WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 499,203
COMMITMENTS
102,086 73,801 130,231 224,938 225,312 457,255 429,345 41,948 69,859
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 16,331)
2,644 7,060 4,141 4,898 -2,125 11,683 9,076 4,647 7,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 14.8 26.1 45.1 45.1 91.6 86.0 8.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
119 126 138 78 118 299 298
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,719,601
COMMITMENTS
254,947 120,243 511,540 765,570 801,769 1532056 1433552 187,545 286,049
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 44,260)
-12,630 16,753 31,365 22,808 -19,593 41,543 28,524 2,716 15,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.0 29.7 44.5 46.6 89.1 83.4 10.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 788)
197 157 247 312 359 636 663
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 16,333
COMMITMENTS
5,242 79 910 6,698 13,444 12,850 14,433 3,483 1,900
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 186)
-632 62 200 441 -313 8 -52 178 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 0.5 5.6 41.0 82.3 78.7 88.4 21.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 4 7 16 17 40 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 724,567
COMMITMENTS
150,205 25,169 210,356 285,037 387,185 645,598 622,711 78,969 101,857
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 4,032)
-14,685 -5,134 2,634 18,332 5,659 6,281 3,159 -2,249 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 3.5 29.0 39.3 53.4 89.1 85.9 10.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
214 95 204 145 194 456 431
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 336,816
COMMITMENTS
77,503 13,166 60,355 170,561 247,800 308,419 321,321 28,397 15,495
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 14,301)
-3,547 133 5,803 12,702 8,497 14,958 14,433 -657 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 3.9 17.9 50.6 73.6 91.6 95.4 8.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
83 33 58 65 67 185 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,156,532
COMMITMENTS
111,530 231,043 99,814 800,341 620,243 1011685 951,100 144,847 205,432
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -17,833)
-8,230 -4,772 235 -5,103 -6,400 -13,097 -10,937 -4,736 -6,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.0 8.6 69.2 53.6 87.5 82.2 12.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
37 49 50 93 89 152 166
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 233,191
COMMITMENTS
61,963 7,638 37,107 92,120 166,250 191,189 210,995 42,001 22,196
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -1,746)
-459 22 -1,663 2,548 -36 426 -1,678 -2,172 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 3.3 15.9 39.5 71.3 82.0 90.5 18.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
66 25 48 66 58 161 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 17,304
COMMITMENTS
3,837 2,720 1,724 8,364 10,620 13,925 15,064 3,379 2,240
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 862)
-698 611 -4 900 -664 199 -57 664 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 15.7 10.0 48.3 61.4 80.5 87.1 19.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 15 10 32 21 62 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,021,762
COMMITMENTS
223,325 252,648 19,235 657,313 663,721 899,873 935,604 121,889 86,158
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 7,464)
17,101 9,814 2,641 -6,313 5,048 13,429 17,503 -5,965 -10,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 24.7 1.9 64.3 65.0 88.1 91.6 11.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
52 34 21 101 75 160 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,684,233
COMMITMENTS
824,088 444,795 457,794 2106273 2317303 3388156 3219893 296,077 464,340
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 41,362)
47,900 -7,110 15,102 2,951 52,366 65,954 60,358 -24,592 -18,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 12.1 12.4 57.2 62.9 92.0 87.4 8.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
69 86 82 151 172 255 305
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,861,171
COMMITMENTS
295,739 359,983 210,636 1117350 1028659 1623725 1599278 237,446 261,893
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 6,126)
13,805 1,195 16,685 -25,737 -716 4,753 17,164 1,373 -11,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.3 11.3 60.0 55.3 87.2 85.9 12.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
38 48 44 96 90 159 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 702,676
COMMITMENTS
128,861 145,118 202,554 341,080 329,776 672,496 677,448 30,180 25,228
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 16,679)
-3,060 -21 12,150 9,475 1,874 18,565 14,003 -1,886 2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 20.7 28.8 48.5 46.9 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
38 32 46 52 54 116 107
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 23,866
COMMITMENTS
4,746 5,033 1,715 3,068 10,701 9,530 17,449 14,336 6,416
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 788)
155 4 84 364 -254 603 -166 185 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.1 7.2 12.9 44.8 39.9 73.1 60.1 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 12 8 9 10 28 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 36,622
COMMITMENTS
14,638 13,089 1,247 14,238 14,576 30,123 28,912 6,499 7,710
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,794)
1,076 1,288 -75 -15 1,467 987 2,681 807 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 35.7 3.4 38.9 39.8 82.3 78.9 17.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 13 11 16 12 49 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 109,506
COMMITMENTS
34,338 45,124 2,596 59,683 43,639 96,617 91,359 12,888 18,147
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 20,571)
4,618 12,485 114 17,495 2,654 22,228 15,254 -1,656 5,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 41.2 2.4 54.5 39.9 88.2 83.4 11.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
38 55 21 27 20 78 83
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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