WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 551,037
COMMITMENTS
87,949 70,878 182,677 236,378 212,341 507,004 465,896 44,033 85,141
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 12,905)
3,805 2,511 5,174 2,245 -305 11,224 7,381 1,681 5,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 12.9 33.2 42.9 38.5 92.0 84.5 8.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
139 127 174 96 132 330 357
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,640,585
COMMITMENTS
253,963 98,212 483,799 729,842 772,198 1467604 1354209 172,981 286,376
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 9,632)
4,785 -1,682 6,625 -2,788 5,981 8,622 10,924 1,011 -1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.0 29.5 44.5 47.1 89.5 82.5 10.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711)
187 142 245 270 313 587 601
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,522
COMMITMENTS
3,841 681 1,218 7,498 8,749 12,558 10,648 2,963 4,873
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 61)
-214 10 31 378 -429 196 -389 -135 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.4 7.8 48.3 56.4 80.9 68.6 19.1 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 9 6 18 14 42 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 785,306
COMMITMENTS
158,231 23,760 231,692 326,495 420,512 716,419 675,964 68,887 109,341
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 852)
3,675 969 297 10,006 10,634 13,978 11,900 -13,126 -11,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.0 29.5 41.6 53.5 91.2 86.1 8.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
204 94 208 160 217 454 467
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 323,190
COMMITMENTS
69,020 14,533 61,266 163,949 232,037 294,236 307,837 28,954 15,352
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 12,942)
-289 2,539 2,529 8,319 7,665 10,560 12,734 2,382 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.5 19.0 50.7 71.8 91.0 95.2 9.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
80 32 65 66 65 182 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,115,347
COMMITMENTS
137,040 157,487 96,689 723,267 686,207 956,996 940,383 158,351 174,964
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 22,069)
19,316 -5,691 15,860 -21,553 13,700 13,624 23,869 8,445 -1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 14.1 8.7 64.8 61.5 85.8 84.3 14.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
36 48 52 87 92 154 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 257,147
COMMITMENTS
73,398 7,966 39,780 99,312 186,141 212,490 233,887 44,656 23,260
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 11,012)
4,121 1,350 2,908 3,664 6,736 10,693 10,994 318 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 3.1 15.5 38.6 72.4 82.6 91.0 17.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
76 17 59 62 62 163 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,928
COMMITMENTS
5,002 511 2,977 7,506 14,356 15,485 17,845 3,444 1,083
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -575)
84 -182 134 -732 -392 -514 -441 -61 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 2.7 15.7 39.7 75.8 81.8 94.3 18.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 10 16 32 23 67 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,032,131
COMMITMENTS
223,505 234,179 23,998 640,362 670,526 887,865 928,703 144,266 103,427
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -26,215)
-12,324 -13,899 -865 -12,466 -28,480 -25,654 -43,243 -560 17,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 22.7 2.3 62.0 65.0 86.0 90.0 14.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
51 37 22 98 83 158 133
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,403,976
COMMITMENTS
707,391 299,537 516,373 1813525 2127470 3037289 2943379 366,688 460,597
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 196,230)
12,653 -44,115 81,671 79,177 156,255 173,500 193,810 22,730 2,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 8.8 15.2 53.3 62.5 89.2 86.5 10.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
74 69 85 143 155 257 270
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,937,784
COMMITMENTS
408,281 257,493 159,135 1113600 1295041 1681016 1711669 256,768 226,115
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 75,776)
-384 46,048 13,940 53,357 26,612 66,913 86,600 8,863 -10,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 13.3 8.2 57.5 66.8 86.7 88.3 13.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
49 42 44 106 94 178 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 604,080
COMMITMENTS
111,904 61,507 182,791 278,633 326,794 573,328 571,093 30,752 32,987
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 56,249)
-36,873 -15,128 35,602 50,528 26,795 49,257 47,268 6,992 8,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 10.2 30.3 46.1 54.1 94.9 94.5 5.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 29 44 57 63 111 120
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 22,431
COMMITMENTS
6,877 4,656 1,921 2,394 7,626 11,192 14,204 11,238 8,227
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -461)
487 336 306 372 -794 1,166 -153 -1,626 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 20.8 8.6 10.7 34.0 49.9 63.3 50.1 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 11 10 7 11 31 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 33,821
COMMITMENTS
11,946 10,089 320 16,990 17,054 29,257 27,463 4,564 6,358
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,542)
2,563 -375 -235 -720 -670 1,607 -1,280 -65 2,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 29.8 0.9 50.2 50.4 86.5 81.2 13.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 16 6 13 12 35 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 111,514
COMMITMENTS
39,967 34,411 2,087 53,575 63,843 95,629 100,341 15,885 11,173
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 8,462)
-1,977 -503 332 8,780 9,356 7,135 9,186 1,326 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 30.9 1.9 48.0 57.3 85.8 90.0 14.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
51 28 18 28 19 86 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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