WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 474,922
COMMITMENTS
82,775 75,944 118,111 223,939 196,384 424,825 390,439 50,097 84,483
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -90,160)
-2,030 -367 -69,768 -22,959 -22,676 -94,757 -92,812 4,597 2,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.0 24.9 47.2 41.4 89.5 82.2 10.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
103 121 156 88 119 300 313
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,458,168
COMMITMENTS
288,710 85,412 297,291 687,317 792,860 1273317 1175563 184,851 282,605
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -217,511)
5,479 3,413 -175,027 -50,237 -38,150 -219,785 -209,765 2,274 -7,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.9 20.4 47.1 54.4 87.3 80.6 12.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685)
184 115 194 265 316 548 551
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 13,521
COMMITMENTS
3,553 688 420 6,711 9,000 10,684 10,108 2,837 3,413
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -1,747)
-364 -7 -813 -590 -564 -1,767 -1,384 21 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 5.1 3.1 49.6 66.6 79.0 74.8 21.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 7 7 17 12 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 764,735
COMMITMENTS
182,269 29,946 189,096 318,287 429,145 689,652 648,187 75,082 116,548
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 24,404)
9,979 6,284 16,990 1,830 2,772 28,799 26,046 -4,395 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 3.9 24.7 41.6 56.1 90.2 84.8 9.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
194 92 178 142 212 415 430
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 346,257
COMMITMENTS
72,532 14,960 73,820 173,507 242,483 319,860 331,263 26,397 14,994
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -7,750)
-1,254 1,907 75 -3,946 -6,768 -5,125 -4,786 -2,625 -2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.3 21.3 50.1 70.0 92.4 95.7 7.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
83 38 62 64 63 186 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,129,353
COMMITMENTS
211,448 170,280 54,198 711,375 716,047 977,020 940,525 152,333 188,828
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -51,583)
28,932 -8,932 -45,418 -15,344 -455 -31,830 -54,804 -19,753 3,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 15.1 4.8 63.0 63.4 86.5 83.3 13.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 39 39 79 81 137 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 267,814
COMMITMENTS
77,232 8,424 43,490 101,547 196,301 222,270 248,215 45,544 19,599
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -3,632)
-1,247 1,125 -2,609 416 2,099 -3,439 615 -193 -4,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.1 16.2 37.9 73.3 83.0 92.7 17.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
79 21 60 56 55 167 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,419
COMMITMENTS
8,071 53 2,774 6,458 16,495 17,303 19,322 3,117 1,097
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 639)
503 47 165 -30 343 638 555 1 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 0.3 13.6 31.6 80.8 84.7 94.6 15.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
41 2 14 28 20 71 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,035,548
COMMITMENTS
253,260 192,245 24,627 624,030 691,515 901,916 908,386 133,632 127,162
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -31,498)
7,723 -35,416 -3,366 -38,354 3,220 -33,997 -35,561 2,499 4,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.6 2.4 60.3 66.8 87.1 87.7 12.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
57 37 22 101 87 167 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,011,093
COMMITMENTS
804,331 272,591 324,844 1645849 2024817 2775024 2622252 236,069 388,840
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -619,596)
-4,246 3,100 -242,723 -215,742 -317,498 -462,711 -557,121 -156,885 -62,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.1 10.8 54.7 67.2 92.2 87.1 7.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
65 62 67 129 148 226 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,094,291
COMMITMENTS
390,469 352,229 174,587 1304024 1327847 1869080 1854663 225,211 239,628
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -112,675)
6,915 -27,391 -63,987 -28,012 -6,123 -85,084 -97,501 -27,591 -15,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.8 8.3 62.3 63.4 89.2 88.6 10.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
44 38 37 100 91 162 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 745,701
COMMITMENTS
59,848 116,875 240,497 408,802 348,991 709,146 706,363 36,555 39,338
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 70,421)
2,886 38,067 6,543 59,944 22,832 69,372 67,442 1,049 2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 15.7 32.3 54.8 46.8 95.1 94.7 4.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
27 58 57 76 78 144 153
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 19,629
COMMITMENTS
3,534 1,263 1,658 2,754 8,803 7,946 11,724 11,682 7,904
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -3,276)
-42 -1,729 -1,131 -70 653 -1,243 -2,207 -2,034 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.4 8.4 14.0 44.8 40.5 59.7 59.5 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 10 6 8 11 25 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 37,243
COMMITMENTS
12,963 12,040 1,393 17,609 17,300 31,965 30,733 5,278 6,510
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -779)
-1,275 331 330 575 23 -370 684 -409 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 32.3 3.7 47.3 46.5 85.8 82.5 14.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 20 12 15 11 41 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 111,726
COMMITMENTS
37,224 29,115 1,588 41,450 60,133 80,263 90,836 31,463 20,890
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,864)
-2,108 -9,659 -279 -4,987 5,303 -7,375 -4,634 10,238 7,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 26.1 1.4 37.1 53.8 71.8 81.3 28.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
40 30 16 22 19 69 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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