WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,463
COMMITMENTS
97,715 66,528 112,294 219,028 224,751 429,038 403,573 37,425 62,890
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -28,713)
-11,929 7,805 -8,391 -4,734 -22,773 -25,054 -23,359 -3,659 -5,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 14.3 24.1 47.0 48.2 92.0 86.5 8.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
108 124 134 73 115 284 288
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,661,833
COMMITMENTS
259,627 102,485 465,752 758,069 823,760 1483448 1391997 178,385 269,836
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 5,458)
-6,682 34,002 8,474 20,463 -43,284 22,256 -807 -16,798 6,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.2 28.0 45.6 49.6 89.3 83.8 10.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802)
196 158 249 315 371 643 675
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,065
COMMITMENTS
5,832 16 764 6,302 13,530 12,898 14,310 3,167 1,755
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,589)
-791 7 -31 -464 -1,588 -1,286 -1,612 -303 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 0.1 4.8 39.2 84.2 80.3 89.1 19.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 3 6 16 17 45 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,760
COMMITMENTS
148,438 27,135 194,075 261,137 361,422 603,650 582,632 79,111 100,129
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 23,695)
9,492 4,785 813 6,611 9,897 16,916 15,495 6,779 8,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 4.0 28.4 38.2 52.9 88.4 85.3 11.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
175 113 181 138 184 421 394
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,625
COMMITMENTS
16,647 4,505 102 0 1,049 16,749 5,656 2,876 13,969
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 432)
1,150 1,195 -555 0 -123 595 517 -163 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.8 23.0 0.5 0.0 5.3 85.3 28.8 14.7 71.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 13 5 0 4 14 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,675
COMMITMENTS
77,911 12,983 53,761 158,309 235,931 289,980 302,675 29,695 17,000
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 174)
8,518 1,915 -5,251 -1,455 6,744 1,811 3,408 -1,637 -3,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 4.1 16.8 49.5 73.8 90.7 94.7 9.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
82 40 59 64 65 188 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,160,183
COMMITMENTS
147,140 247,613 96,547 792,431 604,742 1036118 948,902 124,065 211,281
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,808)
-630 -17,955 -2,459 19,278 5,137 16,190 -15,277 -21,997 9,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 21.3 8.3 68.3 52.1 89.3 81.8 10.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
31 52 48 92 94 147 170
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 225,492
COMMITMENTS
55,238 10,104 36,636 91,505 156,410 183,380 203,150 42,113 22,342
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 940)
2,232 -1,878 -1,508 1,041 3,571 1,765 184 -825 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.5 16.2 40.6 69.4 81.3 90.1 18.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
64 26 46 61 54 154 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,075
COMMITMENTS
4,793 1,933 1,480 7,312 11,450 13,584 14,863 2,491 1,213
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,470)
-372 32 -148 -769 -1,268 -1,290 -1,384 -181 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 12.0 9.2 45.5 71.2 84.5 92.5 15.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 15 10 32 21 62 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,003,116
COMMITMENTS
212,944 242,171 16,041 649,944 656,246 878,929 914,458 124,188 88,658
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 37,319)
7,548 20,642 954 25,125 19,537 33,628 41,133 3,691 -3,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 24.1 1.6 64.8 65.4 87.6 91.2 12.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
46 34 18 98 80 152 124
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,527,032
COMMITMENTS
782,736 407,860 403,604 2045576 2219976 3231916 3031440 295,116 495,592
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 34,694)
33,031 8,275 10,193 16,376 37,213 59,601 55,681 -24,907 -20,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 11.6 11.4 58.0 62.9 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
63 81 74 141 159 240 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,822,392
COMMITMENTS
243,517 345,160 196,228 1159879 1000058 1599624 1541446 222,768 280,946
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -36,281)
35,430 -37,610 -2,671 -73,862 2,047 -41,104 -38,235 4,822 1,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 18.9 10.8 63.6 54.9 87.8 84.6 12.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
39 43 41 99 96 161 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 649,101
COMMITMENTS
105,959 144,018 177,900 331,421 305,012 615,280 626,931 33,821 22,170
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -119,514)
-14,128 -27,194 -36,577 -65,532 -50,646 -116,237 -114,416 -3,277 -5,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 22.2 27.4 51.1 47.0 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
38 30 44 51 54 112 105
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,311
COMMITMENTS
3,220 4,174 1,529 3,104 11,381 7,853 17,084 14,458 5,227
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -916)
-3 -2,032 297 -986 887 -692 -847 -224 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.7 6.9 13.9 51.0 35.2 76.6 64.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 11 7 7 10 23 22
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,861
COMMITMENTS
12,731 11,225 1,268 14,694 13,042 28,692 25,535 5,168 8,326
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -783)
-333 -1,528 159 116 845 -58 -524 -725 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 33.2 3.7 43.4 38.5 84.7 75.4 15.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 14 12 17 10 48 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,096
COMMITMENTS
26,144 29,111 2,911 44,036 43,018 73,091 75,040 13,005 11,056
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -6,983)
-2,247 1,658 -497 557 -6,597 -2,186 -5,436 -4,797 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 33.8 3.4 51.1 50.0 84.9 87.2 15.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
36 40 19 28 20 77 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 63,361
COMMITMENTS
2,295 16,141 288 59,709 43,796 62,292 60,225 1,069 3,136
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 5,113)
460 1,113 -16 3,754 3,172 4,198 4,269 915 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 25.5 0.5 94.2 69.1 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 2 16 8 23 23
Updated July 9, 2007