WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 586,730
COMMITMENTS
99,097 73,453 184,942 249,929 252,490 533,967 510,885 52,763 75,845
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 8,722)
-8,886 -3,568 3,743 10,356 6,877 5,212 7,052 3,510 1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.5 31.5 42.6 43.0 91.0 87.1 9.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
129 129 183 98 137 347 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,994,131
COMMITMENTS
376,045 84,105 559,462 847,512 1019503 1783019 1663071 211,112 331,060
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 14,952)
-3,925 4,359 5,757 13,059 -14,727 14,890 -4,611 62 19,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 4.2 28.1 42.5 51.1 89.4 83.4 10.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 788)
251 115 242 291 363 644 643
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,400
COMMITMENTS
3,296 1,470 682 6,651 10,971 10,629 13,123 3,771 1,276
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -218)
-778 195 7 799 -453 28 -252 -246 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 10.2 4.7 46.2 76.2 73.8 91.1 26.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 9 18 15 44 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 783,498
COMMITMENTS
156,142 31,569 225,029 306,003 393,607 687,174 650,205 96,324 133,293
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -7,524)
-11,004 -1,083 4,847 4,250 -15,119 -1,907 -11,355 -5,617 3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.0 28.7 39.1 50.2 87.7 83.0 12.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
187 104 170 140 213 398 433
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,823
COMMITMENTS
20,597 4,083 233 7 3,112 20,837 7,428 3,986 17,395
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 888)
1,240 425 -199 0 124 1,041 350 -153 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.0 16.4 0.9 0.0 12.5 83.9 29.9 16.1 70.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 9 8 1 8 21 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 342,589
COMMITMENTS
59,993 19,652 77,939 168,333 226,302 306,265 323,893 36,324 18,696
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 9,372)
-4,617 3,285 3,645 8,751 1,484 7,779 8,414 1,593 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.7 22.8 49.1 66.1 89.4 94.5 10.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
65 37 57 62 64 161 133
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,359,549
COMMITMENTS
271,854 225,498 138,702 788,969 784,090 1199525 1148290 160,023 211,259
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 83,859)
43,978 19,942 26,657 23,640 35,559 94,274 82,158 -10,416 1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 16.6 10.2 58.0 57.7 88.2 84.5 11.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
37 64 64 87 93 166 179
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 269,069
COMMITMENTS
61,240 15,279 43,702 121,238 189,878 226,180 248,860 42,889 20,209
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,864)
-6,995 2,547 3,650 10,751 -4,032 7,406 2,165 -4,542 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 5.7 16.2 45.1 70.6 84.1 92.5 15.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
71 33 56 72 65 175 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,034
COMMITMENTS
6,512 410 1,392 6,287 15,187 14,191 16,990 3,843 1,044
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,170)
-1,641 46 29 290 -1,471 -1,322 -1,396 153 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 2.3 7.7 34.9 84.2 78.7 94.2 21.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 7 12 23 18 58 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,272,906
COMMITMENTS
272,878 185,640 46,803 768,229 746,582 1087910 979,025 184,996 293,881
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 158,621)
-44,772 9,122 10,038 166,176 -46,027 131,441 -26,867 27,180 185,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 14.6 3.7 60.4 58.7 85.5 76.9 14.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
62 51 36 97 100 176 171
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,725,727
COMMITMENTS
577,635 308,383 654,612 2115014 2270985 3347262 3233980 378,466 491,747
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 345,447)
2,265 -18,996 144,211 203,894 183,753 350,370 308,969 -4,923 36,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 8.3 17.6 56.8 61.0 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
62 74 87 138 154 244 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,484,417
COMMITMENTS
325,116 552,350 309,268 1573959 1362735 2208342 2224353 276,075 260,064
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 125,379)
-34,395 -4,764 72,835 97,083 37,027 135,522 105,097 -10,144 20,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 22.2 12.4 63.4 54.9 88.9 89.5 11.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
46 51 54 103 97 178 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 626,619
COMMITMENTS
116,172 52,679 199,075 274,732 285,506 589,979 537,261 36,640 89,359
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 47,364)
-26,373 -17,786 50,776 22,643 -26,667 47,046 6,323 318 41,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 8.4 31.8 43.8 45.6 94.2 85.7 5.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
32 34 43 58 62 107 123
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,250
COMMITMENTS
3,870 2,003 1,353 1,886 7,556 7,108 10,912 10,141 6,338
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -180)
-1,246 929 83 126 -201 -1,038 811 858 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 11.6 7.8 10.9 43.8 41.2 63.3 58.8 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 4 6 4 8 17 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,464
COMMITMENTS
9,605 14,288 1,785 12,958 8,397 24,348 24,470 6,117 5,995
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 143)
-72 34 275 -447 -502 -244 -193 387 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 46.9 5.9 42.5 27.6 79.9 80.3 20.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 20 10 12 8 37 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,199
COMMITMENTS
44,594 20,885 2,425 26,276 56,249 73,295 79,559 25,904 19,639
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 14,796)
10,924 -15 -870 -3,916 8,183 6,139 7,298 8,657 7,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 21.1 2.4 26.5 56.7 73.9 80.2 26.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
45 28 13 18 21 67 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,214
COMMITMENTS
11,406 11,125 884 43,468 44,061 55,758 56,070 456 144
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -36)
-142 1,270 -92 201 -1,262 -33 -84 -3 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.8 1.6 77.3 78.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 17 4 17 12 29 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,654
COMMITMENTS
6,069 4,087 110 11,363 12,501 17,542 16,698 112 956
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,081)
-3,796 774 0 4,960 -517 1,164 257 -83 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 23.2 0.6 64.4 70.8 99.4 94.6 0.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 1 9 9 16 16
Updated January 25, 2008