WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,812
COMMITMENTS
65,777 82,787 45,998 142,927 104,487 254,702 233,272 22,110 43,540
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -103)
340 3,212 4,171 -4,352 -6,827 159 556 -262 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 29.9 16.6 51.6 37.7 92.0 84.3 8.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
67 114 89 64 93 193 260
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 986,935
COMMITMENTS
209,559 102,864 152,832 508,750 543,891 871,141 799,587 115,794 187,348
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -10,881)
-9,969 4,308 -580 -823 -10,551 -11,372 -6,823 491 -4,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 10.4 15.5 51.5 55.1 88.3 81.0 11.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
146 141 152 222 285 466 512
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,756
COMMITMENTS
2,021 2,361 270 11,997 10,655 14,288 13,286 1,468 2,470
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 108)
-137 346 -14 393 -5 242 327 -134 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 15.0 1.7 76.1 67.6 90.7 84.3 9.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 17 5 19 11 36 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,818
COMMITMENTS
63,461 39,518 56,237 201,174 200,923 320,872 296,678 39,946 64,140
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -6,391)
-13,790 2,604 -9,308 20,460 8,708 -2,638 2,004 -3,753 -8,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.0 15.6 55.8 55.7 88.9 82.2 11.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
113 102 115 104 136 281 314
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,276
COMMITMENTS
11,142 4,308 690 7 1,027 11,839 6,025 3,437 9,251
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -2,964)
-3,202 -184 -311 4 -462 -3,509 -957 545 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.9 28.2 4.5 0.0 6.7 77.5 39.4 22.5 60.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 7 1 3 12 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,955
COMMITMENTS
28,314 32,456 54,022 159,140 154,083 241,476 240,561 21,479 22,394
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 119)
-6,294 10,893 -3,283 7,147 -8,352 -2,430 -742 2,549 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 12.3 20.5 60.5 58.6 91.8 91.5 8.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
34 47 64 60 59 140 152
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 723,588
COMMITMENTS
44,296 150,002 4,093 558,430 415,722 606,819 569,817 116,769 153,771
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -24,683)
-1,614 -28,531 -3,469 -28,279 -9,378 -33,362 -41,378 8,679 16,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 20.7 0.6 77.2 57.5 83.9 78.7 16.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
23 30 14 63 73 93 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,986
COMMITMENTS
29,990 16,596 17,781 82,483 101,981 130,254 136,358 28,732 22,628
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 6,339)
-265 479 2,930 3,972 3,796 6,637 7,205 -298 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 10.4 11.2 51.9 64.1 81.9 85.8 18.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
30 29 35 61 56 114 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,715
COMMITMENTS
1,425 371 785 4,305 5,045 6,515 6,201 1,200 1,514
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -778)
338 -366 -81 -291 82 -34 -365 -744 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 4.8 10.2 55.8 65.4 84.4 80.4 15.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 7 7 19 14 34 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 724,682
COMMITMENTS
163,925 139,286 5,933 448,326 483,310 618,184 628,529 106,498 96,153
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -17,797)
8,694 8,750 670 -15,057 -17,772 -5,693 -8,352 -12,104 -9,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 19.2 0.8 61.9 66.7 85.3 86.7 14.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 31 15 81 87 128 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,363,653
COMMITMENTS
226,466 229,963 15,552 912,532 832,233 1154550 1077748 209,103 285,905
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -54,361)
-11,149 -29,625 2,223 -31,095 -24,421 -40,021 -51,823 -14,340 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 16.9 1.1 66.9 61.0 84.7 79.0 15.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
33 55 24 86 93 130 161
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,338,507
COMMITMENTS
444,146 162,660 8,788 705,849 969,586 1158783 1141034 179,724 197,473
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -58,530)
36 8,255 48 -51,669 -55,108 -51,585 -46,805 -6,945 -11,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 12.2 0.7 52.7 72.4 86.6 85.2 13.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 33 19 82 71 129 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 591,815
COMMITMENTS
204,304 43,988 51,927 293,910 464,781 550,141 560,696 41,674 31,119
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 35,699)
26,408 11,232 10,272 -1,261 14,877 35,419 36,381 280 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 7.4 8.8 49.7 78.5 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
37 19 36 48 49 104 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,738
COMMITMENTS
11,284 3,415 62 12,216 13,869 23,562 17,346 3,176 9,392
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 352)
1,069 -27 1 397 783 1,467 757 -1,115 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 12.8 0.2 45.7 51.9 88.1 64.9 11.9 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 6 4 13 9 32 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,744
COMMITMENTS
17,879 18,489 745 66,040 61,319 84,664 80,553 11,080 15,191
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -9,620)
1,682 -1,153 619 -7,324 -5,163 -5,023 -5,697 -4,597 -3,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 19.3 0.8 69.0 64.0 88.4 84.1 11.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
20 28 6 31 26 56 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,282
COMMITMENTS
15,131 9,143 461 18,500 24,668 34,092 34,272 190 10
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 345)
1,167 647 -29 -655 -95 483 523 -138 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 26.7 1.3 54.0 72.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 5 13 12 26 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,798
COMMITMENTS
28,069 7,500 1,143 29,094 49,973 58,306 58,616 492 182
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,742)
1,346 752 37 1,445 1,842 2,828 2,631 -86 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 12.8 1.9 49.5 85.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 9 3 10 5 20 16
Updated October 24, 2008