WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,429
COMMITMENTS
101,943 77,787 82,617 217,499 221,478 402,059 381,882 49,370 69,547
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 3,155)
-8,688 -4,095 -441 8,517 6,844 -612 2,308 3,767 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 17.2 18.3 48.2 49.1 89.1 84.6 10.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
121 114 152 86 118 311 310
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,429,394
COMMITMENTS
456,320 121,642 147,890 668,503 883,369 1272713 1152901 156,681 276,493
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 31,893)
-6,546 8,365 16,082 15,431 738 24,967 25,185 6,926 6,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 8.5 10.3 46.8 61.8 89.0 80.7 11.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 754)
243 103 175 231 324 554 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,922
COMMITMENTS
3,485 1,459 361 6,354 10,862 10,200 12,682 3,722 1,240
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -177)
-725 193 -10 798 -385 63 -202 -240 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 10.5 2.6 45.6 78.0 73.3 91.1 26.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
23 3 7 17 14 42 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 564,184
COMMITMENTS
183,141 38,011 64,061 249,679 358,469 496,881 460,541 67,303 103,643
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -4,487)
-5,789 -2,886 5,512 -556 -10,613 -833 -7,987 -3,654 3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 6.7 11.4 44.3 63.5 88.1 81.6 11.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501)
174 89 113 116 193 341 362
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,823
COMMITMENTS
20,597 4,083 233 7 3,112 20,837 7,428 3,986 17,395
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 888)
1,240 425 -199 0 124 1,041 350 -153 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.0 16.4 0.9 0.0 12.5 83.9 29.9 16.1 70.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 9 8 1 8 21 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,056
COMMITMENTS
67,682 20,296 43,011 151,302 215,986 261,995 279,293 34,061 16,763
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 6,360)
-4,842 2,041 2,116 7,523 1,350 4,797 5,507 1,563 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 6.9 14.5 51.1 73.0 88.5 94.3 11.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
67 28 50 60 58 155 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,092,860
COMMITMENTS
257,485 227,175 6,729 678,338 669,976 942,552 903,880 150,308 188,980
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 34,441)
36,721 18,394 2,988 5,670 13,915 45,379 35,297 -10,938 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 20.8 0.6 62.1 61.3 86.2 82.7 13.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
40 53 24 72 75 124 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,598
COMMITMENTS
65,790 17,646 19,703 112,542 181,754 198,035 219,103 39,563 18,495
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 599)
-5,100 2,705 530 9,134 -3,335 4,564 -100 -3,965 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 7.4 8.3 47.4 76.5 83.3 92.2 16.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
73 23 42 70 54 166 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,189
COMMITMENTS
6,518 370 899 6,027 15,026 13,444 16,295 3,745 894
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,178)
-1,655 -210 119 190 -1,301 -1,346 -1,392 168 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 2.2 5.2 35.1 87.4 78.2 94.8 21.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
31 4 10 23 17 57 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,222,563
COMMITMENTS
277,410 189,218 17,313 746,047 726,092 1040770 932,623 181,793 289,940
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 151,422)
-40,569 11,486 3,318 162,493 -48,352 125,242 -33,548 26,180 184,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 15.5 1.4 61.0 59.4 85.1 76.3 14.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
63 48 22 91 94 163 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,571,946
COMMITMENTS
569,773 398,441 92,331 1558950 1619908 2221054 2110680 350,892 461,266
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 117,534)
12,998 -21,322 32,478 79,900 69,295 125,376 80,451 -7,842 37,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 15.5 3.6 60.6 63.0 86.4 82.1 13.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
55 73 43 118 126 200 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,019,535
COMMITMENTS
329,276 572,369 69,086 1363540 1120860 1761902 1762315 257,633 257,220
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 41,723)
-35,829 6,029 18,996 71,618 -12,032 54,785 12,993 -13,062 28,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 28.3 3.4 67.5 55.5 87.2 87.3 12.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
44 53 36 90 88 155 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 405,048
COMMITMENTS
121,163 60,663 40,533 210,805 220,342 372,501 321,538 32,547 83,510
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 11,718)
-23,818 -19,810 12,198 22,344 -19,027 10,724 -26,639 994 38,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 15.0 10.0 52.0 54.4 92.0 79.4 8.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 26 28 45 47 86 91
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,322
COMMITMENTS
3,823 1,973 806 1,886 7,556 6,515 10,335 9,807 5,987
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -323)
-1,251 939 -229 126 -201 -1,354 509 1,031 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 12.1 4.9 11.6 46.3 39.9 63.3 60.1 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 4 4 8 16 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,226
COMMITMENTS
10,069 14,321 145 12,451 7,941 22,665 22,407 5,561 5,819
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 281)
71 59 36 -369 -319 -262 -224 543 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 50.7 0.5 44.1 28.1 80.3 79.4 19.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 21 6 11 6 30 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,753
COMMITMENTS
44,009 20,846 1,446 23,755 53,069 69,210 75,361 25,543 19,392
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 15,997)
11,099 -831 144 -4,167 9,211 7,076 8,524 8,921 7,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 22.0 1.5 25.1 56.0 73.0 79.5 27.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
44 27 8 16 19 62 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,214
COMMITMENTS
11,406 11,125 884 43,468 44,061 55,758 56,070 456 144
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -36)
-142 1,270 -92 201 -1,262 -33 -84 -3 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 19.8 1.6 77.3 78.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 17 4 17 12 29 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,654
COMMITMENTS
6,069 4,087 110 11,363 12,501 17,542 16,698 112 956
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,081)
-3,796 774 0 4,960 -517 1,164 257 -83 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 23.2 0.6 64.4 70.8 99.4 94.6 0.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 1 9 9 16 16
Updated January 25, 2008