WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,651
COMMITMENTS
96,696 81,906 76,072 223,466 217,476 396,234 375,454 45,417 66,197
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 14,433)
4,456 1,232 4,086 475 4,313 9,017 9,631 5,416 4,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 18.5 17.2 50.6 49.2 89.7 85.0 10.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
114 117 132 86 117 294 301
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,341,299
COMMITMENTS
443,905 105,680 117,946 632,431 864,476 1194282 1088102 147,017 253,197
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 49,692)
13,752 5,074 7,878 17,069 25,993 38,699 38,945 10,993 10,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 7.9 8.8 47.2 64.5 89.0 81.1 11.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720)
229 92 143 215 322 508 515
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,138
COMMITMENTS
4,162 646 161 5,340 10,900 9,663 11,707 3,475 1,431
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,526)
1,028 -82 -7 -242 1,434 779 1,345 747 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 4.9 1.2 40.6 83.0 73.6 89.1 26.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
24 3 5 16 12 41 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 562,878
COMMITMENTS
182,026 36,883 63,198 251,409 368,000 496,633 468,081 66,245 94,797
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 7,437)
3,278 6,750 -6,873 6,501 7,154 2,906 7,031 4,531 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 6.6 11.2 44.7 65.4 88.2 83.2 11.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
186 82 116 115 200 359 360
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,320
COMMITMENTS
17,335 3,211 818 0 1,987 18,153 6,016 4,167 16,304
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -76)
392 263 -1,148 -6 770 -762 -115 686 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.7 14.4 3.7 0.0 8.9 81.3 27.0 18.7 73.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 9 10 0 6 19 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,151
COMMITMENTS
76,702 18,348 39,680 148,085 221,812 264,467 279,840 29,684 14,311
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 5,364)
1,221 262 2,617 -27 4,844 3,811 7,723 1,553 -2,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 6.2 13.5 50.3 75.4 89.9 95.1 10.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
73 35 51 60 55 161 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,171
COMMITMENTS
192,935 195,672 3,593 657,862 617,995 854,390 817,260 145,781 182,911
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 79,887)
50,082 25,425 717 24,195 26,652 74,994 52,794 4,893 27,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 19.6 0.4 65.8 61.8 85.4 81.7 14.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 38 20 72 74 118 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,873
COMMITMENTS
74,766 12,471 20,924 90,606 177,100 186,296 210,495 43,577 19,378
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -12,179)
-4,173 -467 -5,455 -6,179 -7,697 -15,807 -13,619 3,628 1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 5.4 9.1 39.4 77.0 81.0 91.6 19.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
79 28 46 68 57 174 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,937
COMMITMENTS
7,865 569 808 5,709 15,925 14,382 17,302 3,555 635
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -69)
104 -195 49 -537 185 -384 39 315 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 3.2 4.5 31.8 88.8 80.2 96.5 19.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
32 5 10 24 18 60 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,036,600
COMMITMENTS
259,314 177,362 13,297 625,464 749,624 898,075 940,283 138,525 96,317
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 53,525)
5,010 11,111 -2,888 28,801 39,736 30,923 47,959 22,602 5,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 17.1 1.3 60.3 72.3 86.6 90.7 13.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
55 43 15 88 88 149 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,290,428
COMMITMENTS
571,874 391,449 36,836 1350189 1453577 1958899 1881862 331,529 408,566
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 166,476)
-25,491 30,121 11,357 136,657 80,373 122,523 121,851 43,953 44,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 17.1 1.6 58.9 63.5 85.5 82.2 14.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
43 67 31 107 115 170 194
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,890,947
COMMITMENTS
390,141 512,553 24,620 1231261 1130442 1646022 1667615 244,925 223,332
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 105,808)
25,864 46,664 1,493 62,663 55,265 90,020 103,422 15,788 2,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 27.1 1.3 65.1 59.8 87.0 88.2 13.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
41 46 26 90 80 146 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 343,829
COMMITMENTS
120,422 71,014 19,140 185,892 225,208 325,454 315,362 18,375 28,467
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -116,970)
2,866 -45,621 -164 -109,204 -65,617 -106,502 -111,402 -10,468 -5,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 20.7 5.6 54.1 65.5 94.7 91.7 5.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 21 49 42 86 80
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,969
COMMITMENTS
6,046 2,040 884 1,723 8,688 8,653 11,612 9,316 6,357
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,400)
-107 1,091 -234 522 -1,188 181 -331 1,219 1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 11.4 4.9 9.6 48.3 48.2 64.6 51.8 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 7 5 5 10 23 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,622
COMMITMENTS
9,567 14,281 47 12,402 8,160 22,016 22,488 4,606 4,134
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,949)
2,526 849 15 -406 1,394 2,135 2,258 -186 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 53.6 0.2 46.6 30.7 82.7 84.5 17.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 19 6 11 7 26 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,619
COMMITMENTS
33,559 22,717 1,481 25,861 43,740 60,901 67,938 16,718 9,681
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 9,146)
534 1,367 297 3,059 5,824 3,890 7,488 5,256 1,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 29.3 1.9 33.3 56.4 78.5 87.5 21.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
42 28 6 21 16 65 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,713
COMMITMENTS
8,644 10,539 1,277 42,488 40,766 52,409 52,582 304 131
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 565)
510 -246 -375 412 1,067 547 446 18 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 20.0 2.4 80.6 77.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 17 4 16 12 27 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,894
COMMITMENTS
9,784 3,981 251 6,766 12,625 16,801 16,857 93 37
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 732)
31 -560 137 509 1,132 677 709 55 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 23.6 1.5 40.0 74.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 8 2 9 8 16 17
Updated January 11, 2008