WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,739
COMMITMENTS
86,314 70,838 172,969 232,130 213,594 491,413 457,402 45,325 79,337
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,160)
-3,541 665 6,180 421 -4,077 3,061 2,768 99 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 13.2 32.2 43.2 39.8 91.6 85.2 8.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
137 132 159 93 130 320 342
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,615,276
COMMITMENTS
248,559 104,858 464,366 732,884 752,453 1445809 1321677 169,467 293,598
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -2,688)
-25,400 10,546 4,006 13,343 -29,168 -8,051 -14,616 5,362 11,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 6.5 28.7 45.4 46.6 89.5 81.8 10.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
170 148 227 270 318 569 590
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,298
COMMITMENTS
4,327 657 1,026 6,918 9,077 12,271 10,761 3,027 4,537
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 62)
-148 -48 17 322 32 191 1 -129 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 4.3 6.7 45.2 59.3 80.2 70.3 19.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 9 6 15 14 43 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 766,273
COMMITMENTS
150,885 19,756 222,510 314,002 402,640 687,398 644,906 78,875 121,367
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 10,436)
3,847 -3,251 -2,972 -541 5,959 335 -264 10,101 10,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 2.6 29.0 41.0 52.5 89.7 84.2 10.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
183 98 193 150 190 428 417
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,689
COMMITMENTS
19,149 6,781 818 4 786 19,971 8,385 3,718 15,304
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -686)
-323 339 95 4 -382 -224 52 -462 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 28.6 3.5 0.0 3.3 84.3 35.4 15.7 64.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
17 12 8 1 2 22 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 303,755
COMMITMENTS
65,675 13,952 56,302 151,484 215,515 273,461 285,769 30,294 17,986
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 4,896)
2,931 -1,293 1,810 -551 2,930 4,189 3,447 707 1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.6 18.5 49.9 71.0 90.0 94.1 10.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
68 36 64 67 66 179 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,074,062
COMMITMENTS
111,633 164,981 75,487 735,791 647,640 922,912 888,108 151,149 185,954
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 5,266)
3,091 -6,363 -4,783 8,160 9,333 6,469 -1,813 -1,202 7,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 15.4 7.0 68.5 60.3 85.9 82.7 14.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 47 48 77 88 140 155
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,629
COMMITMENTS
64,053 7,138 32,331 93,977 170,952 190,361 210,422 46,269 26,208
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,281)
-3,618 -1,759 -2,154 4,063 1,117 -1,710 -2,797 2,991 4,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 3.0 13.7 39.7 72.2 80.4 88.9 19.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
64 26 56 55 59 155 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,849
COMMITMENTS
5,571 507 2,963 7,171 14,508 15,705 17,979 4,144 1,870
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,049)
555 -268 449 256 1,120 1,260 1,301 789 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 2.6 14.9 36.1 73.1 79.1 90.6 20.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 9 14 28 20 64 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 989,249
COMMITMENTS
230,906 214,354 23,032 594,728 645,653 848,666 883,038 140,583 106,211
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 56,590)
33,862 8,547 -103 26,794 51,916 60,552 60,360 -3,962 -3,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 21.7 2.3 60.1 65.3 85.8 89.3 14.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
52 33 18 92 83 148 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,161,420
COMMITMENTS
693,307 336,719 448,050 1680651 1941535 2822009 2726304 339,411 435,116
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 52,542)
-30,482 26,429 -8,067 100,895 20,297 62,346 38,659 -9,804 13,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 10.7 14.2 53.2 61.4 89.3 86.2 10.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
54 82 80 128 146 232 258
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,857,740
COMMITMENTS
399,275 236,387 137,323 1057302 1247335 1593900 1621046 263,840 236,695
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 26,952)
22,118 51,278 -15,654 33,085 -15,996 39,549 19,629 -12,597 7,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 12.7 7.4 56.9 67.1 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
43 42 43 105 97 169 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 502,339
COMMITMENTS
109,892 59,703 146,153 219,542 264,276 475,587 470,131 26,753 32,208
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 64,989)
13,471 1,884 20,819 28,086 34,672 62,376 57,376 2,613 7,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 11.9 29.1 43.7 52.6 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 32 45 49 55 99 112
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,984
COMMITMENTS
7,026 3,763 1,006 1,857 8,975 9,889 13,744 11,095 7,239
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -2,532)
-2,007 108 216 60 -2,150 -1,731 -1,825 -801 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 17.9 4.8 8.8 42.8 47.1 65.5 52.9 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 7 5 5 9 25 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,818
COMMITMENTS
7,294 7,766 408 17,339 15,532 25,042 23,706 4,776 6,112
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,105)
41 426 30 2,031 574 2,101 1,030 -997 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 26.0 1.4 58.2 52.1 84.0 79.5 16.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 17 4 12 9 28 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,415
COMMITMENTS
44,952 29,149 1,775 41,441 57,380 88,168 88,304 13,247 13,111
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 9,243)
7,504 2,014 295 521 9,523 8,319 11,832 924 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 28.7 1.8 40.9 56.6 86.9 87.1 13.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
51 31 13 23 22 79 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,336
COMMITMENTS
2,729 17,894 285 49,986 34,956 53,000 53,135 336 201
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 412)
228 -67 0 78 344 306 277 106 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 33.5 0.5 93.7 65.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 16 2 14 12 22 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,195
COMMITMENTS
7,333 2,913 292 5,469 9,869 13,094 13,074 101 121
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -50)
-402 -256 292 53 -70 -57 -34 7 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 22.1 2.2 41.4 74.8 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 1 3 6 13 13
Updated October 12, 2007