WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,193
COMMITMENTS
104,347 78,385 53,596 194,704 190,856 352,647 322,837 40,546 70,356
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -16,707)
-8,975 -573 -6,101 -6,917 -11,931 -21,993 -18,605 5,286 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 19.9 13.6 49.5 48.5 89.7 82.1 10.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
110 112 111 73 111 267 270
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,105,178
COMMITMENTS
309,245 126,208 118,131 553,999 642,684 981,375 887,023 123,803 218,155
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -28,271)
-5 1,914 -11,402 -9,997 -14,792 -21,404 -24,280 -6,867 -3,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.4 10.7 50.1 58.2 88.8 80.3 11.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
160 136 153 234 305 485 533
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,164
COMMITMENTS
4,833 559 88 5,368 10,595 10,289 11,242 2,875 1,922
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -112)
-493 39 78 429 -419 14 -302 -126 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 4.2 0.7 40.8 80.5 78.2 85.4 21.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 3 12 13 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 487,792
COMMITMENTS
139,380 43,261 63,362 234,679 299,521 437,421 406,144 50,371 81,648
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -14,629)
-15,995 -2,537 2,845 1,315 -21,440 -11,835 -21,132 -2,794 6,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 8.9 13.0 48.1 61.4 89.7 83.3 10.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
148 78 94 105 171 301 319
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,234
COMMITMENTS
16,312 5,747 402 0 985 16,714 7,134 3,520 13,100
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 410)
446 395 -2 0 12 444 405 -34 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.6 28.4 2.0 0.0 4.9 82.6 35.3 17.4 64.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 14 4 0 4 17 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 286,563
COMMITMENTS
54,485 23,106 49,819 159,025 196,925 263,329 269,850 23,234 16,713
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -6,501)
-12,959 3,637 2,475 6,410 -13,107 -4,074 -6,995 -2,427 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 8.1 17.4 55.5 68.7 91.9 94.2 8.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
60 27 52 68 58 161 128
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 991,242
COMMITMENTS
144,855 233,189 8,170 700,453 597,650 853,478 839,009 137,764 152,233
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -13,057)
17,998 -27,814 783 -30,904 11,143 -12,123 -15,888 -934 2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 23.5 0.8 70.7 60.3 86.1 84.6 13.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
31 44 21 77 83 119 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,526
COMMITMENTS
49,698 6,943 26,375 85,534 144,687 161,607 178,005 34,919 18,521
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -4,923)
-5,101 8 2,494 1,810 -5,361 -797 -2,859 -4,126 -2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 3.5 13.4 43.5 73.6 82.2 90.6 17.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
60 17 46 62 56 149 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,228
COMMITMENTS
4,506 2,740 1,208 7,051 9,789 12,765 13,737 2,463 1,491
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -65)
12 309 -184 207 -243 35 -118 -100 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 18.0 7.9 46.3 64.3 83.8 90.2 16.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 10 30 20 62 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 955,165
COMMITMENTS
226,450 180,792 18,276 582,322 633,080 827,048 832,148 128,117 123,017
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -54,491)
51,183 -72,044 -8,728 -97,587 -5,126 -55,132 -85,898 641 31,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 18.9 1.9 61.0 66.3 86.6 87.1 13.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 25 18 92 85 145 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,793,955
COMMITMENTS
814,621 335,240 123,776 1539419 1958617 2477816 2417633 316,139 376,322
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -126,298)
-130,208 -1,097 20,492 -17,486 -117,529 -127,202 -98,134 904 -28,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 12.0 4.4 55.1 70.1 88.7 86.5 11.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
58 80 54 125 132 215 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,700,780
COMMITMENTS
281,247 306,596 71,016 1089791 1093766 1442054 1471378 258,726 229,402
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 58,224)
33,540 23,527 15,360 5,548 29,967 54,448 68,854 3,776 -10,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 18.0 4.2 64.1 64.3 84.8 86.5 15.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
42 37 29 89 93 147 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 521,649
COMMITMENTS
217,490 201,452 55,304 220,267 238,819 493,061 495,575 28,588 26,074
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -27,809)
50,174 -18,597 -29,811 -46,840 21,032 -26,477 -27,376 -1,332 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 38.6 10.6 42.2 45.8 94.5 95.0 5.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
21 39 25 41 47 78 97
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,736
COMMITMENTS
4,478 3,025 762 2,623 8,078 7,863 11,865 9,873 5,871
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,484)
-337 502 -366 119 -1,132 -584 -996 -900 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 17.1 4.3 14.8 45.5 44.3 66.9 55.7 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 7 4 5 8 19 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,940
COMMITMENTS
17,365 15,824 226 14,716 16,049 32,307 32,099 5,633 5,841
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -389)
586 1,373 15 1 -318 602 1,070 -991 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 41.7 0.6 38.8 42.3 85.2 84.6 14.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 18 5 14 12 40 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,165
COMMITMENTS
36,090 42,784 872 43,766 39,844 80,728 83,500 14,437 11,665
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,691)
-7,321 3,885 93 2,925 -10,093 -4,303 -6,115 -1,388 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 45.0 0.9 46.0 41.9 84.8 87.7 15.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
37 44 11 23 19 66 68
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 67,716
COMMITMENTS
3,489 17,834 285 63,639 49,361 67,413 67,480 303 236
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -823)
-100 -1,125 0 -794 275 -894 -850 71 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 26.3 0.4 94.0 72.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 16 2 17 12 23 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,294
COMMITMENTS
2,520 11,305 128 30,230 21,424 32,878 32,857 2,416 2,437
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 733)
-760 824 -168 -741 -2,330 -1,669 -1,674 2,402 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 32.0 0.4 85.7 60.7 93.2 93.1 6.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 8 1 4 6 10 14
Updated August 24, 2007