WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,270
COMMITMENTS
93,857 87,957 70,757 221,481 203,838 386,095 362,552 40,175 63,718
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,641)
-5,334 -1,454 2,815 6,433 3,504 3,914 4,865 -2,273 -3,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 20.6 16.6 52.0 47.8 90.6 85.1 9.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
110 114 118 79 111 272 285
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,222,721
COMMITMENTS
394,472 83,520 108,443 587,451 794,288 1090366 986,251 132,355 236,470
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 34,556)
28,697 -5,505 -954 7,516 38,112 35,259 31,653 -703 2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 6.8 8.9 48.0 65.0 89.2 80.7 10.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
211 82 126 198 307 467 484
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,101
COMMITMENTS
2,940 605 149 5,477 8,956 8,566 9,710 2,535 1,391
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 621)
366 -67 3 350 516 719 452 -98 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 5.4 1.3 49.3 80.7 77.2 87.5 22.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 3 4 14 11 35 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 586,724
COMMITMENTS
183,434 38,312 77,155 255,380 363,594 515,969 479,061 70,755 107,663
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 2,304)
-598 9,558 4,091 3,793 -3,526 7,286 10,123 -4,982 -7,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 6.5 13.2 43.5 62.0 87.9 81.7 12.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
186 93 156 122 195 395 397
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,688
COMMITMENTS
16,400 1,330 1,794 10 852 18,204 3,976 3,484 17,712
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,147)
-940 -1,500 630 10 63 -300 -807 -847 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.6 6.1 8.3 0.0 3.9 83.9 18.3 16.1 81.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 6 10 1 3 18 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,530
COMMITMENTS
77,941 20,994 35,952 153,436 223,236 267,329 280,182 32,201 19,348
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 4,078)
-2,817 1,213 1,720 2,480 -1,323 1,383 1,610 2,695 2,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 7.0 12.0 51.2 74.5 89.2 93.5 10.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
69 38 49 61 54 160 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 942,295
COMMITMENTS
147,595 167,893 5,340 640,132 608,605 793,067 781,838 149,228 160,457
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 563)
-10,720 5,003 -3,496 25,100 -3,411 10,884 -1,904 -10,321 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 17.8 0.6 67.9 64.6 84.2 83.0 15.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 33 16 71 76 116 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 254,668
COMMITMENTS
87,178 13,379 27,457 94,752 195,016 209,387 235,852 45,281 18,816
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 5,352)
1,507 5,344 -1,139 4,416 1,121 4,784 5,326 568 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 5.3 10.8 37.2 76.6 82.2 92.6 17.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
80 26 47 62 57 173 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,051
COMMITMENTS
7,168 583 1,024 6,498 15,714 14,690 17,321 3,361 730
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -3,386)
-364 -66 112 -267 -204 -519 -158 -2,867 -3,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 3.2 5.7 36.0 87.1 81.4 96.0 18.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 4 11 28 15 62 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,002,717
COMMITMENTS
276,184 158,870 19,963 585,722 729,558 881,869 908,391 120,848 94,326
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -10,233)
-46,691 -32,864 -551 44,012 39,967 -3,230 6,552 -7,003 -16,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 15.8 2.0 58.4 72.8 87.9 90.6 12.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
51 40 15 94 95 152 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,254,582
COMMITMENTS
658,688 365,698 29,816 1240872 1455367 1929376 1850881 325,206 403,701
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -166,279)
-105,888 -22,481 -10,497 -31,764 -112,414 -148,149 -145,392 -18,130 -20,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 16.2 1.3 55.0 64.6 85.6 82.1 14.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
52 54 32 102 122 170 193
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,849,153
COMMITMENTS
386,946 511,013 20,984 1200808 1099446 1608738 1631443 240,415 217,710
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -27,040)
-32,827 6,624 -19,210 32,991 -10,882 -19,046 -23,468 -7,994 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.6 1.1 64.9 59.5 87.0 88.2 13.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
39 49 18 90 78 139 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 435,729
COMMITMENTS
111,044 115,438 17,069 279,737 274,851 407,850 407,358 27,879 28,371
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 15,661)
26,956 -6,113 -6,017 -1,967 31,865 18,972 19,735 -3,311 -4,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 26.5 3.9 64.2 63.1 93.6 93.5 6.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 39 27 47 47 89 94
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,998
COMMITMENTS
3,076 1,006 1,298 1,777 8,416 6,151 10,720 8,847 4,278
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,182)
-901 -1,078 -56 -73 89 -1,030 -1,045 -152 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 6.7 8.7 11.8 56.1 41.0 71.5 59.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 4 4 10 14 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,771
COMMITMENTS
14,693 14,084 1,234 21,872 18,780 37,799 34,098 5,972 9,673
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 4,802)
-232 974 254 3,949 3,289 3,971 4,517 831 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 32.2 2.8 50.0 42.9 86.4 77.9 13.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 21 11 18 14 40 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,189
COMMITMENTS
36,388 40,092 5,885 47,652 55,468 89,925 101,445 31,264 19,744
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 23,443)
2,403 -1,307 4,315 7,725 12,416 14,443 15,424 9,000 8,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 33.1 4.9 39.3 45.8 74.2 83.7 25.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 30 25 27 23 81 67
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 51,642
COMMITMENTS
6,929 10,155 1,579 42,866 39,796 51,374 51,530 268 112
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -188)
140 -3,947 60 -376 3,716 -176 -171 -12 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 19.7 3.1 83.0 77.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 17 3 16 9 24 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,200
COMMITMENTS
9,697 4,326 150 7,308 12,686 17,155 17,162 45 38
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -5,256)
4,219 3,615 -1,905 -7,604 -6,958 -5,290 -5,248 34 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.4 25.2 0.9 42.5 73.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 2 7 9 14 16
Updated December 21, 2007