WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,931
COMMITMENTS
92,494 69,529 196,848 252,966 251,188 542,309 517,565 49,623 74,366
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 5,201)
-6,603 -3,923 11,907 3,038 -1,303 8,342 6,680 -3,140 -1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 11.7 33.3 42.7 42.4 91.6 87.4 8.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
116 130 179 94 137 332 352
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,004,859
COMMITMENTS
364,280 81,744 575,443 849,212 1028522 1788936 1685709 215,923 319,150
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 10,728)
-11,765 -2,362 15,982 1,700 9,018 5,917 22,638 4,811 -11,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 4.1 28.7 42.4 51.3 89.2 84.1 10.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783)
243 114 250 286 363 633 652
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,829
COMMITMENTS
3,351 1,514 736 6,879 11,097 10,966 13,346 3,863 1,483
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 430)
55 44 54 228 125 337 223 93 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 10.2 5.0 46.4 74.8 73.9 90.0 26.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 6 9 17 14 42 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 793,158
COMMITMENTS
158,338 29,447 228,673 310,993 400,425 698,004 658,545 95,153 134,613
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 9,660)
2,196 -2,122 3,644 4,990 6,818 10,830 8,340 -1,171 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.7 28.8 39.2 50.5 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
165 112 172 143 214 398 432
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,933
COMMITMENTS
19,563 3,951 329 4 2,787 19,896 7,067 4,037 16,866
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -890)
-1,034 -132 96 -3 -325 -941 -361 51 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.7 16.5 1.4 0.0 11.6 83.1 29.5 16.9 70.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
19 8 8 1 7 20 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 332,133
COMMITMENTS
53,377 20,707 82,321 163,906 212,373 299,603 315,400 32,530 16,733
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -10,456)
-6,616 1,055 4,381 -4,427 -13,930 -6,662 -8,494 -3,794 -1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 6.2 24.8 49.3 63.9 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
63 40 61 61 65 162 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,277,972
COMMITMENTS
233,526 206,288 130,639 762,767 753,975 1126932 1090902 151,040 187,070
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -81,576)
-38,328 -19,210 -8,063 -26,202 -30,115 -72,593 -57,388 -8,983 -24,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.1 10.2 59.7 59.0 88.2 85.4 11.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
43 51 62 85 95 161 176
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 269,258
COMMITMENTS
53,394 15,758 45,343 127,911 187,954 226,648 249,055 42,610 20,203
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 189)
-7,846 479 1,641 6,673 -1,924 468 195 -279 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.9 16.8 47.5 69.8 84.2 92.5 15.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
59 32 51 68 64 156 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,577
COMMITMENTS
7,327 287 1,538 6,259 15,733 15,123 17,558 3,453 1,019
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 543)
815 -122 145 -28 545 932 568 -389 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 1.5 8.3 33.7 84.7 81.4 94.5 18.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
33 7 14 26 20 64 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,207,432
COMMITMENTS
300,744 332,191 27,016 749,976 742,814 1077737 1102021 129,695 105,411
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -65,474)
27,866 146,551 -19,787 -18,252 -3,768 -10,173 122,996 -55,301 -188,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 27.5 2.2 62.1 61.5 89.3 91.3 10.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
61 49 34 101 90 177 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,564,046
COMMITMENTS
546,089 287,542 603,290 2052609 2206339 3201988 3097171 362,058 466,875
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -161,682)
-31,546 -20,841 -51,322 -62,405 -64,646 -145,274 -136,809 -16,408 -24,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 8.1 16.9 57.6 61.9 89.8 86.9 10.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
61 67 78 136 148 234 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,348,496
COMMITMENTS
315,174 446,156 281,456 1495350 1381396 2091980 2109008 256,517 239,488
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -135,921)
-9,942 -106,194 -27,812 -78,609 18,661 -116,363 -115,345 -19,558 -20,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 19.0 12.0 63.7 58.8 89.1 89.8 10.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 41 51 101 97 172 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 683,468
COMMITMENTS
102,164 63,308 254,343 295,324 324,089 651,831 641,740 31,637 41,728
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 56,848)
-14,009 10,629 55,268 20,592 38,583 61,852 104,480 -5,003 -47,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 9.3 37.2 43.2 47.4 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 46 44 60 69 113 138
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,748
COMMITMENTS
3,291 998 333 1,538 7,090 5,162 8,421 9,586 6,327
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,502)
-578 -1,005 -1,020 -348 -466 -1,947 -2,491 -556 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.8 2.3 10.4 48.1 35.0 57.1 65.0 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 3 4 8 15 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,879
COMMITMENTS
11,672 12,575 1,699 13,055 10,835 26,427 25,110 4,453 5,770
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 415)
2,067 -1,713 -86 98 2,439 2,079 640 -1,664 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 40.7 5.5 42.3 35.1 85.6 81.3 14.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 18 9 13 9 37 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,944
COMMITMENTS
42,746 27,044 2,517 28,894 45,133 74,157 74,695 18,787 18,249
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -6,254)
-1,848 6,159 92 2,618 -11,116 862 -4,864 -7,116 -1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 29.1 2.7 31.1 48.6 79.8 80.4 20.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
42 42 11 18 21 63 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,013
COMMITMENTS
11,504 10,832 824 42,292 43,291 54,620 54,947 393 66
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -1,201)
98 -293 -60 -1,176 -770 -1,138 -1,123 -63 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 19.7 1.5 76.9 78.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 17 4 17 11 28 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,338
COMMITMENTS
1,307 1,465 353 13,486 13,377 15,146 15,195 192 143
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,316)
-4,762 -2,622 243 2,123 876 -2,396 -1,503 80 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.6 2.3 87.9 87.2 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 2 8 8 16 14
Updated February 1, 2008