WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 405,465
COMMITMENTS
83,211 79,226 68,498 207,182 178,710 358,891 326,434 46,574 79,031
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -12,388)
-12,133 -10,074 -2,827 -2,184 -3,242 -17,144 -16,143 4,756 3,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 19.5 16.9 51.1 44.1 88.5 80.5 11.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
102 107 136 79 110 271 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,198,287
COMMITMENTS
325,228 90,659 131,653 592,155 722,168 1049036 944,480 149,251 253,807
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -35,795)
-31,054 -33,090 -14,096 -1,886 10,641 -47,036 -36,545 11,241 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 7.6 11.0 49.4 60.3 87.5 78.8 12.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
182 102 152 212 296 474 498
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,111
COMMITMENTS
3,803 637 123 6,369 8,953 10,295 9,713 2,816 3,398
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -750)
-918 -48 -15 129 -398 -804 -461 54 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 4.9 0.9 48.6 68.3 78.5 74.1 21.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 3 3 16 11 39 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,146
COMMITMENTS
185,043 32,137 74,701 287,873 396,897 547,617 503,735 55,529 99,411
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 15,342)
10,027 6,208 7,615 1,690 357 19,332 14,180 -3,990 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 5.3 12.4 47.7 65.8 90.8 83.5 9.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
189 78 125 110 196 359 371
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,591
COMMITMENTS
16,605 1,485 1,432 0 780 18,037 3,697 3,554 17,894
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,444)
1,549 165 8 0 64 1,557 237 -113 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 6.9 6.6 0.0 3.6 83.5 17.1 16.5 82.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 7 8 0 3 17 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 308,538
COMMITMENTS
83,391 17,280 45,992 155,514 231,889 284,897 295,161 23,641 13,377
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 12,898)
2,160 738 7,095 5,570 6,317 14,825 14,150 -1,927 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 5.6 14.9 50.4 75.2 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
86 34 57 61 57 180 129
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,545
COMMITMENTS
210,239 165,933 8,294 674,434 684,415 892,967 858,642 147,578 181,903
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 18,259)
18,921 -21,497 -473 17,085 30,744 35,533 8,774 -17,274 9,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 15.9 0.8 64.8 65.8 85.8 82.5 14.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
35 34 26 73 73 123 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,101
COMMITMENTS
78,189 9,913 31,850 97,539 190,621 207,578 232,384 43,523 18,717
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 4,593)
-1,570 1,169 2,102 3,438 5,535 3,970 8,806 623 -4,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 3.9 12.7 38.8 75.9 82.7 92.5 17.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
77 20 53 55 51 162 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,156
COMMITMENTS
7,740 652 2,007 6,421 15,535 16,168 18,194 2,988 962
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 479)
442 188 35 -19 220 458 443 21 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 3.4 10.5 33.5 81.1 84.4 95.0 15.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
37 6 14 28 17 71 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,031,693
COMMITMENTS
253,381 192,267 23,270 622,595 690,549 899,246 906,086 132,447 125,607
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -7,235)
919 -33,337 11,540 -24,534 10,112 -12,075 -11,685 4,840 4,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 18.6 2.3 60.3 66.9 87.2 87.8 12.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
57 36 17 99 86 161 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,534,472
COMMITMENTS
782,193 320,737 94,409 1443351 1754463 2319953 2169609 214,519 364,863
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -193,398)
4,363 -89,875 -10,444 -42,044 -19,954 -48,125 -120,273 -145,273 -73,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 12.7 3.7 56.9 69.2 91.5 85.6 8.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
55 67 41 113 136 189 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,902,405
COMMITMENTS
397,648 348,998 84,580 1203243 1236506 1685471 1670084 216,934 232,321
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 8,590)
19,603 -83,902 12,633 -2,713 96,708 29,523 25,439 -20,933 -16,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.3 4.4 63.2 65.0 88.6 87.8 11.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
40 42 23 90 84 142 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 442,302
COMMITMENTS
58,312 100,432 48,194 305,585 258,516 412,091 407,142 30,211 35,160
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 48,702)
-5,212 24,504 2,965 49,639 18,247 47,392 45,716 1,310 2,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 22.7 10.9 69.1 58.4 93.2 92.1 6.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
21 47 31 61 62 106 118
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,555
COMMITMENTS
3,541 1,647 921 2,718 8,642 7,180 11,210 11,375 7,345
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -3,266)
293 -1,357 -1,472 -106 578 -1,285 -2,251 -1,981 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 8.9 5.0 14.6 46.6 38.7 60.4 61.3 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 7 3 8 9 22 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,935
COMMITMENTS
12,934 11,857 1,025 17,327 17,035 31,286 29,917 4,649 6,018
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -449)
-1,289 159 574 575 214 -140 947 -309 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 33.0 2.9 48.2 47.4 87.1 83.3 12.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 21 8 15 10 36 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,260
COMMITMENTS
36,265 29,135 779 39,072 56,697 76,116 86,611 31,144 20,649
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 3,382)
-2,339 -9,597 -43 -4,475 5,490 -6,857 -4,150 10,239 7,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 27.2 0.7 36.4 52.9 71.0 80.7 29.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
39 30 7 20 17 62 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,803
COMMITMENTS
6,737 14,851 1,662 48,023 40,214 56,422 56,727 381 76
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,716)
-333 -3,325 55 1,935 4,978 1,657 1,708 59 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 26.1 2.9 84.5 70.8 99.3 99.9 0.7 0.1
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
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,370
COMMITMENTS
3,237 3,718 189 12,943 12,416 16,369 16,323 1 47
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 321)
-4,522 -225 182 4,661 390 321 347 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 22.7 1.2 79.1 75.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 2 5 6 16 13
Updated November 26, 2007