WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,132
COMMITMENTS
84,144 68,366 177,503 234,132 212,645 495,779 458,515 42,353 79,617
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,394)
-2,171 -2,472 4,534 2,003 -949 4,366 1,113 -2,972 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 12.7 33.0 43.5 39.5 92.1 85.2 7.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
128 129 163 93 129 321 339
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,630,952
COMMITMENTS
249,179 99,894 477,174 732,630 766,217 1458982 1343284 171,970 287,668
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 15,676)
620 -4,964 12,807 -254 13,764 13,173 21,607 2,503 -5,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.1 29.3 44.9 47.0 89.5 82.4 10.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
174 156 245 266 309 578 601
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,461
COMMITMENTS
4,055 671 1,187 7,120 9,178 12,363 11,037 3,098 4,424
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 163)
-272 14 161 202 101 91 276 72 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 4.3 7.7 46.1 59.4 80.0 71.4 20.0 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 9 6 16 14 42 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 784,454
COMMITMENTS
154,556 22,792 231,396 316,489 409,877 702,441 664,065 82,013 120,389
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 18,181)
3,671 3,035 8,885 2,487 7,238 15,043 19,158 3,138 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 2.9 29.5 40.3 52.3 89.5 84.7 10.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
193 99 190 153 211 431 444
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,905
COMMITMENTS
16,161 3,813 2,402 0 484 18,563 6,699 4,342 16,206
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -784)
-2,988 -2,968 1,584 -4 -302 -1,408 -1,686 624 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 16.6 10.5 0.0 2.1 81.0 29.2 19.0 70.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
15 7 8 0 1 19 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,248
COMMITMENTS
69,309 11,994 58,737 155,630 224,373 283,676 295,104 26,572 15,144
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,492)
3,634 -1,958 2,434 4,146 8,858 10,215 9,335 -3,722 -2,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.9 18.9 50.2 72.3 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
74 33 65 68 65 178 141
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,093,279
COMMITMENTS
117,724 163,178 80,829 744,820 672,507 943,373 916,514 149,906 176,764
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 19,217)
6,091 -1,803 5,341 9,029 24,868 20,460 28,406 -1,243 -9,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 14.9 7.4 68.1 61.5 86.3 83.8 13.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
39 42 48 81 91 143 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,135
COMMITMENTS
69,277 6,616 36,872 95,647 179,405 201,797 222,893 44,338 23,241
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 9,506)
5,224 -522 4,541 1,671 8,453 11,436 12,472 -1,931 -2,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 2.7 15.0 38.9 72.9 82.0 90.6 18.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
69 20 55 59 62 160 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,503
COMMITMENTS
4,918 694 2,843 8,238 14,748 15,999 18,286 3,505 1,218
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -345)
-653 187 -120 1,067 240 294 307 -639 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 3.6 14.6 42.2 75.6 82.0 93.8 18.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 11 14 31 21 64 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,058,345
COMMITMENTS
235,829 248,078 24,863 652,828 699,006 913,520 971,947 144,826 86,398
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 69,097)
4,923 33,724 1,831 58,099 53,353 64,854 88,909 4,243 -19,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 23.4 2.3 61.7 66.0 86.3 91.8 13.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 34 19 97 87 157 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,207,746
COMMITMENTS
694,738 343,652 434,702 1734349 1971215 2863789 2749569 343,958 458,178
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 46,326)
1,431 6,933 -13,349 53,698 29,680 41,780 23,264 4,547 23,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 10.7 13.6 54.1 61.5 89.3 85.7 10.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
62 75 83 133 145 243 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,862,008
COMMITMENTS
408,666 211,444 145,195 1060243 1268429 1614104 1625068 247,905 236,940
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,268)
9,390 -24,943 7,872 2,941 21,093 20,204 4,023 -15,936 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 11.4 7.8 56.9 68.1 86.7 87.3 13.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
41 46 45 106 96 172 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 547,831
COMMITMENTS
148,777 76,636 147,189 228,104 300,000 524,071 523,825 23,760 24,006
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 45,492)
38,885 16,933 1,037 8,562 35,724 48,484 53,693 -2,992 -8,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 14.0 26.9 41.6 54.8 95.7 95.6 4.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
28 33 44 49 62 100 118
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,891
COMMITMENTS
6,390 4,321 1,615 2,021 8,420 10,027 14,356 12,864 8,535
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,908)
-636 558 609 165 -555 138 612 1,770 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 18.9 7.1 8.8 36.8 43.8 62.7 56.2 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 8 5 7 10 25 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,279
COMMITMENTS
9,384 10,464 556 17,711 17,724 27,650 28,744 4,629 3,535
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,461)
2,089 2,698 147 372 2,192 2,608 5,037 -147 -2,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 32.4 1.7 54.9 54.9 85.7 89.0 14.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 21 5 13 10 33 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,052
COMMITMENTS
41,944 34,913 1,754 44,794 54,487 88,493 91,155 14,559 11,897
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,636)
-3,008 5,764 -21 3,353 -2,893 325 2,851 1,312 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 33.9 1.7 43.5 52.9 85.9 88.5 14.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
50 36 14 25 21 82 64
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,098
COMMITMENTS
2,969 17,771 285 49,685 35,041 52,939 53,097 159 1
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -238)
240 -123 0 -301 85 -61 -38 -177 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 33.5 0.5 93.6 66.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 15 2 13 12 21 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,620
COMMITMENTS
9,958 2,314 1 5,559 13,184 15,518 15,499 102 121
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,425)
2,625 -599 -291 90 3,315 2,424 2,425 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 14.8 0.0 35.6 84.4 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 1 4 5 13 13
Updated October 19, 2007