WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,915
COMMITMENTS
65,437 79,575 41,827 147,279 111,314 254,543 232,716 22,372 44,199
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -5,595)
-1,750 -129 -455 -4,731 -3,409 -6,936 -3,993 1,341 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 28.7 15.1 53.2 40.2 91.9 84.0 8.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
62 114 84 62 93 182 250
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 997,816
COMMITMENTS
219,528 98,556 153,412 509,573 554,442 882,513 806,410 115,303 191,406
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -13,825)
-20,618 -7,207 9,457 -7,663 -7,788 -18,824 -5,538 4,999 -8,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 9.9 15.4 51.1 55.6 88.4 80.8 11.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
145 137 159 222 290 463 522
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,648
COMMITMENTS
2,158 2,015 284 11,604 10,660 14,046 12,959 1,602 2,689
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 425)
-14 274 -83 473 231 376 422 49 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 12.9 1.8 74.2 68.1 89.8 82.8 10.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 14 3 20 13 35 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 367,209
COMMITMENTS
77,251 36,914 65,545 180,714 192,215 323,510 294,674 43,699 72,535
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,862)
-9,993 417 7,434 10,902 5,429 8,343 13,280 519 -4,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 10.1 17.8 49.2 52.3 88.1 80.2 11.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
125 97 138 104 139 310 335
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,240
COMMITMENTS
14,344 4,492 1,001 3 1,489 15,348 6,982 2,892 11,258
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -977)
-1,012 1,006 126 0 -1,315 -886 -183 -91 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.6 24.6 5.5 0.0 8.2 84.1 38.3 15.9 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 13 7 1 4 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,836
COMMITMENTS
34,608 21,563 57,305 151,993 162,435 243,906 241,303 18,930 21,533
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,595)
1,422 798 11,310 -290 -532 12,442 11,576 -3,847 -2,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 8.2 21.8 57.8 61.8 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
42 40 69 61 60 150 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 748,271
COMMITMENTS
45,910 178,533 7,562 586,709 425,100 640,181 611,195 108,090 137,076
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -44,936)
-22,588 -969 -2,313 -14,641 -17,793 -39,542 -21,075 -5,394 -23,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 23.9 1.0 78.4 56.8 85.6 81.7 14.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 35 20 63 69 97 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,647
COMMITMENTS
30,255 16,117 14,851 78,511 98,185 123,617 129,153 29,030 23,494
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -1,092)
-3,683 464 -3,032 4,738 -1,841 -1,977 -4,409 885 3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 10.6 9.7 51.4 64.3 81.0 84.6 19.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
28 30 36 59 46 113 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,493
COMMITMENTS
1,087 737 866 4,596 4,963 6,549 6,566 1,944 1,927
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -368)
-741 -450 77 156 -543 -508 -916 140 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 8.7 10.2 54.1 58.4 77.1 77.3 22.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 9 7 19 14 34 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 742,479
COMMITMENTS
155,231 130,536 5,263 463,383 501,082 623,877 636,881 118,602 105,598
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -7,333)
7,364 -13,712 858 -20,789 -5,617 -12,567 -18,471 5,234 11,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 17.6 0.7 62.4 67.5 84.0 85.8 16.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 33 12 79 89 120 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,418,014
COMMITMENTS
237,615 259,588 13,329 943,627 856,654 1194571 1129571 223,443 288,443
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -42,030)
-23,321 49,706 -4,311 11,599 -50,872 -16,033 -5,477 -25,997 -36,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 18.3 0.9 66.5 60.4 84.2 79.7 15.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
39 53 24 98 91 148 157
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,397,037
COMMITMENTS
444,110 154,405 8,740 757,518 1024694 1210368 1187839 186,669 209,198
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -48,843)
27,961 3,711 -3,669 -42,690 -32,907 -18,398 -32,865 -30,445 -15,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 11.1 0.6 54.2 73.3 86.6 85.0 13.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 31 17 86 71 130 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 556,116
COMMITMENTS
177,896 32,756 41,655 295,171 449,904 514,722 524,315 41,394 31,801
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 21,984)
12,479 -6,930 -18,790 27,988 44,266 21,677 18,546 307 3,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 5.9 7.5 53.1 80.9 92.6 94.3 7.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
35 16 28 52 51 100 84
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,386
COMMITMENTS
10,215 3,442 61 11,819 13,086 22,095 16,589 4,291 9,797
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 926)
406 -396 5 1,242 608 1,653 217 -727 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 13.0 0.2 44.8 49.6 83.7 62.9 16.3 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 6 5 12 8 29 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,364
COMMITMENTS
16,197 19,642 126 73,364 66,482 89,687 86,250 15,677 19,114
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 7,544)
-4,629 -124 -358 16,079 2,023 11,092 1,541 -3,548 6,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 18.6 0.1 69.6 63.1 85.1 81.9 14.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
19 33 2 32 25 53 58
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,937
COMMITMENTS
13,964 8,496 490 19,155 24,763 33,609 33,749 328 188
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -2,370)
-202 -591 88 -2,273 -1,933 -2,387 -2,436 17 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 25.0 1.4 56.4 73.0 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 15 4 13 12 24 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,056
COMMITMENTS
26,723 6,748 1,106 27,649 48,131 55,478 55,985 578 71
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -116)
237 -12 571 -1,192 -653 -384 -94 268 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 12.0 2.0 49.3 85.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 8 2 9 6 19 16
Updated October 17, 2008