WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 607,963
COMMITMENTS
102,765 75,859 205,963 254,355 256,032 563,082 537,854 44,881 70,109
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -2,325)
3,948 7,399 -7,332 -567 1,912 -3,951 1,979 1,626 -4,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.5 33.9 41.8 42.1 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
126 131 178 94 132 336 344
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,099,426
COMMITMENTS
379,029 81,283 628,752 867,083 1067681 1874864 1777716 224,562 321,710
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 30,040)
-547 -540 27,814 10,944 6,900 38,212 34,174 -8,172 -4,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 3.9 29.9 41.3 50.9 89.3 84.7 10.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811)
247 124 259 301 376 657 677
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,175
COMMITMENTS
3,858 2,100 669 6,618 10,589 11,144 13,358 4,031 1,817
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 259)
151 56 -126 -199 -190 -173 -260 432 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 13.8 4.4 43.6 69.8 73.4 88.0 26.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 8 8 17 14 41 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 841,245
COMMITMENTS
166,702 30,653 262,381 311,210 409,609 740,294 702,643 100,951 138,602
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,139)
-3,983 -1,312 9,753 3,408 402 9,178 8,843 -6,039 -5,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.6 31.2 37.0 48.7 88.0 83.5 12.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
202 107 201 145 205 437 455
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,228
COMMITMENTS
21,335 4,479 190 2 2,713 21,527 7,382 3,701 17,846
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -144)
1,123 108 -40 0 -120 1,083 -52 -1,227 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.6 17.8 0.8 0.0 10.8 85.3 29.3 14.7 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 9 7 1 6 19 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 342,671
COMMITMENTS
55,927 22,979 87,695 165,828 215,545 309,450 326,219 33,221 16,452
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,641)
763 -809 1,380 2,072 1,117 4,214 1,688 -2,573 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.7 25.6 48.4 62.9 90.3 95.2 9.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
70 40 63 62 64 170 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,270,282
COMMITMENTS
220,065 197,496 133,064 754,677 730,976 1107806 1061536 162,477 208,746
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -12,441)
3,862 -18,665 1,742 -15,230 -3,701 -9,626 -20,623 -2,816 8,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.5 10.5 59.4 57.5 87.2 83.6 12.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
39 52 57 85 94 157 170
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 270,010
COMMITMENTS
57,113 13,006 47,783 121,112 187,788 226,008 248,577 44,002 21,433
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,849)
1,676 -1,714 1,346 -791 1,607 2,232 1,239 -382 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.8 17.7 44.9 69.5 83.7 92.1 16.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
73 27 48 72 68 170 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,286
COMMITMENTS
8,092 345 1,705 7,444 18,151 17,241 20,202 4,045 1,085
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 604)
251 -30 -188 541 829 604 611 -1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 1.6 8.0 35.0 85.3 81.0 94.9 19.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
37 5 14 29 21 69 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,328,422
COMMITMENTS
353,997 342,822 32,015 803,173 840,277 1189185 1215114 139,237 113,308
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 70,309)
36,065 1,965 2,211 40,538 56,042 78,814 60,218 -8,505 10,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 25.8 2.4 60.5 63.3 89.5 91.5 10.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
69 48 35 103 95 187 164
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,658,586
COMMITMENTS
567,294 329,231 651,905 2078558 2206632 3297757 3187768 360,829 470,818
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -39,786)
-13,588 7,285 -18,888 -1,186 -37,268 -33,662 -48,870 -6,124 9,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.0 17.8 56.8 60.3 90.1 87.1 9.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
60 79 83 142 156 243 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,499,444
COMMITMENTS
441,828 529,163 261,346 1525720 1463743 2228894 2254252 270,550 245,192
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 49,954)
43,294 35,456 -8,082 16,146 14,547 51,358 41,922 -1,404 8,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 21.2 10.5 61.0 58.6 89.2 90.2 10.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
50 50 53 104 96 182 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 493,701
COMMITMENTS
51,146 31,244 167,178 247,820 262,716 466,144 461,138 27,557 32,563
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 20,812)
-327 13,712 1,550 17,303 6,135 18,526 21,398 2,286 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.3 33.9 50.2 53.2 94.4 93.4 5.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 38 40 61 68 109 126
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,958
COMMITMENTS
3,119 2,375 1,297 1,620 6,084 6,036 9,756 8,922 5,202
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -75)
-297 76 76 525 741 304 893 -379 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 15.9 8.7 10.8 40.7 40.4 65.2 59.6 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 3 4 6 14 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,928
COMMITMENTS
15,342 12,497 2,389 13,041 12,341 30,772 27,227 4,156 7,701
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,148)
2,019 -47 729 343 2,058 3,091 2,740 57 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 35.8 6.8 37.3 35.3 88.1 78.0 11.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 17 12 14 10 44 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,524
COMMITMENTS
42,991 32,936 2,953 32,453 45,035 78,397 80,924 20,126 17,599
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 7,162)
3,322 2,856 305 1,110 -94 4,737 3,066 2,426 4,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 33.4 3.0 32.9 45.7 79.6 82.1 20.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
47 38 17 21 22 73 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,484
COMMITMENTS
11,583 11,515 1,045 42,466 42,881 55,094 55,441 390 43
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 4)
-552 870 188 384 -437 20 621 -16 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 20.8 1.9 76.5 77.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 18 4 17 11 29 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,082
COMMITMENTS
838 2,499 111 14,958 13,403 15,907 16,013 175 69
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 718)
-448 596 0 1,104 116 656 712 62 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 15.5 0.7 93.0 83.3 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 6 1 8 8 14 15
Updated February 15, 2008