WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,858
COMMITMENTS
68,159 57,785 138,032 200,422 186,364 406,613 382,181 31,244 55,676
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -5,049)
-1,474 -7,455 -159 -4,431 3,720 -6,064 -3,894 1,015 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.2 31.5 45.8 42.6 92.9 87.3 7.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
106 122 172 79 108 299 323
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,933,672
COMMITMENTS
213,180 85,858 732,705 838,498 868,329 1784383 1686892 149,288 246,780
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -24,853)
1,945 -2,960 7,678 -20,703 -4,009 -11,081 708 -13,772 -25,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.4 37.9 43.4 44.9 92.3 87.2 7.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
183 191 313 311 392 682 758
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,626
COMMITMENTS
2,816 1,317 1,324 9,833 11,873 13,973 14,514 2,652 2,111
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -782)
599 196 -357 -359 154 -117 -7 -665 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.9 8.0 59.1 71.4 84.0 87.3 16.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 13 8 18 16 41 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 566,097
COMMITMENTS
93,527 34,203 197,204 225,833 255,686 516,564 487,092 49,533 79,005
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,788)
-2,210 825 6,810 -822 290 3,777 7,925 1,011 -3,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.0 34.8 39.9 45.2 91.3 86.0 8.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
162 124 199 113 195 369 444
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,924
COMMITMENTS
17,893 3,896 1,179 3 3,332 19,075 8,407 2,849 13,517
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -104)
53 -94 -55 1 26 -1 -123 -103 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.6 17.8 5.4 0.0 15.2 87.0 38.3 13.0 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 9 8 1 10 13 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 316,241
COMMITMENTS
21,653 26,764 88,422 184,454 182,045 294,529 297,232 21,712 19,009
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -4,400)
190 -1,311 1,855 -4,184 -2,928 -2,140 -2,385 -2,260 -2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.5 28.0 58.3 57.6 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
46 44 69 71 71 159 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 999,427
COMMITMENTS
99,811 164,016 76,640 686,843 567,514 863,294 808,170 136,133 191,256
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 33,782)
-10,502 4,625 8,854 28,280 9,326 26,632 22,805 7,151 10,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 16.4 7.7 68.7 56.8 86.4 80.9 13.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
34 54 56 79 94 148 169
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,944
COMMITMENTS
35,726 3,573 41,612 94,142 140,817 171,480 186,002 30,465 15,942
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -8,083)
-703 -443 -2,663 -2,670 -3,555 -6,036 -6,660 -2,048 -1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.8 20.6 46.6 69.7 84.9 92.1 15.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
51 19 50 73 71 147 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,829
COMMITMENTS
2,236 1,315 1,219 7,440 8,702 10,896 11,237 1,933 1,593
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -647)
207 -195 50 -974 -517 -718 -661 71 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 10.3 9.5 58.0 67.8 84.9 87.6 15.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 12 8 23 19 42 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 977,196
COMMITMENTS
175,520 198,776 45,671 629,805 628,319 850,996 872,765 126,200 104,431
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 33,185)
20,561 -24,543 12,169 -2,535 32,214 30,196 19,841 2,989 13,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 20.3 4.7 64.5 64.3 87.1 89.3 12.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
44 44 34 90 103 150 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,475,948
COMMITMENTS
243,977 259,725 376,940 1479584 1414376 2100501 2051041 375,446 424,906
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 87,715)
-1,439 -8,104 36,770 23,029 31,692 58,360 60,358 29,355 27,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.5 15.2 59.8 57.1 84.8 82.8 15.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
45 77 80 129 136 227 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,763,129
COMMITMENTS
434,547 200,480 98,904 963,534 1223467 1496985 1522851 266,144 240,278
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,078)
5,303 7,102 16,304 23,228 23,372 44,835 46,778 242 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 11.4 5.6 54.6 69.4 84.9 86.4 15.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
47 41 36 97 101 163 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 922,013
COMMITMENTS
237,478 33,415 246,841 391,183 598,892 875,501 879,148 46,511 42,865
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 55,619)
-8,209 -5,289 39,890 23,110 16,870 54,792 51,471 827 4,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 3.6 26.8 42.4 65.0 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
49 16 41 62 58 123 106
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,045
COMMITMENTS
15,358 15,153 1,285 14,897 10,824 31,540 27,262 4,505 8,783
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 212)
-232 1,100 -324 345 -572 -212 204 424 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 42.0 3.6 41.3 30.0 87.5 75.6 12.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 18 10 15 10 40 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,520
COMMITMENTS
49,446 52,150 3,175 58,411 59,999 111,032 115,324 19,488 15,196
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,506)
1,523 14,653 -2,021 1,224 -9,990 726 2,642 1,780 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 40.0 2.4 44.8 46.0 85.1 88.4 14.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
47 49 24 28 26 85 89
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,493
COMMITMENTS
13,043 9,085 998 39,395 42,559 53,436 52,642 57 851
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,984)
-1,758 -372 205 -451 -2,470 -2,004 -2,637 20 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 17.0 1.9 73.6 79.6 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 14 3 15 12 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 62,276
COMMITMENTS
20,318 2,993 187 41,648 58,760 62,153 61,940 123 336
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 3,275)
1,789 1,344 0 1,374 1,857 3,163 3,201 112 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 4.8 0.3 66.9 94.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 1 10 10 15 20
Updated August 22, 2008