WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 606,226
COMMITMENTS
102,229 73,603 210,197 252,921 257,565 565,348 541,365 40,878 64,860
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -1,737)
-536 -2,256 4,235 -1,433 1,533 2,266 3,512 -4,003 -5,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.1 34.7 41.7 42.5 93.3 89.3 6.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
121 139 187 96 132 343 352
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,157,730
COMMITMENTS
392,010 74,345 666,698 875,636 1105069 1934343 1846112 223,387 311,618
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 58,304)
12,981 -6,938 37,946 8,553 37,387 59,479 68,396 -1,176 -10,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 3.4 30.9 40.6 51.2 89.6 85.6 10.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 823)
260 117 271 298 380 664 693
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,695
COMMITMENTS
4,071 2,140 962 6,334 11,048 11,366 14,150 4,328 1,545
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 520)
213 40 293 -284 459 222 791 298 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 13.6 6.1 40.4 70.4 72.4 90.2 27.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 8 10 17 13 45 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,378
COMMITMENTS
172,437 33,019 276,057 319,344 426,995 767,838 736,071 110,540 142,308
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 37,133)
5,735 2,366 13,676 8,134 17,386 27,544 33,427 9,589 3,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 3.8 31.4 36.4 48.6 87.4 83.8 12.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
191 132 209 151 215 454 477
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,143
COMMITMENTS
20,960 3,837 408 0 2,777 21,368 7,022 3,775 18,121
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -85)
-375 -642 218 -2 64 -159 -360 74 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.4 15.3 1.6 0.0 11.0 85.0 27.9 15.0 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
17 5 9 0 7 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 353,482
COMMITMENTS
55,443 22,979 86,944 173,424 225,692 315,810 335,615 37,672 17,867
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 10,811)
-484 1 -751 7,596 10,147 6,360 9,396 4,451 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.5 24.6 49.1 63.8 89.3 94.9 10.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
73 49 64 64 68 181 151
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,322,001
COMMITMENTS
214,770 198,654 151,666 787,103 758,906 1153538 1109226 168,463 212,775
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 51,719)
-5,295 1,158 18,602 32,425 27,930 45,732 47,690 5,986 4,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 15.0 11.5 59.5 57.4 87.3 83.9 12.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
47 48 59 86 95 164 171
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 269,766
COMMITMENTS
57,749 12,489 45,834 122,780 191,534 226,363 249,858 43,403 19,909
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -244)
636 -517 -1,949 1,668 3,746 355 1,281 -599 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.6 17.0 45.5 71.0 83.9 92.6 16.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
71 32 46 72 68 168 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,005
COMMITMENTS
8,270 313 2,037 7,382 18,599 17,688 20,949 4,317 1,056
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 719)
178 -32 331 -62 448 447 747 272 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 1.4 9.3 33.5 84.5 80.4 95.2 19.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
34 8 15 28 21 68 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,361,480
COMMITMENTS
363,570 365,074 38,489 817,403 844,548 1219463 1248111 142,017 113,369
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 33,058)
9,574 22,252 6,474 14,230 4,270 30,278 32,997 2,780 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 26.8 2.8 60.0 62.0 89.6 91.7 10.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
67 47 39 107 94 190 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,611,391
COMMITMENTS
550,378 347,878 618,280 2110645 2214215 3279302 3180373 332,089 431,018
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -47,195)
-16,916 18,647 -33,626 32,086 7,583 -18,455 -7,395 -28,740 -39,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.6 17.1 58.4 61.3 90.8 88.1 9.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
64 78 85 141 156 244 281
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,561,521
COMMITMENTS
514,329 517,447 240,601 1547527 1537943 2302456 2295990 259,064 265,530
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 62,077)
72,500 -11,715 -20,745 21,808 74,199 73,562 41,739 -11,485 20,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 20.2 9.4 60.4 60.0 89.9 89.6 10.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
53 46 55 103 98 181 175
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 505,150
COMMITMENTS
57,720 32,561 164,573 251,247 273,471 473,540 470,605 31,609 34,544
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 11,449)
6,574 1,317 -2,605 3,427 10,755 7,397 9,468 4,052 1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.4 32.6 49.7 54.1 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
30 41 45 64 68 116 134
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,698
COMMITMENTS
2,641 1,929 1,460 1,633 6,587 5,733 9,976 8,965 4,723
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -259)
-478 -446 162 13 503 -303 220 44 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 13.1 9.9 11.1 44.8 39.0 67.9 61.0 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 3 4 6 13 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,982
COMMITMENTS
15,154 12,477 2,107 12,927 11,793 30,187 26,377 3,795 7,605
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -946)
-188 -20 -282 -114 -548 -585 -850 -362 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 36.7 6.2 38.0 34.7 88.8 77.6 11.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 15 11 14 10 42 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,648
COMMITMENTS
43,203 36,041 2,167 35,708 43,867 81,077 82,075 15,570 14,573
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -1,876)
212 3,105 -786 3,255 -1,169 2,680 1,150 -4,556 -3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 37.3 2.2 36.9 45.4 83.9 84.9 16.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
46 39 16 20 22 72 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,885
COMMITMENTS
10,057 10,563 910 42,565 42,374 53,532 53,847 353 38
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -1,599)
-1,526 -952 -135 99 -507 -1,562 -1,594 -37 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 19.6 1.7 79.0 78.6 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 19 4 18 10 30 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,011
COMMITMENTS
1,538 1,878 334 13,967 13,730 15,839 15,942 172 69
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -71)
700 -621 223 -991 327 -68 -71 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.7 2.1 87.2 85.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 2 9 8 17 15
Updated February 22, 2008