WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,511
COMMITMENTS
54,960 57,278 181,596 167,424 145,666 403,980 384,540 30,531 49,971
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 4,321)
4,783 -4,769 -3,086 -5,765 5,051 -4,067 -2,804 8,388 7,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.2 41.8 38.5 33.5 93.0 88.5 7.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
88 104 137 86 97 262 276
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,714,300
COMMITMENTS
134,787 104,336 691,626 722,920 689,308 1549333 1485271 164,967 229,029
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 17,188)
-962 3,448 2,695 -5,971 2,160 -4,238 8,303 21,426 8,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.1 40.3 42.2 40.2 90.4 86.6 9.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
145 197 258 291 316 603 626
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,807
COMMITMENTS
903 2,196 2,179 12,928 10,948 16,011 15,323 1,795 2,484
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -33)
83 -160 -7 198 479 274 312 -307 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 12.3 12.2 72.6 61.5 89.9 86.1 10.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 17 11 19 14 38 39
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,958
COMMITMENTS
53,058 16,517 130,788 181,897 200,687 365,744 347,992 47,214 64,966
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -6,180)
4,654 -4,235 8,987 -16,803 -2,358 -3,162 2,395 -3,018 -8,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.0 31.7 44.0 48.6 88.6 84.3 11.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
108 66 126 101 133 264 289
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 331,137
COMMITMENTS
12,783 25,378 102,728 192,384 179,083 307,895 307,188 23,243 23,949
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,564)
-643 -8,928 -115 -5,992 6,421 -6,750 -2,622 1,186 -2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.7 31.0 58.1 54.1 93.0 92.8 7.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
36 49 75 72 68 163 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,831
COMMITMENTS
46,204 149,380 61,448 623,916 484,025 731,568 694,853 113,263 149,978
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -13,892)
10,155 14,171 -3,417 -4,765 -4,056 1,972 6,698 -15,865 -20,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 17.7 7.3 73.9 57.3 86.6 82.2 13.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
25 38 39 81 89 129 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 181,888
COMMITMENTS
20,660 11,524 44,630 84,849 102,605 150,140 158,760 31,748 23,129
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -4,619)
-1,929 1,238 -982 -4,773 -4,726 -7,684 -4,470 3,066 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.3 24.5 46.6 56.4 82.5 87.3 17.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 28 45 67 61 130 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,439
COMMITMENTS
1,070 372 1,072 4,410 4,528 6,552 5,972 887 1,466
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -487)
22 25 124 -423 -475 -278 -327 -209 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.0 14.4 59.3 60.9 88.1 80.3 11.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 7 8 19 14 34 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 755,008
COMMITMENTS
135,274 134,123 42,000 458,982 475,217 636,256 651,339 118,751 103,668
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -18,459)
-21,275 -8,563 3,399 4,500 -3,651 -13,376 -8,815 -5,083 -9,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 17.8 5.6 60.8 62.9 84.3 86.3 15.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 31 26 80 82 129 129
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,631,792
COMMITMENTS
192,084 137,541 198,624 998,718 980,725 1389427 1316889 242,365 314,903
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -97,931)
-5 -57,569 -5,888 -69,244 -20,029 -75,137 -83,486 -22,794 -14,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 8.4 12.2 61.2 60.1 85.1 80.7 14.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
34 43 48 99 107 160 171
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,461,330
COMMITMENTS
386,600 167,734 74,680 800,873 982,540 1262152 1224954 199,178 236,377
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,987)
-37,350 3,076 3,158 32,004 -24,874 -2,188 -18,639 -799 15,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 11.5 5.1 54.8 67.2 86.4 83.8 13.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
42 30 38 85 84 138 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,054,294
COMMITMENTS
172,496 27,789 483,895 354,046 502,282 1010437 1013966 43,857 40,327
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -236,107)
-31,822 -5,694 -78,746 -117,020 -138,281 -227,588 -222,721 -8,519 -13,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.6 45.9 33.6 47.6 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
35 18 47 53 55 110 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,303
COMMITMENTS
13,175 5,424 452 10,832 12,491 24,459 18,367 3,844 9,936
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,804)
1,041 -315 11 -2,230 -296 -1,179 -600 -625 -1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 19.2 1.6 38.3 44.1 86.4 64.9 13.6 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 11 5 15 11 32 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,289
COMMITMENTS
21,296 22,298 2,092 84,064 76,282 107,451 100,671 13,838 20,618
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -786)
-1,341 -1,898 41 1,695 2,034 395 177 -1,181 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 18.4 1.7 69.3 62.9 88.6 83.0 11.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 22 10 34 27 68 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,329
COMMITMENTS
15,621 9,129 428 14,976 21,588 31,025 31,145 304 184
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,353)
180 176 0 -1,501 -1,519 -1,321 -1,343 -32 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 29.1 1.4 47.8 68.9 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 13 12 25 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,351
COMMITMENTS
29,832 4,327 1,077 25,092 50,835 56,001 56,239 350 112
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,756)
-1,032 -2,235 -41 -2,672 -1,523 -3,745 -3,799 -11 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 7.7 1.9 44.5 90.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 6 2 9 7 19 15
Updated November 7, 2008