WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 564,118
COMMITMENTS
94,991 76,152 168,650 251,735 247,320 515,376 492,122 48,741 71,996
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 23,439)
3,636 721 11,344 2,833 6,192 17,812 18,257 5,627 5,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 13.5 29.9 44.6 43.8 91.4 87.2 8.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
127 125 165 95 135 331 342
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,835,417
COMMITMENTS
377,894 80,714 463,567 790,251 989,093 1631712 1533374 203,705 302,043
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 109,379)
13,006 -1,062 54,319 28,653 43,655 95,979 96,913 13,401 12,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.4 25.3 43.1 53.9 88.9 83.5 11.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 752)
244 101 208 271 354 590 605
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 13,622
COMMITMENTS
4,059 650 423 5,592 11,098 10,074 12,171 3,548 1,451
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,561)
1,124 -81 -54 -256 1,514 813 1,379 748 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 4.8 3.1 41.1 81.5 74.0 89.3 26.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 5 7 18 13 43 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 765,842
COMMITMENTS
166,555 31,317 208,106 296,784 402,725 671,445 642,148 94,398 123,695
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 31,853)
988 4,731 8,980 11,622 11,527 21,589 25,237 10,264 6,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 4.1 27.2 38.8 52.6 87.7 83.8 12.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
184 106 170 145 216 414 425
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 330,139
COMMITMENTS
70,045 16,327 66,986 160,845 231,027 297,877 314,340 32,262 15,799
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 9,208)
1,456 -225 5,184 1,035 6,743 7,675 11,701 1,533 -2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.9 20.3 48.7 70.0 90.2 95.2 9.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
70 40 56 62 63 165 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,182,772
COMMITMENTS
197,603 193,260 95,844 736,223 695,369 1029671 984,472 153,101 198,299
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 119,408)
54,947 26,649 18,613 40,773 44,290 114,333 89,553 5,075 29,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.3 8.1 62.2 58.8 87.1 83.2 12.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
39 42 53 81 84 146 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 256,025
COMMITMENTS
74,183 11,406 38,407 96,429 185,397 209,019 235,209 47,006 20,815
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -9,403)
-3,435 -37 -3,770 -6,376 -7,071 -13,580 -10,878 4,177 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 4.5 15.0 37.7 72.4 81.6 91.9 18.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
80 35 55 68 64 180 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,743
COMMITMENTS
7,983 272 1,314 5,737 16,378 15,034 17,964 3,709 779
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 58)
185 -172 62 -549 169 -302 59 361 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 1.5 7.0 30.6 87.4 80.2 95.8 19.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
33 4 12 24 19 60 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,065,764
COMMITMENTS
257,805 177,009 28,629 639,540 761,651 925,973 967,288 139,790 98,476
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 60,000)
4,208 9,167 2,600 29,723 41,600 36,531 53,367 23,469 6,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.6 2.7 60.0 71.5 86.9 90.8 13.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
56 45 29 93 92 166 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,038,370
COMMITMENTS
590,319 296,733 405,107 1706134 1896381 2701560 2598222 336,810 440,148
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 268,111)
-13,912 -15,809 73,011 179,099 157,482 238,198 214,684 29,913 53,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 9.8 13.3 56.2 62.4 88.9 85.5 11.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
44 72 70 129 141 216 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,214,645
COMMITMENTS
386,671 509,766 173,360 1396541 1298847 1956572 1981973 258,072 232,672
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 171,754)
19,874 46,359 37,430 94,336 83,983 151,640 167,772 20,114 3,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 23.0 7.8 63.1 58.6 88.3 89.5 11.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
43 44 47 99 91 169 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 487,018
COMMITMENTS
116,145 56,452 112,744 236,937 288,241 465,826 457,438 21,192 29,580
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -176,395)
12,945 -42,194 -46,837 -131,357 -80,276 -165,249 -169,307 -11,146 -7,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 11.6 23.1 48.7 59.2 95.6 93.9 4.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
30 28 35 57 51 105 97
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 18,586
COMMITMENTS
6,091 2,063 1,045 1,723 8,688 8,859 11,796 9,727 6,790
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,519)
-62 1,016 -149 522 -1,188 310 -321 1,209 1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 11.1 5.6 9.3 46.7 47.7 63.5 52.3 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 7 7 5 10 24 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 28,534
COMMITMENTS
9,037 14,059 1,518 12,729 8,424 23,284 24,001 5,250 4,533
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 3,105)
2,018 627 1,230 -230 1,510 3,019 3,368 87 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 49.3 5.3 44.6 29.5 81.6 84.1 18.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 16 10 11 8 31 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 81,983
COMMITMENTS
33,786 21,552 3,526 27,459 46,993 64,771 72,072 17,212 9,912
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 9,807)
670 1,020 823 2,784 6,200 4,277 8,043 5,531 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 26.3 4.3 33.5 57.3 79.0 87.9 21.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
43 28 13 22 19 71 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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