WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,187
COMMITMENTS
66,267 56,858 120,162 202,478 188,955 388,907 365,975 29,280 52,213
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -19,670)
-1,892 -927 -17,870 2,057 2,591 -17,706 -16,206 -1,964 -3,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 13.6 28.7 48.4 45.2 93.0 87.5 7.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
97 108 166 81 113 291 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,765,382
COMMITMENTS
199,195 77,224 627,407 791,651 820,889 1618253 1525519 147,129 239,862
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -168,290)
-13,986 -8,634 -105,298 -46,847 -47,440 -166,131 -161,373 -2,159 -6,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.4 35.5 44.8 46.5 91.7 86.4 8.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 818)
175 172 314 291 378 655 740
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,350
COMMITMENTS
2,437 1,231 1,376 10,012 11,631 13,825 14,238 2,525 2,112
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -275)
-378 -86 52 179 -241 -148 -276 -127 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 7.5 8.4 61.2 71.1 84.6 87.1 15.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 12 7 19 15 40 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 544,315
COMMITMENTS
95,918 32,773 185,358 209,678 245,204 490,954 463,334 53,361 80,981
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -21,782)
2,391 -1,430 -11,846 -16,155 -10,482 -25,610 -23,758 3,829 1,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.0 34.1 38.5 45.0 90.2 85.1 9.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
147 134 186 107 191 353 427
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,609
COMMITMENTS
17,388 3,827 1,259 3 3,365 18,650 8,451 2,959 13,158
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -315)
-505 -69 80 0 33 -425 44 110 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 17.7 5.8 0.0 15.6 86.3 39.1 13.7 60.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 11 9 1 10 13 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 314,749
COMMITMENTS
21,842 27,355 85,270 184,176 182,141 291,288 294,765 23,460 19,984
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,492)
189 590 -3,153 -277 96 -3,241 -2,466 1,749 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.7 27.1 58.5 57.9 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
43 40 66 72 69 156 161
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,453
COMMITMENTS
105,470 161,224 67,946 662,404 565,679 835,821 794,850 161,632 202,603
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,974)
5,659 -2,792 -8,693 -24,439 -1,835 -27,473 -13,321 25,499 11,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.2 6.8 66.4 56.7 83.8 79.7 16.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
31 44 43 75 91 133 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 194,596
COMMITMENTS
36,884 2,649 39,177 86,129 136,758 162,191 178,584 32,406 16,012
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -7,348)
1,158 -924 -2,434 -8,013 -4,059 -9,289 -7,418 1,941 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 1.4 20.1 44.3 70.3 83.3 91.8 16.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
53 15 49 69 70 144 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,141
COMMITMENTS
2,540 866 918 6,879 9,085 10,337 10,869 1,804 1,272
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -688)
304 -449 -301 -561 383 -559 -367 -129 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 7.1 7.6 56.7 74.8 85.1 89.5 14.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 9 7 24 20 45 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 986,444
COMMITMENTS
186,997 182,811 37,157 629,254 639,249 853,407 859,217 133,036 127,227
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 9,247)
11,476 -15,964 -8,514 -551 10,930 2,411 -13,549 6,836 22,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 18.5 3.8 63.8 64.8 86.5 87.1 13.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
39 39 30 86 101 137 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,035,304
COMMITMENTS
263,094 256,145 209,751 1234636 1215959 1707482 1681856 327,822 353,448
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -440,643)
19,118 -3,579 -167,189 -244,948 -198,417 -393,019 -369,185 -47,624 -71,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 12.6 10.3 60.7 59.7 83.9 82.6 16.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
61 55 68 115 122 206 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,789,912
COMMITMENTS
456,005 191,785 63,808 994,678 1276966 1514491 1532560 275,421 257,351
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 26,783)
21,457 -8,695 -35,095 31,143 53,500 17,505 9,710 9,277 17,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 10.7 3.6 55.6 71.3 84.6 85.6 15.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
45 37 29 96 96 156 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 931,410
COMMITMENTS
238,733 36,393 257,149 391,418 601,805 887,300 895,346 44,110 36,064
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 9,397)
1,255 2,978 10,308 235 2,913 11,798 16,198 -2,401 -6,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 3.9 27.6 42.0 64.6 95.3 96.1 4.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
48 18 42 63 58 123 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,295
COMMITMENTS
16,530 14,716 1,771 14,162 11,422 32,463 27,909 4,832 9,386
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,250)
1,172 -437 486 -735 598 923 647 327 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 39.5 4.7 38.0 30.6 87.0 74.8 13.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 19 10 16 11 40 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,746
COMMITMENTS
47,817 51,918 3,362 59,681 55,914 110,860 111,194 15,885 15,552
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -3,774)
-1,629 -231 187 1,270 -4,085 -172 -4,130 -3,603 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 41.0 2.7 47.1 44.1 87.5 87.7 12.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 46 21 31 25 86 82
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,067
COMMITMENTS
14,175 9,072 748 37,081 42,135 52,004 51,955 63 112
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,426)
1,132 -13 -250 -2,314 -424 -1,432 -687 6 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 17.4 1.4 71.2 80.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 11 2 16 11 27 23
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,282
COMMITMENTS
20,611 3,127 187 34,412 51,660 55,210 54,974 72 308
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -6,994)
293 134 0 -7,236 -7,100 -6,943 -6,966 -51 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 5.7 0.3 62.2 93.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 10 1 12 9 17 20
Updated August 29, 2008