WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,228
COMMITMENTS
87,604 77,064 69,499 209,414 191,581 366,517 338,144 41,711 70,084
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 2,763)
4,393 -2,162 1,001 2,232 12,871 7,626 11,710 -4,863 -8,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 18.9 17.0 51.3 46.9 89.8 82.8 10.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
112 112 136 75 111 279 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,158,555
COMMITMENTS
313,710 78,660 126,587 577,445 710,082 1017742 915,329 140,813 243,226
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -39,732)
-11,518 -11,999 -5,066 -14,710 -12,086 -31,294 -29,151 -8,438 -10,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 6.8 10.9 49.8 61.3 87.8 79.0 12.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
179 98 147 215 300 476 502
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,237
COMMITMENTS
3,196 651 51 5,668 8,573 8,915 9,275 2,322 1,962
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,874)
-607 14 -72 -701 -380 -1,380 -438 -494 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 5.8 0.5 50.4 76.3 79.3 82.5 20.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 3 2 16 12 36 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,839
COMMITMENTS
176,566 36,473 79,565 273,342 375,551 529,473 491,589 62,366 100,250
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -11,307)
-8,477 4,336 4,864 -14,531 -21,346 -18,144 -12,146 6,837 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 6.2 13.4 46.2 63.5 89.5 83.1 10.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
185 80 128 109 199 359 375
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,705
COMMITMENTS
16,673 1,615 1,317 0 848 17,990 3,780 3,715 17,925
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 114)
68 130 -115 0 68 -47 83 161 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 7.4 6.1 0.0 3.9 82.9 17.4 17.1 82.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 8 0 3 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,720
COMMITMENTS
84,565 19,342 45,248 156,733 235,810 286,546 300,400 32,174 18,320
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 10,182)
1,174 2,062 -744 1,219 3,921 1,649 5,239 8,533 4,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 6.1 14.2 49.2 74.0 89.9 94.3 10.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
77 34 58 59 54 178 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,180
COMMITMENTS
224,479 163,765 18,955 619,594 668,202 863,028 850,922 171,152 183,258
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -6,365)
14,240 -2,168 10,661 -54,840 -16,213 -29,939 -7,720 23,574 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 15.8 1.8 59.9 64.6 83.5 82.3 16.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
38 35 25 79 79 131 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,568
COMMITMENTS
76,815 11,371 30,162 93,929 183,698 200,906 225,231 44,662 20,337
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -5,533)
-1,374 1,458 -1,688 -3,610 -6,923 -6,672 -7,153 1,139 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 4.6 12.3 38.2 74.8 81.8 91.7 18.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
67 25 49 60 55 159 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,446
COMMITMENTS
7,730 572 1,957 6,563 15,909 16,250 18,438 3,196 1,008
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 290)
-10 -80 -50 142 374 82 244 208 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 2.9 10.1 33.7 81.8 83.6 94.8 16.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
34 5 13 24 16 65 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,091,138
COMMITMENTS
319,369 190,325 28,851 619,467 741,028 967,687 960,204 123,451 130,934
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 59,445)
65,988 -1,942 5,581 -3,128 50,479 68,441 54,118 -8,996 5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 17.4 2.6 56.8 67.9 88.7 88.0 11.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
54 46 22 93 92 157 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,637,003
COMMITMENTS
724,696 315,562 69,889 1493081 1844174 2287666 2229625 349,337 407,378
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 102,531)
-57,497 -5,175 -24,520 49,730 89,711 -32,287 60,016 134,818 42,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 12.0 2.7 56.6 69.9 86.8 84.6 13.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
50 60 43 113 121 185 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,088,500
COMMITMENTS
496,632 425,552 80,636 1252654 1321079 1829922 1827267 258,578 261,233
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 186,095)
98,984 76,554 -3,944 49,411 84,573 144,451 157,183 41,644 28,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 20.4 3.9 60.0 63.3 87.6 87.5 12.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
43 47 30 97 87 159 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 475,287
COMMITMENTS
73,338 94,889 56,243 316,479 289,132 446,060 440,264 29,227 35,023
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 32,985)
15,026 -5,543 8,049 10,894 30,616 33,969 33,122 -984 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 20.0 11.8 66.6 60.8 93.9 92.6 6.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
21 45 33 63 63 113 112
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,129
COMMITMENTS
3,003 1,277 1,182 2,386 8,890 6,571 11,349 10,558 5,780
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,426)
-538 -370 261 -332 248 -609 139 -817 -1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 7.5 6.9 13.9 51.9 38.4 66.3 61.6 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 3 8 10 19 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,390
COMMITMENTS
13,476 11,519 1,074 16,634 15,437 31,184 28,030 5,206 8,360
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 455)
542 -338 49 -693 -1,598 -102 -1,887 557 2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 31.7 3.0 45.7 42.4 85.7 77.0 14.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 19 7 16 10 37 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,669
COMMITMENTS
34,769 30,198 948 44,879 57,040 80,596 88,186 21,073 13,483
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -5,591)
-1,496 1,063 169 5,807 343 4,480 1,575 -10,071 -7,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 29.7 0.9 44.1 56.1 79.3 86.7 20.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
39 28 6 23 19 64 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,897
COMMITMENTS
6,372 13,690 1,671 46,506 39,382 54,549 54,743 348 154
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,906)
-365 -1,161 9 -1,517 -832 -1,873 -1,984 -33 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 24.9 3.0 84.7 71.7 99.4 99.7 0.6 0.3
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 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,188
COMMITMENTS
6,620 1,131 1,881 11,650 17,127 20,151 20,139 37 49
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 3,818)
3,383 -2,587 1,692 -1,293 4,711 3,782 3,816 36 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 5.6 9.3 57.7 84.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 2 7 7 17 14
Updated November 30, 2007