WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,274
COMMITMENTS
110,631 81,882 83,058 208,982 214,634 402,671 379,574 45,603 68,700
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 6,623)
13,935 -24 6,986 -14,484 -2,842 6,437 4,120 186 2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 18.3 18.5 46.6 47.9 89.8 84.7 10.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
120 121 151 85 115 316 306
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,397,501
COMMITMENTS
462,866 113,277 131,808 653,072 882,631 1247746 1127716 149,755 269,785
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 56,202)
18,961 7,597 13,862 20,641 18,155 53,464 39,614 2,738 16,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 8.1 9.4 46.7 63.2 89.3 80.7 10.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746)
251 95 154 220 326 535 529
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,099
COMMITMENTS
4,210 1,266 371 5,556 11,247 10,137 12,884 3,962 1,215
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 961)
48 620 210 216 347 474 1,177 487 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 9.0 2.6 39.4 79.8 71.9 91.4 28.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
25 3 6 16 12 44 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 568,671
COMMITMENTS
188,930 40,897 58,549 250,235 369,082 497,714 468,528 70,957 100,143
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,793)
6,904 4,014 -4,649 -1,174 1,082 1,081 447 4,712 5,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 7.2 10.3 44.0 64.9 87.5 82.4 12.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 511)
182 82 106 117 197 350 357
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,935
COMMITMENTS
19,357 3,658 432 7 2,988 19,796 7,078 4,139 16,857
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,615)
2,022 447 -386 7 1,001 1,643 1,062 -28 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.9 15.3 1.8 0.0 12.5 82.7 29.6 17.3 70.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 9 8 1 8 21 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 289,696
COMMITMENTS
72,524 18,255 40,895 143,779 214,636 257,198 273,786 32,498 15,910
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -4,455)
-4,178 -93 1,215 -4,306 -7,176 -7,269 -6,054 2,814 1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 6.3 14.1 49.6 74.1 88.8 94.5 11.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
68 28 50 60 53 157 115
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,058,419
COMMITMENTS
220,764 208,781 3,741 672,668 656,061 897,173 868,583 161,246 189,836
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 58,248)
27,829 13,109 148 14,806 38,066 42,783 51,323 15,465 6,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 19.7 0.4 63.6 62.0 84.8 82.1 15.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
38 42 21 72 76 119 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,999
COMMITMENTS
70,890 14,941 19,173 103,408 185,089 193,471 219,203 43,528 17,796
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 7,126)
-3,876 2,470 -1,751 12,802 7,989 7,175 8,708 -49 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 6.3 8.1 43.6 78.1 81.6 92.5 18.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
77 26 38 69 53 168 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,367
COMMITMENTS
8,173 580 780 5,837 16,327 14,790 17,687 3,577 680
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 430)
308 11 -28 128 402 408 385 22 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 3.2 4.2 31.8 88.9 80.5 96.3 19.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
33 6 10 23 18 60 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,071,141
COMMITMENTS
317,979 177,732 13,995 583,554 774,444 915,528 966,171 155,613 104,970
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 34,541)
58,665 370 698 -41,910 24,820 17,453 25,888 17,088 8,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 16.6 1.3 54.5 72.3 85.5 90.2 14.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
61 45 20 94 92 164 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,454,412
COMMITMENTS
556,775 419,763 59,853 1479050 1550613 2095678 2030229 358,734 424,183
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 163,984)
-15,099 28,314 23,017 128,861 97,036 136,779 148,367 27,205 15,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 17.1 2.4 60.3 63.2 85.4 82.7 14.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
50 72 42 112 117 190 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,977,812
COMMITMENTS
365,105 566,340 50,090 1291922 1132892 1707117 1749322 270,695 228,490
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 86,865)
-25,036 53,787 25,470 60,661 2,450 61,095 81,707 25,770 5,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 28.6 2.5 65.3 57.3 86.3 88.4 13.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
41 49 36 90 88 153 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 393,330
COMMITMENTS
144,981 80,473 28,335 188,461 239,369 361,777 348,177 31,553 45,153
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 49,501)
24,559 9,459 9,195 2,569 14,161 36,323 32,815 13,178 16,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 20.5 7.2 47.9 60.9 92.0 88.5 8.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
22 33 18 49 51 83 91
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,645
COMMITMENTS
5,074 1,034 1,035 1,760 7,757 7,869 9,826 8,776 6,819
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,324)
-972 -1,006 151 37 -931 -784 -1,786 -540 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 6.2 6.2 10.6 46.6 47.3 59.0 52.7 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 4 4 9 19 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,945
COMMITMENTS
9,998 14,262 109 12,820 8,260 22,927 22,631 5,018 5,314
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,323)
431 -19 62 418 100 911 143 412 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 51.0 0.4 45.9 29.6 82.0 81.0 18.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 19 6 12 7 27 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,756
COMMITMENTS
32,910 21,677 1,302 27,922 43,858 62,134 66,837 16,622 11,919
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,137)
-649 -1,040 -179 2,061 118 1,233 -1,101 -96 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 27.5 1.7 35.5 55.7 78.9 84.9 21.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 26 6 21 16 59 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,250
COMMITMENTS
11,548 9,855 976 43,267 45,323 55,791 56,154 459 96
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,537)
2,904 -684 -301 779 4,557 3,382 3,572 155 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 17.5 1.7 76.9 80.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 16 4 16 13 28 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,573
COMMITMENTS
9,865 3,313 110 6,403 13,018 16,378 16,441 195 132
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -321)
81 -668 -141 -363 393 -423 -416 102 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 20.0 0.7 38.6 78.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 1 8 9 16 16
Updated January 18, 2008