WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,176
COMMITMENTS
109,644 58,723 120,686 223,762 247,524 454,092 426,932 41,084 68,244
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -33,256)
5,655 1,019 -27,566 -9,642 -5,434 -31,553 -31,981 -1,704 -1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.9 24.4 45.2 50.0 91.7 86.2 8.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
119 114 130 74 117 288 282
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,656,375
COMMITMENTS
266,308 68,483 457,278 737,605 867,044 1461191 1392805 195,184 263,570
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -195,168)
-34,856 3,356 -99,921 -28,003 -79,794 -162,781 -176,359 -32,387 -18,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.1 27.6 44.5 52.3 88.2 84.1 11.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769)
194 135 236 320 380 631 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,654
COMMITMENTS
6,623 9 795 6,766 15,118 14,185 15,923 3,469 1,731
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,287)
-457 -62 -250 -245 -816 -953 -1,128 -334 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 0.1 4.5 38.3 85.6 80.3 90.2 19.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 3 6 19 18 49 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,065
COMMITMENTS
138,946 22,350 193,262 254,526 351,525 586,734 567,137 72,331 91,928
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -77,468)
-15,166 572 -41,011 -12,295 -24,916 -68,472 -65,354 -8,996 -12,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 3.4 29.3 38.6 53.3 89.0 86.1 11.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
161 92 196 140 183 428 404
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,193
COMMITMENTS
15,497 3,310 657 0 1,172 16,154 5,139 3,039 14,054
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -551)
-249 1,765 -388 0 -241 -637 1,136 86 -1,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 17.2 3.4 0.0 6.1 84.2 26.8 15.8 73.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 13 7 0 4 13 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,501
COMMITMENTS
69,393 11,068 59,012 159,764 229,188 288,169 299,268 31,332 20,234
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -35,051)
-18,748 419 -9,390 -8,458 -27,562 -36,596 -36,533 1,545 1,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 3.5 18.5 50.0 71.7 90.2 93.7 9.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
76 26 67 64 64 185 141
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,165,991
COMMITMENTS
147,769 265,568 99,006 773,153 599,604 1019928 964,179 146,062 201,811
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -47,530)
-13,263 -674 -21,747 -396 -17,592 -35,406 -40,014 -12,124 -7,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 22.8 8.5 66.3 51.4 87.5 82.7 12.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
36 53 48 87 90 143 171
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,552
COMMITMENTS
53,007 11,982 38,144 90,464 152,840 181,615 202,966 42,937 21,587
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -22,673)
-6,445 -2,753 -6,641 -5,292 -9,785 -18,378 -19,179 -4,295 -3,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.3 17.0 40.3 68.1 80.9 90.4 19.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
59 26 42 61 54 146 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,546
COMMITMENTS
5,165 1,901 1,628 8,080 12,718 14,874 16,247 2,672 1,298
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 62)
-229 157 -45 357 110 83 223 -20 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 10.8 9.3 46.1 72.5 84.8 92.6 15.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
27 14 12 33 21 65 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 965,797
COMMITMENTS
205,395 221,530 15,087 624,819 636,709 845,301 873,325 120,496 92,472
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 12,068)
35,655 -22,991 2,692 -19,149 26,747 19,198 6,449 -7,131 5,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 22.9 1.6 64.7 65.9 87.5 90.4 12.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 32 18 97 82 153 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,492,338
COMMITMENTS
749,705 399,585 393,411 2029200 2182764 3172315 2975759 320,022 516,579
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -199,037)
16,844 -88,140 -55,795 -148,770 -67,403 -187,721 -211,338 -11,317 12,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 11.4 11.3 58.1 62.5 90.8 85.2 9.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
66 75 79 139 152 238 274
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,858,674
COMMITMENTS
208,087 382,770 198,899 1233741 998,011 1640727 1579680 217,946 278,993
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -68,062)
24,149 -12,290 -20,039 -74,597 -36,077 -70,486 -68,406 2,424 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 20.6 10.7 66.4 53.7 88.3 85.0 11.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
43 44 41 94 92 156 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 768,614
COMMITMENTS
120,087 171,212 214,477 396,953 355,658 731,517 741,347 37,097 27,268
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 50,549)
797 1,449 13,044 33,093 31,205 46,934 45,698 3,615 4,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 22.3 27.9 51.6 46.3 95.2 96.5 4.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
43 30 48 54 53 122 107
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,013
COMMITMENTS
1,613 2,846 65 897 4,302 2,575 7,213 6,438 1,800
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 520)
-114 1,312 -144 -137 -147 -395 1,021 915 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 31.6 0.7 10.0 47.7 28.6 80.0 71.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 2 3 6 10 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,227
COMMITMENTS
3,223 6,205 1,232 4,091 10,494 8,546 17,932 14,682 5,296
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,152)
45 1,532 297 1,139 16 1,481 1,845 -329 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 26.7 5.3 17.6 45.2 36.8 77.2 63.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 15 8 9 8 27 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,643
COMMITMENTS
13,064 12,753 1,109 14,578 12,197 28,750 26,059 5,893 8,584
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 151)
1,635 -183 98 -1,026 111 707 26 -556 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 36.8 3.2 42.1 35.2 83.0 75.2 17.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 15 11 16 9 45 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,079
COMMITMENTS
28,390 27,454 3,407 43,479 49,615 75,277 80,476 17,802 12,603
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,102)
910 3,415 1,625 6,021 6,365 8,556 11,405 4,546 1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 29.5 3.7 46.7 53.3 80.9 86.5 19.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
42 34 20 26 20 76 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,248
COMMITMENTS
1,835 15,028 304 55,955 40,624 58,094 55,956 154 2,292
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,180)
36 1,403 0 1,240 -201 1,276 1,202 -96 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 25.8 0.5 96.1 69.7 99.7 96.1 0.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 13 3 16 9 23 24
Updated June 29, 2007