WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 321,795
COMMITMENTS
58,603 49,771 86,752 151,546 140,627 296,901 277,151 24,894 44,645
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 577)
-841 -4,679 -1,876 2,282 6,948 -435 392 1,012 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 15.5 27.0 47.1 43.7 92.3 86.1 7.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
74 92 109 81 101 225 246
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,239,047
COMMITMENTS
123,456 93,608 415,954 558,466 531,842 1097876 1041404 141,172 197,644
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -15,750)
3,373 -6,524 -12,492 -14,749 -4,670 -23,868 -23,686 8,118 7,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 7.6 33.6 45.1 42.9 88.6 84.0 11.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
131 140 208 248 277 493 535
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,061
COMMITMENTS
727 1,696 1,200 13,969 12,585 15,896 15,482 2,164 2,579
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -3,589)
-50 -329 124 -383 88 -309 -117 -3,281 -3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 9.4 6.6 77.3 69.7 88.0 85.7 12.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 10 8 22 16 33 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,052
COMMITMENTS
52,116 19,110 119,673 160,900 177,275 332,688 316,058 46,364 62,994
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -41,226)
2,187 -5,127 -20,891 -21,438 -14,568 -40,142 -40,587 -1,083 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.0 31.6 42.4 46.8 87.8 83.4 12.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
96 58 126 97 109 260 257
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 245,171
COMMITMENTS
15,423 33,243 66,903 140,033 126,316 222,358 226,461 22,813 18,709
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -8,999)
1,040 -2,173 -5,818 -4,798 -458 -9,576 -8,448 576 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 13.6 27.3 57.1 51.5 90.7 92.4 9.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
35 40 79 61 58 154 162
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 840,865
COMMITMENTS
55,921 179,549 45,386 612,515 459,855 713,822 684,789 127,043 156,075
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -77,145)
3,221 1,062 -30,099 -62,348 -44,532 -89,226 -73,570 12,081 -3,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 21.4 5.4 72.8 54.7 84.9 81.4 15.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 42 31 58 76 101 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 132,666
COMMITMENTS
19,382 7,346 28,698 61,226 77,514 109,306 113,558 23,360 19,108
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -6,985)
2,139 -3,608 -1,185 -4,638 744 -3,684 -4,049 -3,301 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.5 21.6 46.2 58.4 82.4 85.6 17.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
34 22 40 59 54 121 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,829
COMMITMENTS
1,125 452 458 4,251 4,380 5,834 5,290 995 1,539
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -757)
-126 -351 -254 -247 47 -627 -558 -130 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.6 6.7 62.3 64.1 85.4 77.5 14.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 4 17 14 26 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 540,913
COMMITMENTS
59,132 81,363 12,424 386,208 367,500 457,764 461,286 83,148 79,626
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 2,170)
-2,760 3,833 3,002 -5,149 -4,512 -4,907 2,324 7,077 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 15.0 2.3 71.4 67.9 84.6 85.3 15.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
21 26 13 73 72 100 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,306,294
COMMITMENTS
148,533 113,780 140,488 818,352 799,909 1107372 1054177 198,922 252,117
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -186,739)
1,315 439 -122,980 -63,056 -63,810 -184,721 -186,351 -2,018 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.7 10.8 62.6 61.2 84.8 80.7 15.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
36 35 45 82 92 140 150
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,149,029
COMMITMENTS
151,578 146,576 52,235 760,278 772,907 964,090 971,717 184,939 177,311
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -36,895)
-1,554 -4,597 -14,939 -41,933 -20,523 -58,427 -40,059 21,532 3,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.8 4.5 66.2 67.3 83.9 84.6 16.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
30 30 31 71 64 114 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 894,809
COMMITMENTS
162,663 14,037 448,495 251,689 400,134 862,847 862,666 31,962 32,143
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 3,437)
-8,483 2,150 7,763 6,752 -6,729 6,033 3,184 -2,595 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 1.6 50.1 28.1 44.7 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 13 35 44 41 83 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 9,954
COMMITMENTS
3,080 4,279 27 3,661 2,455 6,767 6,761 3,187 3,194
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 417)
-86 -84 27 0 498 -60 441 477 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 43.0 0.3 36.8 24.7 68.0 67.9 32.0 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 10 4 16 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,521
COMMITMENTS
21,947 9,225 737 29,788 40,784 52,472 50,746 10,049 11,775
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 3,760)
2,464 868 18 2,437 3,554 4,919 4,440 -1,159 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 14.8 1.2 47.6 65.2 83.9 81.2 16.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 12 4 26 23 53 37
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,713
COMMITMENTS
15,615 7,101 113 12,755 21,370 28,483 28,584 230 129
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 2,424)
4,411 -555 -58 -1,973 3,036 2,380 2,423 44 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 24.7 0.4 44.4 74.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 10 2 12 13 25 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,407
COMMITMENTS
31,708 1,037 1,651 16,759 47,666 50,118 50,354 289 53
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -2,769)
28 173 -57 -2,784 -2,893 -2,813 -2,777 44 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 2.1 3.3 33.2 94.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 2 11 8 23 17
Updated January 05, 2008