WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 414,072
COMMITMENTS
103,836 82,040 65,445 206,233 201,675 375,514 349,160 38,558 64,912
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 14,771)
3,507 3,480 3,924 3,043 243 10,474 7,647 4,297 7,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.8 15.8 49.8 48.7 90.7 84.3 9.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
118 113 114 66 110 270 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,229,696
COMMITMENTS
329,172 159,272 166,653 593,710 685,562 1089535 1011487 140,161 218,209
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 31,716)
-6,528 18,418 20,717 14,351 -15,292 28,540 23,843 3,176 7,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 13.0 13.6 48.3 55.8 88.6 82.3 11.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 747)
169 144 158 241 321 502 569
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,335
COMMITMENTS
5,855 68 126 5,927 13,312 11,908 13,506 3,427 1,829
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 90)
-553 58 118 353 -323 -82 -147 172 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 0.4 0.8 38.7 86.8 77.7 88.1 22.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
23 1 5 13 16 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 554,480
COMMITMENTS
177,627 42,818 82,254 234,610 346,794 494,491 471,866 59,989 82,614
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 11,084)
-5,175 -991 -427 14,465 8,645 8,863 7,227 2,221 3,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.7 14.8 42.3 62.5 89.2 85.1 10.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
192 87 138 121 187 387 377
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,141
COMMITMENTS
17,222 5,088 428 0 1,120 17,650 6,636 3,491 14,505
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 115)
-69 312 -59 0 29 -128 282 243 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.5 24.1 2.0 0.0 5.3 83.5 31.4 16.5 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 12 5 0 4 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 300,123
COMMITMENTS
76,953 14,344 42,913 153,766 229,564 273,632 286,821 26,491 13,302
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 11,653)
-4,708 1,332 5,181 11,943 5,357 12,416 11,870 -763 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 4.8 14.3 51.2 76.5 91.2 95.6 8.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
83 31 50 59 58 174 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 981,332
COMMITMENTS
114,083 237,881 8,846 728,462 545,829 851,391 792,556 129,941 188,776
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -13,061)
-4,611 -4,985 -178 -2,198 -2,979 -6,987 -8,142 -6,074 -4,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 24.2 0.9 74.2 55.6 86.8 80.8 13.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
31 51 25 78 75 121 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 214,698
COMMITMENTS
64,545 7,828 25,415 85,541 160,789 175,501 194,032 39,197 20,666
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,448)
-647 211 -191 3,286 1,337 2,448 1,357 -1,000 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 3.6 11.8 39.8 74.9 81.7 90.4 18.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
67 21 42 65 55 156 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,139
COMMITMENTS
4,334 2,633 907 7,691 10,435 12,932 13,975 3,207 2,164
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 839)
-551 559 -47 805 -599 207 -87 632 926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 16.3 5.6 47.7 64.7 80.1 86.6 19.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 11 9 29 18 56 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,010,272
COMMITMENTS
226,781 252,637 14,693 648,138 658,234 889,612 925,564 120,660 84,708
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 9,511)
17,880 10,736 2,525 -5,051 6,173 15,354 19,434 -5,843 -9,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 25.0 1.5 64.2 65.2 88.1 91.6 11.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
52 34 16 97 72 153 118
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,871,480
COMMITMENTS
817,098 481,365 97,895 1685963 1858397 2600956 2437657 270,524 433,823
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 19,044)
43,139 -12,358 7,137 -12,569 39,526 37,707 34,305 -18,663 -15,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 16.8 3.4 58.7 64.7 90.6 84.9 9.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
58 87 42 123 131 202 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,568,427
COMMITMENTS
347,794 369,564 28,569 967,833 917,939 1344196 1316072 224,231 252,355
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -11,791)
12,155 8,259 2,200 -23,526 -8,871 -9,171 1,588 -2,620 -13,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 23.6 1.8 61.7 58.5 85.7 83.9 14.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 39 21 86 81 143 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 460,532
COMMITMENTS
103,474 142,692 51,845 277,763 244,733 433,082 439,270 27,450 21,262
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 8,344)
-3,896 3,346 5,454 8,776 -2,830 10,334 5,970 -1,990 2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 31.0 11.3 60.3 53.1 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 31 30 45 41 94 82
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,517
COMMITMENTS
4,927 5,080 985 2,977 10,613 8,889 16,678 13,628 5,839
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 722)
169 14 39 337 -282 545 -229 177 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 22.6 4.4 13.2 47.1 39.5 74.1 60.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 9 4 8 9 25 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,828
COMMITMENTS
14,269 12,655 29 13,332 14,198 27,630 26,882 6,198 6,946
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,319)
715 1,094 -17 -250 1,247 448 2,324 871 -1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 37.4 0.1 39.4 42.0 81.7 79.5 18.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 12 3 14 11 42 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,597
COMMITMENTS
33,828 43,668 877 52,210 38,128 86,915 82,673 12,682 16,924
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 16,893)
4,629 11,127 -78 13,945 1,214 18,496 12,263 -1,603 4,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 43.8 0.9 52.4 38.3 87.3 83.0 12.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
42 50 8 26 18 72 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,467
COMMITMENTS
2,736 15,210 622 61,035 46,496 64,393 62,328 74 2,139
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 554)
599 -1,075 11 38 1,655 648 591 -94 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 23.6 1.0 94.7 72.1 99.9 96.7 0.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 16 3 15 9 22 28
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,853
COMMITMENTS
1,155 3,273 141 17,557 14,940 18,853 18,354 0 499
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -3,710)
-204 -330 72 -3,578 -3,456 -3,710 -3,714 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 17.4 0.7 93.1 79.2 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 10 1 3 6 8 16
Updated July 20, 2007