WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 540,934
COMMITMENTS
91,715 78,614 158,087 247,846 232,466 497,648 469,167 43,286 71,767
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -2,224)
271 -200 -3,198 788 -1,210 -2,139 -4,608 -85 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 14.5 29.2 45.8 43.0 92.0 86.7 8.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
122 118 150 92 129 315 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,651,670
COMMITMENTS
353,668 79,268 376,883 740,380 918,474 1470931 1374624 180,739 277,045
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 35,120)
16,234 9,161 -3,922 20,218 29,151 32,531 34,390 2,590 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.8 22.8 44.8 55.6 89.1 83.2 10.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
223 95 189 269 345 565 572
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,924
COMMITMENTS
2,713 658 498 5,835 9,272 9,047 10,428 2,877 1,496
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 260)
141 42 -90 -54 223 -4 175 264 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 5.5 4.2 48.9 77.8 75.9 87.5 24.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 7 7 16 13 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 738,955
COMMITMENTS
172,417 27,479 193,656 284,558 396,405 650,632 617,540 88,324 121,415
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -40,178)
2,124 1,552 -26,698 -8,820 -6,884 -33,394 -32,029 -6,785 -8,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 3.7 26.2 38.5 53.6 88.0 83.6 12.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
192 95 193 150 213 439 442
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 328,442
COMMITMENTS
70,909 13,753 61,990 164,304 236,122 297,203 311,865 31,239 16,577
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -12,456)
4,137 -5,262 -5,023 -7,039 2,906 -7,925 -7,379 -4,532 -5,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.2 18.9 50.0 71.9 90.5 95.0 9.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
77 32 61 69 68 180 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,076,206
COMMITMENTS
144,080 159,489 86,779 699,331 672,175 930,190 918,443 146,016 157,764
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -49,137)
-923 -6,033 -10,038 -22,723 -16,631 -33,684 -32,702 -15,453 -16,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 14.8 8.1 65.0 62.5 86.4 85.3 13.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
35 32 43 75 82 131 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 277,461
COMMITMENTS
85,758 11,565 43,751 103,116 203,992 232,625 259,308 44,836 18,152
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -4,549)
-1,835 75 -1,883 2,695 -758 -1,023 -2,566 -3,526 -1,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 4.2 15.8 37.2 73.5 83.8 93.5 16.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
84 25 61 66 62 187 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,139
COMMITMENTS
7,758 0 1,706 6,419 16,723 15,883 18,429 3,256 710
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -310)
210 -12 -142 -139 -35 -70 -189 -240 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 0.0 8.9 33.5 87.4 83.0 96.3 17.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
36 1 11 29 20 66 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,026,433
COMMITMENTS
275,453 171,461 26,538 612,840 729,948 914,832 927,947 111,602 98,486
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -9,829)
-803 10,124 -7,557 9,811 -13,941 1,451 -11,374 -11,279 1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 16.7 2.6 59.7 71.1 89.1 90.4 10.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
52 42 22 96 98 160 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,800,359
COMMITMENTS
625,146 351,709 322,649 1549506 1742581 2497301 2416939 303,058 383,420
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -174,287)
-46,803 22,330 -42,458 -28,582 -100,398 -117,843 -120,526 -56,444 -53,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 12.6 11.5 55.3 62.2 89.2 86.3 10.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
47 65 60 120 133 200 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,036,410
COMMITMENTS
376,382 440,084 127,607 1308787 1243551 1812776 1811242 223,634 225,168
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -108,514)
-10,027 -67,912 -23,879 -41,323 -13,559 -75,229 -105,351 -33,285 -3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 21.6 6.3 64.3 61.1 89.0 88.9 11.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
37 45 40 94 86 155 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 636,312
COMMITMENTS
103,608 101,911 146,222 352,047 353,950 601,877 602,084 34,435 34,229
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 12,905)
6,798 -4,073 1,433 5,843 14,661 14,074 12,021 -1,169 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 16.0 23.0 55.3 55.6 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
27 40 42 58 53 111 109
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 15,966
COMMITMENTS
4,277 765 1,520 1,151 9,252 6,948 11,537 9,017 4,429
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 535)
1,356 -241 24 -626 836 754 618 -219 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.8 9.5 7.2 57.9 43.5 72.3 56.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 5 3 4 12 18 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 24,976
COMMITMENTS
7,044 12,974 201 12,714 6,870 19,959 20,045 5,017 4,931
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -20,241)
-7,655 -1,278 -1,490 -9,442 -12,166 -18,587 -14,934 -1,654 -5,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 51.9 0.8 50.9 27.5 79.9 80.3 20.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 12 7 11 7 25 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 69,529
COMMITMENTS
33,568 17,952 2,388 22,615 40,205 58,571 60,545 10,958 8,984
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -57,645)
-3,046 -20,894 -5,908 -27,975 -19,773 -36,929 -46,576 -20,716 -11,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 25.8 3.4 32.5 57.8 84.2 87.1 15.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
36 21 10 17 17 59 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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