WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 319,843
COMMITMENTS
54,752 64,064 90,788 151,293 117,588 296,832 272,440 23,011 47,404
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 6,414)
2,049 4,592 6,420 -1,382 -6,088 7,087 4,924 -673 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 20.0 28.4 47.3 36.8 92.8 85.2 7.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
63 116 115 76 94 220 258
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,246,848
COMMITMENTS
121,294 107,536 414,572 577,035 525,717 1112901 1047826 133,947 199,021
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 29,699)
1,833 -4,709 36,949 -9,915 -3,156 28,867 29,084 832 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.6 33.2 46.3 42.2 89.3 84.0 10.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
112 179 209 245 274 500 536
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,221
COMMITMENTS
772 2,184 1,077 15,077 12,903 16,926 16,164 1,295 2,057
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -190)
36 -136 -8 -209 -137 -181 -281 -10 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.0 5.9 82.7 70.8 92.9 88.7 7.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 12 7 22 13 33 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,615
COMMITMENTS
50,319 28,309 154,888 198,526 198,451 403,733 381,648 45,882 67,966
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 9,458)
-348 575 6,036 8,151 4,971 13,839 11,582 -4,381 -2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 6.3 34.4 44.2 44.1 89.8 84.9 10.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
91 102 147 106 116 285 299
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 257,072
COMMITMENTS
7,391 30,701 64,948 159,431 132,654 231,770 228,302 25,302 28,769
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -13,719)
-978 2,818 -6,470 -8,401 -11,238 -15,849 -14,891 2,131 1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.9 25.3 62.0 51.6 90.2 88.8 9.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
25 49 63 60 58 131 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 905,947
COMMITMENTS
51,579 153,392 70,065 664,168 520,287 785,812 743,744 120,136 162,204
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 54,124)
2,867 -7,430 11,176 44,499 59,051 58,541 62,796 -4,418 -8,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 16.9 7.7 73.3 57.4 86.7 82.1 13.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
27 37 36 79 86 126 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 142,327
COMMITMENTS
15,854 13,286 27,555 74,037 77,248 117,445 118,089 24,882 24,239
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -1,040)
-205 1,970 614 -1,087 -3,533 -678 -950 -362 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.3 19.4 52.0 54.3 82.5 83.0 17.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
26 30 39 54 52 108 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,823
COMMITMENTS
1,338 835 843 4,514 4,141 6,694 5,819 1,129 2,004
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -191)
69 -83 -72 -261 108 -263 -47 72 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 10.7 10.8 57.7 52.9 85.6 74.4 14.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 10 6 21 18 32 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 486,680
COMMITMENTS
60,562 52,981 9,808 336,286 342,462 406,655 405,250 80,025 81,429
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -18,842)
-9,512 -33,444 600 733 29,279 -8,180 -3,565 -10,663 -15,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.9 2.0 69.1 70.4 83.6 83.3 16.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
22 22 14 74 74 102 104
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,459,809
COMMITMENTS
152,978 111,055 230,991 858,574 833,932 1242543 1175978 217,266 283,831
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 42,672)
-5,484 -5,734 45,729 20,948 -5,151 61,193 34,845 -18,521 7,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.6 15.8 58.8 57.1 85.1 80.6 14.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 34 46 81 92 140 150
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,158,958
COMMITMENTS
197,982 125,086 60,295 726,861 783,435 985,138 968,816 173,820 190,141
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -4,430)
-32,223 -18,446 899 11,074 10,168 -20,250 -7,379 15,820 2,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 10.8 5.2 62.7 67.6 85.0 83.6 15.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 28 28 79 67 124 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 883,245
COMMITMENTS
142,257 12,013 437,823 266,954 395,610 847,034 845,445 36,211 37,800
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 31,553)
-3,982 -3,974 29,191 7,074 8,519 32,283 33,736 -730 -2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 1.4 49.6 30.2 44.8 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 10 35 44 43 83 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,133
COMMITMENTS
13,716 6,986 378 15,656 16,109 29,750 23,473 3,383 9,660
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -656)
-431 358 51 505 -383 125 26 -781 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 21.1 1.1 47.3 48.6 89.8 70.8 10.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 12 6 16 12 32 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,404
COMMITMENTS
26,474 25,587 1,797 72,403 72,142 100,675 99,526 8,729 9,878
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -7,184)
877 194 -180 -2,098 255 -1,401 269 -5,783 -7,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.4 1.6 66.2 65.9 92.0 91.0 8.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 28 14 30 28 68 62
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,213
COMMITMENTS
21,091 8,006 1,229 15,585 28,715 37,905 37,950 308 263
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 7,239)
2,915 -702 565 3,722 7,397 7,202 7,260 37 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 21.0 3.2 40.8 75.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 8 4 12 15 25 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 68,633
COMMITMENTS
40,432 3,770 1,668 25,202 62,086 67,302 67,524 1,331 1,109
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 359)
-1,836 -321 76 1,051 -423 -709 -668 1,068 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 5.5 2.4 36.7 90.5 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 7 3 14 7 26 16
Updated December 12, 2008