WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,900
COMMITMENTS
113,322 78,958 59,697 201,621 202,787 374,640 341,442 35,260 68,458
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -17,174)
-3,573 -5,733 -8,615 -3,380 -2,570 -15,568 -16,918 -1,606 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 19.3 14.6 49.2 49.5 91.4 83.3 8.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
125 110 120 67 112 282 280
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,133,449
COMMITMENTS
309,250 124,294 129,533 563,996 657,476 1002779 911,303 130,670 222,146
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -60,382)
-3,699 -11,936 -41,827 -14,989 -10,477 -60,515 -64,240 133 3,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 11.0 11.4 49.8 58.0 88.5 80.4 11.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
166 140 160 230 309 486 549
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,276
COMMITMENTS
5,326 520 10 4,939 11,014 10,275 11,544 3,001 1,732
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 77)
120 87 -97 100 119 123 109 -46 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 3.9 0.1 37.2 83.0 77.4 87.0 22.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 6 1 14 14 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 502,421
COMMITMENTS
155,375 45,798 60,517 233,364 320,961 449,256 427,276 53,165 75,145
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 4,710)
7,275 1,487 1,836 -3,746 2,533 5,365 5,856 -655 -1,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 9.1 12.0 46.4 63.9 89.4 85.0 10.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
167 88 94 102 184 315 341
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,824
COMMITMENTS
15,866 5,352 404 0 973 16,270 6,729 3,554 13,095
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,714)
1,090 1,230 -19 0 -204 1,071 1,007 643 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.0 27.0 2.0 0.0 4.9 82.1 33.9 17.9 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 13 3 0 4 14 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 293,064
COMMITMENTS
67,444 19,469 47,344 152,615 210,032 267,403 276,845 25,661 16,219
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,801)
-2,776 1,880 1,957 4,609 -2,597 3,790 1,240 -989 1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 6.6 16.2 52.1 71.7 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
75 25 50 62 55 169 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,004,299
COMMITMENTS
126,857 261,003 7,387 731,357 586,507 865,601 854,897 138,698 149,402
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -14,399)
-19,846 15,525 -2,952 2,958 -5,588 -19,840 6,985 5,441 -21,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 26.0 0.7 72.8 58.4 86.2 85.1 13.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
29 48 19 79 86 117 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,449
COMMITMENTS
54,799 6,935 23,881 83,724 150,048 162,404 180,864 39,045 20,585
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -3,431)
-1,959 -4,847 -722 -1,843 2,621 -4,524 -2,948 1,093 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.4 11.9 41.6 74.5 80.6 89.8 19.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
60 17 40 59 54 143 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,293
COMMITMENTS
4,494 2,431 1,392 6,844 10,032 12,730 13,855 2,563 1,438
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -811)
211 3 48 -841 -791 -582 -740 -229 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 15.9 9.1 44.8 65.6 83.2 90.6 16.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 11 11 30 18 62 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,009,656
COMMITMENTS
175,267 252,836 27,004 679,909 638,206 882,180 918,046 127,476 91,610
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -49,372)
-13,792 -10,722 -2,528 -19,112 -23,594 -35,432 -36,844 -13,940 -12,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 25.0 2.7 67.3 63.2 87.4 90.9 12.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
49 34 17 90 81 147 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,920,253
COMMITMENTS
944,829 336,337 103,284 1556905 2076146 2605018 2515767 315,235 404,486
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -138,668)
-8,685 -10,668 4,483 -150,489 -121,364 -154,691 -127,549 16,023 -11,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 11.5 3.5 53.3 71.1 89.2 86.1 10.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
62 82 51 119 129 210 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,642,556
COMMITMENTS
247,707 283,069 55,656 1084243 1063799 1387606 1402524 254,950 240,032
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -62,918)
3,627 215 -4,385 -66,900 -30,512 -67,658 -34,682 4,740 -28,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 17.2 3.4 66.0 64.8 84.5 85.4 15.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
45 32 30 94 85 151 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 549,458
COMMITMENTS
167,316 220,049 85,115 267,107 217,787 519,538 522,951 29,920 26,507
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 35,715)
78,869 -2,353 36,381 -79,993 -769 35,257 33,259 458 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 40.0 15.5 48.6 39.6 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
23 41 32 49 48 91 103
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,220
COMMITMENTS
4,815 2,523 1,128 2,504 9,210 8,447 12,861 10,773 6,359
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,403)
783 60 423 926 1,000 2,132 1,483 -729 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 13.1 5.9 13.0 47.9 43.9 66.9 56.1 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 5 3 5 10 18 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,329
COMMITMENTS
16,779 14,451 211 14,715 16,367 31,705 31,029 6,624 7,300
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 572)
-201 1,363 98 -122 -127 -225 1,334 797 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 37.7 0.6 38.4 42.7 82.7 81.0 17.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
23 14 7 14 12 42 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,856
COMMITMENTS
43,411 38,899 779 40,841 49,937 85,031 89,615 15,825 11,241
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -2,873)
8,805 -61 -279 -5,989 6,534 2,537 6,194 -5,410 -9,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 38.6 0.8 40.5 49.5 84.3 88.9 15.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
43 42 8 27 19 74 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 68,539
COMMITMENTS
3,589 18,959 285 64,433 49,086 68,307 68,330 232 209
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -2,944)
-587 594 0 -2,459 -3,472 -3,046 -2,878 102 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 27.7 0.4 94.0 71.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 20 2 18 12 25 34
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,561
COMMITMENTS
3,280 10,481 296 30,971 23,754 34,547 34,531 14 30
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,380)
1,068 1,680 296 2,025 1,470 3,389 3,446 -9 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 30.3 0.9 89.6 68.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 1 5 6 11 14
Updated August 17, 2007