WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,176
COMMITMENTS
92,008 85,718 71,327 222,642 202,932 385,977 359,977 40,199 66,199
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -94)
-1,849 -2,239 570 1,161 -906 -118 -2,575 24 2,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.1 16.7 52.2 47.6 90.6 84.5 9.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
107 115 117 82 114 275 284
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,251,550
COMMITMENTS
415,935 92,323 105,245 598,937 819,553 1120117 1017121 131,433 234,429
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 28,829)
21,463 8,803 -3,198 11,486 25,265 29,751 30,870 -922 -2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 7.4 8.4 47.9 65.5 89.5 81.3 10.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
221 75 123 206 315 477 483
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,430
COMMITMENTS
2,942 648 156 5,532 9,152 8,630 9,956 2,800 1,474
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 329)
2 43 7 55 196 64 246 265 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 5.7 1.4 48.4 80.1 75.5 87.1 24.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 3 5 14 12 34 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 574,967
COMMITMENTS
179,981 30,225 75,019 251,442 368,333 506,442 473,577 68,525 101,390
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -11,757)
-3,453 -8,087 -2,136 -3,938 4,739 -9,527 -5,484 -2,230 -6,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 5.3 13.0 43.7 64.1 88.1 82.4 11.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
183 80 148 124 198 389 385
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,771
COMMITMENTS
15,632 1,623 2,112 8 658 17,752 4,393 3,019 16,378
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -917)
-768 293 318 -2 -194 -452 417 -465 -1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 7.8 10.2 0.0 3.2 85.5 21.1 14.5 78.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 6 9 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,171
COMMITMENTS
78,640 15,110 37,398 151,823 228,500 267,861 281,008 28,310 15,163
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -3,359)
699 -5,884 1,446 -1,613 5,264 532 826 -3,891 -4,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 5.1 12.6 51.3 77.2 90.4 94.9 9.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
81 27 51 64 60 174 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 930,611
COMMITMENTS
148,626 163,006 5,947 640,007 616,796 794,580 785,749 136,031 144,862
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -11,684)
1,031 -4,887 607 -125 8,191 1,513 3,911 -13,197 -15,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 17.5 0.6 68.8 66.3 85.4 84.4 14.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 30 18 66 78 110 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 254,466
COMMITMENTS
85,907 13,173 28,310 98,118 196,152 212,335 237,635 42,131 16,831
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -202)
-1,271 -206 853 3,366 1,136 2,948 1,783 -3,150 -1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 5.2 11.1 38.6 77.1 83.4 93.4 16.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
84 21 54 65 54 182 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,486
COMMITMENTS
7,671 270 1,285 6,376 16,263 15,332 17,818 3,154 668
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 435)
503 -313 261 -122 549 642 497 -207 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 1.5 7.0 34.5 88.0 82.9 96.4 17.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
33 4 11 29 19 66 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,002,403
COMMITMENTS
275,939 170,275 15,557 599,779 719,172 891,275 905,004 111,128 97,399
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -314)
-245 11,405 -4,406 14,057 -10,386 9,406 -3,387 -9,720 3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 17.0 1.6 59.8 71.7 88.9 90.3 11.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
51 39 12 91 94 148 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,178,038
COMMITMENTS
633,034 384,608 24,320 1237792 1411088 1895146 1820016 282,892 358,022
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -76,544)
-25,654 18,910 -5,496 -3,080 -44,279 -34,230 -30,865 -42,314 -45,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 17.7 1.1 56.8 64.8 87.0 83.6 13.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
48 57 30 100 110 165 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,802,695
COMMITMENTS
378,261 453,623 20,889 1185543 1110217 1584693 1584729 218,002 217,966
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -46,458)
-8,685 -57,390 -95 -15,265 10,771 -24,045 -46,714 -22,413 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 25.2 1.2 65.8 61.6 87.9 87.9 12.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
36 46 18 85 74 131 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 449,980
COMMITMENTS
117,523 112,990 18,248 284,673 288,369 420,444 419,607 29,536 30,373
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 14,251)
6,479 -2,448 1,179 4,936 13,518 12,594 12,249 1,657 2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 25.1 4.1 63.3 64.1 93.4 93.3 6.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
25 38 24 43 43 83 90
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,482
COMMITMENTS
4,446 760 1,304 1,151 9,252 6,901 11,316 8,581 4,166
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 484)
1,370 -246 6 -626 836 750 596 -266 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 4.9 8.4 7.4 59.8 44.6 73.1 55.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 4 3 4 12 18 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,330
COMMITMENTS
6,960 12,975 33 12,594 6,752 19,587 19,760 4,743 4,570
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -19,441)
-7,733 -1,109 -1,201 -9,278 -12,028 -18,212 -14,338 -1,229 -5,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 53.3 0.1 51.8 27.8 80.5 81.2 19.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 12 4 11 6 22 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,283
COMMITMENTS
33,522 18,514 1,181 20,709 37,710 55,412 57,405 10,871 8,878
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -54,906)
-2,866 -21,578 -4,704 -26,943 -17,758 -34,513 -44,040 -20,393 -10,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.6 27.9 1.8 31.2 56.9 83.6 86.6 16.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 22 4 17 14 51 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 51,855
COMMITMENTS
8,247 10,394 1,574 39,077 37,078 48,898 49,046 2,957 2,809
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 213)
1,318 239 -5 -3,789 -2,718 -2,476 -2,484 2,689 2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 20.0 3.0 75.4 71.5 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 16 3 16 10 24 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,214
COMMITMENTS
9,747 4,945 114 7,309 12,137 17,170 17,196 44 18
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 14)
50 619 -36 1 -549 15 34 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 28.7 0.7 42.5 70.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 7 1 9 8 15 16
Updated December 28, 2007