WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,219
COMMITMENTS
69,405 78,600 38,626 161,303 128,604 269,334 245,830 22,885 46,389
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -10,255)
-1,172 -2,753 738 -1,654 2,244 -2,088 229 -8,167 -10,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 26.9 13.2 55.2 44.0 92.2 84.1 7.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
70 115 81 66 103 191 259
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,037,977
COMMITMENTS
278,779 89,858 132,610 515,470 615,045 926,859 837,513 111,118 200,464
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -32,840)
795 -11,840 -5,210 -23,422 -7,397 -27,837 -24,447 -5,003 -8,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 8.7 12.8 49.7 59.3 89.3 80.7 10.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
149 121 135 193 315 418 522
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,777
COMMITMENTS
2,117 1,439 374 10,349 10,643 12,840 12,456 1,937 2,321
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -395)
-347 47 -1 178 -218 -170 -172 -225 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 9.7 2.5 70.0 72.0 86.9 84.3 13.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 11 2 19 14 33 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 355,159
COMMITMENTS
93,993 40,417 48,008 170,294 193,148 312,295 281,573 42,864 73,586
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -19,234)
-384 -3,234 -7,679 -8,965 -6,286 -17,028 -17,199 -2,206 -2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 11.4 13.5 47.9 54.4 87.9 79.3 12.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
127 105 101 88 158 268 334
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,513
COMMITMENTS
15,964 3,590 633 2 3,036 16,599 7,259 2,914 12,254
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -933)
-960 -221 -12 -150 -246 -1,122 -479 189 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 18.4 3.2 0.0 15.6 85.1 37.2 14.9 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 9 5 1 8 13 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 252,707
COMMITMENTS
31,999 29,187 45,684 155,129 156,778 232,812 231,649 19,895 21,058
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -9,753)
3,902 1,879 -8,245 -4,155 -297 -8,498 -6,663 -1,255 -3,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 11.5 18.1 61.4 62.0 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
46 36 56 62 61 141 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,964
COMMITMENTS
84,259 181,982 9,234 608,215 482,112 701,708 673,328 118,256 146,636
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -88,681)
-22,993 5,567 -8,759 -38,625 -49,612 -70,377 -52,804 -18,304 -35,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 22.2 1.1 74.2 58.8 85.6 82.1 14.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
32 46 23 65 79 108 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,540
COMMITMENTS
35,658 9,921 17,021 77,418 114,183 130,097 141,125 28,443 17,415
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -7,721)
-636 -872 71 -7,739 -8,063 -8,304 -8,864 583 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 6.3 10.7 48.8 72.0 82.1 89.0 17.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 21 36 66 59 126 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,626
COMMITMENTS
2,742 1,198 376 4,414 6,757 7,532 8,331 2,094 1,295
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -9)
307 26 -31 -383 24 -107 19 98 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 12.4 3.9 45.9 70.2 78.2 86.5 21.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 9 4 15 23 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 695,462
COMMITMENTS
126,408 120,862 7,255 445,763 471,904 579,426 600,021 116,036 95,441
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -97,174)
-14,187 -44,089 494 -74,714 -30,048 -88,407 -73,643 -8,767 -23,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 17.4 1.0 64.1 67.9 83.3 86.3 16.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
29 38 16 76 84 114 129
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,596,998
COMMITMENTS
232,273 253,488 18,670 1071590 991,056 1322533 1263214 274,465 333,784
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -126,213)
2,622 13,293 -26,411 -45,848 -73,694 -69,637 -86,812 -56,576 -39,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 15.9 1.2 67.1 62.1 82.8 79.1 17.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
42 64 27 94 111 149 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,418,574
COMMITMENTS
446,507 157,599 14,561 755,788 1024561 1216856 1196721 201,718 221,853
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -49,827)
35,435 -21,547 -2,376 -37,289 103 -4,230 -23,820 -45,597 -26,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 11.1 1.0 53.3 72.2 85.8 84.4 14.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
43 29 22 74 68 127 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 587,969
COMMITMENTS
184,978 44,209 62,390 298,541 451,957 545,909 558,556 42,060 29,413
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -17,388)
-27,895 9,608 2,144 10,819 -23,533 -14,932 -11,781 -2,456 -5,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 7.5 10.6 50.8 76.9 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 19 34 54 51 114 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 23,763
COMMITMENTS
9,179 3,550 2 11,004 11,380 20,185 14,932 3,578 8,831
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -37,512)
-8,213 -10,991 -3,803 -16,717 -11,654 -28,733 -26,448 -8,779 -11,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 14.9 0.0 46.3 47.9 84.9 62.8 15.1 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 6 1 9 8 20 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,498
COMMITMENTS
18,326 31,831 1,949 52,820 41,483 73,095 75,263 15,403 13,235
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -58,603)
-30,231 -17,374 -4,085 -21,386 -35,294 -55,702 -56,753 -2,901 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 36.0 2.2 59.7 46.9 82.6 85.0 17.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 36 4 26 18 50 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,939
COMMITMENTS
13,128 8,221 513 21,078 26,141 34,719 34,875 220 64
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,632)
-507 -123 -117 -1,072 -1,421 -1,696 -1,661 64 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 23.5 1.5 60.3 74.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 11 2 13 11 23 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,881
COMMITMENTS
22,857 10,240 430 29,178 42,195 52,465 52,865 416 16
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -153)
-337 -2,273 133 7 2,378 -197 238 44 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 19.4 0.8 55.2 79.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 8 2 9 8 16 18
Updated September 26, 2008