WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 417,853
COMMITMENTS
95,344 89,300 71,325 209,366 181,952 376,035 342,577 41,818 75,276
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -4,537)
-1,491 809 -10,582 6,242 4,492 -5,831 -5,281 1,294 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 21.4 17.1 50.1 43.5 90.0 82.0 10.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
122 118 149 80 115 296 313
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,234,082
COMMITMENTS
356,282 123,749 145,749 594,041 711,527 1096072 981,025 138,010 253,057
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,470)
5,207 -1,276 -16,446 6,861 16,881 -4,378 -841 5,848 2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 10.0 11.8 48.1 57.7 88.8 79.5 11.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 700)
182 131 162 212 303 487 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,861
COMMITMENTS
4,721 685 138 6,240 9,351 11,099 10,174 2,762 3,687
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -619)
1 93 -58 -108 -391 -165 -356 -454 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 4.9 1.0 45.0 67.5 80.1 73.4 19.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 5 4 17 11 43 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 587,804
COMMITMENTS
175,016 25,929 67,086 286,183 396,540 528,285 489,555 59,519 98,249
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 14,036)
2,929 -473 -4,883 13,705 14,139 11,751 8,783 2,285 5,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 4.4 11.4 48.7 67.5 89.9 83.3 10.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
183 80 118 111 212 346 381
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,147
COMMITMENTS
15,056 1,320 1,424 0 716 16,480 3,460 3,667 16,687
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 637)
210 -765 34 0 66 244 -665 393 1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 6.6 7.1 0.0 3.6 81.8 17.2 18.2 82.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 7 0 3 15 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 295,640
COMMITMENTS
81,231 16,542 38,897 149,944 225,572 270,072 281,011 25,568 14,629
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -2,559)
583 1,834 -1,661 561 -2,091 -517 -1,918 -2,042 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 5.6 13.2 50.7 76.3 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
85 30 54 59 58 176 127
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,022,286
COMMITMENTS
191,318 187,430 8,767 657,349 653,671 857,434 849,868 164,852 172,418
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 23,557)
-12,477 12,953 983 32,775 7,417 21,281 21,353 2,276 2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 18.3 0.9 64.3 63.9 83.9 83.1 16.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 38 22 75 74 121 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,508
COMMITMENTS
79,759 8,744 29,748 94,101 185,086 203,608 223,578 42,900 22,930
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,080)
958 2,260 -2,652 -1,181 -3,341 -2,875 -3,733 1,795 2,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 3.5 12.1 38.2 75.1 82.6 90.7 17.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
78 21 57 55 50 162 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,677
COMMITMENTS
7,298 464 1,972 6,440 15,315 15,710 17,751 2,967 926
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 532)
796 137 74 -183 364 687 575 -155 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 2.5 10.6 34.5 82.0 84.1 95.0 15.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
34 5 13 29 18 69 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,038,928
COMMITMENTS
252,462 225,604 11,730 647,129 680,437 911,321 917,771 127,607 121,157
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -34,819)
-15,665 -44,212 3,619 -14,058 -15,977 -26,104 -56,570 -8,715 21,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 21.7 1.1 62.3 65.5 87.7 88.3 12.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
53 39 16 99 85 160 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,727,870
COMMITMENTS
777,830 410,612 104,853 1485395 1774417 2368078 2289882 359,792 437,988
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 47,841)
3,588 29,011 21,048 17,089 -33,166 41,725 16,893 6,116 30,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 15.1 3.8 54.5 65.0 86.8 83.9 13.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
55 76 46 120 141 204 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,893,815
COMMITMENTS
378,045 432,900 71,947 1205956 1139798 1655948 1644645 237,867 249,170
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 81,532)
-17,294 28,139 27,019 61,611 -982 71,336 54,176 10,196 27,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 22.9 3.8 63.7 60.2 87.4 86.8 12.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
45 44 27 93 79 154 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 393,600
COMMITMENTS
63,524 75,928 45,229 255,946 240,269 364,699 361,426 28,901 32,174
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 23,663)
9,437 4,692 6,350 9,906 18,825 25,693 29,867 -2,030 -6,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 19.3 11.5 65.0 61.0 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 40 29 54 63 99 115
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,821
COMMITMENTS
3,248 3,004 2,393 2,824 8,064 8,465 13,461 13,356 8,360
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -921)
-3,544 -2,152 1,605 -15 58 -1,954 -489 1,033 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 13.8 11.0 12.9 37.0 38.8 61.7 61.2 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 8 6 7 9 21 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,384
COMMITMENTS
14,223 11,698 451 16,752 16,821 31,426 28,970 4,958 7,414
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,064)
-32 467 208 1,648 624 1,824 1,299 240 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 32.2 1.2 46.0 46.2 86.4 79.6 13.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 20 8 14 10 37 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,878
COMMITMENTS
38,604 38,732 822 43,547 51,207 82,973 90,761 20,905 13,117
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,752)
-377 -288 160 -4,133 -3,645 -4,350 -3,773 2,598 2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 37.3 0.8 41.9 49.3 79.9 87.4 20.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
44 28 6 26 17 72 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,087
COMMITMENTS
7,070 18,176 1,607 46,088 35,236 54,765 55,019 322 68
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,982)
-298 -382 -59 -1,674 -1,508 -2,031 -1,949 49 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 33.0 2.9 83.7 64.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 14 5 16 12 28 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,049
COMMITMENTS
7,759 3,943 7 8,282 12,026 16,048 15,976 1 73
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,297)
-1,928 -21 0 631 -1,287 -1,297 -1,308 0 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 24.6 0.0 51.6 74.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 1 4 6 13 11
Updated November 16, 2007