WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 540,679
COMMITMENTS
91,356 75,431 157,307 248,902 241,127 497,565 473,865 43,114 66,814
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -255)
-360 -3,183 -780 1,057 8,662 -83 4,698 -172 -4,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 14.0 29.1 46.0 44.6 92.0 87.6 8.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
121 118 157 94 131 317 327
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,726,038
COMMITMENTS
364,888 81,776 409,248 761,598 945,438 1535733 1436461 190,305 289,577
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 74,368)
11,220 2,508 32,364 21,218 26,964 64,802 61,837 9,566 12,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 4.7 23.7 44.1 54.8 89.0 83.2 11.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
228 95 198 272 352 576 588
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,061
COMMITMENTS
2,935 731 477 5,848 9,584 9,261 10,792 2,801 1,270
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 138)
222 73 -21 13 312 214 364 -77 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 6.1 4.0 48.5 79.5 76.8 89.5 23.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 6 7 18 13 40 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 733,990
COMMITMENTS
165,567 26,586 199,127 285,162 391,198 649,856 616,911 84,134 117,079
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -4,965)
-6,850 -893 5,471 604 -5,207 -776 -629 -4,190 -4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.6 27.1 38.9 53.3 88.5 84.0 11.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
185 89 178 140 211 411 429
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 320,931
COMMITMENTS
68,590 16,552 61,802 159,810 224,284 290,202 302,639 30,729 18,292
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -7,511)
-2,319 2,799 -188 -4,494 -11,837 -7,001 -9,226 -510 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.2 19.3 49.8 69.9 90.4 94.3 9.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
66 49 67 65 65 177 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,063,364
COMMITMENTS
142,656 166,610 77,231 695,450 651,079 915,338 894,920 148,026 168,444
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -12,843)
-1,424 7,121 -9,548 -3,881 -21,096 -14,852 -23,523 2,010 10,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 15.7 7.3 65.4 61.2 86.1 84.2 13.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
31 38 44 77 77 134 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 265,428
COMMITMENTS
77,618 11,443 42,177 102,805 192,468 222,599 246,087 42,829 19,341
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -12,033)
-8,140 -122 -1,575 -311 -11,524 -10,026 -13,221 -2,007 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 4.3 15.9 38.7 72.5 83.9 92.7 16.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
74 29 63 67 61 186 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,685
COMMITMENTS
7,798 444 1,252 6,286 16,209 15,336 17,905 3,348 780
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -454)
40 444 -454 -133 -514 -547 -524 93 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 2.4 6.7 33.6 86.7 82.1 95.8 17.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
29 7 12 28 19 63 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,005,764
COMMITMENTS
253,597 167,842 26,029 609,816 720,051 889,442 913,922 116,322 91,842
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -20,669)
-21,856 -3,619 -510 -3,024 -9,897 -25,389 -14,026 4,720 -6,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 16.7 2.6 60.6 71.6 88.4 90.9 11.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
52 42 24 96 97 162 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,770,259
COMMITMENTS
604,231 312,542 332,096 1527035 1738899 2463362 2383538 306,897 386,721
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -30,100)
-20,915 -39,166 9,448 -22,472 -3,682 -33,939 -33,401 3,839 3,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 11.3 12.0 55.1 62.8 88.9 86.0 11.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
52 61 64 120 135 204 229
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,042,891
COMMITMENTS
366,797 463,407 135,930 1302205 1214864 1804932 1814201 237,958 228,690
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 6,481)
-9,585 23,323 8,323 -6,582 -28,687 -7,843 2,959 14,325 3,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 22.7 6.7 63.7 59.5 88.4 88.8 11.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
39 45 43 91 85 156 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 663,413
COMMITMENTS
103,201 98,646 159,581 368,293 368,517 631,075 626,745 32,338 36,668
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 27,101)
-408 -3,265 13,359 16,246 14,567 29,198 24,661 -2,097 2,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.9 24.1 55.5 55.5 95.1 94.5 4.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
30 35 40 57 53 109 107
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 17,067
COMMITMENTS
6,153 1,047 1,195 1,201 9,876 8,549 12,117 8,518 4,950
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,101)
1,876 282 -326 50 624 1,600 580 -499 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 6.1 7.0 7.0 57.9 50.1 71.0 49.9 29.0
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
OPTION AND FUTURES COMBINED 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: 25,428
COMMITMENTS
7,019 13,431 288 12,959 6,914 20,265 20,633 5,163 4,795
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 452)
-26 457 87 245 44 306 589 146 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 52.8 1.1 51.0 27.2 79.7 81.1 20.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 13 7 11 7 26 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 72,176
COMMITMENTS
33,116 20,532 2,703 24,676 40,793 60,495 64,029 11,681 8,148
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 2,648)
-452 2,580 315 2,061 589 1,924 3,484 724 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 28.4 3.7 34.2 56.5 83.8 88.7 16.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
37 21 9 18 21 61 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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