WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,500
COMMITMENTS
64,716 77,860 51,432 136,309 105,651 252,457 234,943 21,043 38,557
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -3,312)
-1,061 -4,927 5,434 -6,618 1,164 -2,245 1,671 -1,067 -4,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 28.5 18.8 49.8 38.6 92.3 85.9 7.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
62 109 89 67 87 192 244
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 982,689
COMMITMENTS
208,722 121,703 147,322 510,503 534,479 866,547 803,504 116,142 179,185
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -4,246)
-837 18,839 -5,510 1,753 -9,412 -4,594 3,917 348 -8,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 12.4 15.0 51.9 54.4 88.2 81.8 11.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
145 140 160 229 273 479 507
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,492
COMMITMENTS
1,884 2,257 267 11,331 10,389 13,482 12,913 2,010 2,579
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -264)
-137 -104 -3 -666 -266 -806 -373 542 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 14.6 1.7 73.1 67.1 87.0 83.4 13.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 16 5 20 13 36 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,020
COMMITMENTS
51,074 30,277 47,082 179,218 176,943 277,374 254,302 44,646 67,718
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -38,798)
-12,387 -9,241 -9,155 -21,956 -23,980 -43,498 -42,376 4,700 3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.4 14.6 55.7 54.9 86.1 79.0 13.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
79 73 86 94 125 218 256
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,830
COMMITMENTS
26,388 32,608 52,113 156,036 145,172 234,537 229,893 21,293 25,937
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -7,125)
-1,926 152 -1,909 -3,104 -8,911 -6,939 -10,668 -186 3,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 12.7 20.4 61.0 56.7 91.7 89.9 8.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
32 46 63 63 63 140 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 734,592
COMMITMENTS
38,954 146,145 5,254 571,469 428,490 615,677 579,889 118,915 154,703
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 11,004)
-5,342 -3,857 1,161 13,039 12,768 8,858 10,072 2,146 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 19.9 0.7 77.8 58.3 83.8 78.9 16.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
15 38 14 67 69 90 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 150,444
COMMITMENTS
29,443 12,563 16,708 77,748 99,425 123,899 128,696 26,545 21,748
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -8,542)
-547 -4,033 -1,073 -4,735 -2,556 -6,355 -7,662 -2,187 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 8.4 11.1 51.7 66.1 82.4 85.5 17.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
31 28 32 61 56 112 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,478
COMMITMENTS
1,152 350 695 4,563 4,917 6,410 5,962 1,068 1,516
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -237)
-273 -21 -90 258 -128 -105 -239 -132 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 4.7 9.3 61.0 65.8 85.7 79.7 14.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 6 5 17 17 29 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 732,540
COMMITMENTS
162,238 147,785 4,792 444,040 469,512 611,070 622,089 121,470 110,451
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 7,858)
-1,687 8,499 -1,141 -4,286 -13,798 -7,114 -6,440 14,972 14,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 20.2 0.7 60.6 64.1 83.4 84.9 16.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 33 13 76 77 116 115
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,308,008
COMMITMENTS
200,274 226,956 14,411 850,313 762,559 1064998 1003926 243,010 304,082
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -55,645)
-26,192 -3,007 -1,141 -62,219 -69,674 -89,552 -73,822 33,907 18,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 17.4 1.1 65.0 58.3 81.4 76.8 18.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
29 47 25 75 91 118 149
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,360,390
COMMITMENTS
441,332 168,691 6,428 718,129 970,522 1165889 1145641 194,501 214,749
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 21,883)
-2,814 6,031 -2,360 12,280 936 7,106 4,607 14,777 17,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 12.4 0.5 52.8 71.3 85.7 84.2 14.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
34 31 16 78 69 122 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 594,221
COMMITMENTS
221,426 46,531 51,980 284,331 460,309 557,737 558,820 36,484 35,401
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,406)
17,122 2,543 53 -9,579 -4,472 7,596 -1,876 -5,190 4,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 7.8 8.7 47.8 77.5 93.9 94.0 6.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
39 19 28 49 49 100 87
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,889
COMMITMENTS
12,214 5,756 57 12,568 12,306 24,839 18,119 4,050 10,770
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,151)
930 2,341 -5 352 -1,563 1,277 773 874 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 19.9 0.2 43.5 42.6 86.0 62.7 14.0 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 10 3 12 10 30 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,291
COMMITMENTS
23,103 24,229 831 69,736 61,922 93,670 86,982 14,621 21,309
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 12,547)
5,224 5,740 86 3,696 603 9,006 6,429 3,541 6,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 22.4 0.8 64.4 57.2 86.5 80.3 13.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 29 8 32 25 65 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,682
COMMITMENTS
15,441 8,953 428 16,477 23,107 32,346 32,488 336 194
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -1,600)
310 -190 -33 -2,023 -1,561 -1,746 -1,784 146 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 27.4 1.3 50.4 70.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 4 12 13 26 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,107
COMMITMENTS
30,864 6,562 1,118 27,764 52,358 59,746 60,038 361 69
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,309)
2,795 -938 -25 -1,330 2,385 1,440 1,422 -131 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 10.9 1.9 46.2 87.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 3 10 7 23 16
Updated October 31, 2008