WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 323,676
COMMITMENTS
52,890 51,417 94,367 147,427 128,970 294,685 274,754 28,992 48,922
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -123,936)
-1,188 -4,712 -88,432 -30,544 -24,314 -120,164 -117,458 -3,771 -6,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 15.9 29.2 45.5 39.8 91.0 84.9 9.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
64 99 128 70 93 226 261
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,256,683
COMMITMENTS
118,728 110,215 385,145 591,597 534,585 1095471 1029945 161,212 226,738
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -358,715)
-4,576 -8,140 -246,743 -111,654 -121,100 -362,973 -375,983 4,258 17,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.8 30.6 47.1 42.5 87.2 82.0 12.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
115 144 212 251 271 499 531
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,874
COMMITMENTS
962 2,510 1,233 12,034 9,797 14,229 13,540 1,645 2,334
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -471)
-132 135 -59 -340 -378 -531 -303 60 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 15.8 7.8 75.8 61.7 89.6 85.3 10.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 15 9 18 10 34 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,552
COMMITMENTS
52,058 22,458 138,834 185,013 195,544 375,905 356,836 51,647 70,716
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 3,612)
2,992 1,784 -6,396 2,552 3,729 -851 -883 4,463 4,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.3 32.5 43.3 45.7 87.9 83.5 12.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
98 86 133 110 128 280 291
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 276,863
COMMITMENTS
8,627 22,652 79,537 163,448 145,377 251,611 247,565 25,252 29,298
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -50,362)
-215 241 -31,021 -22,880 -22,530 -54,115 -53,311 3,753 2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.2 28.7 59.0 52.5 90.9 89.4 9.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
31 38 65 63 57 138 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,240
COMMITMENTS
49,838 136,840 40,219 579,734 416,327 669,790 593,387 158,450 234,854
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -33,959)
-8,114 -2,348 -23,178 -52,421 -77,372 -83,713 -102,898 49,753 68,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 16.5 4.9 70.0 50.3 80.9 71.6 19.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
20 29 33 75 72 117 112
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,352
COMMITMENTS
17,808 8,539 25,153 74,422 87,994 117,383 121,686 30,969 26,667
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -23,488)
-868 -1,116 -18,262 -7,435 -8,542 -26,565 -27,920 3,077 4,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.8 17.0 50.2 59.3 79.1 82.0 20.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
32 22 36 59 55 111 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,438
COMMITMENTS
1,339 796 844 4,282 3,716 6,465 5,356 973 2,082
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 195)
22 -147 -23 76 -69 75 -239 120 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 10.7 11.3 57.6 50.0 86.9 72.0 13.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 4 22 16 33 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 570,606
COMMITMENTS
94,771 104,009 11,271 361,334 349,327 467,376 464,607 103,230 105,999
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -146,100)
-23,889 -31,719 -32,450 -88,870 -93,676 -145,209 -157,845 -891 11,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.2 2.0 63.3 61.2 81.9 81.4 18.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
20 33 18 70 75 103 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,454,546
COMMITMENTS
179,813 85,845 127,331 820,179 857,783 1127323 1070959 327,223 383,588
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -250,218)
224 -14,622 -125,907 -189,264 -181,783 -314,947 -322,312 64,729 72,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.9 8.8 56.4 59.0 77.5 73.6 22.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 26 43 85 79 138 132
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,275,912
COMMITMENTS
269,564 156,900 42,973 724,648 844,000 1037185 1043873 238,728 232,039
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -163,631)
-59,103 -7,743 -56,645 -94,421 -115,730 -210,169 -180,117 46,538 16,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 12.3 3.4 56.8 66.1 81.3 81.8 18.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
37 26 31 78 66 124 114
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,037,434
COMMITMENTS
164,684 19,165 492,731 343,448 480,333 1000863 992,229 36,571 45,205
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 18,704)
3,860 -2,585 18,074 -2,909 4,721 19,025 20,210 -322 -1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 1.8 47.5 33.1 46.3 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
33 12 40 52 51 98 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,783
COMMITMENTS
13,756 6,444 240 12,522 13,814 26,518 20,498 4,264 10,284
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,984)
695 205 -69 1,771 2,017 2,397 2,153 587 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 20.9 0.8 40.7 44.9 86.1 66.6 13.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 12 3 16 11 32 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,751
COMMITMENTS
24,806 25,663 1,931 73,679 71,176 100,416 98,770 17,335 18,981
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -9,711)
2,468 1,624 87 -10,918 -10,407 -8,363 -8,696 -1,348 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 21.8 1.6 62.6 60.4 85.3 83.9 14.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 25 11 26 28 60 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,096
COMMITMENTS
22,059 8,832 594 9,953 23,184 32,606 32,610 1,490 1,486
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,984)
991 -274 185 -447 776 729 687 1,255 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 25.9 1.7 29.2 68.0 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 10 5 10 14 20 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 69,788
COMMITMENTS
41,751 3,724 2,035 25,672 63,373 69,458 69,132 330 656
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 6,648)
8,175 -831 893 -2,371 5,997 6,697 6,059 -49 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 5.3 2.9 36.8 90.8 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 3 12 7 22 15
Updated December 01, 2008