WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 413,257
COMMITMENTS
95,881 83,212 73,385 203,899 178,321 373,165 334,918 40,092 78,339
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 11,563)
4,256 2,181 3,476 2,368 -756 10,100 4,901 1,463 6,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 20.1 17.8 49.3 43.2 90.3 81.0 9.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
123 117 136 83 114 292 304
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,173,871
COMMITMENTS
315,762 150,809 148,014 585,111 639,525 1048887 938,348 124,984 235,523
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 13,058)
-1,549 -494 9,972 3,966 4,685 12,389 14,163 669 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 12.8 12.6 49.8 54.5 89.4 79.9 10.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
162 138 149 199 275 455 502
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,211
COMMITMENTS
4,591 669 192 6,553 8,565 11,336 9,426 2,875 4,785
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 32)
-196 12 9 370 -436 183 -415 -151 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 4.7 1.4 46.1 60.3 79.8 66.3 20.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 5 3 17 12 41 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,945
COMMITMENTS
171,299 45,440 81,191 278,326 364,656 530,816 491,287 55,129 94,658
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 8,122)
813 2,548 1,786 10,696 10,655 13,295 14,989 -5,173 -6,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 7.8 13.9 47.5 62.2 90.6 83.8 9.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
198 80 145 138 202 406 395
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,300
COMMITMENTS
15,034 3,007 1,983 0 705 17,017 5,695 4,283 15,605
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -1,605)
-1,127 -806 -419 0 221 -1,546 -1,004 -59 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 14.1 9.3 0.0 3.3 79.9 26.7 20.1 73.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 7 10 0 2 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 282,128
COMMITMENTS
75,194 15,441 38,158 141,494 214,890 254,846 268,489 27,282 13,639
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 10,570)
1,078 3,106 480 6,935 6,948 8,493 10,534 2,077 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 5.5 13.5 50.2 76.2 90.3 95.2 9.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
81 28 57 61 56 174 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 957,109
COMMITMENTS
142,280 163,902 7,934 657,675 629,839 807,889 801,675 149,220 155,434
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 15,919)
21,499 -6,202 543 -18,842 26,850 3,200 21,191 12,719 -5,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 17.1 0.8 68.7 65.8 84.4 83.8 15.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
39 37 22 77 76 128 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 232,759
COMMITMENTS
74,132 9,540 24,463 92,806 176,816 191,401 210,819 41,358 21,940
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 10,086)
4,382 1,368 2,088 3,617 6,823 10,087 10,279 -1 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 4.1 10.5 39.9 76.0 82.2 90.6 17.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
74 16 48 61 55 157 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,810
COMMITMENTS
4,936 610 2,338 7,308 13,922 14,582 16,870 3,228 940
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -608)
103 -153 113 -688 -421 -472 -461 -136 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 3.4 13.1 41.0 78.2 81.9 94.7 18.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 8 14 31 22 64 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,007,564
COMMITMENTS
229,716 234,184 8,160 627,012 662,779 864,888 905,123 142,676 102,441
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -29,754)
-9,889 -17,317 -1,604 -16,621 -27,915 -28,114 -46,836 -1,640 17,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 23.2 0.8 62.2 65.8 85.8 89.8 14.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
54 32 14 92 79 149 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,562,472
COMMITMENTS
672,032 407,012 76,830 1472946 1633741 2221808 2117583 340,664 444,889
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 52,572)
3,374 1,702 8,932 27,935 38,058 40,241 48,692 12,331 3,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.9 3.0 57.5 63.8 86.7 82.6 13.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
56 79 48 112 127 201 221
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,687,611
COMMITMENTS
421,533 285,064 28,521 992,933 1155788 1442987 1469373 244,624 218,238
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 27,885)
-11,296 53,514 -1,682 35,361 -11,180 22,383 40,652 5,502 -12,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 16.9 1.7 58.8 68.5 85.5 87.1 14.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
49 39 20 89 84 149 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 394,104
COMMITMENTS
108,048 65,292 49,015 210,774 250,633 367,837 364,940 26,267 29,164
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -7,429)
-28,631 -14,325 -8,743 24,269 7,899 -13,105 -15,169 5,676 7,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 16.6 12.4 53.5 63.6 93.3 92.6 6.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 28 30 48 54 95 101
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,573
COMMITMENTS
6,872 4,850 1,477 2,388 7,626 10,737 13,953 10,836 7,620
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -514)
482 362 162 380 -794 1,024 -270 -1,538 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 22.5 6.8 11.1 35.3 49.8 64.7 50.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 10 7 7 11 29 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,820
COMMITMENTS
11,922 10,135 18 16,782 16,838 28,722 26,991 4,098 5,829
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,912)
2,589 -549 -1 -634 -617 1,954 -1,167 -42 3,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 30.9 0.1 51.1 51.3 87.5 82.2 12.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 16 4 13 11 34 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,555
COMMITMENTS
39,600 34,368 1,411 50,833 60,920 91,844 96,699 15,711 10,856
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 10,110)
-1,527 -435 762 9,422 10,358 8,657 10,685 1,453 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 32.0 1.3 47.3 56.6 85.4 89.9 14.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
50 29 8 26 17 79 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,992
COMMITMENTS
5,442 18,528 575 48,741 35,762 54,758 54,865 234 127
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,894)
2,473 757 290 -944 721 1,819 1,768 75 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 33.7 1.0 88.6 65.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 14 4 14 14 25 31
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,189
COMMITMENTS
9,085 3,524 106 5,997 11,505 15,188 15,135 1 54
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -431)
-873 1,210 105 438 -1,679 -330 -364 -101 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.8 23.2 0.7 39.5 75.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 6 1 4 6 13 13
Updated October 26, 2007