WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,730
COMMITMENTS
108,401 74,399 56,339 208,566 217,612 373,306 348,350 36,424 61,380
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,213)
1,101 135 -1,920 2,052 2,176 1,233 391 -2,446 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 18.2 13.8 50.9 53.1 91.1 85.0 8.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
110 114 106 68 110 265 260
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,188,186
COMMITMENTS
337,996 112,071 124,493 578,326 743,350 1040815 979,914 147,371 208,272
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -76,904)
-42,310 -843 -13,331 -2,995 -50,544 -58,636 -64,718 -18,268 -12,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 9.4 10.5 48.7 62.6 87.6 82.5 12.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
187 113 152 252 339 521 556
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,765
COMMITMENTS
7,176 7 87 6,070 15,006 13,333 15,100 3,432 1,665
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,137)
-341 -114 -179 -297 -766 -817 -1,059 -320 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 0.0 0.5 36.2 89.5 79.5 90.1 20.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
29 1 3 17 17 47 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,815
COMMITMENTS
163,198 38,491 102,196 217,232 321,817 482,626 462,504 55,189 75,311
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -26,399)
-26,685 -8,858 3,739 2,654 -12,216 -20,292 -17,335 -6,107 -9,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 7.2 19.0 40.4 59.8 89.7 86.0 10.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
147 84 160 120 177 384 368
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,193
COMMITMENTS
15,497 3,310 657 0 1,172 16,154 5,139 3,039 14,054
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -551)
-249 1,765 -388 0 -241 -637 1,136 86 -1,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.7 17.2 3.4 0.0 6.1 84.2 26.8 15.8 73.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 13 7 0 4 13 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 292,790
COMMITMENTS
70,406 10,922 45,693 146,784 217,633 262,883 274,248 29,907 18,542
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -13,647)
-17,821 -4,321 2,125 247 -12,789 -15,449 -14,985 1,802 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 3.7 15.6 50.1 74.3 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
79 19 61 61 57 178 129
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 999,529
COMMITMENTS
148,864 269,050 9,919 711,256 532,893 870,039 811,862 129,490 187,667
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -8,893)
-8,243 -4,873 379 9,063 -1,481 1,199 -5,975 -10,092 -2,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 26.9 1.0 71.2 53.3 87.0 81.2 13.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
28 56 23 75 78 111 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,892
COMMITMENTS
57,610 12,086 27,250 83,035 148,533 167,895 187,869 39,997 20,023
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -12,834)
-7,710 -3,872 -442 -820 -4,976 -8,972 -9,290 -3,862 -3,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 5.8 13.1 39.9 71.4 80.8 90.4 19.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
65 19 36 59 50 142 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,218
COMMITMENTS
5,290 1,917 805 7,655 12,289 13,750 15,011 2,468 1,207
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 170)
-186 107 58 314 150 186 315 -16 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.8 5.0 47.2 75.8 84.8 92.6 15.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
26 12 10 30 21 59 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 954,980
COMMITMENTS
207,509 220,250 12,205 616,110 631,499 835,824 863,954 119,156 91,026
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,066)
37,410 -24,687 1,538 -25,094 23,941 13,854 792 -7,788 5,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 23.1 1.3 64.5 66.1 87.5 90.5 12.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
50 29 14 96 81 150 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,789,907
COMMITMENTS
770,942 425,508 74,721 1658266 1808994 2503929 2309223 285,978 480,684
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -102,639)
1,432 -98,698 13,180 -105,496 -22,818 -90,884 -108,336 -11,755 5,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 15.3 2.7 59.4 64.8 89.7 82.8 10.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
58 76 39 112 122 189 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,588,881
COMMITMENTS
272,795 384,884 26,071 1084034 906,419 1382900 1317374 205,981 271,507
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -24,581)
26,251 -18,419 -5,142 -49,467 -5,168 -28,358 -28,729 3,777 4,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 24.2 1.6 68.2 57.0 87.0 82.9 13.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
48 39 17 85 82 140 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 521,732
COMMITMENTS
94,131 153,154 62,085 332,209 283,510 488,425 498,749 33,307 22,983
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 38,457)
2,689 1,022 3,283 28,720 29,070 34,692 33,375 3,765 5,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 29.4 11.9 63.7 54.3 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
34 25 32 47 44 100 84
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,002
COMMITMENTS
1,613 2,846 65 897 4,302 2,575 7,213 6,427 1,789
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 544)
-114 1,312 -144 -137 -147 -395 1,021 939 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 31.6 0.7 10.0 47.8 28.6 80.1 71.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 2 3 6 10 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,237
COMMITMENTS
3,247 6,200 660 4,070 10,439 7,977 17,299 14,260 4,938
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,637)
68 1,395 267 1,267 315 1,602 1,977 35 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 27.9 3.0 18.3 46.9 35.9 77.8 64.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 12 5 8 8 25 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,438
COMMITMENTS
13,043 12,596 43 14,033 11,973 27,119 24,612 5,319 7,826
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -137)
1,562 -303 5 -948 12 619 -286 -756 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 38.8 0.1 43.3 36.9 83.6 75.9 16.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
21 13 5 14 9 39 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,030
COMMITMENTS
28,279 27,898 1,530 40,774 46,443 70,583 75,871 17,447 12,159
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 11,788)
767 4,113 760 5,880 5,157 7,407 10,030 4,381 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 31.7 1.7 46.3 52.8 80.2 86.2 19.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
39 34 8 25 18 66 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,248
COMMITMENTS
1,835 15,028 304 55,955 40,624 58,094 55,956 154 2,292
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,180)
36 1,403 0 1,240 -201 1,276 1,202 -96 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 25.8 0.5 96.1 69.7 99.7 96.1 0.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 13 3 16 9 23 24
Updated June 29, 2007