WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,218
COMMITMENTS
92,240 80,674 71,986 222,991 213,163 387,217 365,823 40,001 61,395
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,042)
232 -5,044 659 349 10,231 1,240 5,846 -198 -4,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 18.9 16.8 52.2 49.9 90.6 85.6 9.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
110 112 123 85 115 278 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,291,607
COMMITMENTS
430,153 100,606 110,068 615,362 838,483 1155583 1049157 136,024 242,450
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 40,057)
14,218 8,283 4,823 16,425 18,930 35,466 32,036 4,591 8,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 7.8 8.5 47.6 64.9 89.5 81.2 10.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 703)
221 80 123 213 323 485 497
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,612
COMMITMENTS
3,134 728 168 5,582 9,466 8,884 10,362 2,728 1,250
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 182)
192 80 12 50 314 254 406 -72 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 6.3 1.4 48.1 81.5 76.5 89.2 23.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 4 5 16 12 38 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 555,441
COMMITMENTS
178,748 30,133 70,071 244,908 360,846 493,727 461,050 61,714 94,391
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -19,526)
-1,233 -92 -4,948 -6,534 -7,487 -12,715 -12,527 -6,811 -6,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 5.4 12.6 44.1 65.0 88.9 83.0 11.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510)
178 75 130 112 194 360 369
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,396
COMMITMENTS
16,943 2,948 1,966 6 1,217 18,915 6,131 3,481 16,265
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,625)
1,311 1,325 -146 -2 559 1,163 1,738 462 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.7 13.2 8.8 0.0 5.4 84.5 27.4 15.5 72.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
16 8 9 1 4 19 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 288,787
COMMITMENTS
75,481 18,086 37,063 148,112 216,968 260,656 272,117 28,131 16,670
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -7,384)
-3,159 2,976 -335 -3,711 -11,532 -7,205 -8,891 -179 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 6.3 12.8 51.3 75.1 90.3 94.2 9.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
70 43 59 60 57 170 128
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 920,284
COMMITMENTS
142,853 170,247 2,876 633,667 591,343 779,396 764,466 140,888 155,818
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -10,327)
-5,773 7,241 -3,071 -6,340 -25,453 -15,184 -21,283 4,857 10,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 18.5 0.3 68.9 64.3 84.7 83.1 15.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
37 29 17 67 70 110 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 242,052
COMMITMENTS
78,939 12,938 26,379 96,785 184,797 202,103 224,114 39,949 17,938
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -12,414)
-6,968 -235 -1,931 -1,333 -11,355 -10,232 -13,521 -2,182 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 5.3 10.9 40.0 76.3 83.5 92.6 16.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
74 23 57 66 55 180 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,006
COMMITMENTS
7,761 764 759 6,246 15,740 14,766 17,263 3,240 743
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -480)
90 494 -526 -130 -523 -566 -555 86 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 4.2 4.2 34.7 87.4 82.0 95.9 18.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
29 7 10 27 18 62 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 983,075
COMMITMENTS
254,304 166,251 16,185 596,663 709,888 867,152 892,324 115,923 90,751
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -19,328)
-21,635 -4,024 628 -3,116 -9,284 -24,123 -12,680 4,795 -6,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 16.9 1.6 60.7 72.2 88.2 90.8 11.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
51 38 13 91 93 148 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,123,952
COMMITMENTS
597,365 361,328 25,479 1213532 1373204 1836376 1760011 287,576 363,941
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -54,086)
-35,669 -23,280 1,159 -24,260 -37,884 -58,770 -60,005 4,684 5,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 17.0 1.2 57.1 64.7 86.5 82.9 13.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
50 56 30 98 113 164 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,785,139
COMMITMENTS
364,277 465,889 23,127 1168598 1075177 1556002 1564193 229,137 220,946
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -17,556)
-13,984 12,266 2,238 -16,945 -35,040 -28,691 -20,536 11,135 2,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 26.1 1.3 65.5 60.2 87.2 87.6 12.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
36 48 20 80 74 127 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 460,799
COMMITMENTS
117,556 116,635 19,304 295,096 290,825 431,956 426,764 28,843 34,035
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 10,819)
33 3,645 1,056 10,423 2,456 11,512 7,157 -693 3,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 25.3 4.2 64.0 63.1 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
26 34 23 44 42 83 87
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,569
COMMITMENTS
6,153 949 1,118 1,201 9,876 8,472 11,943 8,097 4,626
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,087)
1,707 189 -186 50 624 1,571 627 -484 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 5.7 6.7 7.2 59.6 51.1 72.1 48.9 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 5 4 4 11 21 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,673
COMMITMENTS
7,041 13,432 32 12,808 6,766 19,881 20,230 4,792 4,443
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 343)
81 457 -1 214 14 294 470 49 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 54.4 0.1 51.9 27.4 80.6 82.0 19.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 13 4 11 6 23 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,473
COMMITMENTS
33,025 21,350 1,184 22,802 37,916 57,011 60,450 11,462 8,023
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 2,190)
-497 2,836 3 2,093 206 1,599 3,045 591 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 31.2 1.7 33.3 55.4 83.3 88.3 16.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
35 22 3 17 18 53 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,148
COMMITMENTS
8,134 10,785 1,652 42,076 39,699 51,862 52,136 286 12
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 293)
-113 391 78 2,999 2,621 2,964 3,090 -2,671 -2,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.7 3.2 80.7 76.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 16 4 16 10 25 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,162
COMMITMENTS
9,753 4,541 114 6,257 11,493 16,124 16,148 38 14
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -1,052)
6 -404 0 -1,052 -644 -1,046 -1,048 -6 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 28.1 0.7 38.7 71.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 7 1 8 9 14 17
Updated January 4, 2008