WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 462,934
COMMITMENTS
100,606 75,905 101,836 221,126 216,725 423,568 394,466 39,366 68,468
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 8,074)
2,775 -2,825 11,348 203 -1,447 14,326 7,076 -6,252 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 16.4 22.0 47.8 46.8 91.5 85.2 8.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
119 112 165 89 121 323 319
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,454,562
COMMITMENTS
460,879 117,973 157,728 670,039 910,592 1288646 1186293 165,916 268,269
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 29,592)
16,558 5,076 5,620 -390 20,232 21,788 30,928 7,804 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 8.1 10.8 46.1 62.6 88.6 81.6 11.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
244 108 188 239 332 574 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,384
COMMITMENTS
3,864 2,063 460 6,554 10,602 10,878 13,125 3,506 1,259
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 35)
363 554 22 -62 -360 323 216 -288 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 14.3 3.2 45.6 73.7 75.6 91.2 24.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
24 4 7 16 12 42 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,086
COMMITMENTS
194,232 40,039 78,107 252,103 369,404 524,442 487,550 71,644 108,536
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 25,869)
11,542 5,338 8,030 -3,077 6,107 16,495 19,475 9,374 6,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 6.7 13.1 42.3 62.0 88.0 81.8 12.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
187 86 136 116 189 369 376
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,372
COMMITMENTS
20,212 4,371 230 2 2,833 20,444 7,434 4,928 17,938
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 1,439)
649 420 -99 -2 46 548 367 891 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.7 17.2 0.9 0.0 11.2 80.6 29.3 19.4 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 9 8 1 7 16 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,107
COMMITMENTS
58,591 23,519 50,275 144,963 198,925 253,829 272,719 33,278 14,388
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 3,635)
-1,278 2,291 3,487 -1,518 -1,430 691 4,348 2,944 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.2 17.5 50.5 69.3 88.4 95.0 11.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
63 36 57 57 57 156 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,037,965
COMMITMENTS
204,414 219,476 8,421 669,460 626,081 882,295 853,978 155,670 183,987
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -11,991)
-23,346 8,151 -2,789 64 -28,360 -26,071 -22,998 14,080 11,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 21.1 0.8 64.5 60.3 85.0 82.3 15.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
44 48 28 73 77 130 141
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 232,341
COMMITMENTS
61,307 16,741 19,668 110,432 176,995 191,407 213,404 40,934 18,937
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -2,809)
2,437 -491 -604 -6,167 -2,263 -4,334 -3,358 1,525 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 7.2 8.5 47.5 76.2 82.4 91.8 17.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
63 26 41 69 55 155 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,666
COMMITMENTS
7,864 291 1,287 6,604 17,165 15,755 18,743 3,911 923
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 1,969)
496 -43 346 548 1,591 1,390 1,894 579 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 1.5 6.5 33.6 87.3 80.1 95.3 19.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
36 3 11 26 19 65 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,230,958
COMMITMENTS
320,226 343,039 12,653 751,426 773,828 1084305 1129520 146,653 101,438
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 44,077)
17,590 10,582 -1,626 9,585 36,628 25,549 45,584 18,528 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 27.9 1.0 61.0 62.9 88.1 91.8 11.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
67 47 21 96 84 173 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,575,329
COMMITMENTS
597,183 484,094 81,783 1554984 1560483 2233950 2126360 341,379 448,969
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 35,534)
69,103 65,339 -11,130 -22,619 -36,991 35,354 17,218 180 18,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 18.8 3.2 60.4 60.6 86.7 82.6 13.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
51 75 40 112 129 182 225
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,040,349
COMMITMENTS
399,674 495,604 72,934 1306926 1241753 1779534 1810291 260,815 230,058
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 72,898)
82,365 20,434 -11,781 -11,436 62,164 59,148 70,817 13,750 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 24.3 3.6 64.1 60.9 87.2 88.7 12.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
48 48 34 91 87 159 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 324,933
COMMITMENTS
90,179 46,457 34,818 179,316 213,283 304,313 294,558 20,620 30,375
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -108,034)
-55,560 -59,513 -6,275 -41,021 -36,246 -102,856 -102,034 -5,178 -6,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 14.3 10.7 55.2 65.6 93.7 90.7 6.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
28 19 23 44 54 86 84
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,324
COMMITMENTS
3,334 2,196 887 1,095 5,343 5,316 8,426 9,008 5,898
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 297)
48 1,285 812 -443 -1,747 417 350 -120 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 15.3 6.2 7.6 37.3 37.1 58.8 62.9 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 5 4 3 5 15 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,637
COMMITMENTS
13,650 12,754 143 12,228 9,836 26,021 22,733 3,616 6,904
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 663)
1,560 -192 -36 -408 -576 1,116 -804 -453 1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 43.0 0.5 41.3 33.2 87.8 76.7 12.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 20 7 13 8 34 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,956
COMMITMENTS
39,098 30,023 1,487 28,052 41,448 68,637 72,958 17,319 12,998
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -2,055)
-3,125 3,025 38 2,252 -374 -835 2,689 -1,220 -4,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 34.9 1.7 32.6 48.2 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
39 36 6 15 23 58 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,480
COMMITMENTS
12,135 10,645 857 42,082 43,318 55,074 54,820 406 660
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 467)
631 -187 33 -210 27 454 -127 13 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 19.2 1.5 75.9 78.1 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 17 4 16 11 28 31
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,364
COMMITMENTS
1,286 1,903 111 13,854 13,287 15,251 15,301 113 63
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 26)
-21 438 -242 368 -90 105 106 -79 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 12.4 0.7 90.2 86.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 6 1 8 8 16 15
Updated February 8, 2008