WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 485,252
COMMITMENTS
87,072 72,657 126,157 226,866 210,851 440,096 409,665 45,156 75,587
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 10,330)
4,298 -3,287 8,047 2,927 14,466 15,272 19,227 -4,941 -8,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 15.0 26.0 46.8 43.5 90.7 84.4 9.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
118 122 165 85 121 310 326
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,426,948
COMMITMENTS
275,588 74,010 298,130 674,835 781,032 1248553 1153173 178,395 273,775
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -31,221)
-13,122 -11,402 840 -12,482 -11,828 -24,764 -22,390 -6,457 -8,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.2 20.9 47.3 54.7 87.5 80.8 12.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
178 118 204 265 321 554 566
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,804
COMMITMENTS
2,743 676 543 6,171 8,605 9,457 9,824 2,347 1,980
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,716)
-811 -12 123 -540 -395 -1,227 -283 -489 -1,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 5.7 4.6 52.3 72.9 80.1 83.2 19.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 7 6 17 13 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 749,085
COMMITMENTS
170,561 32,840 185,023 307,799 408,475 663,383 626,338 85,702 122,746
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -15,650)
-11,709 2,894 -4,073 -10,488 -20,670 -26,270 -21,848 10,619 6,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 4.4 24.7 41.1 54.5 88.6 83.6 11.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
190 94 176 139 213 411 429
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,705
COMMITMENTS
16,673 1,615 1,317 0 848 17,990 3,780 3,715 17,925
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 114)
68 130 -115 0 68 -47 83 161 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 7.4 6.1 0.0 3.9 82.9 17.4 17.1 82.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 8 0 3 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 360,244
COMMITMENTS
71,478 16,413 76,554 177,260 247,421 325,293 340,389 34,952 19,855
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 13,987)
-1,054 1,453 2,734 3,752 4,939 5,432 9,126 8,555 4,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.6 21.3 49.2 68.7 90.3 94.5 9.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
76 36 68 64 61 186 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,169,411
COMMITMENTS
220,697 161,342 96,908 672,961 717,454 990,566 975,703 178,845 193,708
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 40,058)
9,249 -8,938 42,710 -38,413 1,406 13,546 35,179 26,513 4,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 13.8 8.3 57.5 61.4 84.7 83.4 15.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 41 48 83 87 146 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 262,419
COMMITMENTS
76,296 10,468 41,227 97,812 189,243 215,335 240,938 47,084 21,481
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -5,395)
-935 2,045 -2,263 -3,736 -7,059 -6,935 -7,277 1,539 1,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 4.0 15.7 37.3 72.1 82.1 91.8 17.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
68 28 55 60 61 162 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,857
COMMITMENTS
8,123 10 2,740 6,602 16,891 17,465 19,641 3,393 1,216
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 438)
53 -43 -35 144 396 162 319 276 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 0.0 13.1 31.7 81.0 83.7 94.2 16.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
36 3 13 24 19 65 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,109,244
COMMITMENTS
319,688 189,175 37,019 627,841 747,494 984,549 973,689 124,695 135,555
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 73,696)
66,428 -3,069 12,393 3,811 55,979 82,633 65,303 -8,937 8,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 17.1 3.3 56.6 67.4 88.8 87.8 11.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
55 48 28 96 94 165 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,217,980
COMMITMENTS
738,872 254,437 365,703 1734831 2153867 2839406 2774008 378,573 443,971
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 206,887)
-65,459 -18,154 40,859 88,982 129,051 64,383 151,756 142,504 55,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 7.9 11.4 53.9 66.9 88.2 86.2 11.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
57 58 66 129 139 218 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,332,896
COMMITMENTS
480,233 421,673 206,633 1376926 1437631 2063791 2065936 269,104 266,960
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 238,605)
89,764 69,444 32,046 72,902 109,783 194,711 211,273 43,894 27,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 18.1 8.9 59.0 61.6 88.5 88.6 11.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
49 42 43 107 99 177 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 792,458
COMMITMENTS
76,810 93,250 262,357 417,767 396,742 756,934 752,349 35,524 40,110
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 46,757)
16,963 -23,625 21,860 8,965 47,751 47,787 45,985 -1,030 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.8 33.1 52.7 50.1 95.5 94.9 4.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 56 58 78 79 146 151
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,516
COMMITMENTS
2,926 1,296 1,418 2,386 8,890 6,730 11,605 10,786 5,911
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -2,113)
-608 33 -240 -368 87 -1,216 -120 -897 -1,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 7.4 8.1 13.6 50.8 38.4 66.3 61.6 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 6 4 8 10 20 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,719
COMMITMENTS
13,507 11,726 1,449 16,937 15,710 31,893 28,885 5,826 8,834
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 476)
544 -314 56 -672 -1,590 -72 -1,848 548 2,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 31.1 3.8 44.9 41.6 84.6 76.6 15.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 18 11 16 11 42 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,791
COMMITMENTS
35,911 30,261 1,777 47,634 60,997 85,322 93,035 21,469 13,757
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -4,935)
-1,313 1,146 188 6,184 864 5,059 2,199 -9,994 -7,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 28.3 1.7 44.6 57.1 79.9 87.1 20.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 29 14 25 21 72 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,897
COMMITMENTS
6,372 13,690 1,671 46,506 39,382 54,549 54,743 348 154
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,906)
-365 -1,161 9 -1,517 -832 -1,873 -1,984 -33 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 24.9 3.0 84.7 71.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 5 16 14 27 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,188
COMMITMENTS
6,620 1,131 1,881 11,650 17,127 20,151 20,139 37 49
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 3,818)
3,383 -2,587 1,692 -1,293 4,711 3,782 3,816 36 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.6 9.3 57.7 84.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 2 7 7 17 14
Updated November 30, 2007