WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,141
COMMITMENTS
59,192 66,297 30,734 136,633 109,435 226,559 206,466 20,582 40,675
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -7,083)
1,377 1,823 -5,877 -853 -1,354 -5,353 -5,408 -1,730 -1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 26.8 12.4 55.3 44.3 91.7 83.5 8.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
51 107 89 63 90 188 231
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 802,375
COMMITMENTS
153,700 109,441 117,128 433,471 405,712 704,299 632,281 98,076 170,094
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -22,959)
-9,580 -8,953 -885 1,257 -12,079 -9,208 -21,917 -13,751 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.6 14.6 54.0 50.6 87.8 78.8 12.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
102 129 123 193 243 379 439
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,887
COMMITMENTS
1,137 1,709 150 13,505 12,318 14,792 14,177 5,095 5,710
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,110)
-48 -3 -1 -448 -378 -497 -382 3,607 3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 8.6 0.8 67.9 61.9 74.4 71.3 25.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 9 5 20 12 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,713
COMMITMENTS
57,850 36,024 45,562 153,865 160,054 257,277 241,640 41,436 57,073
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -15,105)
1,294 426 -5,223 -7,503 -6,346 -11,432 -11,143 -3,673 -3,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 12.1 15.3 51.5 53.6 86.1 80.9 13.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
81 82 105 95 114 243 260
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 215,298
COMMITMENTS
19,110 35,159 49,180 126,330 114,067 194,620 198,406 20,678 16,892
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -9,147)
3,831 7,215 305 -12,623 -8,274 -8,487 -754 -660 -8,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.3 22.8 58.7 53.0 90.4 92.2 9.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 44 63 57 56 135 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 758,306
COMMITMENTS
57,193 176,301 5,542 591,853 440,580 654,588 622,423 103,718 135,883
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -12,014)
-2,007 -2,605 1,702 -8,250 4,104 -8,555 3,201 -3,459 -15,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 23.2 0.7 78.0 58.1 86.3 82.1 13.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
22 43 12 61 76 92 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 124,825
COMMITMENTS
16,678 14,462 19,710 63,369 70,231 99,757 104,403 25,068 20,422
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -2,280)
768 -210 136 -4,385 -1,163 -3,481 -1,237 1,201 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 11.6 15.8 50.8 56.3 79.9 83.6 20.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
21 27 39 54 47 107 97
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,824
COMMITMENTS
1,373 800 257 4,128 4,122 5,758 5,179 1,066 1,645
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -112)
-12 18 18 -25 23 -19 59 -93 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 11.7 3.8 60.5 60.4 84.4 75.9 15.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 8 4 18 14 27 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 520,153
COMMITMENTS
62,679 77,692 1,688 383,025 363,385 447,392 442,765 72,761 77,388
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 5,571)
-4,853 -508 -1,058 14,023 2,164 8,112 598 -2,541 4,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 14.9 0.3 73.6 69.9 86.0 85.1 14.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
22 24 6 71 72 97 98
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,050,731
COMMITMENTS
152,166 142,563 6,796 713,059 665,215 872,021 814,574 178,710 236,157
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -50,754)
6,909 -16 -49 -51,491 -34,251 -44,631 -34,316 -6,123 -16,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.6 0.6 67.9 63.3 83.0 77.5 17.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
35 38 18 67 87 113 132
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,603
COMMITMENTS
165,923 150,434 2,415 743,554 748,941 911,892 901,790 157,711 167,813
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -5,175)
-10,719 -9,988 -5,888 3,096 -3,840 -13,511 -19,716 8,336 14,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 14.1 0.2 69.5 70.0 85.3 84.3 14.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
31 25 11 74 62 111 92
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 422,477
COMMITMENTS
208,502 19,676 29,304 157,826 343,683 395,632 392,663 26,845 29,814
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 17,042)
18,720 -887 5,385 -11,501 14,823 12,604 19,321 4,438 -2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 4.7 6.9 37.4 81.3 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 8 24 39 35 77 61
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 9,229
COMMITMENTS
3,166 4,363 0 3,661 1,957 6,827 6,320 2,402 2,909
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -27,281)
-11,014 -2,873 -2,662 -11,509 -14,021 -25,185 -19,556 -2,096 -7,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 47.3 0.0 39.7 21.2 74.0 68.5 26.0 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 0 10 4 14 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,532
COMMITMENTS
19,483 8,347 412 18,553 28,455 38,448 37,214 11,084 12,318
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -70,340)
-12,915 -15,853 -7,603 -41,373 -40,797 -61,891 -64,253 -8,449 -6,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 16.9 0.8 37.5 57.4 77.6 75.1 22.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 15 2 21 22 42 39
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 26,289
COMMITMENTS
11,204 7,656 171 14,728 18,334 26,103 26,161 186 128
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -4,097)
-1,455 -288 -11 919 -308 -547 -607 -3,550 -3,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 29.1 0.7 56.0 69.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 9 3 12 13 24 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,176
COMMITMENTS
31,680 864 1,708 19,543 50,559 52,931 53,131 245 45
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -1,122)
-564 -2,685 107 -664 1,466 -1,121 -1,112 -1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 1.6 3.2 36.8 95.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 6 3 11 8 23 17
Updated December 29, 2008