WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 399,301
COMMITMENTS
100,329 78,560 61,521 203,190 201,432 365,040 341,513 34,261 57,788
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 11,290)
1,328 -1,569 10,377 -299 2,657 11,406 11,465 -116 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.7 15.4 50.9 50.4 91.4 85.5 8.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
111 119 110 68 113 261 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,197,980
COMMITMENTS
335,700 140,854 145,936 579,359 700,854 1060995 987,644 136,985 210,336
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 7,865)
9,155 -213 6,457 -9,389 -4,404 6,223 1,840 1,642 6,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.8 12.2 48.4 58.5 88.6 82.4 11.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 747)
185 139 147 239 325 496 562
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,245
COMMITMENTS
6,408 10 8 5,574 13,635 11,990 13,653 3,255 1,592
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 63)
45 4 -66 -50 218 -71 156 134 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 0.1 0.1 36.6 89.4 78.6 89.6 21.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
26 1 2 14 16 40 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,396
COMMITMENTS
182,802 43,809 82,681 220,145 338,149 485,628 464,639 57,768 78,757
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 10,651)
13,460 2,060 -3,417 1,718 13,955 11,761 12,598 -1,110 -1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 8.1 15.2 40.5 62.2 89.4 85.5 10.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
179 103 132 113 181 371 365
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,026
COMMITMENTS
17,291 4,776 487 0 1,091 17,778 6,354 3,248 14,672
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,401)
644 271 385 0 42 1,029 698 372 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.2 22.7 2.3 0.0 5.2 84.6 30.2 15.4 69.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 14 7 0 4 15 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 288,470
COMMITMENTS
81,661 13,012 37,732 141,823 224,207 261,216 274,951 27,254 13,519
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 189)
2,227 317 -201 -1,234 1,532 792 1,648 -603 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 4.5 13.1 49.2 77.7 90.6 95.3 9.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
90 28 46 57 57 175 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 994,393
COMMITMENTS
118,694 242,866 9,024 730,660 548,808 858,378 800,698 136,015 193,695
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 334)
-28,219 -12,609 -251 3,593 15,105 -24,877 2,245 25,211 -1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 24.4 0.9 73.5 55.2 86.3 80.5 13.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
23 51 26 81 79 116 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 213,250
COMMITMENTS
65,192 7,617 25,606 82,255 159,452 173,053 192,675 40,197 20,575
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 6,313)
6,199 -2,501 230 -1,845 8,519 4,584 6,248 1,729 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 3.6 12.0 38.6 74.8 81.2 90.4 18.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
68 21 42 59 51 153 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,300
COMMITMENTS
4,885 2,074 954 6,886 11,034 12,725 14,062 2,575 1,238
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 408)
-237 143 291 115 -136 169 298 239 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 13.6 6.2 45.0 72.1 83.2 91.9 16.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 11 9 28 20 54 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,000,761
COMMITMENTS
208,901 241,901 12,168 653,189 652,061 874,258 906,130 126,503 94,631
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 9,443)
-7,162 -70 621 12,104 1,231 5,563 1,782 3,880 7,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 24.2 1.2 65.3 65.2 87.4 90.5 12.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
48 38 12 101 75 153 121
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,852,436
COMMITMENTS
773,959 493,723 90,758 1698532 1818871 2563249 2403352 289,187 449,084
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 68,899)
-17,713 49,836 28,133 35,085 3,055 45,505 81,024 23,394 -12,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 17.3 3.2 59.5 63.8 89.9 84.3 10.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
56 88 39 116 136 191 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,580,218
COMMITMENTS
335,639 361,305 26,369 991,359 926,810 1353367 1314484 226,851 265,734
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 26,973)
36,845 16,570 -1,248 -24,411 18,040 11,186 33,362 15,787 -6,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 22.9 1.7 62.7 58.7 85.6 83.2 14.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
51 35 21 83 84 142 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 452,188
COMMITMENTS
107,370 139,346 46,391 268,987 247,563 422,748 433,300 29,440 18,888
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 16,605)
28,091 4,262 -3,438 -6,668 14,701 17,985 15,525 -1,380 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 30.8 10.3 59.5 54.7 93.5 95.8 6.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
28 29 28 44 44 93 82
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,795
COMMITMENTS
4,758 5,066 946 2,640 10,895 8,344 16,907 13,451 4,888
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 640)
1,465 881 46 -453 -412 1,058 515 -418 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 23.2 4.3 12.1 50.0 38.3 77.6 61.7 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 10 5 6 9 24 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,509
COMMITMENTS
13,554 11,561 46 13,582 12,951 27,182 24,558 5,327 7,951
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 961)
891 640 -3 -417 48 471 685 490 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 35.6 0.1 41.8 39.8 83.6 75.5 16.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 12 4 14 11 40 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,704
COMMITMENTS
29,199 32,541 955 38,265 36,914 68,419 70,410 14,285 12,294
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,606)
2,938 3,298 -150 -1,645 -2,378 1,143 770 1,463 1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 39.3 1.2 46.3 44.6 82.7 85.1 17.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 41 5 25 17 63 60
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 63,913
COMMITMENTS
2,137 16,285 611 60,997 44,841 63,745 61,737 168 2,176
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 552)
-158 144 323 1,288 1,045 1,453 1,512 -901 -960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 25.5 1.0 95.4 70.2 99.7 96.6 0.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 14 3 16 9 23 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,563
COMMITMENTS
1,359 3,603 69 21,135 18,396 22,563 22,068 0 495
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 16.0 0.3 93.7 81.5 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 1 3 7 9 15
Updated July 13, 2007