WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 558,330
COMMITMENTS
85,406 70,746 191,113 235,426 215,120 511,944 476,979 46,386 81,351
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 7,293)
-2,543 -131 8,436 -952 2,779 4,941 11,083 2,352 -3,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.7 34.2 42.2 38.5 91.7 85.4 8.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
126 143 183 97 131 340 360
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,647,761
COMMITMENTS
260,146 86,929 483,285 728,336 788,100 1471766 1358314 175,995 289,447
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 7,176)
6,183 -11,283 -514 -1,506 15,902 4,162 4,105 3,014 3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.3 29.3 44.2 47.8 89.3 82.4 10.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720)
198 136 257 275 314 604 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,153
COMMITMENTS
4,022 595 1,691 7,390 9,459 13,102 11,745 3,051 4,408
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 631)
180 -86 472 -109 710 544 1,097 87 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.7 10.5 45.7 58.6 81.1 72.7 18.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 7 9 18 14 48 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 696,084
COMMITMENTS
157,637 24,459 168,160 301,968 397,998 627,765 590,617 68,319 105,467
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -89,221)
-594 699 -63,532 -24,527 -22,514 -88,653 -85,347 -568 -3,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.5 24.2 43.4 57.2 90.2 84.8 9.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
182 79 181 140 221 410 446
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,625
COMMITMENTS
13,791 2,250 1,333 0 234 15,124 3,817 3,501 14,808
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -2,675)
-1,243 -757 -650 0 -471 -1,893 -1,878 -782 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 12.1 7.2 0.0 1.3 81.2 20.5 18.8 79.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 6 9 0 1 16 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 338,987
COMMITMENTS
71,283 12,120 68,221 168,381 241,191 307,885 321,532 31,101 17,455
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 15,797)
2,263 -2,414 6,955 4,432 9,153 13,650 13,695 2,147 2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 3.6 20.1 49.7 71.2 90.8 94.9 9.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
76 36 61 64 67 177 141
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,108,753
COMMITMENTS
167,342 175,498 83,478 698,682 674,578 949,502 933,554 159,252 175,199
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -6,594)
30,302 18,011 -13,211 -24,586 -11,629 -7,495 -6,829 901 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.8 7.5 63.0 60.8 85.6 84.2 14.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 44 45 78 88 140 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 259,032
COMMITMENTS
72,469 4,464 42,726 99,001 189,579 214,196 236,769 44,836 22,263
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,885)
-930 -3,502 2,946 -311 3,438 1,706 2,882 180 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 1.7 16.5 38.2 73.2 82.7 91.4 17.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
72 21 58 56 58 157 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,646
COMMITMENTS
5,100 441 2,425 7,837 14,739 15,361 17,604 3,284 1,041
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -283)
98 -71 -552 331 383 -123 -241 -159 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 2.4 13.0 42.0 79.0 82.4 94.4 17.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 6 11 33 20 65 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,041,643
COMMITMENTS
242,277 238,143 23,018 642,960 680,612 908,256 941,772 133,387 99,871
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 9,512)
18,772 3,963 -980 2,598 10,085 20,390 13,069 -10,878 -3,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 22.9 2.2 61.7 65.3 87.2 90.4 12.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
54 36 24 97 94 159 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,275,628
COMMITMENTS
715,677 273,637 437,409 1747660 2103982 2900746 2815028 374,882 460,600
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -128,348)
8,286 -25,900 -78,963 -65,865 -23,487 -136,542 -128,351 8,195 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 8.4 13.4 53.4 64.2 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
77 61 81 139 154 249 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,979,900
COMMITMENTS
420,596 327,293 158,003 1144262 1265778 1722861 1751074 257,039 228,826
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 42,116)
12,315 69,800 -1,132 30,662 -29,263 41,844 39,405 272 2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 16.5 8.0 57.8 63.9 87.0 88.4 13.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
49 42 39 104 98 175 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 825,776
COMMITMENTS
96,713 105,878 293,656 395,501 390,371 785,870 789,904 39,905 35,871
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 221,696)
-15,191 44,370 110,865 116,868 63,576 212,542 218,812 9,153 2,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.8 35.6 47.9 47.3 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 42 59 67 74 140 152
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,360
COMMITMENTS
6,589 5,856 1,335 2,380 7,638 10,304 14,829 12,056 7,532
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -70)
-288 1,200 -587 -14 12 -889 625 818 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 26.2 6.0 10.6 34.2 46.1 66.3 53.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 14 9 7 10 30 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,602
COMMITMENTS
13,097 10,597 458 17,470 17,661 31,025 28,716 4,577 6,886
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,781)
1,151 508 137 480 607 1,768 1,252 13 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 29.8 1.3 49.1 49.6 87.1 80.7 12.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 18 9 13 12 40 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,261
COMMITMENTS
40,906 38,350 1,983 54,294 61,180 97,183 101,512 15,078 10,748
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 747)
939 3,939 -104 720 -2,663 1,554 1,171 -807 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 34.2 1.8 48.4 54.5 86.6 90.4 13.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
51 33 19 25 19 82 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,763
COMMITMENTS
4,820 19,463 618 50,165 35,516 55,603 55,597 160 166
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 771)
-622 935 43 1,424 -246 845 732 -74 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 34.9 1.1 90.0 63.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 14 4 15 13 25 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,334
COMMITMENTS
9,144 4,310 0 6,189 10,969 15,333 15,279 1 55
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 145)
59 786 -106 192 -536 145 144 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 28.1 0.0 40.4 71.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 0 4 6 13 14
Updated November 2, 2007