WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,336
COMMITMENTS
101,768 73,733 150,881 232,088 232,194 484,737 456,807 39,598 67,529
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 25,132)
-317 -69 20,649 7,150 6,881 27,482 27,462 -2,350 -2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 14.1 28.8 44.3 44.3 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
120 130 156 79 121 317 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,714,010
COMMITMENTS
248,439 112,969 509,815 780,626 804,759 1538881 1427543 175,129 286,467
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -5,591)
-6,508 -7,275 -1,724 15,056 2,990 6,824 -6,009 -12,416 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.6 29.7 45.5 47.0 89.8 83.3 10.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
200 149 250 312 356 639 662
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,033
COMMITMENTS
4,609 353 861 6,220 11,530 11,690 12,744 3,343 2,289
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,300)
-633 274 -49 -478 -1,914 -1,160 -1,689 -140 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.3 5.7 41.4 76.7 77.8 84.8 22.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 6 6 16 16 36 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 699,603
COMMITMENTS
137,146 27,058 202,202 289,585 372,513 628,933 601,772 70,670 97,831
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -24,965)
-13,059 1,888 -8,155 4,548 -14,672 -16,666 -20,939 -8,299 -4,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 3.9 28.9 41.4 53.2 89.9 86.0 10.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
200 94 201 152 191 450 428
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,876
COMMITMENTS
17,659 5,595 428 0 1,002 18,087 7,025 2,789 13,851
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -265)
437 507 0 0 -118 437 389 -702 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.6 26.8 2.1 0.0 4.8 86.6 33.7 13.4 66.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 15 5 0 4 16 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,832
COMMITMENTS
75,099 14,160 61,835 170,236 242,798 307,170 318,792 26,662 15,039
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -2,984)
-2,404 993 1,480 -325 -5,002 -1,249 -2,528 -1,735 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 4.2 18.5 51.0 72.7 92.0 95.5 8.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
75 33 61 64 67 181 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,169,847
COMMITMENTS
127,871 238,686 104,198 797,713 645,791 1029782 988,675 140,066 181,173
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 13,315)
16,341 7,643 4,384 -2,628 25,548 18,096 37,574 -4,781 -24,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 20.4 8.9 68.2 55.2 88.0 84.5 12.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
34 51 54 95 94 158 170
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,186
COMMITMENTS
51,380 10,833 38,404 93,862 153,206 183,646 202,443 40,540 21,743
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -9,005)
-10,583 3,195 1,297 1,742 -13,044 -7,544 -8,552 -1,461 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 4.8 17.1 41.9 68.3 81.9 90.3 18.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
55 24 49 65 60 151 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,679
COMMITMENTS
3,723 2,762 1,843 8,373 10,514 13,940 15,119 2,739 1,560
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -625)
-114 42 120 10 -106 15 55 -640 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 16.6 11.1 50.2 63.0 83.6 90.6 16.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 14 10 33 20 62 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,058,818
COMMITMENTS
231,257 230,932 31,735 668,984 685,548 931,976 948,214 126,842 110,604
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 37,056)
7,932 -21,716 12,499 11,672 21,827 32,103 12,610 4,953 24,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 21.8 3.0 63.2 64.7 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
51 39 20 99 75 162 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,634,754
COMMITMENTS
770,758 362,305 468,164 2076800 2367926 3315722 3198395 319,032 436,359
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -49,479)
-53,331 -82,491 10,370 -29,473 50,623 -72,434 -21,498 22,955 -27,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 10.0 12.9 57.1 65.1 91.2 88.0 8.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
68 89 91 159 178 273 312
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,885,724
COMMITMENTS
289,646 331,141 210,260 1147455 1091188 1647360 1632588 238,364 253,136
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 24,553)
-6,094 -28,842 -376 30,105 62,529 23,635 33,310 918 -8,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.6 11.2 60.8 57.9 87.4 86.6 12.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
45 43 48 98 91 166 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 776,543
COMMITMENTS
118,504 157,472 247,122 378,169 342,788 743,796 747,381 32,747 29,162
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 73,867)
-10,357 12,353 44,568 37,089 13,012 71,300 69,933 2,567 3,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 20.3 31.8 48.7 44.1 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
33 38 46 54 52 117 107
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,668
COMMITMENTS
6,655 3,527 2,911 2,731 12,254 12,297 18,692 13,370 6,975
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,802)
1,909 -1,506 1,195 -337 1,554 2,768 1,243 -965 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 13.7 11.3 10.6 47.7 47.9 72.8 52.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 13 11 10 12 33 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,976
COMMITMENTS
15,869 11,816 938 13,367 15,154 30,174 27,908 5,802 8,068
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -646)
1,231 -1,273 -309 -871 578 51 -1,004 -697 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 32.8 2.6 37.2 42.1 83.9 77.6 16.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 13 11 15 13 51 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,663
COMMITMENTS
34,681 39,039 1,915 43,023 38,923 79,618 79,876 15,045 14,787
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -14,842)
343 -6,085 -681 -16,660 -4,716 -16,999 -11,483 2,156 -3,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 41.2 2.0 45.4 41.1 84.1 84.4 15.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
37 41 18 28 21 75 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,633
COMMITMENTS
2,566 13,785 828 61,122 47,741 64,516 62,354 117 2,279
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 166)
-170 -1,425 206 87 1,245 123 26 43 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 21.3 1.3 94.6 73.9 99.8 96.5 0.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 16 3 15 11 22 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,794
COMMITMENTS
1,485 5,140 149 19,160 15,364 20,794 20,653 0 141
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,941)
330 1,867 8 1,603 424 1,941 2,299 0 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 24.7 0.7 92.1 73.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 10 1 4 6 7 16
Updated July 27, 2007