WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,208
COMMITMENTS
93,548 85,722 83,721 203,514 179,655 380,783 349,098 42,425 74,110
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 9,951)
-2,333 2,510 10,336 -385 1,334 7,618 14,180 2,333 -4,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 20.3 19.8 48.1 42.5 90.0 82.5 10.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
122 120 146 82 116 297 313
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,190,794
COMMITMENTS
323,724 134,344 153,319 586,623 660,094 1063666 947,757 127,128 243,037
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 16,923)
7,962 -16,465 5,305 1,512 20,569 14,779 9,409 2,144 7,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 11.3 12.9 49.3 55.4 89.3 79.6 10.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
172 130 159 204 280 472 511
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,815
COMMITMENTS
4,770 598 648 6,432 9,255 11,850 10,501 2,965 4,314
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 604)
179 -71 456 -121 690 514 1,075 90 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 4.0 4.4 43.4 62.5 80.0 70.9 20.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
26 5 6 17 12 47 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,413
COMMITMENTS
162,640 26,534 83,634 275,776 374,859 522,050 485,027 53,363 90,386
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -10,532)
-8,659 -18,906 2,443 -2,550 10,203 -8,766 -6,260 -1,766 -4,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 4.6 14.5 47.9 65.1 90.7 84.3 9.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
167 76 159 114 208 370 411
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,625
COMMITMENTS
13,791 2,250 1,333 0 234 15,124 3,817 3,501 14,808
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -2,675)
-1,243 -757 -650 0 -471 -1,893 -1,878 -782 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 12.1 7.2 0.0 1.3 81.2 20.5 18.8 79.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 6 9 0 1 16 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,694
COMMITMENTS
76,658 13,712 41,500 143,020 219,719 261,178 274,931 29,516 15,763
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 8,566)
1,464 -1,729 3,342 1,526 4,829 6,332 6,442 2,234 2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 4.7 14.3 49.2 75.6 89.8 94.6 10.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
78 30 53 59 59 168 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 979,545
COMMITMENTS
180,185 181,858 5,199 642,160 630,588 827,544 817,645 152,001 161,900
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 22,436)
37,905 17,956 -2,735 -15,515 749 19,655 15,970 2,781 6,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 18.6 0.5 65.6 64.4 84.5 83.5 15.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 37 18 69 74 117 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,432
COMMITMENTS
74,800 6,551 26,779 92,850 181,738 194,429 215,068 42,003 21,364
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 3,673)
668 -2,989 2,316 44 4,922 3,028 4,249 645 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 2.8 11.3 39.3 76.9 82.2 91.0 17.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
69 22 48 55 51 151 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,118
COMMITMENTS
5,017 441 2,244 7,722 14,511 14,983 17,196 3,135 922
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 308)
81 -169 -94 414 589 401 326 -93 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 2.4 12.4 42.6 80.1 82.7 94.9 17.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 7 11 33 20 65 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,018,908
COMMITMENTS
248,213 238,429 8,267 630,286 673,561 886,766 920,257 132,142 98,651
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 11,344)
18,497 4,245 107 3,274 10,782 21,878 15,134 -10,534 -3,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 23.4 0.8 61.9 66.1 87.0 90.3 13.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
55 32 16 95 90 153 135
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,541,447
COMMITMENTS
684,436 373,393 71,607 1431601 1654096 2187644 2099096 353,803 442,351
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -21,025)
12,404 -33,619 -5,223 -41,345 20,355 -34,164 -18,487 13,139 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 14.7 2.8 56.3 65.1 86.1 82.6 13.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
56 75 42 118 125 202 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,732,771
COMMITMENTS
428,011 351,977 30,746 1028485 1126702 1487242 1509425 245,529 223,346
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 45,160)
6,478 66,913 2,225 35,552 -29,086 44,255 40,052 905 5,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 20.3 1.8 59.4 65.0 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
51 39 24 90 84 154 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 475,724
COMMITMENTS
87,160 122,130 72,269 282,392 253,198 441,821 447,597 33,903 28,127
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 81,620)
-20,888 56,838 23,254 71,618 2,565 73,984 82,657 7,636 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 25.7 15.2 59.4 53.2 92.9 94.1 7.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
36 36 31 53 58 106 111
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,494
COMMITMENTS
6,606 6,061 935 2,380 7,638 9,921 14,634 11,573 6,860
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -79)
-266 1,211 -542 -8 12 -816 681 737 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 28.2 4.4 11.1 35.5 46.2 68.1 53.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 12 7 7 10 29 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,357
COMMITMENTS
13,014 10,652 90 17,233 17,410 30,337 28,152 4,020 6,205
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,537)
1,092 517 72 451 572 1,615 1,161 -78 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 31.0 0.3 50.2 50.7 88.3 81.9 11.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 18 7 13 11 38 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,658
COMMITMENTS
40,804 38,374 984 50,964 57,914 92,752 97,272 14,906 10,386
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 103)
1,204 4,006 -427 131 -3,006 908 573 -805 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 35.6 0.9 47.3 53.8 86.2 90.4 13.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
51 33 10 23 17 77 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,763
COMMITMENTS
4,820 19,463 618 50,165 35,516 55,603 55,597 160 166
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 771)
-622 935 43 1,424 -246 845 732 -74 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 34.9 1.1 90.0 63.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 14 4 15 13 25 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,334
COMMITMENTS
9,144 4,310 0 6,189 10,969 15,333 15,279 1 55
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 145)
59 786 -106 192 -536 145 144 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 28.1 0.0 40.4 71.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 0 4 6 13 14
Updated November 2, 2007