WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,190
COMMITMENTS
50,177 62,047 184,682 173,188 140,615 408,047 387,344 22,143 42,846
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -1,284)
-1,893 -3,385 8,751 -5,314 -1,717 1,544 3,649 -2,828 -4,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.4 42.9 40.3 32.7 94.9 90.0 5.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
65 121 124 82 97 237 272
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,697,112
COMMITMENTS
135,749 100,889 688,932 728,891 687,147 1553571 1476968 143,541 220,144
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -9,924)
2,680 13,898 -8,297 -789 -7,153 -6,407 -1,552 -3,518 -8,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.9 40.6 42.9 40.5 91.5 87.0 8.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
146 178 255 278 311 576 615
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,839
COMMITMENTS
820 2,355 2,186 12,730 10,469 15,737 15,011 2,102 2,828
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -179)
-168 -44 58 -604 -255 -715 -241 536 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 13.2 12.3 71.4 58.7 88.2 84.1 11.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 19 9 21 13 38 37
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 419,138
COMMITMENTS
48,404 20,752 121,801 198,701 203,044 368,906 345,597 50,232 73,541
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -134,331)
905 -8,345 -87,129 -53,638 -41,552 -139,862 -137,027 5,531 2,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.0 29.1 47.4 48.4 88.0 82.5 12.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
99 69 111 109 131 252 284
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,701
COMMITMENTS
13,427 34,306 102,842 198,376 172,662 314,645 309,810 22,057 26,891
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -4,988)
-2,460 -3,550 2,822 -5,138 -7,390 -4,776 -8,118 -212 3,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.2 30.5 58.9 51.3 93.4 92.0 6.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
35 50 70 70 70 153 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 858,723
COMMITMENTS
36,049 135,209 64,865 628,682 488,081 729,596 688,155 129,128 170,569
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -24,931)
-4,511 -6,399 -18,079 367 2,599 -22,224 -21,879 -2,707 -3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.7 7.6 73.2 56.8 85.0 80.1 15.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
21 35 36 77 85 118 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 186,507
COMMITMENTS
22,590 10,286 45,612 89,623 107,331 157,824 163,230 28,683 23,277
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -7,609)
82 -4,239 -776 -4,689 -1,736 -5,383 -6,750 -2,225 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.5 24.5 48.1 57.5 84.6 87.5 15.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
31 32 40 67 61 125 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,926
COMMITMENTS
1,048 348 948 4,834 5,003 6,830 6,299 1,096 1,627
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -783)
-30 -55 -545 -30 -125 -605 -725 -178 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.4 12.0 61.0 63.1 86.2 79.5 13.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 6 5 20 17 32 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 773,467
COMMITMENTS
156,550 142,686 38,601 454,482 478,867 649,633 660,154 123,835 113,313
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -14,926)
-792 7,406 -10,248 -18,358 -26,770 -29,398 -29,612 14,472 14,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 18.4 5.0 58.8 61.9 84.0 85.3 16.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
33 34 25 79 82 124 129
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,729,723
COMMITMENTS
192,090 195,110 204,512 1067962 1000754 1464564 1400375 265,159 329,348
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -196,064)
-19,517 1,795 -83,589 -121,531 -128,303 -224,637 -210,096 28,573 14,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.3 11.8 61.7 57.9 84.7 81.0 15.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 43 49 97 108 156 177
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,464,317
COMMITMENTS
423,950 164,657 71,522 768,868 1007414 1264340 1243593 199,977 220,724
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -14,687)
-3,359 3,060 -14,425 -9,290 -19,567 -27,075 -30,933 12,388 16,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 11.2 4.9 52.5 68.8 86.3 84.9 13.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
32 35 36 84 81 135 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,290,401
COMMITMENTS
204,318 33,483 562,642 471,066 640,563 1238025 1236688 52,375 53,713
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 33,606)
15,529 -3,331 73,437 -45,555 -42,736 43,412 27,371 -9,806 6,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.6 43.6 36.5 49.6 95.9 95.8 4.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
42 20 41 57 58 114 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,107
COMMITMENTS
12,134 5,739 441 13,062 12,787 25,638 18,967 4,469 11,139
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,289)
860 2,353 88 444 -1,588 1,393 852 897 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 19.1 1.5 43.4 42.5 85.2 63.0 14.8 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 11 5 15 11 34 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,075
COMMITMENTS
22,637 24,196 2,051 82,369 74,247 107,056 100,494 15,019 21,581
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 13,755)
5,034 5,732 280 4,820 1,550 10,134 7,561 3,621 6,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.8 1.7 67.5 60.8 87.7 82.3 12.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 29 11 34 27 70 61
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,682
COMMITMENTS
15,441 8,953 428 16,477 23,107 32,346 32,488 336 194
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -1,600)
310 -190 -33 -2,023 -1,561 -1,746 -1,784 146 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 27.4 1.3 50.4 70.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 4 12 13 26 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,107
COMMITMENTS
30,864 6,562 1,118 27,764 52,358 59,746 60,038 361 69
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,309)
2,795 -938 -25 -1,330 2,385 1,440 1,422 -131 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 10.9 1.9 46.2 87.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 3 10 7 23 16
Updated October 31, 2008