WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,994
COMMITMENTS
67,463 64,291 115,775 192,224 171,002 375,462 351,068 28,532 52,926
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -14,194)
1,196 7,433 -4,387 -10,254 -17,953 -13,445 -14,907 -748 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.9 28.7 47.6 42.3 92.9 86.9 7.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
95 126 138 82 116 263 309
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,700,368
COMMITMENTS
191,485 74,211 596,455 775,447 791,863 1563387 1462528 136,982 237,840
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -65,013)
-7,709 -3,013 -30,952 -16,205 -29,026 -54,866 -62,991 -10,148 -2,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.4 35.1 45.6 46.6 91.9 86.0 8.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779)
177 164 275 271 367 600 691
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,516
COMMITMENTS
2,320 1,212 1,661 10,314 11,553 14,295 14,426 2,221 2,090
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 166)
-117 -19 285 302 -78 470 188 -304 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.3 10.1 62.4 69.9 86.6 87.3 13.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 9 8 17 14 38 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,851
COMMITMENTS
92,991 29,166 183,197 207,346 241,112 483,534 453,474 51,317 81,376
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -9,465)
-2,927 -3,607 -2,161 -2,332 -4,092 -7,420 -9,860 -2,045 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 5.5 34.3 38.8 45.1 90.4 84.8 9.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
163 121 188 105 188 353 428
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,951
COMMITMENTS
17,526 3,746 751 3 3,384 18,280 7,881 2,671 13,070
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -658)
138 -81 -508 0 19 -370 -570 -288 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 17.9 3.6 0.0 16.2 87.3 37.6 12.7 62.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 11 6 1 10 14 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,483
COMMITMENTS
22,654 29,443 84,897 181,799 176,084 289,350 290,425 22,132 21,058
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -3,266)
812 2,088 -372 -2,378 -6,057 -1,938 -4,341 -1,328 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 9.5 27.3 58.4 56.5 92.9 93.2 7.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
44 48 67 67 67 156 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,011,970
COMMITMENTS
123,914 174,676 69,947 663,913 574,558 857,774 819,181 154,195 192,789
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 14,517)
18,444 13,452 2,000 1,509 8,879 21,953 24,331 -7,436 -9,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 17.3 6.9 65.6 56.8 84.8 80.9 15.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
39 48 48 83 93 150 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 193,722
COMMITMENTS
37,256 2,925 41,220 83,932 133,612 162,408 177,757 31,314 15,965
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -874)
371 276 2,043 -2,197 -3,146 217 -828 -1,092 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 1.5 21.3 43.3 69.0 83.8 91.8 16.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
58 12 54 66 67 148 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,648
COMMITMENTS
2,526 1,054 1,045 6,305 8,358 9,876 10,457 1,771 1,191
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -494)
-14 187 127 -574 -727 -461 -413 -33 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.0 9.0 54.1 71.8 84.8 89.8 15.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 10 10 22 20 47 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 979,685
COMMITMENTS
190,540 166,281 37,491 626,654 663,177 854,686 866,950 124,999 112,735
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -6,759)
3,544 -16,530 334 -2,600 23,929 1,278 7,733 -8,037 -14,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 17.0 3.8 64.0 67.7 87.2 88.5 12.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
42 42 35 93 104 149 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,092,883
COMMITMENTS
287,667 244,242 225,747 1247724 1229477 1761137 1699466 331,746 393,417
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 57,579)
24,572 -11,904 15,996 13,087 13,518 53,655 17,610 3,924 39,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.7 10.8 59.6 58.7 84.1 81.2 15.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
51 70 70 117 126 212 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,657,789
COMMITMENTS
447,225 198,889 55,839 906,594 1160405 1409658 1415133 248,131 242,656
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -132,123)
-8,780 7,104 -7,969 -88,083 -116,562 -104,833 -117,428 -27,290 -14,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.0 3.4 54.7 70.0 85.0 85.4 15.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
48 40 33 98 99 163 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 915,505
COMMITMENTS
241,247 37,922 252,647 378,150 593,018 872,045 883,587 43,460 31,918
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -15,905)
2,514 1,529 -4,501 -13,268 -8,786 -15,255 -11,759 -650 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.1 27.6 41.3 64.8 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
52 16 41 64 60 124 110
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,909
COMMITMENTS
16,763 14,066 1,813 16,407 14,002 34,983 29,881 1,926 7,028
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -386)
233 -650 42 2,245 2,580 2,520 1,973 -2,906 -2,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 38.1 4.9 44.5 37.9 94.8 81.0 5.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 19 11 16 12 41 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 125,909
COMMITMENTS
49,205 51,274 3,390 58,675 58,780 111,270 113,444 14,639 12,465
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -837)
1,387 -645 28 -1,006 2,866 409 2,249 -1,246 -3,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 40.7 2.7 46.6 46.7 88.4 90.1 11.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
48 45 22 27 28 83 87
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,617
COMMITMENTS
13,872 9,119 2,277 44,415 49,112 60,564 60,508 53 109
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 8,550)
-303 47 1,529 7,334 6,977 8,560 8,553 -10 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.0 3.8 73.3 81.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 11 3 15 12 26 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,948
COMMITMENTS
21,718 2,612 187 36,991 55,893 58,896 58,692 52 256
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 3,666)
1,107 -515 0 2,579 4,233 3,686 3,718 -20 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 4.4 0.3 62.8 94.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 9 1 12 10 18 20
Updated September 5, 2008