WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,771
COMMITMENTS
93,698 82,742 65,752 209,913 194,184 369,363 342,678 39,408 66,093
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 543)
6,094 5,678 -3,747 499 2,603 2,846 4,534 -2,303 -3,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 20.2 16.1 51.4 47.5 90.4 83.8 9.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
110 116 125 71 110 270 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,141,834
COMMITMENTS
338,809 80,653 111,742 564,711 715,159 1015262 907,554 126,572 234,280
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -16,721)
25,099 1,993 -14,845 -12,734 5,077 -2,480 -7,775 -14,241 -8,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 7.1 9.8 49.5 62.6 88.9 79.5 11.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 704)
206 128 163 184 303 481 520
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,214
COMMITMENTS
2,765 729 79 4,920 7,987 7,764 8,795 2,450 1,419
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,023)
-431 78 28 -748 -586 -1,151 -480 128 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 7.1 0.8 48.2 78.2 76.0 86.1 24.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 4 2 13 11 30 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 588,929
COMMITMENTS
178,459 34,868 85,044 261,773 364,687 525,276 484,599 63,653 104,330
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -2,910)
1,893 -1,605 5,479 -11,569 -10,864 -4,197 -6,990 1,287 4,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 5.9 14.4 44.4 61.9 89.2 82.3 10.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
192 80 129 111 194 368 372
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,264
COMMITMENTS
15,880 2,235 1,115 0 703 16,995 4,053 4,269 17,211
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -441)
-793 620 -202 0 -145 -995 273 554 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 10.5 5.2 0.0 3.3 79.9 19.1 20.1 80.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 8 9 0 2 17 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 307,668
COMMITMENTS
90,729 20,676 41,929 147,248 227,690 279,906 290,295 27,762 17,373
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -11,052)
6,164 1,334 -3,319 -9,485 -8,120 -6,640 -10,105 -4,412 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 6.7 13.6 47.9 74.0 91.0 94.4 9.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
81 36 53 60 59 175 129
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,003,926
COMMITMENTS
225,590 167,532 7,855 611,125 650,206 844,570 825,593 159,356 178,333
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -30,254)
1,111 3,767 -11,100 -8,469 -17,996 -18,458 -25,329 -11,796 -4,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 16.7 0.8 60.9 64.8 84.1 82.2 15.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
40 38 23 70 79 119 131
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 247,297
COMMITMENTS
81,909 7,656 29,664 92,163 191,306 203,736 228,626 43,561 18,671
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,729)
5,094 -3,715 -498 -1,766 7,608 2,830 3,395 -1,101 -1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 3.1 12.0 37.3 77.4 82.4 92.4 17.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
75 22 42 58 56 157 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,453
COMMITMENTS
7,728 522 1,007 6,504 15,781 15,239 17,310 4,214 2,143
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 7)
-2 -50 -950 -59 -128 -1,011 -1,128 1,018 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 2.7 5.2 33.4 81.1 78.3 89.0 21.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
30 5 12 25 15 61 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 995,457
COMMITMENTS
337,963 176,072 23,436 522,021 667,745 883,420 867,253 112,037 128,204
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -95,681)
18,594 -14,253 -5,415 -97,446 -73,283 -84,267 -92,951 -11,414 -2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 17.7 2.4 52.4 67.1 88.7 87.1 11.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
58 39 21 91 97 156 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,544,543
COMMITMENTS
795,185 353,098 48,376 1338652 1716382 2182213 2117856 362,330 426,687
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -92,460)
70,489 37,536 -21,513 -154,429 -127,792 -105,453 -111,769 12,993 19,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 13.9 1.9 52.6 67.5 85.8 83.2 14.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
45 66 29 105 120 167 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,946,926
COMMITMENTS
472,388 504,832 57,567 1175103 1145129 1705058 1707528 241,868 239,398
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -141,574)
-24,244 79,280 -23,069 -77,551 -175,950 -124,864 -119,739 -16,710 -21,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 25.9 3.0 60.4 58.8 87.6 87.7 12.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
46 47 20 84 85 137 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 373,319
COMMITMENTS
68,305 82,067 23,681 252,752 236,583 344,738 342,331 28,581 30,988
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -101,968)
-5,033 -12,822 -32,562 -63,727 -52,549 -101,322 -97,933 -646 -4,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 22.0 6.3 67.7 63.4 92.3 91.7 7.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 31 25 50 50 90 89
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,254
COMMITMENTS
3,300 488 1,426 2,094 8,140 6,820 10,054 8,434 5,200
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,875)
297 -789 244 -292 -750 249 -1,295 -2,124 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 3.2 9.3 13.7 53.4 44.7 65.9 55.3 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 6 7 9 19 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,127
COMMITMENTS
14,397 12,642 955 16,227 13,806 31,579 27,403 4,548 8,724
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -263)
921 1,123 -119 -407 -1,631 395 -627 -658 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 35.0 2.6 44.9 38.2 87.4 75.9 12.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 19 8 15 9 38 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,646
COMMITMENTS
32,947 37,309 829 46,637 49,673 80,413 87,811 19,233 11,835
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -2,023)
-1,822 7,111 -119 1,758 -7,367 -183 -375 -1,840 -1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 37.4 0.8 46.8 49.8 80.7 88.1 19.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
42 34 10 24 23 68 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,345
COMMITMENTS
8,946 13,903 1,619 43,399 38,681 53,964 54,203 381 142
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -552)
2,574 213 -52 -3,107 -701 -585 -540 33 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 25.6 3.0 79.9 71.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 15 4 14 14 23 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,588
COMMITMENTS
6,452 399 659 9,393 15,464 16,504 16,522 84 66
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,600)
-168 -732 -1,222 -2,257 -1,663 -3,647 -3,617 47 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 2.4 4.0 56.6 93.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 2 6 8 14 15
Updated December 7, 2007