WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,387
COMMITMENTS
96,619 82,732 61,081 200,617 183,893 358,317 327,706 40,070 70,681
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 11,067)
-1,456 13,704 5,968 4,547 -5,401 9,059 14,271 2,008 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 20.8 15.3 50.4 46.2 89.9 82.3 10.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
122 116 113 82 112 279 281
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,152,216
COMMITMENTS
336,859 150,917 124,053 568,239 652,479 1029151 927,449 123,065 224,767
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 11,623)
-7,740 12,962 9,739 8,363 -16,494 10,362 6,207 1,261 5,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 13.1 10.8 49.3 56.6 89.3 80.5 10.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667)
152 145 130 196 280 439 488
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,978
COMMITMENTS
5,161 690 42 5,687 8,860 10,890 9,592 3,088 4,386
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -329)
-466 -99 19 -23 -113 -470 -193 141 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 4.9 0.3 40.7 63.4 77.9 68.6 22.1 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
27 5 3 10 12 38 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,934
COMMITMENTS
172,281 44,282 90,073 259,126 346,144 521,480 480,499 49,454 90,435
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 17,256)
5,372 929 16,971 -631 -1,692 21,712 16,208 -4,456 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 7.8 15.8 45.4 60.6 91.3 84.2 8.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493)
173 78 127 115 178 361 350
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,375
COMMITMENTS
19,472 6,442 723 0 1,168 20,195 8,333 4,180 16,042
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 1,304)
559 313 145 0 22 704 480 600 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 26.4 3.0 0.0 4.8 82.9 34.2 17.1 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 17 9 0 4 19 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 266,394
COMMITMENTS
66,363 14,976 37,295 134,941 199,430 238,599 251,701 27,795 14,693
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -14,982)
-4,347 2,200 2,788 -11,038 -19,803 -12,597 -14,815 -2,385 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.6 14.0 50.7 74.9 89.6 94.5 10.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
65 39 64 58 60 168 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 925,217
COMMITMENTS
110,988 177,724 3,868 667,850 580,986 782,706 762,578 142,511 162,639
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 45,611)
8,299 20,600 288 35,302 32,371 43,889 53,259 1,722 -7,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 19.2 0.4 72.2 62.8 84.6 82.4 15.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
30 44 15 72 70 109 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,628
COMMITMENTS
67,264 10,506 22,501 85,346 161,718 175,111 194,725 40,517 20,903
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -9,611)
-2,027 3,153 1,417 -4,846 -10,741 -5,456 -6,171 -4,155 -3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 4.9 10.4 39.6 75.0 81.2 90.3 18.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
70 34 52 54 55 162 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,482
COMMITMENTS
4,785 828 1,868 6,667 12,770 13,320 15,466 3,162 1,016
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 1,618)
384 -367 515 126 1,336 1,025 1,484 593 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 5.0 11.3 40.5 77.5 80.8 93.8 19.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 6 11 24 18 57 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 909,363
COMMITMENTS
200,997 205,704 6,828 558,259 587,377 766,084 799,909 143,279 109,454
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -14,594)
-10,656 -1,341 631 -16,053 -17,197 -26,078 -17,907 11,484 3,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 22.6 0.8 61.4 64.6 84.2 88.0 15.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 29 10 90 73 140 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,392,643
COMMITMENTS
706,010 356,494 77,492 1276692 1559429 2060194 1993415 332,449 399,228
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 121,326)
76,720 19,788 11,254 29,928 83,791 117,902 114,833 3,424 6,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 14.9 3.2 53.4 65.2 86.1 83.3 13.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
59 71 44 110 129 200 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,616,218
COMMITMENTS
402,022 210,599 27,062 922,194 1156868 1351278 1394529 264,940 221,689
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 23,436)
72,316 -4,407 -5,399 -58,405 32,764 8,512 22,958 14,924 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 13.0 1.7 57.1 71.6 83.6 86.3 16.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
49 34 20 84 83 143 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 316,795
COMMITMENTS
99,302 63,046 43,547 151,943 187,150 294,792 293,743 22,003 23,052
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -78,870)
-37,843 -17,463 -29 -39,054 -57,127 -76,926 -74,619 -1,944 -4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 19.9 13.7 48.0 59.1 93.1 92.7 6.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 27 23 41 46 78 86
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,888
COMMITMENTS
9,053 3,703 581 1,764 11,125 11,398 15,409 11,490 7,479
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -383)
-27 -93 -426 -74 -1,037 -527 -1,556 144 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 16.2 2.5 7.7 48.6 49.8 67.3 50.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 6 4 7 11 28 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,592
COMMITMENTS
7,189 7,485 18 15,057 14,763 22,264 22,266 5,328 5,326
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 3,058)
283 1,089 -1 1,424 1,487 1,706 2,575 1,352 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 27.1 0.1 54.6 53.5 80.7 80.7 19.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 18 2 12 7 24 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,135
COMMITMENTS
36,399 27,044 617 37,944 44,255 74,960 71,916 12,175 15,219
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 9,477)
4,304 552 -372 4,498 8,258 8,430 8,438 1,047 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 31.0 0.7 43.5 50.8 86.0 82.5 14.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
48 28 4 22 18 72 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,924
COMMITMENTS
2,501 17,961 285 49,908 34,612 52,694 52,858 230 66
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -2,149)
33 -3,005 0 -2,133 830 -2,100 -2,175 -49 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 33.9 0.5 94.3 65.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 15 2 13 13 21 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,245
COMMITMENTS
7,735 3,169 0 5,416 9,939 13,151 13,108 94 137
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -631)
-732 318 0 9 -1,059 -723 -741 92 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 23.9 0.0 40.9 75.0 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 0 4 6 13 12
Updated October 5, 2007