WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,304
COMMITMENTS
99,311 71,335 47,889 193,836 189,679 341,036 308,903 38,268 70,401
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -13,889)
-5,036 -7,050 -5,707 -868 -1,177 -11,611 -13,934 -2,278 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 18.8 12.6 51.1 50.0 89.9 81.4 10.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
115 105 103 71 108 259 265
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,096,232
COMMITMENTS
317,677 129,913 104,962 554,541 641,631 977,180 876,506 119,052 219,726
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -8,946)
8,432 3,705 -13,169 542 -1,053 -4,195 -10,517 -4,751 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 11.9 9.6 50.6 58.5 89.1 80.0 10.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682)
138 136 149 235 305 473 528
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,543
COMMITMENTS
5,082 588 120 5,381 9,272 10,583 9,980 2,960 3,563
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 379)
249 29 32 13 -1,323 294 -1,262 85 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 4.3 0.9 39.7 68.5 78.1 73.7 21.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 8 3 13 14 34 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,777
COMMITMENTS
140,143 38,992 65,346 234,285 303,617 439,774 407,955 50,003 81,822
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,985)
763 -4,269 1,984 -394 4,096 2,353 1,811 -368 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 8.0 13.3 47.8 62.0 89.8 83.3 10.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
143 75 111 108 174 314 334
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,507
COMMITMENTS
17,490 5,717 418 0 1,001 17,908 7,136 3,599 14,371
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,273)
1,178 -30 16 0 16 1,194 2 79 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 26.6 1.9 0.0 4.7 83.3 33.2 16.7 66.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 12 5 0 4 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 268,560
COMMITMENTS
49,481 20,710 40,815 155,386 190,527 245,682 252,052 22,878 16,508
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -18,003)
-5,004 -2,396 -9,004 -3,639 -6,398 -17,647 -17,798 -356 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 7.7 15.2 57.9 70.9 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
56 30 55 71 57 168 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,007,861
COMMITMENTS
156,005 180,766 10,732 698,595 646,479 865,332 837,977 142,529 169,884
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 16,619)
11,150 -52,423 2,562 -1,858 48,829 11,854 -1,032 4,765 17,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 17.9 1.1 69.3 64.1 85.9 83.1 14.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 37 22 71 80 112 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 199,541
COMMITMENTS
53,500 5,561 26,371 85,340 151,197 165,211 183,129 34,330 16,412
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,015)
3,802 -1,382 -4 -194 6,510 3,604 5,124 -589 -2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 2.8 13.2 42.8 75.8 82.8 91.8 17.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
60 18 51 60 58 151 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,331
COMMITMENTS
4,033 2,419 1,137 6,917 9,741 12,087 13,297 2,244 1,034
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -897)
-473 -321 -71 -134 -48 -678 -440 -219 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 16.9 7.9 48.3 68.0 84.3 92.8 15.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 10 8 27 19 56 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 967,368
COMMITMENTS
228,605 180,206 16,298 596,753 666,418 841,656 862,922 125,712 104,446
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 12,203)
2,155 -586 -1,978 14,431 33,338 14,608 30,774 -2,405 -18,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 18.6 1.7 61.7 68.9 87.0 89.2 13.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 27 14 100 86 150 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,542,149
COMMITMENTS
695,265 302,435 103,774 1435496 1757841 2234535 2164050 307,614 378,099
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -251,806)
-119,356 -32,805 -20,002 -103,923 -200,776 -243,281 -253,583 -8,525 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 11.9 4.1 56.5 69.1 87.9 85.1 12.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
49 69 45 124 119 204 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,641,734
COMMITMENTS
230,103 234,434 54,935 1096342 1104928 1381380 1394297 260,354 247,437
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -59,046)
-51,144 -72,162 -16,081 6,551 11,162 -60,674 -77,081 1,628 18,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 14.3 3.3 66.8 67.3 84.1 84.9 15.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 30 28 95 91 144 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 508,584
COMMITMENTS
197,431 198,889 64,911 223,999 225,106 486,341 488,906 22,243 19,678
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -13,065)
-20,059 -2,563 9,607 3,732 -13,713 -6,720 -6,669 -6,345 -6,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 39.1 12.8 44.0 44.3 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
17 41 30 41 47 76 101
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,026
COMMITMENTS
6,075 2,774 967 2,230 9,486 9,272 13,227 9,754 5,799
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,290)
1,597 -251 205 -393 1,408 1,409 1,362 -119 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 14.6 5.1 11.7 49.9 48.7 69.5 51.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 6 6 5 7 22 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,875
COMMITMENTS
18,147 15,491 44 14,904 16,738 33,095 32,273 4,780 5,602
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -65)
782 -333 -182 188 689 788 174 -853 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 40.9 0.1 39.4 44.2 87.4 85.2 12.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 19 6 16 14 44 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,428
COMMITMENTS
33,631 48,460 867 48,568 35,416 83,066 84,743 13,362 11,685
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,263)
-2,459 5,676 -5 4,802 -4,428 2,338 1,243 -1,075 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 50.3 0.9 50.4 36.7 86.1 87.9 13.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
39 49 9 24 18 67 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 71,426
COMMITMENTS
3,302 19,110 338 67,578 51,842 71,218 71,290 208 136
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,710)
-187 1,276 53 3,939 2,481 3,805 3,810 -95 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 26.8 0.5 94.6 72.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 3 19 13 27 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,301
COMMITMENTS
2,712 10,168 619 27,968 20,493 31,299 31,280 2 21
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -3,993)
192 -1,137 491 -2,262 -931 -1,579 -1,577 -2,414 -2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 32.5 2.0 89.4 65.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 1 5 7 12 15
Updated August 31, 2007