WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 404,906
COMMITMENTS
58,360 66,116 130,717 189,936 157,627 379,013 354,461 25,893 50,445
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -14,580)
-3,141 -7,841 1,175 -3,775 3,565 -5,741 -3,101 -8,839 -11,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 16.3 32.3 46.9 38.9 93.6 87.5 6.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
82 121 124 82 112 243 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,684,482
COMMITMENTS
182,977 63,487 614,810 737,498 767,610 1535285 1445907 149,197 238,576
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -26,098)
-102 -13,168 -1,404 -25,819 -403 -27,324 -14,975 1,226 -11,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.8 36.5 43.8 45.6 91.1 85.8 8.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
173 148 249 280 354 578 650
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,939
COMMITMENTS
1,261 1,500 1,886 11,603 10,976 14,750 14,362 2,189 2,578
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -597)
-322 32 -102 36 -220 -387 -290 -211 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.9 11.1 68.5 64.8 87.1 84.8 12.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 13 7 19 14 35 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,390
COMMITMENTS
72,418 28,557 199,547 215,983 228,622 487,948 456,726 50,442 81,664
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -23,791)
-674 -4,516 -8,706 -12,522 -7,307 -21,902 -20,530 -1,889 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.3 37.1 40.1 42.5 90.6 84.8 9.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
140 127 197 114 173 358 416
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,513
COMMITMENTS
15,964 3,590 633 2 3,036 16,599 7,259 2,914 12,254
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -933)
-960 -221 -12 -150 -246 -1,122 -479 189 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 18.4 3.2 0.0 15.6 85.1 37.2 14.9 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 9 5 1 8 13 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 323,420
COMMITMENTS
20,851 31,091 88,775 192,573 181,481 302,199 301,347 21,221 22,074
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -17,602)
4,879 -3,645 -10,795 -10,873 273 -16,788 -14,168 -813 -3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.6 27.4 59.5 56.1 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
38 47 65 66 65 148 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 999,344
COMMITMENTS
80,693 175,180 107,374 674,846 549,068 862,913 831,622 136,431 167,723
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -85,857)
-21,046 6,037 4,006 -54,059 -54,197 -71,099 -44,154 -14,758 -41,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.5 10.7 67.5 54.9 86.3 83.2 13.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
31 53 57 83 94 151 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 185,840
COMMITMENTS
29,963 7,081 39,308 85,752 120,902 155,022 167,291 30,818 18,549
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -8,224)
-414 -1,666 -194 -7,970 -7,425 -8,578 -9,286 355 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.8 21.2 46.1 65.1 83.4 90.0 16.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 18 44 69 65 133 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,144
COMMITMENTS
2,772 1,060 673 4,449 6,998 7,894 8,732 2,250 1,412
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -8)
326 8 -74 -439 66 -187 -0 179 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 10.5 6.6 43.9 69.0 77.8 86.1 22.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 8 6 17 24 41 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 747,343
COMMITMENTS
121,677 120,086 40,083 467,362 489,033 629,123 649,202 118,220 98,141
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -96,448)
-11,611 -48,864 594 -76,408 -24,057 -87,426 -72,328 -9,023 -24,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 16.1 5.4 62.5 65.4 84.2 86.9 15.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
31 38 26 82 89 126 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,172,039
COMMITMENTS
220,480 222,953 330,537 1315651 1252422 1866668 1805912 305,371 366,127
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -81,092)
-4,771 31,118 6,018 -31,159 -79,401 -29,912 -42,266 -51,180 -38,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.3 15.2 60.6 57.7 85.9 83.1 14.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
52 58 65 119 130 202 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,561,524
COMMITMENTS
427,820 155,716 99,049 826,134 1079265 1353004 1334030 208,520 227,493
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -65,796)
39,631 -21,568 -3,310 -48,875 -11,797 -12,554 -36,675 -53,242 -29,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.0 6.3 52.9 69.1 86.6 85.4 13.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
39 36 43 80 81 139 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,136,994
COMMITMENTS
175,402 42,188 421,489 486,619 634,259 1083510 1097936 53,484 39,057
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -39,450)
-23,113 8,718 -2,201 -12,815 -39,549 -38,128 -33,032 -1,322 -6,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.7 37.1 42.8 55.8 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
49 22 46 61 59 126 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,484
COMMITMENTS
9,182 3,550 82 11,196 11,660 20,461 15,292 4,023 9,192
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -37,858)
-8,210 -11,210 -3,849 -16,818 -11,715 -28,876 -26,774 -8,981 -11,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 14.5 0.3 45.7 47.6 83.6 62.5 16.4 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 6 2 10 9 22 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,001
COMMITMENTS
18,418 31,909 3,440 64,323 53,186 86,181 88,534 15,820 13,467
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -60,806)
-30,873 -17,436 -4,737 -22,121 -36,619 -57,731 -58,792 -3,075 -2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 31.3 3.4 63.1 52.1 84.5 86.8 15.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
23 35 11 27 20 56 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,939
COMMITMENTS
13,128 8,221 513 21,078 26,141 34,719 34,875 220 64
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,632)
-507 -123 -117 -1,072 -1,421 -1,696 -1,661 64 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 23.5 1.5 60.3 74.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 11 2 13 11 23 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,881
COMMITMENTS
22,857 10,240 430 29,178 42,195 52,465 52,865 416 16
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -153)
-337 -2,273 133 7 2,378 -197 238 44 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 19.4 0.8 55.2 79.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 8 2 9 8 16 18
Updated September 26, 2008