WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 533,578
COMMITMENTS
89,855 70,174 166,789 231,708 217,671 488,353 454,634 45,226 78,944
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 19,150)
-3,408 2,420 22,827 -3,657 -6,356 15,762 18,891 3,389 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 13.2 31.3 43.4 40.8 91.5 85.2 8.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
132 131 150 90 127 313 327
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,617,964
COMMITMENTS
273,958 94,312 460,361 719,541 781,621 1453859 1336294 164,105 281,671
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 20,596)
-2,724 11,318 22,883 5,710 -25,607 25,869 8,594 -5,274 12,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 5.8 28.5 44.5 48.3 89.9 82.6 10.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
183 139 220 269 326 568 590
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,236
COMMITMENTS
4,475 705 1,010 6,596 9,045 12,081 10,760 3,156 4,476
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -104)
-595 -63 181 173 -81 -241 37 137 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.6 6.6 43.3 59.4 79.3 70.6 20.7 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
23 10 6 13 14 41 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 755,837
COMMITMENTS
147,038 23,007 225,482 314,543 396,681 687,063 645,170 68,774 110,667
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 7,797)
-2,624 3,741 13,685 2,208 -12,201 13,270 5,225 -5,472 2,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 3.0 29.8 41.6 52.5 90.9 85.4 9.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
181 98 195 138 192 419 421
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,375
COMMITMENTS
19,472 6,442 723 0 1,168 20,195 8,333 4,180 16,042
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 1,304)
559 313 145 0 22 704 480 600 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 26.4 3.0 0.0 4.8 82.9 34.2 17.1 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 17 9 0 4 19 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 298,860
COMMITMENTS
62,744 15,245 54,493 152,035 212,585 269,272 282,322 29,588 16,538
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -12,570)
-5,511 2,664 4,908 -9,737 -20,138 -10,340 -12,566 -2,230 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.1 18.2 50.9 71.1 90.1 94.5 9.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
60 47 74 64 70 179 153
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,068,795
COMMITMENTS
108,542 171,344 80,270 727,631 638,307 916,444 889,921 152,352 178,874
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 39,405)
1,700 14,672 14,973 20,705 15,446 37,377 45,090 2,027 -5,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 16.0 7.5 68.1 59.7 85.7 83.3 14.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
34 46 45 82 88 142 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 235,348
COMMITMENTS
67,671 8,898 34,486 89,914 169,835 192,070 213,218 43,278 22,130
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -10,478)
-3,013 2,378 2,241 -5,360 -11,308 -6,132 -6,688 -4,346 -3,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.8 14.7 38.2 72.2 81.6 90.6 18.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
74 32 63 56 60 169 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,799
COMMITMENTS
5,016 775 2,515 6,915 13,388 14,445 16,678 3,354 1,122
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 1,698)
373 -447 623 152 1,389 1,147 1,564 551 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 4.4 14.1 38.8 75.2 81.2 93.7 18.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
30 11 13 25 21 61 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 932,659
COMMITMENTS
197,044 205,806 23,135 567,935 593,737 788,114 822,678 144,545 109,981
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -16,734)
-11,545 -826 666 -17,172 -18,122 -28,051 -18,281 11,317 1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 22.1 2.5 60.9 63.7 84.5 88.2 15.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
46 31 18 92 76 146 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,108,878
COMMITMENTS
723,790 310,290 456,118 1579756 1921238 2759663 2687646 349,215 421,233
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 187,756)
79,199 16,497 69,516 31,042 87,530 179,757 173,543 7,999 14,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 10.0 14.7 50.8 61.8 88.8 86.5 11.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
65 71 81 133 146 246 250
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,830,788
COMMITMENTS
377,157 185,109 152,977 1024217 1263331 1554351 1601417 276,437 229,371
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 31,492)
71,049 -12,092 10,631 -66,051 32,685 15,629 31,224 15,863 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 10.1 8.4 55.9 69.0 84.9 87.5 15.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
45 40 41 100 93 165 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 437,351
COMMITMENTS
96,421 57,819 125,334 191,457 229,603 413,211 412,756 24,140 24,595
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -111,739)
-14,495 -6,634 -44,705 -49,411 -56,769 -108,611 -108,107 -3,128 -3,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 13.2 28.7 43.8 52.5 94.5 94.4 5.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
24 32 39 45 50 90 101
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,515
COMMITMENTS
9,033 3,655 790 1,797 11,125 11,620 15,570 11,896 7,946
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -222)
-70 -44 -415 -41 -1,037 -526 -1,496 304 1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 15.5 3.4 7.6 47.3 49.4 66.2 50.6 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 7 5 7 11 28 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,713
COMMITMENTS
7,253 7,339 379 15,309 14,958 22,941 22,676 5,773 6,037
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 3,212)
294 1,091 28 1,456 1,494 1,778 2,613 1,433 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 25.6 1.3 53.3 52.1 79.9 79.0 20.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 17 4 12 8 26 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,172
COMMITMENTS
37,449 27,136 1,480 40,920 47,857 79,849 76,473 12,323 15,700
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 10,421)
5,460 1,712 -1,346 5,218 8,864 9,332 9,230 1,089 1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 29.4 1.6 44.4 51.9 86.6 83.0 13.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
49 29 12 24 20 79 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,924
COMMITMENTS
2,501 17,961 285 49,908 34,612 52,694 52,858 230 66
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -2,149)
33 -3,005 0 -2,133 830 -2,100 -2,175 -49 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 33.9 0.5 94.3 65.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 15 2 13 13 21 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,245
COMMITMENTS
7,735 3,169 0 5,416 9,939 13,151 13,108 94 137
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -631)
-732 318 0 9 -1,059 -723 -741 92 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 23.9 0.0 40.9 75.0 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 0 4 6 13 12
Updated October 5, 2007