WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 565,082
COMMITMENTS
84,805 76,311 187,879 246,898 219,060 519,581 483,250 45,500 81,831
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,836)
-863 2,381 -6,078 9,436 4,975 2,495 1,278 341 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.5 33.2 43.7 38.8 91.9 85.5 8.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
122 142 189 97 130 340 361
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,675,679
COMMITMENTS
283,230 81,999 472,318 737,554 831,011 1493102 1385328 182,577 290,352
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -39,415)
-9,669 -4,386 -30,038 3,222 281 -36,485 -34,143 -2,930 -5,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 4.9 28.2 44.0 49.6 89.1 82.7 10.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 745)
211 133 251 287 335 617 625
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,267
COMMITMENTS
3,918 695 1,233 7,301 9,564 12,451 11,491 2,816 3,776
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -623)
-104 99 -3 -25 -454 -132 -358 -491 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.6 8.1 47.8 62.6 81.6 75.3 18.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 9 7 18 13 44 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 740,331
COMMITMENTS
172,290 23,661 172,106 316,457 426,373 660,853 622,141 79,478 118,190
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 22,194)
3,081 -1,539 1,616 14,442 16,319 19,139 16,397 3,056 5,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 3.2 23.2 42.7 57.6 89.3 84.0 10.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
190 86 153 141 224 392 422
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 354,007
COMMITMENTS
73,786 13,054 73,746 177,453 249,250 324,985 336,050 29,022 17,957
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 596)
-2,463 790 2,817 2,029 -2,734 2,383 873 -1,787 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.7 20.8 50.1 70.4 91.8 94.9 8.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
79 40 64 65 66 187 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,180,936
COMMITMENTS
182,516 179,211 99,615 726,719 716,503 1008850 995,329 172,086 185,607
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 32,645)
-10,856 10,426 8,200 33,966 13,005 31,310 31,631 1,335 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.2 8.4 61.5 60.7 85.4 84.3 14.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
41 43 41 84 87 145 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 271,446
COMMITMENTS
78,479 7,299 46,099 101,131 194,202 225,709 247,600 45,737 23,846
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,015)
1,901 2,508 -3,095 -1,001 -2,983 -2,194 -3,570 1,179 2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.7 17.0 37.3 71.5 83.2 91.2 16.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
82 21 65 55 55 167 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,780
COMMITMENTS
7,567 5 2,610 6,488 16,153 16,665 18,768 3,115 1,013
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 614)
740 -13 233 -181 421 793 641 -179 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 0.0 13.2 32.8 81.7 84.3 94.9 15.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
37 3 13 29 21 70 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,067,046
COMMITMENTS
245,537 227,660 27,992 662,384 688,295 935,913 943,948 131,133 123,098
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -32,032)
-14,520 -40,901 2,170 -12,828 -15,935 -25,178 -54,666 -6,854 22,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 21.3 2.6 62.1 64.5 87.7 88.5 12.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
49 47 25 104 91 170 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,630,688
COMMITMENTS
808,577 269,492 567,567 1861591 2342315 3237735 3179374 392,954 451,315
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 124,105)
1,517 36,543 42,933 66,717 27,256 111,167 106,732 12,937 17,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 7.4 15.6 51.3 64.5 89.2 87.6 10.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
72 68 89 146 164 261 279
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,206,966
COMMITMENTS
383,554 379,620 238,574 1332037 1333970 1954165 1952164 252,801 254,802
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 120,754)
-6,666 5,327 56,527 62,472 33,529 112,333 95,383 8,421 25,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 17.2 10.8 60.4 60.4 88.5 88.5 11.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
51 40 43 103 93 174 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 675,280
COMMITMENTS
56,962 78,808 233,954 348,858 326,159 639,774 638,921 35,506 36,359
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 13,393)
217 -3,271 11,206 5,020 12,741 16,443 20,676 -3,050 -7,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.7 34.6 51.7 48.3 94.7 94.6 5.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
32 50 56 72 79 139 152
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 22,905
COMMITMENTS
3,576 2,992 2,789 2,824 8,150 9,189 13,931 13,716 8,974
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -988)
-3,295 -2,040 1,424 -15 94 -1,886 -522 899 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.1 12.2 12.3 35.6 40.1 60.8 59.9 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 11 9 7 10 24 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 38,022
COMMITMENTS
14,238 11,709 1,063 17,034 17,277 32,335 30,049 5,687 7,973
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,262)
-77 554 296 1,660 748 1,878 1,598 384 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 30.8 2.8 44.8 45.4 85.0 79.0 15.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 21 11 14 11 40 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 108,862
COMMITMENTS
39,333 38,774 1,868 46,437 54,829 87,637 95,470 21,225 13,392
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,428)
-54 -237 259 -4,352 -3,440 -4,147 -3,418 2,720 1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 35.6 1.7 42.7 50.4 80.5 87.7 19.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
46 27 16 28 19 79 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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