WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,005
COMMITMENTS
99,970 68,069 42,473 190,451 190,140 332,894 300,682 37,111 69,323
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -9,299)
659 -3,266 -5,416 -3,385 461 -8,142 -8,221 -1,157 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 18.4 11.5 51.5 51.4 90.0 81.3 10.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
121 109 99 69 114 256 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,089,568
COMMITMENTS
304,372 134,936 106,368 563,213 631,979 973,953 873,283 115,615 216,285
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -6,664)
-13,305 5,023 1,406 8,672 -9,652 -3,227 -3,223 -3,437 -3,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 12.4 9.8 51.7 58.0 89.4 80.1 10.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 694)
144 139 151 200 294 447 524
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,973
COMMITMENTS
5,478 737 111 5,588 9,468 11,177 10,316 2,796 3,657
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 430)
396 149 -9 207 196 594 336 -164 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 5.3 0.8 40.0 67.8 80.0 73.8 20.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 9 3 12 15 36 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,206
COMMITMENTS
145,569 42,971 63,377 236,088 308,786 445,034 415,134 50,172 80,072
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 5,429)
5,426 3,979 -1,969 1,803 5,169 5,260 7,179 169 -1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 8.7 12.8 47.7 62.4 89.9 83.8 10.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
154 100 105 102 182 312 349
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,032
COMMITMENTS
18,326 5,349 403 0 965 18,729 6,717 3,303 15,315
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 525)
836 -368 -15 0 -36 821 -419 -296 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.2 24.3 1.8 0.0 4.4 85.0 30.5 15.0 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 11 6 0 4 19 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 266,643
COMMITMENTS
55,775 15,753 40,375 146,454 195,403 242,604 251,531 24,039 15,112
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,917)
6,294 -4,957 -440 -8,932 4,876 -3,078 -521 1,161 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 5.9 15.1 54.9 73.3 91.0 94.3 9.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
59 41 54 61 53 160 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 955,890
COMMITMENTS
151,846 195,279 11,595 642,897 577,412 806,338 784,286 149,552 171,604
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -51,971)
-4,159 14,513 863 -55,698 -69,067 -58,994 -53,691 7,023 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 20.4 1.2 67.3 60.4 84.4 82.0 15.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
26 39 19 71 79 105 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 205,858
COMMITMENTS
60,948 6,201 25,038 81,313 156,273 167,299 187,512 38,559 18,346
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 6,317)
7,448 640 -1,333 -4,027 5,076 2,088 4,383 4,229 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 3.0 12.2 39.5 75.9 81.3 91.1 18.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
65 20 50 60 60 159 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,015
COMMITMENTS
4,220 2,089 1,131 6,470 9,920 11,821 13,140 2,194 875
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -316)
187 -330 -6 -447 179 -266 -157 -50 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 14.9 8.1 46.2 70.8 84.3 93.8 15.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 10 7 23 17 52 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 951,184
COMMITMENTS
244,068 198,202 12,294 573,552 622,957 829,914 833,453 121,270 117,731
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -16,184)
15,463 17,996 -4,004 -23,201 -43,461 -11,742 -29,469 -4,442 13,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 20.8 1.3 60.3 65.5 87.3 87.6 12.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 27 11 93 87 142 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,318,480
COMMITMENTS
618,248 291,270 81,148 1290915 1558482 1990311 1930900 328,169 387,580
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -223,669)
-77,017 -11,165 -22,626 -144,581 -199,359 -244,224 -233,150 20,555 9,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 12.6 3.5 55.7 67.2 85.8 83.3 14.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
49 70 45 117 122 193 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,582,024
COMMITMENTS
259,779 251,240 37,044 1035238 1044656 1332061 1332940 249,963 249,084
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -59,710)
29,676 16,806 -17,891 -61,104 -60,272 -49,319 -61,357 -10,391 1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.9 2.3 65.4 66.0 84.2 84.3 15.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
35 34 21 89 88 135 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 521,620
COMMITMENTS
203,623 192,150 58,109 230,203 223,737 491,935 473,996 29,685 47,624
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 13,036)
6,192 -6,739 -6,802 6,204 -1,369 5,594 -14,910 7,442 27,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 36.8 11.1 44.1 42.9 94.3 90.9 5.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 41 28 42 45 77 97
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,656
COMMITMENTS
7,226 2,855 1,007 1,626 9,753 9,859 13,615 9,797 6,041
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 630)
1,151 81 40 -604 267 587 388 43 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 14.5 5.1 8.3 49.6 50.2 69.3 49.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 6 6 4 9 23 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,144
COMMITMENTS
18,254 15,245 231 14,773 16,880 33,258 32,356 4,886 5,788
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 269)
107 -246 187 -131 142 163 83 106 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 40.0 0.6 38.7 44.3 87.2 84.8 12.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 19 9 16 13 45 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,976
COMMITMENTS
33,876 51,556 1,017 52,261 34,218 87,154 86,791 11,822 12,185
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,548)
245 3,096 150 3,693 -1,198 4,088 2,048 -1,540 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 52.1 1.0 52.8 34.6 88.1 87.7 11.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
40 46 8 23 20 67 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 70,424
COMMITMENTS
3,286 17,916 383 66,537 51,948 70,206 70,247 218 177
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,002)
-16 -1,194 45 -1,041 106 -1,012 -1,043 10 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 25.4 0.5 94.5 73.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 15 3 18 12 26 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 26,217
COMMITMENTS
2,693 7,855 670 22,852 17,673 26,215 26,198 2 19
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,084)
-19 -2,313 51 -5,116 -2,820 -5,084 -5,082 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 30.0 2.6 87.2 67.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 1 4 7 11 15
Updated September 7, 2007