WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,390
COMMITMENTS
96,835 88,491 81,907 203,124 177,460 381,866 347,858 40,524 74,532
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -818)
3,287 2,769 -1,814 -390 -2,195 1,083 -1,240 -1,901 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 21.0 19.4 48.1 42.0 90.4 82.4 9.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
118 121 147 80 116 297 314
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,232,612
COMMITMENTS
351,075 125,025 162,195 587,180 694,646 1100450 981,866 132,162 250,746
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 41,818)
27,351 -9,319 8,876 557 34,552 36,784 34,109 5,034 7,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 10.1 13.2 47.6 56.4 89.3 79.7 10.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696)
193 125 165 203 282 488 519
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,480
COMMITMENTS
4,720 592 196 6,348 9,742 11,264 10,530 3,216 3,950
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -335)
-50 -6 -452 -84 487 -586 29 251 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 4.1 1.4 43.8 67.3 77.8 72.7 22.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
26 4 4 17 12 44 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 573,768
COMMITMENTS
172,087 26,402 71,969 272,478 382,401 516,534 480,772 57,234 92,996
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,645)
9,447 -132 -11,665 -3,298 7,542 -5,516 -4,255 3,871 2,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 4.6 12.5 47.5 66.6 90.0 83.8 10.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
175 74 130 105 212 347 384
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,510
COMMITMENTS
14,846 2,085 1,390 0 650 16,236 4,125 3,274 15,385
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 885)
1,055 -165 57 0 416 1,112 308 -227 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 10.7 7.1 0.0 3.3 83.2 21.1 16.8 78.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
15 5 8 0 3 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 298,199
COMMITMENTS
80,648 14,708 40,558 149,383 227,663 270,589 282,929 27,610 15,270
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 7,505)
3,990 996 -942 6,363 7,944 9,411 7,998 -1,906 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.9 13.6 50.1 76.3 90.7 94.9 9.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
84 28 51 63 57 177 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,729
COMMITMENTS
203,795 174,477 7,784 624,574 646,254 836,153 828,515 162,576 170,214
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 19,184)
23,610 -7,381 2,585 -17,586 15,666 8,609 10,870 10,575 8,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 17.5 0.8 62.5 64.7 83.7 83.0 16.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
39 37 20 73 70 123 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 247,588
COMMITMENTS
78,801 6,484 32,400 95,282 188,427 206,483 227,311 41,105 20,277
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 11,156)
4,001 -67 5,621 2,432 6,689 12,054 12,243 -898 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 2.6 13.1 38.5 76.1 83.4 91.8 16.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
72 24 54 52 49 159 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,145
COMMITMENTS
6,502 327 1,898 6,623 14,951 15,023 17,176 3,122 969
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 27)
1,485 -114 -346 -1,099 440 40 -20 -13 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 1.8 10.5 36.5 82.4 82.8 94.7 17.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 6 13 30 18 72 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,073,747
COMMITMENTS
268,127 269,816 8,111 661,187 696,414 937,425 974,341 136,322 99,406
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 54,839)
19,914 31,387 -156 30,901 22,853 50,659 54,084 4,180 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 25.1 0.8 61.6 64.9 87.3 90.7 12.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
58 40 15 100 82 162 133
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,680,029
COMMITMENTS
774,242 381,601 83,805 1468306 1807583 2326353 2272989 353,676 407,040
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 138,582)
89,806 8,208 12,198 36,705 153,487 138,709 173,893 -127 -35,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 14.2 3.1 54.8 67.4 86.8 84.8 13.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
52 76 38 112 132 188 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,812,283
COMMITMENTS
395,339 404,761 44,928 1144345 1140780 1584612 1590469 227,671 221,814
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 79,512)
-32,672 52,784 14,182 115,860 14,078 97,370 81,044 -17,858 -1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 22.3 2.5 63.1 62.9 87.4 87.8 12.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
54 43 26 92 82 159 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 369,937
COMMITMENTS
54,087 71,236 38,879 246,040 221,444 339,006 331,559 30,931 38,378
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -105,787)
-33,073 -50,894 -33,390 -36,352 -31,754 -102,815 -116,038 -2,972 10,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 19.3 10.5 66.5 59.9 91.6 89.6 8.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
25 36 30 49 65 94 114
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,742
COMMITMENTS
6,792 5,156 788 2,839 8,006 10,419 13,950 12,323 8,792
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,248)
186 -905 -147 459 368 498 -684 750 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 22.7 3.5 12.5 35.2 45.8 61.3 54.2 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 10 5 7 10 27 22
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,320
COMMITMENTS
14,255 11,231 243 15,104 16,197 29,602 27,671 4,718 6,649
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -37)
1,241 579 153 -2,129 -1,213 -735 -481 698 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 32.7 0.7 44.0 47.2 86.3 80.6 13.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 20 8 13 11 37 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,630
COMMITMENTS
38,981 39,020 662 47,680 54,852 87,323 94,534 18,307 11,096
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -2,028)
-1,823 646 -322 -3,284 -3,062 -5,429 -2,738 3,401 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 36.9 0.6 45.1 51.9 82.7 89.5 17.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
49 28 6 23 17 74 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,069
COMMITMENTS
7,368 18,558 1,666 47,762 36,744 56,796 56,968 273 101
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,306)
2,548 -905 1,048 -2,403 1,228 1,193 1,371 113 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 32.5 2.9 83.7 64.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 14 5 15 13 26 31
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,346
COMMITMENTS
9,687 3,964 7 7,651 13,313 17,345 17,284 1 62
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 2,012)
543 -346 7 1,462 2,344 2,012 2,005 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 22.9 0.0 44.1 76.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 1 4 6 15 12
Updated November 9, 2007