WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,033
COMMITMENTS
62,666 66,278 122,800 191,914 161,848 377,380 350,926 24,653 51,107
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,961)
-4,797 1,987 7,025 -310 -9,154 1,918 -142 -3,879 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 16.5 30.5 47.7 40.3 93.9 87.3 6.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
79 132 134 81 111 251 306
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,685,113
COMMITMENTS
184,034 75,032 598,690 766,987 770,402 1549710 1444124 135,403 240,989
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -15,255)
-7,452 822 2,235 -8,460 -21,461 -13,676 -18,404 -1,579 3,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.5 35.5 45.5 45.7 92.0 85.7 8.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
196 140 260 274 364 590 673
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,762
COMMITMENTS
1,861 1,339 1,764 10,963 11,257 14,589 14,360 2,173 2,402
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 246)
-459 127 104 649 -296 294 -66 -48 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.0 10.5 65.4 67.2 87.0 85.7 13.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 12 7 17 14 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,022
COMMITMENTS
82,823 37,112 195,925 218,715 232,297 497,463 465,334 49,559 81,688
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 12,171)
-10,168 7,946 12,728 11,369 -8,815 13,930 11,859 -1,758 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 6.8 35.8 40.0 42.5 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
146 134 186 106 182 351 418
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,476
COMMITMENTS
16,627 3,547 433 2 3,229 17,062 7,209 3,414 13,267
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -475)
-899 -199 -318 -1 -155 -1,218 -672 743 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 17.3 2.1 0.0 15.8 83.3 35.2 16.7 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 9 4 1 9 12 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,196
COMMITMENTS
18,665 32,844 93,678 197,769 179,276 310,112 305,798 20,084 24,397
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 18,713)
-3,990 3,401 8,781 15,970 3,192 20,762 15,374 -2,048 3,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.9 28.4 59.9 54.3 93.9 92.6 6.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
33 53 65 69 64 150 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,048,941
COMMITMENTS
130,261 173,103 86,823 688,988 583,130 906,072 843,056 142,869 205,885
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 36,972)
6,347 -1,573 16,876 25,075 8,572 48,298 23,875 -11,327 13,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 16.5 8.3 65.7 55.6 86.4 80.4 13.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 55 52 86 98 156 172
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,382
COMMITMENTS
32,579 5,812 40,423 93,438 133,747 166,440 179,983 29,943 16,399
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,661)
-4,677 2,888 -797 9,506 135 4,032 2,226 -1,371 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.0 20.6 47.6 68.1 84.8 91.6 15.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
44 21 47 68 65 140 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,605
COMMITMENTS
2,526 1,004 871 5,163 7,353 8,560 9,228 2,045 1,377
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,042)
-0 -49 -174 -1,142 -1,005 -1,316 -1,228 274 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 9.5 8.2 48.7 69.3 80.7 87.0 19.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 11 8 20 22 43 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 877,866
COMMITMENTS
172,713 160,396 30,084 547,956 589,392 750,754 779,872 127,112 97,994
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -101,819)
-17,827 -5,885 -7,407 -78,698 -73,786 -103,932 -87,078 2,113 -14,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 18.3 3.4 62.4 67.1 85.5 88.8 14.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
36 40 31 90 99 143 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,142,469
COMMITMENTS
252,240 216,224 270,409 1295917 1271079 1818566 1757712 323,903 384,758
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 49,586)
-35,426 -28,018 44,662 48,194 41,601 57,429 58,245 -7,843 -8,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.1 12.6 60.5 59.3 84.9 82.0 15.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
52 60 71 120 129 211 221
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,621,771
COMMITMENTS
387,106 200,130 66,752 920,732 1130773 1374591 1397655 247,180 224,116
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -36,018)
-60,118 1,241 10,914 14,138 -29,632 -35,067 -17,478 -951 -18,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 12.3 4.1 56.8 69.7 84.8 86.2 15.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
39 44 35 92 90 150 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 941,872
COMMITMENTS
216,691 40,948 290,588 388,511 579,139 895,790 910,675 46,082 31,197
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 26,367)
-24,556 3,027 37,940 10,361 -13,879 23,745 27,088 2,622 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.3 30.9 41.2 61.5 95.1 96.7 4.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
45 20 39 64 61 122 109
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,228
COMMITMENTS
17,030 14,362 2,421 20,595 15,007 40,046 31,789 1,182 9,439
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 4,319)
267 296 608 4,189 1,004 5,063 1,908 -744 2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 34.8 5.9 50.0 36.4 97.1 77.1 2.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 21 13 15 11 40 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,126
COMMITMENTS
47,705 50,812 3,765 62,363 61,337 113,832 115,913 15,294 13,213
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 3,218)
-1,500 -462 375 3,688 2,557 2,563 2,470 655 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 39.4 2.9 48.3 47.5 88.2 89.8 11.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
46 47 22 32 32 88 91
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,554
COMMITMENTS
14,399 9,121 1,684 42,904 48,162 58,987 58,967 567 587
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,063)
527 2 -593 -1,511 -950 -1,577 -1,541 514 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 15.3 2.8 72.0 80.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
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 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 67,752
COMMITMENTS
22,288 1,503 2,112 36,420 57,095 60,820 60,710 6,932 7,042
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 8,804)
570 -1,109 1,925 -571 1,202 1,924 2,018 6,880 6,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 2.2 3.1 53.8 84.3 89.8 89.6 10.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 7 2 12 10 20 18
Updated September 12, 2008