WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,518
COMMITMENTS
68,830 68,897 64,834 140,226 117,548 273,890 251,279 23,628 46,239
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 10,858)
2,185 -6,017 3,918 8,058 14,771 14,161 12,672 -3,303 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 23.2 21.8 47.1 39.5 92.1 84.5 7.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
66 115 136 64 88 239 280
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 994,551
COMMITMENTS
195,693 146,457 167,605 499,706 504,726 863,004 818,788 131,547 175,763
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -14,500)
-10,560 -5,835 2,340 -8,811 -6,170 -17,031 -9,665 2,531 -4,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 14.7 16.9 50.2 50.7 86.8 82.3 13.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
134 145 171 234 271 478 532
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,662
COMMITMENTS
1,562 2,073 167 11,364 10,046 13,093 12,286 1,569 2,376
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -768)
-30 311 -372 -342 -670 -744 -731 -24 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.1 1.1 77.5 68.5 89.3 83.8 10.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 13 5 17 11 31 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,824
COMMITMENTS
54,541 29,954 56,752 158,826 164,822 270,119 251,528 41,705 60,296
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -4,987)
-242 -1,585 1,110 -4,185 -1,228 -3,317 -1,703 -1,670 -3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 9.6 18.2 50.9 52.9 86.6 80.7 13.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
91 76 88 92 115 237 251
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 256,211
COMMITMENTS
22,304 27,252 61,498 151,662 142,466 235,464 231,216 20,747 24,995
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -2,244)
-1,745 2,069 2,425 -4,262 -8,201 -3,582 -3,707 1,338 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.6 24.0 59.2 55.6 91.9 90.2 8.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
31 44 66 65 61 145 152
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 744,570
COMMITMENTS
60,739 151,705 4,676 583,035 440,776 648,450 597,157 96,120 147,413
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 11,374)
9,883 -5,724 1,242 -120 10,774 11,005 6,292 369 5,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 20.4 0.6 78.3 59.2 87.1 80.2 12.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
22 33 15 67 74 96 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,211
COMMITMENTS
24,933 13,410 15,614 71,667 88,473 112,214 117,497 25,997 20,714
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -45)
-875 -642 724 389 -1,860 238 -1,778 -283 1,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 9.7 11.3 51.9 64.0 81.2 85.0 18.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 25 30 68 61 123 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,542
COMMITMENTS
1,466 879 436 3,814 3,663 5,716 4,978 826 1,564
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -228)
294 311 -132 -339 -538 -177 -359 -51 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 13.4 6.7 58.3 56.0 87.4 76.1 12.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 12 5 19 15 29 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 672,319
COMMITMENTS
124,602 137,278 8,538 439,079 435,785 572,219 581,601 100,100 90,718
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -25,418)
-14,504 9,692 -1,623 -12,280 -38,132 -28,407 -30,063 2,989 4,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 20.4 1.3 65.3 64.8 85.1 86.5 14.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 36 15 73 78 113 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,226,756
COMMITMENTS
183,921 167,546 20,368 784,071 754,584 988,360 942,498 238,396 284,258
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -14,782)
-9,145 -30,951 4,791 -21,093 10,187 -25,447 -15,973 10,665 1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 13.7 1.7 63.9 61.5 80.6 76.8 19.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
29 47 29 83 97 132 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,279,054
COMMITMENTS
338,163 167,648 13,606 746,713 893,540 1098482 1074794 180,572 204,260
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -31,776)
-54,930 13,825 5,996 8,019 -51,989 -40,915 -32,168 9,139 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 13.1 1.1 58.4 69.9 85.9 84.0 14.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
36 33 23 79 68 128 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 476,245
COMMITMENTS
201,046 27,204 39,622 205,133 367,420 445,801 434,246 30,444 41,999
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 6,677)
-1,335 -4,416 4,837 4,216 -968 7,718 -547 -1,041 7,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 5.7 8.3 43.1 77.1 93.6 91.2 6.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 15 26 41 44 81 75
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,598
COMMITMENTS
13,068 6,266 42 10,254 11,206 23,364 17,514 3,234 9,084
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -30)
58 -136 -5 16 22 69 -119 -99 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 23.6 0.2 38.6 42.1 87.8 65.8 12.2 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 12 4 13 9 30 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,043
COMMITMENTS
22,152 23,664 1,060 70,621 67,651 93,833 92,375 18,210 19,668
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,240)
-1,389 -775 -191 3,141 2,959 1,561 1,993 1,679 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 21.1 0.9 63.0 60.4 83.7 82.4 16.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
27 24 7 30 26 60 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,112
COMMITMENTS
21,068 9,106 409 10,400 22,408 31,877 31,923 235 189
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 30)
1,590 74 -156 -1,495 89 -61 7 91 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.6 28.4 1.3 32.4 69.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 12 5 12 15 24 30
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 63,140
COMMITMENTS
33,576 4,555 1,142 28,043 57,376 62,761 63,073 379 67
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,634)
1,224 379 -1 2,315 3,271 3,538 3,649 96 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 7.2 1.8 44.4 90.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 7 2 10 8 21 17
Updated Novenber 21, 2008