WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,581
COMMITMENTS
107,746 84,807 78,884 211,077 207,453 397,707 371,144 39,874 66,437
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 11,441)
1,230 1,504 5,231 767 1,909 7,228 8,644 4,213 2,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 19.4 18.0 48.2 47.4 90.9 84.8 9.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
119 107 132 63 115 283 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,219,615
COMMITMENTS
321,591 145,306 178,313 587,216 678,395 1087120 1002014 132,495 217,601
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -2,607)
2,154 -6,192 7,719 -17,463 -10,470 -7,590 -8,943 4,983 6,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 11.9 14.6 48.1 55.6 89.1 82.2 10.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
173 146 170 241 311 510 565
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,969
COMMITMENTS
5,183 559 106 5,469 11,243 10,758 11,908 3,211 2,061
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -73)
-39 223 -19 23 -165 -35 39 -38 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 4.0 0.8 39.2 80.5 77.0 85.2 23.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 6 3 13 13 33 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 509,020
COMMITMENTS
152,196 48,017 69,143 233,010 315,729 454,349 432,889 54,671 76,131
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -19,746)
-11,325 3,138 -4,894 -4,912 -13,773 -21,131 -15,529 1,385 -4,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 9.4 13.6 45.8 62.0 89.3 85.0 10.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493)
163 108 117 102 181 332 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,837
COMMITMENTS
16,516 5,204 435 0 1,020 16,951 6,659 2,886 13,178
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -1,039)
-1,143 -391 7 0 18 -1,136 -366 97 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.3 26.2 2.2 0.0 5.1 85.5 33.6 14.5 66.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 14 4 0 4 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 297,365
COMMITMENTS
73,695 14,869 48,674 146,855 219,148 269,224 282,691 28,141 14,674
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 302)
-2,463 -352 4,827 -5,355 -5,843 -2,991 -1,368 3,293 1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 5.0 16.4 49.4 73.7 90.5 95.1 9.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
75 29 61 57 57 175 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,012,550
COMMITMENTS
133,332 231,239 5,801 733,182 595,787 872,315 832,827 140,235 179,723
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 26,477)
2,346 -19,921 -3,082 9,784 30,231 9,048 7,228 17,429 19,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 22.8 0.6 72.4 58.8 86.2 82.3 13.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
30 44 21 73 84 113 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 202,116
COMMITMENTS
49,993 13,449 30,402 86,803 139,077 167,198 182,928 34,918 19,188
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -3,938)
-4,743 2,540 3,288 584 -8,703 -871 -2,875 -3,067 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 6.7 15.0 42.9 68.8 82.7 90.5 17.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
59 24 54 60 56 153 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,833
COMMITMENTS
4,245 2,934 1,065 7,969 10,471 13,279 14,470 2,554 1,363
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 271)
6 147 101 211 162 318 410 -47 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 18.5 6.7 50.3 66.1 83.9 91.4 16.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 12 9 31 17 57 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,964
COMMITMENTS
188,629 221,015 18,104 687,009 692,802 893,742 931,921 144,222 106,043
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -3,263)
-48,211 -9,767 -6,020 32,076 15,375 -22,155 -412 18,892 -2,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 21.3 1.7 66.2 66.7 86.1 89.8 13.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 31 19 89 77 147 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,945,613
COMMITMENTS
872,561 357,955 87,723 1668818 2098124 2629102 2543802 316,511 401,811
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 132,662)
116,676 -45,664 -33,309 24,324 214,855 107,691 135,882 24,971 -3,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 12.2 3.0 56.7 71.2 89.3 86.4 10.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
59 81 49 122 135 211 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,644,091
COMMITMENTS
291,479 261,641 57,265 1071270 1060080 1420014 1378986 224,077 265,105
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 28,380)
-48,441 -86,344 23,163 56,988 71,000 31,710 7,819 -3,330 20,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 15.9 3.5 65.2 64.5 86.4 83.9 13.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
50 34 28 96 87 159 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 548,470
COMMITMENTS
107,565 184,045 77,372 334,188 254,573 519,125 515,990 29,345 32,480
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 42,824)
-4,033 14,345 23,982 22,873 -3,350 42,822 34,977 2 7,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 33.6 14.1 60.9 46.4 94.6 94.1 5.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
29 29 27 52 47 95 90
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,164
COMMITMENTS
4,891 3,305 1,088 2,475 9,326 8,454 13,719 11,710 6,445
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -3,543)
-1,982 -218 -880 245 -2,674 -2,617 -3,772 -926 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 16.4 5.4 12.3 46.3 41.9 68.0 58.1 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 7 4 8 9 22 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,404
COMMITMENTS
16,466 12,742 53 13,313 16,151 29,832 28,946 5,572 6,458
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,233)
434 921 19 573 1,200 1,026 2,140 207 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 36.0 0.1 37.6 45.6 84.3 81.8 15.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 11 4 13 12 40 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,756
COMMITMENTS
34,782 35,613 738 40,052 43,194 75,572 79,545 16,184 12,211
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,012)
956 -2,998 -286 -85 7,431 585 4,147 1,427 -2,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 38.8 0.8 43.7 47.1 82.4 86.7 17.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
38 34 5 25 20 65 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 65,963
COMMITMENTS
3,643 12,303 1,714 60,374 49,415 65,731 63,432 232 2,531
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,330)
1,077 -1,482 886 -748 1,674 1,215 1,078 115 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 18.7 2.6 91.5 74.9 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 16 4 17 12 26 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,264
COMMITMENTS
1,217 10,996 0 32,047 22,044 33,264 33,040 0 224
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 12,470)
-268 5,856 -149 12,887 6,680 12,470 12,387 0 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 33.1 0.0 96.3 66.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 8 0 4 7 7 15
Updated August 3, 2007