WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 503,958
COMMITMENTS
91,789 77,405 137,193 232,091 217,679 461,073 432,277 42,885 71,681
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 18,705)
4,717 4,748 11,036 5,224 6,828 20,977 22,612 -2,272 -3,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 15.4 27.2 46.1 43.2 91.5 85.8 8.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
123 121 154 84 120 309 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,445,029
COMMITMENTS
297,871 73,663 310,110 668,131 792,248 1276111 1176021 168,917 269,008
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 18,081)
22,283 -347 11,979 -6,703 11,216 27,558 22,848 -9,477 -4,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 5.1 21.5 46.2 54.8 88.3 81.4 11.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
206 147 220 249 327 571 592
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,855
COMMITMENTS
2,255 735 639 5,465 8,029 8,359 9,403 2,496 1,452
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -949)
-487 59 96 -706 -575 -1,098 -421 148 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.8 5.9 50.3 74.0 77.0 86.6 23.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 6 6 15 12 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 760,077
COMMITMENTS
173,130 31,564 200,448 297,758 399,022 671,335 631,033 88,742 129,044
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 10,992)
2,569 -1,276 15,424 -10,040 -9,454 7,953 4,695 3,040 6,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 4.2 26.4 39.2 52.5 88.3 83.0 11.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
193 97 178 141 209 424 425
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 349,507
COMMITMENTS
74,732 17,492 75,769 168,087 236,655 318,588 329,916 30,919 19,591
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -10,737)
3,254 1,078 -785 -9,172 -10,766 -6,704 -10,473 -4,033 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.0 21.7 48.1 67.7 91.2 94.4 8.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
80 40 63 64 65 182 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,166,084
COMMITMENTS
227,718 165,270 95,963 676,380 714,666 1000061 975,899 166,023 190,185
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,327)
7,021 3,928 -944 3,419 -2,788 9,496 196 -12,823 -3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 14.2 8.2 58.0 61.3 85.8 83.7 14.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 44 51 79 88 143 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 265,907
COMMITMENTS
81,442 6,315 41,593 96,599 198,126 219,633 246,035 46,274 19,872
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 3,488)
5,145 -4,153 366 -1,213 8,884 4,298 5,097 -810 -1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 2.4 15.6 36.3 74.5 82.6 92.5 17.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
78 24 50 60 62 164 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,854
COMMITMENTS
8,139 1 1,801 6,558 16,769 16,498 18,572 4,356 2,282
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3)
16 -9 -938 -44 -122 -966 -1,069 963 1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 0.0 8.6 31.4 80.4 79.1 89.1 20.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
33 2 12 25 18 61 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,015,228
COMMITMENTS
338,093 177,536 31,578 532,608 675,264 902,279 884,378 112,948 130,849
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -94,016)
18,405 -11,639 -5,441 -95,233 -72,231 -82,270 -89,311 -11,747 -4,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 17.5 3.1 52.5 66.5 88.9 87.1 11.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
59 41 29 99 99 169 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,229,579
COMMITMENTS
819,088 287,587 396,828 1629266 2090118 2845182 2774533 384,397 455,046
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 11,600)
80,216 33,149 31,125 -105,565 -63,749 5,775 525 5,824 11,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 8.9 12.3 50.4 64.7 88.1 85.9 11.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
54 63 69 128 138 218 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,242,918
COMMITMENTS
463,214 499,304 207,415 1317627 1289648 1988257 1996367 254,661 246,551
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -89,978)
-17,018 77,632 783 -59,299 -147,983 -75,534 -69,568 -14,443 -20,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 22.3 9.2 58.7 57.5 88.6 89.0 11.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
49 46 42 96 96 166 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 527,073
COMMITMENTS
72,317 96,010 109,499 313,159 288,335 494,976 493,844 32,098 33,229
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -265,385)
-4,493 2,760 -152,857 -104,607 -108,407 -261,958 -258,505 -3,427 -6,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.2 20.8 59.4 54.7 93.9 93.7 6.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 34 39 61 59 111 110
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 15,712
COMMITMENTS
3,166 523 1,626 2,094 8,140 6,886 10,289 8,827 5,424
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,804)
239 -774 208 -292 -750 155 -1,316 -1,959 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.3 10.3 13.3 51.8 43.8 65.5 56.2 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 6 7 9 19 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 37,343
COMMITMENTS
14,403 12,743 1,344 16,507 14,042 32,254 28,129 5,088 9,213
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -376)
896 1,017 -105 -430 -1,668 362 -755 -738 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 34.1 3.6 44.2 37.6 86.4 75.3 13.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 19 11 15 10 42 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 104,907
COMMITMENTS
33,189 36,513 2,614 49,553 53,570 85,357 92,698 19,550 12,209
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,884)
-2,722 6,252 838 1,919 -7,427 35 -337 -1,920 -1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 34.8 2.5 47.2 51.1 81.4 88.4 18.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
43 35 17 26 25 73 73
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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