WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 326,010
COMMITMENTS
58,505 54,335 92,526 149,828 132,999 300,859 279,860 25,151 46,150
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 6,167)
3,753 -9,729 1,738 -1,464 15,411 4,027 7,421 2,140 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.7 28.4 46.0 40.8 92.3 85.8 7.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
78 96 110 75 95 223 244
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,279,967
COMMITMENTS
130,445 100,500 433,533 569,352 543,151 1133331 1077184 146,636 202,782
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 33,119)
9,152 -7,037 18,961 -7,682 17,434 20,430 29,358 12,689 3,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.9 33.9 44.5 42.4 88.5 84.2 11.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
143 147 209 247 272 502 537
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,194
COMMITMENTS
815 1,990 1,054 14,768 12,870 16,637 15,915 1,557 2,280
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -27)
42 -194 -23 -309 -33 -289 -249 262 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 10.9 5.8 81.2 70.7 91.4 87.5 8.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 14 8 22 13 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,111
COMMITMENTS
49,962 25,908 148,943 192,265 199,413 391,169 374,264 50,941 67,847
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -7,504)
-357 -2,401 -5,945 -6,261 962 -12,563 -7,385 5,059 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.9 33.7 43.5 45.1 88.5 84.7 11.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
105 81 146 117 123 298 296
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,349
COMMITMENTS
6,897 2,344 1,066 0 778 7,963 4,188 3,386 7,161
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 20.7 9.4 0.0 6.9 70.2 36.9 29.8 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 9 0 2 13 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,880
COMMITMENTS
11,267 27,328 71,683 156,194 135,747 239,144 234,758 22,736 27,122
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,808)
3,876 -3,372 6,735 -3,236 3,093 7,374 6,455 -2,566 -1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.4 27.4 59.6 51.8 91.3 89.6 8.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 39 73 60 59 143 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 915,598
COMMITMENTS
56,860 174,642 69,647 670,084 494,529 796,591 738,818 119,007 176,780
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 9,651)
5,281 21,250 -418 5,916 -25,757 10,780 -4,926 -1,129 14,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 19.1 7.6 73.2 54.0 87.0 80.7 13.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
26 41 37 76 86 126 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,451
COMMITMENTS
16,213 12,256 28,888 71,075 77,229 116,175 118,372 25,275 23,079
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -876)
359 -1,030 1,333 -2,962 -19 -1,269 284 393 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 8.7 20.4 50.2 54.6 82.1 83.7 17.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
27 28 42 54 50 111 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,784
COMMITMENTS
1,284 800 718 4,544 4,338 6,546 5,856 1,238 1,927
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -40)
-54 -35 -124 30 197 -149 37 109 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.3 9.2 58.4 55.7 84.1 75.2 15.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 11 6 22 16 32 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 534,829
COMMITMENTS
67,629 78,102 11,347 378,015 370,140 456,991 459,589 77,837 75,240
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 48,149)
7,067 25,121 1,540 41,730 27,678 50,336 54,339 -2,187 -6,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 14.6 2.1 70.7 69.2 85.4 85.9 14.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 25 15 72 71 103 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,508,473
COMMITMENTS
147,386 114,215 243,025 906,051 876,903 1296462 1234143 212,011 274,329
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 48,663)
-5,592 3,160 12,033 47,477 42,971 53,918 58,165 -5,255 -9,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.6 16.1 60.1 58.1 85.9 81.8 14.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
37 38 45 85 97 145 157
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,191,675
COMMITMENTS
169,970 158,340 70,965 794,473 800,562 1035408 1029868 156,267 161,808
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 32,718)
-28,011 33,254 10,670 67,612 17,127 50,271 61,051 -17,553 -28,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 13.3 6.0 66.7 67.2 86.9 86.4 13.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 31 30 81 72 125 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 923,137
COMMITMENTS
150,646 11,607 466,990 276,726 409,636 894,362 888,233 28,776 34,904
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 39,892)
8,389 -406 29,167 9,772 14,026 47,327 42,788 -7,435 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.3 50.6 30.0 44.4 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 9 34 43 41 80 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,653
COMMITMENTS
14,180 7,133 2,879 15,767 16,600 32,826 26,611 4,827 11,042
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,520)
464 147 2,500 112 491 3,076 3,139 1,444 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 18.9 7.6 41.9 44.1 87.2 70.7 12.8 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 13 9 18 15 37 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,922
COMMITMENTS
32,098 24,098 9,024 71,991 81,140 113,113 114,262 19,808 18,659
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 23,518)
5,624 -1,489 7,227 -412 8,998 12,439 14,736 11,079 8,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 18.1 6.8 54.2 61.0 85.1 86.0 14.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
35 23 23 36 32 81 69
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,386
COMMITMENTS
12,659 7,944 182 13,809 18,642 26,650 26,768 3,736 3,618
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -7,827)
-8,432 -62 -1,047 -1,776 -10,073 -11,255 -11,182 3,428 3,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 26.1 0.6 45.4 61.4 87.7 88.1 12.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 3 9 12 21 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,298
COMMITMENTS
32,244 3,549 1,601 20,207 49,093 54,052 54,243 246 55
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -14,335)
-8,188 -221 -67 -4,995 -12,993 -13,250 -13,281 -1,085 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.4 6.5 2.9 37.2 90.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 6 2 10 7 23 14
Updated December 19, 2008