WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,474
COMMITMENTS
52,069 65,432 175,931 178,503 142,332 406,503 383,695 24,971 47,779
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 8,251)
-1,158 -185 14,062 -2,696 -3,910 10,209 9,967 -1,958 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.2 40.8 41.4 33.0 94.2 88.9 5.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
73 124 133 82 104 249 291
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,707,036
COMMITMENTS
133,069 86,991 697,229 729,680 694,300 1559978 1478520 147,058 228,516
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -18,185)
-7,111 6,911 -4,180 -4,002 -9,123 -15,292 -6,392 -2,893 -11,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.1 40.8 42.7 40.7 91.4 86.6 8.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
149 178 251 281 323 579 623
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,018
COMMITMENTS
988 2,399 2,129 13,335 10,724 16,452 15,252 1,566 2,766
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -436)
-23 264 -188 73 -155 -138 -78 -298 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 13.3 11.8 74.0 59.5 91.3 84.6 8.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 21 9 19 12 37 37
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 553,469
COMMITMENTS
47,499 29,097 208,930 252,339 244,597 508,768 482,624 44,701 70,845
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -35,791)
-7,153 761 -34,467 10,047 9,450 -31,573 -24,256 -4,218 -11,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.3 37.7 45.6 44.2 91.9 87.2 8.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
137 118 201 119 149 355 387
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,276
COMMITMENTS
11,142 4,308 690 7 1,027 11,839 6,025 3,437 9,251
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -2,964)
-3,202 -184 -311 4 -462 -3,509 -957 545 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 28.2 4.5 0.0 6.7 77.5 39.4 22.5 60.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 7 1 3 12 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 341,689
COMMITMENTS
15,887 37,856 100,020 203,513 180,052 319,421 317,928 22,268 23,760
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -4,970)
-2,172 9,170 -6,502 1,701 -8,797 -6,973 -6,130 2,002 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 11.1 29.3 59.6 52.7 93.5 93.0 6.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
37 49 72 66 65 151 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 883,654
COMMITMENTS
40,561 141,607 82,944 628,315 485,482 751,820 710,034 131,835 173,621
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -39,317)
-5,177 -29,509 -10,032 -27,276 -11,147 -42,485 -50,688 3,168 11,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.0 9.4 71.1 54.9 85.1 80.4 14.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
23 37 43 77 88 126 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 194,116
COMMITMENTS
22,508 14,524 46,389 94,312 109,067 163,208 169,980 30,908 24,135
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 5,760)
-85 -785 3,134 3,187 4,115 6,236 6,464 -476 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.5 23.9 48.6 56.2 84.1 87.6 15.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
30 34 41 68 61 127 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,709
COMMITMENTS
1,078 403 1,493 4,864 5,128 7,435 7,024 1,274 1,685
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -700)
61 -423 178 -170 25 68 -220 -768 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.6 17.1 55.8 58.9 85.4 80.7 14.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 12 9 21 16 38 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 788,393
COMMITMENTS
157,342 135,280 48,848 472,840 505,637 679,030 689,766 109,362 98,627
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -9,755)
8,092 7,213 6,671 -11,900 -13,258 2,863 626 -12,618 -10,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 17.2 6.2 60.0 64.1 86.1 87.5 13.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
39 33 26 84 94 136 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,925,787
COMMITMENTS
211,606 193,314 288,101 1189493 1129056 1689201 1610472 236,586 315,315
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -147,308)
-7,291 -51,926 -33,201 -83,962 -48,805 -124,453 -133,932 -22,854 -13,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.0 15.0 61.8 58.6 87.7 83.6 12.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
34 60 61 110 113 181 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,479,004
COMMITMENTS
427,310 161,598 85,947 778,158 1026981 1291415 1274526 187,589 204,478
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -71,125)
1,798 6,024 -2,328 -61,312 -59,023 -61,842 -55,327 -9,282 -15,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 10.9 5.8 52.6 69.4 87.3 86.2 12.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
43 32 41 88 86 144 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,256,795
COMMITMENTS
188,789 36,814 489,204 516,621 683,299 1194614 1209317 62,181 47,478
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 77,494)
22,967 8,138 49,884 2,996 19,571 75,847 77,593 1,647 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 2.9 38.9 41.1 54.4 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
42 19 44 55 57 115 106
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,817
COMMITMENTS
11,274 3,387 353 12,618 14,375 24,245 18,115 3,572 9,702
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -1,765)
802 -338 -747 -668 -115 -613 -1,200 -1,152 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 12.2 1.3 45.4 51.7 87.2 65.1 12.8 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 6 16 10 36 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,320
COMMITMENTS
17,603 18,464 1,771 77,548 72,697 96,922 92,933 11,397 15,387
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -16,284)
1,039 -544 -472 -11,979 -11,145 -11,412 -12,161 -4,872 -4,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 17.0 1.6 71.6 67.1 89.5 85.8 10.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 28 11 33 28 62 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,282
COMMITMENTS
15,131 9,143 461 18,500 24,668 34,092 34,272 190 10
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 345)
1,167 647 -29 -655 -95 483 523 -138 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 26.7 1.3 54.0 72.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 5 13 12 26 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,798
COMMITMENTS
28,069 7,500 1,143 29,094 49,973 58,306 58,616 492 182
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,742)
1,346 752 37 1,445 1,842 2,828 2,631 -86 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 12.8 1.9 49.5 85.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 9 3 10 5 20 16
Updated October 24, 2008