WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,158
COMMITMENTS
91,444 78,815 161,285 247,058 233,676 499,787 473,775 43,371 69,382
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 13,784)
-5,599 -5,714 14,841 6,863 7,670 16,105 16,798 -2,321 -3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 14.5 29.7 45.5 43.0 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
122 118 149 91 126 311 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,616,549
COMMITMENTS
337,434 70,107 380,805 720,162 889,323 1438400 1340234 178,149 276,315
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 77,763)
19,071 -11,197 36,263 22,993 45,583 78,327 70,649 -564 7,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.3 23.6 44.5 55.0 89.0 82.9 11.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
204 108 193 258 341 551 577
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,664
COMMITMENTS
2,572 616 588 5,889 9,049 9,050 10,254 2,614 1,410
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 613)
440 -56 -44 318 546 714 446 -101 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.3 5.0 50.5 77.6 77.6 87.9 22.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 5 7 16 12 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 779,134
COMMITMENTS
170,293 25,927 220,353 293,379 403,289 684,025 649,569 95,108 129,564
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 4,424)
-8,570 3,250 15,256 4,741 -3,935 11,427 14,572 -7,002 -10,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.3 28.3 37.7 51.8 87.8 83.4 12.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567)
206 100 205 152 214 455 459
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,688
COMMITMENTS
16,400 1,330 1,794 10 852 18,204 3,976 3,484 17,712
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,147)
-940 -1,500 630 10 63 -300 -807 -847 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.6 6.1 8.3 0.0 3.9 83.9 18.3 16.1 81.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 6 10 1 3 18 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,898
COMMITMENTS
66,772 19,015 67,013 171,343 233,216 305,127 319,244 35,771 21,655
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 5,703)
293 1,494 1,724 691 -57 2,707 3,161 2,996 2,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 5.6 19.7 50.3 68.4 89.5 93.6 10.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
66 43 56 67 65 168 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,125,343
COMMITMENTS
145,003 165,522 96,817 722,054 688,806 963,874 951,145 161,469 174,198
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 9,953)
-11,374 6,413 -4,243 32,757 3,424 17,140 5,594 -7,187 4,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 14.7 8.6 64.2 61.2 85.7 84.5 14.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
32 44 52 81 85 145 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 282,010
COMMITMENTS
87,593 11,490 45,634 100,420 204,750 233,648 261,874 48,362 20,136
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 8,651)
969 4,523 1,840 5,074 2,360 7,884 8,723 768 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 4.1 16.2 35.6 72.6 82.9 92.9 17.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
82 28 52 65 64 180 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,449
COMMITMENTS
7,548 12 1,848 6,557 16,758 15,954 18,619 3,496 830
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -3,469)
-396 12 31 -262 -282 -627 -239 -2,842 -3,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 0.1 9.5 33.7 86.2 82.0 95.7 18.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
33 2 11 29 19 64 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,036,262
COMMITMENTS
276,257 161,337 34,095 603,029 743,889 913,381 939,321 122,881 96,941
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,109)
-46,896 -32,248 2,271 49,731 44,571 5,106 14,594 -6,215 -15,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 15.6 3.3 58.2 71.8 88.1 90.6 11.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
55 39 24 101 100 166 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,974,646
COMMITMENTS
671,949 329,379 365,107 1578088 1842980 2615144 2537465 359,502 437,180
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -176,342)
-114,330 134 -38,322 -14,163 -122,558 -166,816 -160,747 -9,526 -15,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 11.1 12.3 53.1 62.0 87.9 85.3 12.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
60 57 68 131 145 220 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,144,923
COMMITMENTS
386,409 507,996 151,486 1350110 1257110 1888005 1916592 256,918 228,331
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -28,554)
-27,080 12,573 -43,069 42,597 108 -27,552 -30,388 -1,002 1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 23.7 7.1 62.9 58.6 88.0 89.4 12.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
43 45 42 103 92 169 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 623,407
COMMITMENTS
96,810 105,984 144,789 346,205 339,289 587,803 590,063 35,604 33,344
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 33,293)
14,138 -25,473 18,434 1,518 42,998 34,089 35,959 -796 -2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 17.0 23.2 55.5 54.4 94.3 94.7 5.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
26 41 43 61 56 114 113
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,431
COMMITMENTS
2,921 1,006 1,497 1,777 8,416 6,195 10,919 9,236 4,512
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,221)
-923 -1,102 -48 -73 89 -1,044 -1,061 -177 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.5 9.7 11.5 54.5 40.1 70.8 59.9 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 4 4 10 14 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,217
COMMITMENTS
14,699 14,252 1,690 22,156 19,036 38,546 34,978 6,671 10,239
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 4,975)
-236 1,121 250 3,960 3,314 3,974 4,685 1,001 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 31.5 3.7 49.0 42.1 85.2 77.4 14.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 21 15 18 14 45 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,174
COMMITMENTS
36,615 38,847 8,296 50,589 59,978 95,500 107,120 31,674 20,054
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 23,510)
2,624 -1,715 4,695 7,123 12,762 14,443 15,742 9,068 7,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 30.5 6.5 39.8 47.2 75.1 84.2 24.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
43 30 28 29 24 85 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 51,642
COMMITMENTS
6,929 10,155 1,579 42,866 39,796 51,374 51,530 268 112
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -188)
140 -3,947 60 -376 3,716 -176 -171 -12 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 19.7 3.1 83.0 77.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 17 3 16 9 24 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,200
COMMITMENTS
9,697 4,326 150 7,308 12,686 17,155 17,162 45 38
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -5,256)
4,219 3,615 -1,905 -7,604 -6,958 -5,290 -5,248 34 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 25.2 0.9 42.5 73.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 2 7 9 14 16
Updated December 21, 2007