WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 400,439
COMMITMENTS
94,597 84,012 64,766 200,794 180,372 360,157 329,150 40,282 71,289
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,052)
-2,022 1,280 3,685 177 -3,521 1,840 1,444 212 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 21.0 16.2 50.1 45.0 89.9 82.2 10.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
122 117 124 86 113 286 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,140,959
COMMITMENTS
313,415 154,126 130,503 572,291 624,191 1016209 908,820 124,750 232,139
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -11,257)
-23,444 3,209 6,450 4,052 -28,288 -12,942 -18,629 1,685 7,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 13.5 11.4 50.2 54.7 89.1 79.7 10.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
155 138 132 196 277 440 489
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,049
COMMITMENTS
5,067 636 36 5,988 8,918 11,091 9,590 2,958 4,459
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 71)
-94 -54 -6 301 58 201 -2 -130 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 4.5 0.3 42.6 63.5 78.9 68.3 21.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
27 4 2 12 12 40 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,647
COMMITMENTS
171,442 40,333 81,177 261,247 349,169 513,866 470,679 56,781 99,968
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -287)
-839 -3,949 -8,896 2,121 3,025 -7,614 -9,820 7,327 9,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 7.1 14.2 45.8 61.2 90.0 82.5 10.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
176 81 129 126 178 374 351
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,689
COMMITMENTS
19,149 6,781 818 4 786 19,971 8,385 3,718 15,304
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -686)
-323 339 95 4 -382 -224 52 -462 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 28.6 3.5 0.0 3.3 84.3 35.4 15.7 64.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
17 12 8 1 2 22 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 268,912
COMMITMENTS
72,017 13,775 36,800 132,065 202,631 240,882 253,206 28,030 15,706
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,518)
5,654 -1,201 -495 -2,876 3,201 2,283 1,505 235 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.1 13.7 49.1 75.4 89.6 94.2 10.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
72 29 53 61 57 168 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 925,602
COMMITMENTS
112,563 172,922 3,432 670,103 578,745 786,098 755,099 139,504 170,503
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 385)
1,575 -4,802 -436 2,253 -2,241 3,392 -7,479 -3,007 7,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 18.7 0.4 72.4 62.5 84.9 81.6 15.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
32 43 15 66 74 107 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 214,805
COMMITMENTS
64,890 8,556 19,109 87,693 162,485 171,692 190,150 43,113 24,655
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -823)
-2,374 -1,950 -3,392 2,347 767 -3,419 -4,575 2,596 3,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 4.0 8.9 40.8 75.6 79.9 88.5 20.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
65 23 46 53 52 149 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,436
COMMITMENTS
5,173 573 2,345 6,975 13,769 14,493 16,687 3,943 1,749
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,954)
388 -255 477 308 999 1,173 1,221 781 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 3.1 12.7 37.8 74.7 78.6 90.5 21.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
32 6 13 27 19 61 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 969,587
COMMITMENTS
234,061 216,892 9,283 586,383 638,264 829,727 864,439 139,860 105,148
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 60,224)
33,064 11,188 2,455 28,124 50,887 63,643 64,530 -3,419 -4,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 22.4 1.0 60.5 65.8 85.6 89.2 14.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
50 33 9 91 79 143 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,451,749
COMMITMENTS
675,387 377,326 77,130 1373384 1579947 2125901 2034403 325,848 417,346
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 59,106)
-30,623 20,832 -362 96,692 20,518 65,707 40,988 -6,601 18,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 15.4 3.1 56.0 64.4 86.7 83.0 13.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
50 78 47 108 125 191 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,670,028
COMMITMENTS
420,266 250,836 32,624 962,795 1158392 1415685 1441852 254,343 228,176
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 53,810)
18,244 40,237 5,562 40,601 1,524 64,407 47,323 -10,597 6,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 15.0 2.0 57.7 69.4 84.8 86.3 15.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
43 40 22 89 83 144 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 374,410
COMMITMENTS
107,406 68,587 64,066 178,356 211,389 349,828 344,042 24,582 30,368
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 57,615)
8,104 5,541 20,519 26,413 24,239 55,036 50,299 2,579 7,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 18.3 17.1 47.6 56.5 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 26 30 43 50 87 96
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,314
COMMITMENTS
7,026 3,807 809 1,827 8,975 9,662 13,591 10,652 6,723
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -2,574)
-2,027 104 228 63 -2,150 -1,736 -1,818 -838 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 18.7 4.0 9.0 44.2 47.6 66.9 52.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 6 4 5 9 24 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,554
COMMITMENTS
7,198 7,928 17 17,034 15,314 24,249 23,259 4,305 5,295
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 962)
9 443 -1 1,977 551 1,985 993 -1,023 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 27.8 0.1 59.7 53.6 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 18 2 12 8 26 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,293
COMMITMENTS
44,152 29,237 527 37,535 52,982 82,214 82,746 13,079 12,547
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 8,158)
7,753 2,193 -90 -409 8,727 7,254 10,830 904 -2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 30.7 0.6 39.4 55.6 86.3 86.8 13.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
49 30 4 21 20 71 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,336
COMMITMENTS
2,729 17,894 285 49,986 34,956 53,000 53,135 336 201
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 412)
228 -67 0 78 344 306 277 106 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 33.5 0.5 93.7 65.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 16 2 14 12 22 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,195
COMMITMENTS
7,333 2,913 292 5,469 9,869 13,094 13,074 101 121
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -50)
-402 -256 292 53 -70 -57 -34 7 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.6 22.1 2.2 41.4 74.8 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 1 3 6 13 13
Updated October 12, 2007