WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,223
COMMITMENTS
53,227 65,617 161,869 181,198 146,242 396,294 373,728 26,929 49,495
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 7,486)
-3,131 -2,591 12,186 -2,972 -347 6,083 9,248 1,403 -1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 15.5 38.2 42.8 34.6 93.6 88.3 6.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
71 121 126 80 104 237 280
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,725,221
COMMITMENTS
140,180 80,080 701,409 733,682 703,424 1575270 1484912 149,951 240,309
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -3,684)
-17,377 -4,180 13,042 -3,314 128 -7,650 8,989 3,966 -12,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.6 40.7 42.5 40.8 91.3 86.1 8.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708)
144 182 262 282 326 589 633
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,454
COMMITMENTS
1,012 2,135 2,316 13,261 10,879 16,590 15,331 1,864 3,123
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 295)
-12 315 -64 394 85 318 337 -23 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 11.6 12.6 71.9 59.0 89.9 83.1 10.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 18 7 21 13 37 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 589,260
COMMITMENTS
54,653 28,336 243,397 242,292 235,146 540,341 506,880 48,919 82,380
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 13,759)
-8,458 2,799 12,675 12,260 4,838 16,477 20,313 -2,718 -6,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.8 41.3 41.1 39.9 91.7 86.0 8.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
144 106 223 123 149 380 405
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,240
COMMITMENTS
14,344 4,492 1,001 3 1,489 15,348 6,982 2,892 11,258
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -977)
-1,012 1,006 126 0 -1,315 -886 -183 -91 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 24.6 5.5 0.0 8.2 84.1 38.3 15.9 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 13 7 1 4 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,659
COMMITMENTS
18,059 28,687 106,523 201,812 188,849 326,393 324,058 20,266 22,601
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 10,869)
-912 2,291 12,657 2,677 -689 14,422 14,259 -3,553 -3,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.3 30.7 58.2 54.5 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
30 56 78 66 65 159 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,971
COMMITMENTS
45,738 171,117 92,975 655,591 496,630 794,304 760,722 128,667 162,250
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -18,759)
-21,649 -905 11,209 -8,184 -5,288 -18,623 5,016 -135 -23,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 18.5 10.1 71.0 53.8 86.1 82.4 13.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
26 42 47 79 84 132 146
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 188,356
COMMITMENTS
22,593 15,309 43,255 91,124 104,952 156,971 163,516 31,384 24,840
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,715)
-3,948 551 -1,199 5,714 -1,117 568 -1,764 1,148 3,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 8.1 23.0 48.4 55.7 83.3 86.8 16.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 27 45 66 52 130 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,409
COMMITMENTS
1,018 826 1,315 5,034 5,104 7,367 7,245 2,042 2,164
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -90)
-810 -300 152 391 -585 -267 -733 177 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.8 14.0 53.5 54.2 78.3 77.0 21.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 11 9 21 16 39 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 798,147
COMMITMENTS
149,250 128,067 42,177 484,740 518,895 676,167 689,140 121,980 109,008
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -18,330)
9,098 -14,150 -7,017 -25,250 -7,920 -23,169 -29,088 4,839 10,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 16.0 5.3 60.7 65.0 84.7 86.3 15.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
33 35 25 84 96 130 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,073,095
COMMITMENTS
218,897 245,240 321,302 1273455 1177861 1813654 1744403 259,441 328,691
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 104,912)
-38,285 53,258 60,206 98,854 17,576 120,775 131,040 -15,863 -26,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.8 15.5 61.4 56.8 87.5 84.1 12.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
45 52 64 116 115 191 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,550,129
COMMITMENTS
425,511 155,573 88,275 839,471 1086004 1353257 1329853 196,871 220,276
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -65,453)
27,546 6,714 -14,558 -50,845 -47,146 -37,858 -54,990 -27,595 -10,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 10.0 5.7 54.2 70.1 87.3 85.8 12.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
37 33 40 93 87 146 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,179,301
COMMITMENTS
165,821 28,675 439,320 513,625 663,728 1118767 1131724 60,534 47,577
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 92,833)
14,076 -2,868 27,940 51,423 64,323 93,440 89,396 -606 3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.4 37.3 43.6 56.3 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
37 18 38 56 58 108 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,582
COMMITMENTS
10,471 3,725 1,100 13,286 14,490 24,858 19,315 4,724 10,267
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,614)
421 -539 527 1,659 920 2,607 907 -993 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 12.6 3.7 44.9 49.0 84.0 65.3 16.0 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 7 8 14 10 34 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,604
COMMITMENTS
16,564 19,009 2,243 89,527 83,842 108,334 105,094 16,270 19,510
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,821)
-4,795 -445 32 17,035 2,953 12,271 2,540 -3,450 6,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.3 1.8 71.8 67.3 86.9 84.3 13.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
22 31 10 34 28 62 63
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,937
COMMITMENTS
13,964 8,496 490 19,155 24,763 33,609 33,749 328 188
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -2,370)
-202 -591 88 -2,273 -1,933 -2,387 -2,436 17 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 25.0 1.4 56.4 73.0 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 15 4 13 12 24 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,056
COMMITMENTS
26,723 6,748 1,106 27,649 48,131 55,478 55,985 578 71
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -116)
237 -12 571 -1,192 -653 -384 -94 268 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 12.0 2.0 49.3 85.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 8 2 9 6 19 16
Updated October 17, 2008