WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 610,288
COMMITMENTS
98,817 68,460 213,295 254,921 254,120 567,033 535,875 43,255 74,413
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 18,357)
6,323 -1,069 16,447 1,955 2,932 24,724 18,310 -6,367 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 11.2 34.9 41.8 41.6 92.9 87.8 7.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
124 131 191 96 137 348 360
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,069,386
COMMITMENTS
379,576 81,823 600,937 856,138 1060781 1836652 1743541 232,734 325,844
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 64,527)
15,296 79 25,494 6,926 32,259 47,716 57,833 16,811 6,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.0 29.0 41.4 51.3 88.8 84.3 11.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 818)
264 110 255 297 370 660 668
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,916
COMMITMENTS
3,706 2,044 795 6,816 10,779 11,317 13,618 3,598 1,298
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 87)
355 531 59 -63 -317 352 272 -265 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.7 5.3 45.7 72.3 75.9 91.3 24.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 5 11 17 13 44 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 838,106
COMMITMENTS
170,685 31,965 252,628 307,803 409,207 731,116 693,800 106,990 144,306
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 44,948)
12,348 2,518 23,955 -3,191 8,783 33,112 35,255 11,837 9,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.8 30.1 36.7 48.8 87.2 82.8 12.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
184 114 189 140 210 419 447
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 341,030
COMMITMENTS
55,165 23,788 86,315 163,756 214,428 305,236 324,531 35,794 16,499
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 8,897)
1,787 3,081 3,995 -149 2,055 5,633 9,131 3,264 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 7.0 25.3 48.0 62.9 89.5 95.2 10.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
62 44 62 60 65 163 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,282,724
COMMITMENTS
216,203 216,161 131,321 769,907 734,678 1117431 1082160 165,292 200,564
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 4,751)
-17,323 9,873 682 7,140 -19,297 -9,501 -8,742 14,252 13,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 16.9 10.2 60.0 57.3 87.1 84.4 12.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
43 57 61 89 92 166 176
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 268,161
COMMITMENTS
55,437 14,720 46,437 121,903 186,181 223,776 247,337 44,384 20,823
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,097)
2,043 -1,038 1,094 -6,008 -1,773 -2,872 -1,718 1,775 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.5 17.3 45.5 69.4 83.4 92.2 16.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
67 30 53 71 66 166 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,682
COMMITMENTS
7,841 375 1,893 6,903 17,322 16,637 19,590 4,046 1,092
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 2,106)
514 87 355 644 1,590 1,513 2,032 592 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 1.8 9.2 33.4 83.8 80.4 94.7 19.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
37 6 13 26 20 66 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,258,113
COMMITMENTS
317,931 340,857 29,805 762,635 784,235 1110371 1154896 147,743 103,217
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 50,681)
17,187 8,666 2,788 12,658 41,421 32,634 52,875 18,047 -2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 27.1 2.4 60.6 62.3 88.3 91.8 11.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
68 49 35 102 90 185 160
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,698,372
COMMITMENTS
580,881 321,945 670,793 2079745 2243899 3331419 3236638 366,953 461,734
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 134,326)
34,792 34,403 67,503 27,136 37,560 129,431 139,466 4,895 -5,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.7 18.1 56.2 60.7 90.1 87.5 9.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
62 75 82 139 152 240 270
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,449,489
COMMITMENTS
398,535 493,706 269,428 1509573 1449196 2177536 2212330 271,954 237,160
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 100,993)
83,361 47,550 -12,029 14,224 67,800 85,556 103,322 15,437 -2,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 20.2 11.0 61.6 59.2 88.9 90.3 11.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
51 46 53 101 98 180 170
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 472,889
COMMITMENTS
51,474 17,532 165,627 230,516 256,580 447,617 439,740 25,271 33,149
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -210,579)
-50,690 -45,776 -88,716 -64,808 -67,509 -204,214 -202,001 -6,365 -8,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.7 35.0 48.7 54.3 94.7 93.0 5.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 32 38 61 68 109 123
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 15,032
COMMITMENTS
3,416 2,298 1,221 1,095 5,343 5,732 8,863 9,301 6,170
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 285)
124 1,300 889 -443 -1,747 570 442 -285 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 15.3 8.1 7.3 35.5 38.1 59.0 61.9 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 6 6 3 5 16 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 31,780
COMMITMENTS
13,323 12,544 1,660 12,698 10,283 27,681 24,487 4,099 7,293
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 901)
1,651 -31 -39 -358 -552 1,254 -623 -353 1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 39.5 5.2 40.0 32.4 87.1 77.1 12.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 17 11 14 10 41 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 91,361
COMMITMENTS
39,669 30,080 2,648 31,343 45,129 73,661 77,858 17,700 13,503
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,583)
-3,076 3,036 131 2,449 -4 -496 3,163 -1,087 -4,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 32.9 2.9 34.3 49.4 80.6 85.2 19.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 37 12 16 26 61 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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