WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 529,374
COMMITMENTS
97,044 84,528 146,443 240,195 226,006 483,682 456,977 45,692 72,397
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 25,416)
5,255 7,123 9,250 8,104 8,328 22,609 24,701 2,808 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.0 27.7 45.4 42.7 91.4 86.3 8.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
123 128 152 84 120 309 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,538,786
COMMITMENTS
318,363 81,304 344,541 697,169 843,739 1360073 1269585 178,713 269,201
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 93,757)
20,492 7,641 34,432 29,038 51,492 83,962 93,564 9,796 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.3 22.4 45.3 54.8 88.4 82.5 11.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
201 140 212 255 330 572 582
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,051
COMMITMENTS
2,132 672 632 5,572 8,503 8,337 9,808 2,714 1,243
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 196)
-123 -63 -7 107 474 -23 404 219 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 6.1 5.7 50.4 76.9 75.4 88.7 24.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 4 7 15 12 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 774,709
COMMITMENTS
178,864 22,676 205,098 288,637 407,224 672,599 634,998 102,110 139,711
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 14,632)
5,734 -8,887 4,650 -9,121 8,202 1,263 3,965 13,369 10,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 2.9 26.5 37.3 52.6 86.8 82.0 13.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
205 88 175 151 211 433 423
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,835
COMMITMENTS
17,340 2,830 1,164 0 789 18,504 4,783 4,331 18,052
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,571)
1,460 595 49 0 86 1,509 730 62 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.9 12.4 5.1 0.0 3.5 81.0 20.9 19.0 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 8 10 0 2 20 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 335,195
COMMITMENTS
66,479 17,521 65,289 170,652 233,272 302,420 316,082 32,775 19,112
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -14,312)
-8,253 29 -10,480 2,565 -3,383 -16,169 -13,833 1,856 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.2 19.5 50.9 69.6 90.2 94.3 9.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
69 37 54 63 68 163 137
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,115,391
COMMITMENTS
156,377 159,108 101,061 689,297 685,382 946,735 945,551 168,656 169,840
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -50,693)
-71,341 -6,161 5,098 12,917 -29,284 -53,327 -30,348 2,634 -20,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.3 9.1 61.8 61.4 84.9 84.8 15.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 45 52 77 88 142 154
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 273,359
COMMITMENTS
86,624 6,967 43,794 95,346 202,390 225,764 253,151 47,595 20,208
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 7,452)
5,182 652 2,201 -1,253 4,264 6,130 7,116 1,321 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 2.5 16.0 34.9 74.0 82.6 92.6 17.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
87 24 48 58 63 169 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,918
COMMITMENTS
7,943 1 1,817 6,820 17,040 16,580 18,858 6,337 4,059
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 2,064)
-196 -1 16 262 271 82 287 1,982 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 0.0 7.9 29.8 74.4 72.3 82.3 27.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
34 1 12 28 19 64 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,371
COMMITMENTS
323,153 193,584 31,824 553,298 699,318 908,275 924,727 129,096 112,645
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 22,144)
-14,941 16,048 246 20,691 24,054 5,996 40,349 16,148 -18,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 18.7 3.1 53.3 67.4 87.6 89.1 12.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
58 47 25 100 102 170 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,150,988
COMMITMENTS
786,279 329,245 403,429 1592251 1965538 2781960 2698212 369,028 452,776
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -78,592)
-32,808 41,659 6,601 -37,015 -124,581 -63,222 -76,321 -15,370 -2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 10.4 12.8 50.5 62.4 88.3 85.6 11.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
54 71 77 128 144 229 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,173,477
COMMITMENTS
413,488 495,423 194,555 1307513 1257002 1915557 1946980 257,920 226,497
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -69,441)
-49,726 -3,881 -12,861 -10,114 -32,645 -72,700 -49,387 3,259 -20,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 22.8 9.0 60.2 57.8 88.1 89.6 11.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 48 47 104 98 177 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 590,114
COMMITMENTS
82,672 131,458 126,355 344,687 296,291 553,714 554,104 36,400 36,010
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 63,041)
10,355 35,448 16,856 31,528 7,956 58,739 60,260 4,302 2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 22.3 21.4 58.4 50.2 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
25 42 44 59 59 112 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,652
COMMITMENTS
3,844 2,108 1,544 1,850 8,327 7,239 11,980 9,414 4,673
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 940)
679 1,585 -82 -244 187 353 1,691 587 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 12.7 9.3 11.1 50.0 43.5 71.9 56.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 8 5 5 11 20 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,242
COMMITMENTS
14,935 13,131 1,440 18,196 15,722 34,572 30,293 5,671 9,949
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 2,899)
532 387 96 1,689 1,681 2,317 2,164 582 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 32.6 3.6 45.2 39.1 85.9 75.3 14.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 20 13 15 10 43 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,664
COMMITMENTS
33,990 40,561 3,601 43,466 47,216 81,057 91,378 22,606 12,286
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -1,243)
801 4,048 986 -6,087 -6,354 -4,300 -1,320 3,056 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 39.1 3.5 41.9 45.5 78.2 88.1 21.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
42 34 17 23 24 72 68
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 51,830
COMMITMENTS
6,789 14,102 1,519 43,242 36,080 51,550 51,701 280 129
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -2,515)
-2,157 199 -100 -157 -2,601 -2,414 -2,502 -101 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 27.2 2.9 83.4 69.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 17 4 17 14 25 35
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,456
COMMITMENTS
5,478 711 2,055 14,912 19,644 22,445 22,410 11 46
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 5,868)
-974 312 1,396 5,519 4,180 5,941 5,888 -73 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 3.2 9.2 66.4 87.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 7 2 7 9 15 17
Updated December 14, 2007