WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,860
COMMITMENTS
97,831 78,730 90,488 220,923 218,172 409,242 387,390 45,618 67,470
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,431)
-4,112 943 7,871 3,424 -3,306 7,183 5,508 -3,752 -2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 17.3 19.9 48.6 48.0 90.0 85.2 10.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
110 116 156 86 121 307 314
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,424,970
COMMITMENTS
444,321 112,897 152,108 670,429 890,360 1266858 1155365 158,112 269,605
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -4,424)
-11,999 -8,745 4,218 1,926 6,991 -5,855 2,464 1,431 -6,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 7.9 10.7 47.0 62.5 88.9 81.1 11.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
229 104 186 229 327 547 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,349
COMMITMENTS
3,501 1,509 438 6,616 10,962 10,555 12,909 3,794 1,440
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 427)
16 50 77 262 100 355 227 72 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 10.5 3.1 46.1 76.4 73.6 90.0 26.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 3 7 16 13 40 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,217
COMMITMENTS
182,690 34,701 70,077 255,180 363,297 507,947 468,075 62,270 102,142
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 6,033)
-451 -3,310 6,016 5,501 4,828 11,066 7,534 -5,033 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 6.1 12.3 44.8 63.7 89.1 82.1 10.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
166 87 121 117 193 343 366
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,933
COMMITMENTS
19,563 3,951 329 4 2,787 19,896 7,067 4,037 16,866
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -890)
-1,034 -132 96 -3 -325 -941 -361 51 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 16.5 1.4 0.0 11.6 83.1 29.5 16.9 70.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
19 8 8 1 7 20 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,472
COMMITMENTS
59,869 21,228 46,788 146,481 200,355 253,138 268,371 30,334 15,101
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -12,584)
-7,813 932 3,777 -4,821 -15,631 -8,857 -10,922 -3,727 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 7.5 16.5 51.7 70.7 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
62 37 55 60 58 157 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,956
COMMITMENTS
227,760 211,325 11,210 669,396 654,441 908,366 876,976 141,590 172,980
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -42,904)
-29,725 -15,850 4,481 -8,942 -15,535 -34,186 -26,904 -8,718 -16,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 20.1 1.1 63.8 62.3 86.5 83.5 13.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
41 46 30 69 80 124 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 235,150
COMMITMENTS
58,870 17,232 20,272 116,599 179,258 195,741 216,762 39,409 18,388
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,448)
-6,920 -414 569 4,057 -2,496 -2,294 -2,341 -154 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 7.3 8.6 49.6 76.2 83.2 92.2 16.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
61 25 40 66 54 148 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,697
COMMITMENTS
7,368 334 941 6,056 15,574 14,365 16,849 3,332 848
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 508)
850 -36 42 29 548 921 554 -413 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 1.9 5.3 34.2 88.0 81.2 95.2 18.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
35 3 12 26 19 63 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,186,881
COMMITMENTS
302,636 332,457 14,279 741,841 737,200 1058756 1083936 128,125 102,945
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -35,682)
25,226 143,239 -3,034 -4,206 11,108 17,986 151,313 -53,668 -186,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 28.0 1.2 62.5 62.1 89.2 91.3 10.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 43 22 96 87 168 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,539,795
COMMITMENTS
528,080 418,755 92,913 1577603 1597474 2198596 2109142 341,199 430,653
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -32,151)
-41,693 20,314 582 18,653 -22,434 -22,458 -1,538 -9,693 -30,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 16.5 3.7 62.1 62.9 86.6 83.0 13.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
51 68 41 119 124 193 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,967,451
COMMITMENTS
317,309 475,170 84,715 1318362 1179589 1720386 1739474 247,065 227,977
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -52,084)
-11,967 -97,199 15,629 -45,178 58,729 -41,516 -22,841 -10,568 -29,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.2 4.3 67.0 60.0 87.4 88.4 12.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
45 43 34 90 87 153 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 432,967
COMMITMENTS
145,739 105,970 41,093 220,337 249,529 407,169 396,592 25,798 36,375
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 27,919)
24,576 45,307 560 9,532 29,187 34,668 75,054 -6,749 -47,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 24.5 9.5 50.9 57.6 94.0 91.6 6.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
29 33 30 50 58 96 105
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,027
COMMITMENTS
3,286 911 75 1,538 7,090 4,899 8,076 9,128 5,951
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,295)
-537 -1,062 -731 -348 -466 -1,616 -2,259 -679 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 6.5 0.5 11.0 50.5 34.9 57.6 65.1 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 2 4 8 14 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,974
COMMITMENTS
12,090 12,946 179 12,636 10,412 24,905 23,537 4,069 5,437
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 748)
2,021 -1,375 34 185 2,471 2,240 1,130 -1,492 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 44.7 0.6 43.6 35.9 86.0 81.2 14.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 21 5 12 7 30 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,011
COMMITMENTS
42,223 26,998 1,449 25,800 41,822 69,472 70,269 18,539 17,742
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -6,742)
-1,786 6,152 3 2,045 -11,247 262 -5,092 -7,004 -1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 30.7 1.6 29.3 47.5 78.9 79.8 21.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
41 41 5 17 18 60 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,013
COMMITMENTS
11,504 10,832 824 42,292 43,291 54,620 54,947 393 66
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -1,201)
98 -293 -60 -1,176 -770 -1,138 -1,123 -63 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 19.7 1.5 76.9 78.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 17 4 17 11 28 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,338
COMMITMENTS
1,307 1,465 353 13,486 13,377 15,146 15,195 192 143
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,316)
-4,762 -2,622 243 2,123 876 -2,396 -1,503 80 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.6 2.3 87.9 87.2 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 2 8 8 16 14
Updated February 1, 2008