WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 562,246
COMMITMENTS
85,668 73,930 193,957 237,461 214,085 517,086 481,972 45,160 80,274
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 3,916)
262 3,184 2,844 2,036 -1,035 5,142 4,993 -1,226 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.1 34.5 42.2 38.1 92.0 85.7 8.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
124 142 191 97 130 344 364
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,715,094
COMMITMENTS
292,899 86,385 502,356 734,332 830,730 1529587 1419471 185,507 295,623
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 67,333)
32,753 -544 19,071 5,997 42,629 57,821 61,157 9,512 6,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.0 29.3 42.8 48.4 89.2 82.8 10.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738)
207 144 260 274 316 618 614
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,891
COMMITMENTS
4,021 596 1,236 7,326 10,018 12,583 11,850 3,308 4,041
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -263)
-0 1 -455 -64 559 -519 104 257 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 3.8 7.8 46.1 63.0 79.2 74.6 20.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 8 6 18 14 45 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 718,137
COMMITMENTS
169,209 25,200 170,490 302,016 410,054 641,715 605,744 76,422 112,393
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 22,053)
11,572 741 2,330 47 12,056 13,950 15,127 8,103 6,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 3.5 23.7 42.1 57.1 89.4 84.3 10.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
174 90 160 139 223 394 423
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 353,411
COMMITMENTS
76,249 12,264 70,929 175,424 251,985 322,602 335,177 30,809 18,234
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 14,424)
4,966 144 2,707 7,043 10,794 14,716 13,645 -292 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.5 20.1 49.6 71.3 91.3 94.8 8.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
81 34 59 68 65 186 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,148,292
COMMITMENTS
193,372 168,785 91,415 692,753 703,498 977,540 963,698 170,752 184,594
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 39,538)
26,030 -6,712 7,937 -5,929 28,920 28,038 30,144 11,500 9,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 14.7 8.0 60.3 61.3 85.1 83.9 14.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 46 44 84 85 147 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 272,461
COMMITMENTS
76,578 4,790 49,194 102,132 197,186 227,903 251,170 44,558 21,291
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 13,429)
4,109 326 6,468 3,130 7,607 13,707 14,401 -278 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 1.8 18.1 37.5 72.4 83.6 92.2 16.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
73 25 63 53 55 164 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,167
COMMITMENTS
6,827 18 2,376 6,669 15,732 15,872 18,126 3,294 1,040
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 521)
1,727 -422 -49 -1,168 993 511 522 10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.1 12.4 34.8 82.1 82.8 94.6 17.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
40 2 13 30 22 73 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,099,079
COMMITMENTS
260,058 268,561 25,822 675,212 704,231 961,092 998,614 137,987 100,465
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 57,436)
17,780 30,418 2,804 32,252 23,619 52,836 56,842 4,600 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 24.4 2.3 61.4 64.1 87.4 90.9 12.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
56 46 25 104 87 172 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,506,584
COMMITMENTS
807,060 232,949 524,634 1794874 2315060 3126568 3072642 380,016 433,942
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 230,955)
91,383 -40,688 87,224 47,214 211,078 225,821 257,614 5,134 -26,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 6.6 15.0 51.2 66.0 89.2 87.6 10.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
75 62 87 142 158 252 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,086,212
COMMITMENTS
390,220 374,293 182,047 1269564 1300441 1841831 1856781 244,380 229,431
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 106,312)
-30,376 47,000 24,044 125,302 34,663 118,971 105,707 -12,659 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 17.9 8.7 60.9 62.3 88.3 89.0 11.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
52 47 39 105 94 179 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 661,887
COMMITMENTS
56,745 82,079 222,748 343,838 313,418 623,331 618,245 38,556 43,642
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -163,889)
-39,968 -23,798 -70,908 -51,663 -76,953 -162,539 -171,660 -1,350 7,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 12.4 33.7 51.9 47.4 94.2 93.4 5.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
35 44 57 70 80 136 152
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 23,893
COMMITMENTS
6,871 5,032 1,365 2,839 8,057 11,075 14,454 12,817 9,439
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,532)
282 -825 31 459 419 771 -375 761 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 21.1 5.7 11.9 33.7 46.4 60.5 53.6 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 13 8 7 11 30 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 35,760
COMMITMENTS
14,315 11,155 767 15,375 16,529 30,456 28,451 5,304 7,309
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 158)
1,217 558 309 -2,096 -1,132 -569 -265 727 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 31.2 2.1 43.0 46.2 85.2 79.6 14.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 20 11 13 12 40 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 110,290
COMMITMENTS
39,387 39,010 1,609 50,789 58,269 91,784 98,888 18,505 11,402
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,971)
-1,519 661 -374 -3,505 -2,911 -5,399 -2,624 3,427 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 35.4 1.5 46.1 52.8 83.2 89.7 16.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
50 29 15 25 19 79 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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