WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 424,629
COMMITMENTS
99,191 89,411 67,942 215,048 200,334 382,181 357,687 42,448 66,942
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 15,858)
5,493 6,669 2,190 5,135 6,150 12,818 15,009 3,040 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 21.1 16.0 50.6 47.2 90.0 84.2 10.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
112 121 122 75 107 274 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,188,165
COMMITMENTS
365,775 89,025 109,397 579,935 756,176 1055107 954,598 133,058 233,567
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 46,331)
26,966 8,372 -2,345 15,224 41,017 39,845 47,044 6,486 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 7.5 9.2 48.8 63.6 88.8 80.3 11.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
214 109 152 186 304 481 503
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 10,480
COMMITMENTS
2,574 672 146 5,127 8,440 7,847 9,258 2,633 1,222
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 266)
-191 -57 67 207 453 83 463 183 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 6.4 1.4 48.9 80.5 74.9 88.3 25.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 4 3 13 11 30 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 584,420
COMMITMENTS
184,032 28,754 73,064 251,587 367,120 508,683 468,938 75,737 115,482
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -4,509)
5,573 -6,114 -11,980 -10,186 2,433 -16,593 -15,661 12,084 11,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 4.9 12.5 43.0 62.8 87.0 80.2 13.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
199 73 130 120 194 378 366
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 295,452
COMMITMENTS
80,758 19,781 34,232 150,956 224,559 265,946 278,572 29,506 16,880
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -12,216)
-9,971 -895 -7,697 3,708 -3,131 -13,960 -11,723 1,744 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 6.7 11.6 51.1 76.0 90.0 94.3 10.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
75 28 45 61 59 159 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 941,732
COMMITMENTS
158,315 162,890 8,836 615,032 612,016 782,183 783,742 159,549 157,990
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -62,194)
-67,275 -4,642 981 3,907 -38,190 -62,387 -41,851 193 -20,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.3 0.9 65.3 65.0 83.1 83.2 16.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 38 19 68 77 113 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 249,316
COMMITMENTS
85,671 8,035 28,596 90,336 193,895 204,603 230,526 44,713 18,790
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 2,019)
3,762 379 -1,068 -1,827 2,589 867 1,900 1,152 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 3.2 11.5 36.2 77.8 82.1 92.5 17.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
86 19 43 57 56 163 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 21,437
COMMITMENTS
7,532 649 912 6,765 15,918 15,209 17,479 6,228 3,958
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,984)
-196 127 -95 261 137 -30 169 2,014 1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 3.0 4.3 31.6 74.3 70.9 81.5 29.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 5 12 27 16 63 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 1,012,950
COMMITMENTS
322,875 191,734 20,514 541,710 689,591 885,099 901,839 127,851 111,111
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 17,493)
-15,088 15,662 -2,922 19,689 21,846 1,679 34,586 15,814 -17,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 18.9 2.0 53.5 68.1 87.4 89.0 12.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 46 15 92 96 155 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 2,420,861
COMMITMENTS
764,576 388,179 40,313 1272636 1567781 2077525 1996273 343,336 424,588
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -123,682)
-30,609 35,081 -8,063 -66,016 -148,601 -104,688 -121,583 -18,994 -2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 16.0 1.7 52.6 64.8 85.8 82.5 14.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
53 64 37 100 121 173 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,876,193
COMMITMENTS
419,773 504,389 40,194 1167817 1110328 1627784 1654911 248,409 221,282
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -70,733)
-52,615 -443 -17,373 -7,286 -34,801 -77,274 -52,617 6,541 -18,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 26.9 2.1 62.2 59.2 86.8 88.2 13.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
42 50 22 89 83 142 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 420,068
COMMITMENTS
84,088 121,551 23,086 281,704 242,986 388,878 387,623 31,190 32,445
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 46,749)
15,783 39,484 -595 28,952 6,403 44,140 45,292 2,609 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 28.9 5.5 67.1 57.8 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
22 39 29 51 51 94 98
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY 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: 16,180
COMMITMENTS
3,977 2,084 1,354 1,850 8,327 7,181 11,765 8,999 4,415
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 926)
677 1,596 -72 -244 187 361 1,711 565 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 12.9 8.4 11.4 51.5 44.4 72.7 55.6 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 7 5 5 11 20 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 38,969
COMMITMENTS
14,925 13,110 980 17,923 15,491 33,828 29,581 5,141 9,388
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 2,842)
528 468 25 1,696 1,685 2,249 2,178 593 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 33.6 2.5 46.0 39.8 86.8 75.9 13.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 20 10 15 9 39 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 97,746
COMMITMENTS
33,985 41,399 1,570 39,927 43,052 75,482 86,021 22,264 11,725
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -1,900)
1,038 4,090 741 -6,710 -6,621 -4,931 -1,790 3,031 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 42.4 1.6 40.8 44.0 77.2 88.0 22.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 33 10 22 22 67 60
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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