WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,510
COMMITMENTS
67,187 79,704 42,282 152,010 114,723 261,479 236,709 21,031 45,801
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,907)
1,025 4,973 71 -5,208 -8,031 -4,112 -2,987 -795 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 28.2 15.0 53.8 40.6 92.6 83.8 7.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
70 114 90 66 101 196 263
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,011,641
COMMITMENTS
240,146 105,763 143,955 517,236 562,230 901,337 811,948 110,304 199,693
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -23,714)
-28,465 5,842 4,206 553 -27,189 -23,706 -17,141 -8 -6,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 10.5 14.2 51.1 55.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
139 139 158 204 296 442 526
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,223
COMMITMENTS
2,172 1,741 367 11,131 10,429 13,670 12,537 1,553 2,686
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 334)
-35 202 -18 524 83 471 267 -137 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 11.4 2.4 73.1 68.5 89.8 82.4 10.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 15 3 20 13 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,347
COMMITMENTS
87,244 36,497 58,111 169,812 186,786 315,167 281,394 43,180 76,953
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,239)
-1,452 -3,251 2,529 194 216 1,271 -506 -32 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 10.2 16.2 47.4 52.1 88.0 78.5 12.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
117 101 115 93 148 276 324
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,217
COMMITMENTS
15,356 3,486 875 3 2,804 16,234 7,165 2,983 12,052
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -27)
-260 -125 242 1 -184 -17 -67 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 18.1 4.6 0.0 14.6 84.5 37.3 15.5 62.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 9 7 1 7 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,241
COMMITMENTS
33,186 20,765 45,995 152,283 162,967 231,464 229,727 22,777 24,514
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 7,467)
-2,237 -3,484 -2,689 9,623 11,997 4,697 5,824 2,770 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 8.2 18.1 59.9 64.1 91.0 90.4 9.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
39 38 60 62 58 143 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 793,207
COMMITMENTS
68,498 179,502 9,875 601,350 442,893 679,723 632,270 113,484 160,937
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -9,969)
1,713 9,026 2,635 -8,302 -31,145 -3,954 -19,484 -6,015 9,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 22.6 1.2 75.8 55.8 85.7 79.7 14.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
29 42 21 63 82 103 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,739
COMMITMENTS
33,938 15,653 17,883 73,773 100,026 125,594 133,562 28,145 20,177
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 877)
346 3,296 -1,162 2,174 -566 1,358 1,568 -481 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.2 11.6 48.0 65.1 81.7 86.9 18.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 30 39 59 51 120 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,861
COMMITMENTS
1,828 1,187 789 4,440 5,506 7,057 7,482 1,804 1,379
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -121)
-429 -38 409 218 -382 198 -11 -319 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 13.4 8.9 50.1 62.1 79.6 84.4 20.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 10 7 16 18 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 749,812
COMMITMENTS
147,867 144,248 4,405 484,172 506,699 636,444 655,352 113,368 94,460
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 38,630)
16,317 -12,743 -2,143 19,680 39,826 33,854 24,940 4,776 13,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 19.2 0.6 64.6 67.6 84.9 87.4 15.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
38 38 18 84 88 132 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,460,044
COMMITMENTS
260,936 209,882 17,640 932,028 907,526 1210604 1135048 249,440 324,996
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -55,220)
61,772 -38,004 4,485 -86,945 -35,667 -20,688 -69,186 -34,532 13,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 14.4 1.2 63.8 62.2 82.9 77.7 17.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
44 56 27 92 102 149 172
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,445,880
COMMITMENTS
416,149 150,694 12,409 800,208 1057601 1228766 1220704 217,114 225,176
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -29,802)
-29,519 2,911 -408 -14,218 -18,249 -44,145 -15,746 14,343 -14,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 10.4 0.9 55.3 73.1 85.0 84.4 15.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 31 17 83 76 129 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 534,132
COMMITMENTS
165,417 39,686 60,445 267,183 405,638 493,045 505,769 41,087 28,363
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -63,910)
-8,689 -2,770 -3,855 -48,438 -52,627 -60,982 -59,252 -2,928 -4,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 7.4 11.3 50.0 75.9 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
39 17 33 48 49 100 87
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,460
COMMITMENTS
9,809 3,838 56 10,577 12,478 20,442 16,372 5,018 9,088
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 385)
-74 834 6 0 -85 -68 755 453 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 15.1 0.2 41.5 49.0 80.3 64.3 19.7 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 8 4 10 9 25 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,820
COMMITMENTS
20,826 19,766 484 57,285 64,459 78,595 84,709 19,225 13,111
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 5,627)
2,278 -4,171 4 -2,575 11,551 -293 7,384 5,920 -1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 20.2 0.5 58.6 65.9 80.3 86.6 19.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 28 7 31 25 62 58
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 36,307
COMMITMENTS
14,166 9,087 402 21,428 26,696 35,996 36,185 311 122
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -834)
-894 513 0 -62 -1,353 -956 -840 122 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 25.0 1.1 59.0 73.5 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 16 3 13 14 24 31
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,172
COMMITMENTS
26,486 6,760 535 28,841 48,784 55,862 56,079 310 93
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 610)
1,598 -2,524 45 -1,038 3,168 605 689 5 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 12.0 1.0 51.3 86.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 3 9 7 20 17
Updated October 10, 2008