WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,694
COMMITMENTS
91,625 81,031 69,909 201,531 179,077 363,065 330,017 38,629 71,677
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,255)
-2,972 -2,981 5,143 737 -1,295 2,908 867 -1,653 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 20.2 17.4 50.2 44.6 90.4 82.2 9.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
112 112 127 84 113 281 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,160,813
COMMITMENTS
317,311 151,303 138,042 581,145 634,840 1036498 924,185 124,315 236,628
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 19,854)
3,896 -2,823 7,539 8,854 10,649 20,289 15,365 -435 4,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 13.0 11.9 50.1 54.7 89.3 79.6 10.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 668)
163 140 148 195 267 453 495
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,179
COMMITMENTS
4,787 657 183 6,183 9,001 11,153 9,841 3,026 4,338
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 130)
-280 21 147 195 83 62 251 68 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 4.6 1.3 43.6 63.5 78.7 69.4 21.3 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 4 3 14 12 40 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,823
COMMITMENTS
170,486 42,892 79,405 267,630 354,001 517,521 476,298 60,302 101,525
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 7,176)
-956 2,559 -1,772 6,383 4,832 3,655 5,619 3,521 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 7.4 13.7 46.3 61.3 89.6 82.4 10.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
188 83 130 129 197 381 378
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,905
COMMITMENTS
16,161 3,813 2,402 0 484 18,563 6,699 4,342 16,206
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -784)
-2,988 -2,968 1,584 -4 -302 -1,408 -1,686 624 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 16.6 10.5 0.0 2.1 81.0 29.2 19.0 70.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
15 7 8 0 1 19 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 271,558
COMMITMENTS
74,116 12,335 37,678 134,559 207,942 246,353 257,955 25,205 13,603
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,646)
2,099 -1,440 878 2,494 5,311 5,471 4,749 -2,825 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 4.5 13.9 49.6 76.6 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
76 28 56 61 56 168 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,190
COMMITMENTS
120,781 170,104 7,391 676,517 602,989 804,689 780,484 136,501 160,706
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 15,588)
8,218 -2,818 3,959 6,414 24,244 18,591 25,385 -3,003 -9,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 18.1 0.8 71.9 64.1 85.5 82.9 14.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
35 36 19 73 75 118 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,673
COMMITMENTS
69,750 8,172 22,375 89,189 169,993 181,314 200,540 41,359 22,133
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 7,868)
4,860 -384 3,266 1,496 7,508 9,622 10,390 -1,754 -2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 3.7 10.0 40.1 76.3 81.4 90.1 18.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
69 18 44 58 56 154 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,418
COMMITMENTS
4,833 763 2,225 7,996 14,343 15,054 17,331 3,364 1,087
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -18)
-340 190 -120 1,021 574 561 644 -579 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 4.1 12.1 43.4 77.9 81.7 94.1 18.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 8 13 30 20 61 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,318
COMMITMENTS
239,605 251,501 9,764 643,633 690,694 893,002 951,959 144,316 85,359
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 67,731)
5,544 34,609 481 57,250 52,430 63,275 87,520 4,456 -19,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 24.2 0.9 62.0 66.6 86.1 91.8 13.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
53 33 11 93 81 149 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,509,900
COMMITMENTS
668,658 405,310 67,898 1445011 1595683 2181567 2068891 328,333 441,009
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 58,151)
-6,729 27,984 -9,232 71,627 15,736 55,666 34,488 2,485 23,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 16.1 2.7 57.6 63.6 86.9 82.4 13.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
51 79 47 104 123 189 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,659,726
COMMITMENTS
432,829 231,550 30,203 957,572 1166968 1420604 1428721 239,122 231,005
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -10,302)
12,563 -19,286 -2,421 -5,223 8,576 4,919 -13,131 -15,221 2,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 14.0 1.8 57.7 70.3 85.6 86.1 14.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
43 41 23 89 84 147 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 401,533
COMMITMENTS
136,679 79,617 57,758 186,505 242,734 380,942 380,109 20,591 21,424
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 27,123)
29,273 11,030 -6,308 8,149 31,345 31,114 36,067 -3,991 -8,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 19.8 14.4 46.4 60.5 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
31 27 29 42 53 86 98
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,087
COMMITMENTS
6,390 4,488 1,315 2,008 8,420 9,713 14,223 12,374 7,864
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,773)
-636 681 506 181 -555 51 632 1,722 1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 20.3 6.0 9.1 38.1 44.0 64.4 56.0 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 7 4 7 10 24 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,908
COMMITMENTS
9,333 10,684 19 17,416 17,455 26,768 28,158 4,140 2,750
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,354)
2,135 2,756 2 382 2,141 2,519 4,899 -165 -2,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 34.6 0.1 56.3 56.5 86.6 91.1 13.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 22 2 13 9 30 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,445
COMMITMENTS
41,127 34,803 649 41,411 50,562 83,187 86,014 14,258 11,431
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,152)
-3,025 5,566 122 3,876 -2,420 973 3,268 1,179 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 35.7 0.7 42.5 51.9 85.4 88.3 14.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
49 34 4 23 19 73 56
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,098
COMMITMENTS
2,969 17,771 285 49,685 35,041 52,939 53,097 159 1
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -238)
240 -123 0 -301 85 -61 -38 -177 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 33.5 0.5 93.6 66.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 15 2 13 12 21 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,620
COMMITMENTS
9,958 2,314 1 5,559 13,184 15,518 15,499 102 121
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,425)
2,625 -599 -291 90 3,315 2,424 2,425 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.8 14.8 0.0 35.6 84.4 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 1 4 5 13 13
Updated October 19, 2007