 319 428 534
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,577
COMMITMENTS
2,566 1,203 355 9,713 10,924 12,634 12,482 1,943 2,095
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -17)
-383 45 -49 472 -298 40 -302 -57 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 8.3 2.4 66.6 74.9 86.7 85.6 13.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 9 2 17 14 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 376,479
COMMITMENTS
102,432 48,497 56,177 175,638 197,662 334,247 302,336 42,232 74,143
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 5,698)
-6,481 7,649 5,569 8,493 -7,841 7,581 5,377 -1,883 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 12.9 14.9 46.7 52.5 88.8 80.3 11.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
130 112 89 83 165 259 339
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,476
COMMITMENTS
16,627 3,547 433 2 3,229 17,062 7,209 3,414 13,267
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -475)
-899 -199 -318 -1 -155 -1,218 -672 743 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.2 17.3 2.1 0.0 15.8 83.3 35.2 16.7 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 9 4 1 9 12 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 263,338
COMMITMENTS
27,918 26,664 55,313 161,422 158,163 244,653 240,140 18,685 23,198
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 9,923)
-750 1,133 3,665 8,951 1,780 11,866 6,578 -1,943 3,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 10.1 21.0 61.3 60.1 92.9 91.2 7.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
37 46 54 65 58 140 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,294
COMMITMENTS
132,790 174,178 22,249 631,176 538,517 786,215 734,944 133,079 184,350
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -9,688)
8,011 -2,443 -6,200 1,183 -9,402 2,994 -18,045 -12,682 8,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 18.9 2.4 68.7 58.6 85.5 79.9 14.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
31 52 24 68 87 114 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 170,864
COMMITMENTS
38,819 8,473 18,907 85,555 128,230 143,281 155,610 27,583 15,254
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,479)
-2,751 2,425 -2,508 8,167 1,149 2,908 1,066 -1,429 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 5.0 11.1 50.1 75.0 83.9 91.1 16.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
43 19 36 65 58 133 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,093
COMMITMENTS
2,517 1,140 525 5,089 7,145 8,131 8,810 1,962 1,283
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,080)
21 31 -264 -1,103 -1,026 -1,346 -1,259 266 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 11.3 5.2 50.4 70.8 80.6 87.3 19.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 11 6 18 21 38 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 835,361
COMMITMENTS
172,749 164,151 6,652 530,595 569,732 709,996 740,535 125,365 94,826
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -115,213)
-17,490 -9,709 -12,257 -87,142 -77,261 -116,889 -99,227 1,676 -15,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 19.7 0.8 63.5 68.2 85.0 88.6 15.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
35 40 20 83 97 128 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,711,469
COMMITMENTS
263,653 242,199 45,859 1097909 1063147 1407421 1351205 304,048 360,264
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -87,468)
-23,714 -21,186 -31,302 -20,946 -20,371 -75,962 -72,859 -11,506 -14,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.2 2.7 64.2 62.1 82.2 79.0 17.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
43 67 31 94 115 155 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,504,601
COMMITMENTS
399,487 198,171 13,212 851,584 1079008 1264283 1290391 240,318 214,210
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -77,607)
-52,960 -3,966 -5,148 -17,460 -46,893 -75,568 -56,007 -2,039 -21,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 13.2 0.9 56.6 71.7 84.0 85.8 16.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 38 19 86 79 137 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 548,300
COMMITMENTS
228,463 33,517 36,257 242,778 451,529 507,498 521,303 40,802 26,997
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -50,545)
-16,359 -2,505 -7,178 -31,416 -41,448 -54,953 -51,131 4,408 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 6.1 6.6 44.3 82.4 92.6 95.1 7.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 16 20 57 50 103 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,317
COMMITMENTS
17,030 14,241 2,343 20,423 14,870 39,796 31,454 521 8,863
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 4,120)
267 213 638 4,241 1,098 5,146 1,949 -1,026 2,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 35.3 5.8 50.7 36.9 98.7 78.0 1.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 21 12 15 11 39 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,137
COMMITMENTS
47,370 50,649 1,783 51,142 49,901 100,295 102,333 14,842 12,804
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,034)
-1,739 -294 105 3,171 1,491 1,537 1,302 497 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 44.0 1.5 44.4 43.3 87.1 88.9 12.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
43 47 14 31 29 81 83
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,554
COMMITMENTS
14,399 9,121 1,684 42,904 48,162 58,987 58,967 567 587
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,063)
527 2 -593 -1,511 -950 -1,577 -1,541 514 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 15.3 2.8 72.0 80.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 11 3 15 12 26 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 67,752
COMMITMENTS
22,288 1,503 2,112 36,420 57,095 60,820 60,710 6,932 7,042
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 8,804)
570 -1,109 1,925 -571 1,202 1,924 2,018 6,880 6,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 2.2 3.1 53.8 84.3 89.8 89.6 10.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 7 2 12 10 20 18
Updated September 12, 2008