WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,074
COMMITMENTS
116,895 84,691 68,312 205,001 205,357 390,208 358,360 36,866 68,714
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -10,507)
9,149 -116 -10,572 -6,076 -2,096 -7,499 -12,784 -3,008 2,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 19.8 16.0 48.0 48.1 91.4 83.9 8.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
127 106 132 69 110 295 283
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,193,831
COMMITMENTS
312,949 136,230 171,360 578,985 667,953 1063294 975,543 130,537 218,288
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -25,784)
-8,642 -9,076 -6,953 -8,231 -10,442 -23,826 -26,471 -1,958 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 11.4 14.4 48.5 56.0 89.1 81.7 10.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 736)
176 142 169 238 311 513 559
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,199
COMMITMENTS
5,206 433 107 4,839 10,895 10,152 11,435 3,047 1,764
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -770)
23 -126 1 -630 -348 -606 -473 -164 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 3.3 0.8 36.7 82.5 76.9 86.6 23.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 5 3 13 13 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,711
COMMITMENTS
148,100 44,311 58,681 237,110 318,428 443,891 421,420 53,820 76,291
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -11,309)
-4,096 -3,706 -10,462 4,100 2,699 -10,458 -11,469 -851 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 8.9 11.8 47.6 64.0 89.2 84.7 10.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
171 92 96 105 185 329 337
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,110
COMMITMENTS
14,776 4,122 423 0 1,177 15,199 5,722 2,911 12,388
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,727)
-1,740 -1,082 -12 0 157 -1,752 -937 25 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.6 22.8 2.3 0.0 6.5 83.9 31.6 16.1 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 12 5 0 5 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,263
COMMITMENTS
70,220 17,589 45,387 148,006 212,629 263,613 275,605 26,650 14,658
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,102)
-3,475 2,720 -3,287 1,151 -6,519 -5,611 -7,086 -1,491 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 6.1 15.6 51.0 73.3 90.8 95.0 9.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
72 31 55 59 57 167 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,018,698
COMMITMENTS
146,703 245,478 10,339 728,399 592,095 885,441 847,912 133,257 170,786
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 6,148)
13,371 14,239 4,538 -4,783 -3,692 13,126 15,085 -6,978 -8,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 24.1 1.0 71.5 58.1 86.9 83.2 13.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
25 47 21 80 87 117 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 204,880
COMMITMENTS
56,758 11,782 24,603 85,567 147,427 166,928 183,812 37,952 21,068
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 2,764)
6,765 -1,667 -5,799 -1,236 8,350 -270 884 3,034 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 5.8 12.0 41.8 72.0 81.5 89.7 18.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
63 20 44 57 52 146 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,104
COMMITMENTS
4,283 2,428 1,344 7,685 10,823 13,312 14,595 2,792 1,509
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 271)
38 -506 279 -284 352 33 125 238 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.1 8.3 47.7 67.2 82.7 90.6 17.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 12 10 30 18 59 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,059,028
COMMITMENTS
189,059 263,558 29,532 699,021 661,800 917,612 954,890 141,416 104,138
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 21,064)
430 42,543 11,428 12,012 -31,002 23,870 22,969 -2,806 -1,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 24.9 2.8 66.0 62.5 86.6 90.2 13.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
50 32 17 87 81 146 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,058,921
COMMITMENTS
953,514 347,005 98,801 1707394 2197510 2759709 2643316 299,212 415,605
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 113,308)
80,953 -10,950 11,078 38,576 99,386 130,607 99,514 -17,299 13,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 11.3 3.2 55.8 71.8 90.2 86.4 9.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
60 84 49 124 136 212 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,705,474
COMMITMENTS
244,080 282,854 60,041 1151143 1094311 1455264 1437206 250,210 268,268
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 61,383)
-47,399 21,213 2,776 79,873 34,231 35,250 58,220 26,133 3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 16.6 3.5 67.5 64.2 85.3 84.3 14.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
45 37 32 98 86 162 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 513,743
COMMITMENTS
88,447 222,402 48,734 347,100 218,556 484,281 489,692 29,462 24,051
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -34,727)
-19,118 38,357 -28,638 12,912 -36,017 -34,844 -26,298 117 -8,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 43.3 9.5 67.6 42.5 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
27 35 23 48 41 89 85
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,817
COMMITMENTS
4,032 2,463 705 1,578 8,210 6,315 11,378 11,502 6,439
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,347)
-859 -842 -383 -897 -1,116 -2,139 -2,341 -208 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 13.8 4.0 8.9 46.1 35.4 63.9 64.6 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 3 5 8 16 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,757
COMMITMENTS
16,980 13,088 113 14,837 16,494 31,930 29,695 5,827 8,062
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 2,353)
514 346 60 1,524 343 2,098 749 255 1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 34.7 0.3 39.3 43.7 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 11 5 15 12 45 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,729
COMMITMENTS
34,606 38,960 1,058 46,830 43,403 82,494 83,421 21,235 20,308
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 11,973)
-176 3,347 320 6,778 209 6,922 3,876 5,051 8,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 37.6 1.0 45.1 41.8 79.5 80.4 20.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 44 8 26 19 69 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 71,483
COMMITMENTS
4,176 18,365 285 66,892 52,558 71,353 71,208 130 275
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 5,520)
533 6,062 -1,429 6,518 3,143 5,622 7,776 -102 -2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 25.7 0.4 93.6 73.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 17 2 19 10 27 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,181
COMMITMENTS
2,212 8,801 0 28,946 22,284 31,158 31,085 23 96
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,083)
995 -2,195 0 -3,101 240 -2,106 -1,955 23 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 28.2 0.0 92.8 71.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 0 5 6 10 14
Updated August 10, 2007