WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,008
COMMITMENTS
107,983 77,021 181,199 239,573 245,613 528,755 503,833 49,253 74,175
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 13,890)
12,992 870 12,549 -12,162 -1,707 13,378 11,712 512 2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 13.3 31.3 41.4 42.5 91.5 87.2 8.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
127 137 181 96 134 351 350
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,979,178
COMMITMENTS
379,970 79,747 553,705 834,453 1034230 1768128 1667682 211,050 311,496
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 143,761)
2,076 -967 90,138 44,202 45,137 136,416 134,308 7,345 9,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.0 28.0 42.2 52.3 89.3 84.3 10.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782)
271 96 224 284 364 628 627
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,617
COMMITMENTS
4,075 1,275 675 5,851 11,425 10,601 13,375 4,016 1,242
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 995)
16 626 252 259 327 527 1,204 468 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 8.7 4.6 40.0 78.2 72.5 91.5 27.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 5 9 17 13 46 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 791,022
COMMITMENTS
167,146 32,652 220,182 301,753 408,726 689,081 661,560 101,941 129,462
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 25,180)
591 1,336 12,076 4,969 6,001 17,636 19,412 7,544 5,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 4.1 27.8 38.1 51.7 87.1 83.6 12.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
182 108 159 146 215 409 424
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,935
COMMITMENTS
19,357 3,658 432 7 2,988 19,796 7,078 4,139 16,857
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,615)
2,022 447 -386 7 1,001 1,643 1,062 -28 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.9 15.3 1.8 0.0 12.5 82.7 29.6 17.3 70.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 9 8 1 8 21 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,217
COMMITMENTS
64,610 16,367 74,294 159,582 224,818 298,486 315,479 34,731 17,738
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,079)
-5,435 40 7,308 -1,263 -6,209 610 1,139 2,469 1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 4.9 22.3 47.9 67.5 89.6 94.7 10.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
68 35 54 63 62 163 128
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,275,690
COMMITMENTS
227,876 205,556 112,045 765,330 748,531 1105251 1066132 170,439 209,558
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 92,918)
30,273 12,296 16,201 29,106 53,163 75,580 81,659 17,338 11,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.1 8.8 60.0 58.7 86.6 83.6 13.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
37 51 57 89 92 159 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 266,205
COMMITMENTS
68,235 12,733 40,052 110,487 193,910 218,774 246,695 47,431 19,510
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 10,180)
-5,948 1,327 1,645 14,058 8,513 9,755 11,485 425 -1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 4.8 15.0 41.5 72.8 82.2 92.7 17.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
75 34 50 70 62 174 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,203
COMMITMENTS
8,153 364 1,363 5,997 16,658 15,513 18,386 3,690 818
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 460)
170 92 49 261 280 479 421 -19 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 1.9 7.1 31.2 86.7 80.8 95.7 19.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
34 5 11 23 18 60 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,114,285
COMMITMENTS
317,650 176,517 36,766 602,053 792,609 956,469 1005892 157,816 108,392
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 48,521)
59,845 -491 8,137 -37,487 30,958 30,495 38,604 18,026 9,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 15.8 3.3 54.0 71.1 85.8 90.3 14.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
63 46 34 98 98 179 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,380,281
COMMITMENTS
575,371 327,379 510,401 1911120 2087231 2996892 2925012 383,389 455,269
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 341,911)
-14,948 30,646 105,294 204,986 190,850 295,332 326,790 46,579 15,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 9.7 15.1 56.5 61.7 88.7 86.5 11.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
55 73 77 133 144 229 253
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,359,038
COMMITMENTS
359,511 557,114 236,434 1476875 1325708 2072820 2119256 286,219 239,782
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 144,394)
-27,160 47,348 63,074 80,334 26,861 116,248 137,283 28,146 7,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 23.6 10.0 62.6 56.2 87.9 89.8 12.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
38 53 50 104 99 175 170
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 579,255
COMMITMENTS
142,545 70,466 148,298 252,089 312,174 542,933 530,938 36,322 48,317
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 92,237)
26,400 14,013 35,554 15,153 23,933 77,107 73,500 15,130 18,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 12.2 25.6 43.5 53.9 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
26 38 34 58 64 102 118
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,430
COMMITMENTS
5,116 1,074 1,270 1,760 7,757 8,146 10,101 9,284 7,329
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,156)
-974 -989 225 37 -931 -713 -1,696 -444 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 6.2 7.3 10.1 44.5 46.7 58.0 53.3 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 6 6 4 9 20 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,321
COMMITMENTS
9,678 14,254 1,510 13,404 8,899 24,592 24,663 5,730 5,658
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,787)
641 195 -8 675 475 1,308 662 480 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 47.0 5.0 44.2 29.3 81.1 81.3 18.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 18 10 13 9 33 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,403
COMMITMENTS
33,670 20,900 3,295 30,191 48,066 67,156 72,261 17,247 12,142
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,419)
-116 -652 -231 2,732 1,073 2,385 189 35 2,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 24.8 3.9 35.8 56.9 79.6 85.6 20.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
40 25 13 22 19 64 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,250
COMMITMENTS
11,548 9,855 976 43,267 45,323 55,791 56,154 459 96
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,537)
2,904 -684 -301 779 4,557 3,382 3,572 155 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 17.5 1.7 76.9 80.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 16 4 16 13 28 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,573
COMMITMENTS
9,865 3,313 110 6,403 13,018 16,378 16,441 195 132
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -321)
81 -668 -141 -363 393 -423 -416 102 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 20.0 0.7 38.6 78.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 1 8 9 16 16
Updated January 18, 2008