WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,539
COMMITMENTS
108,612 75,102 145,772 230,198 233,108 484,582 453,981 39,957 70,558
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -990)
5,132 -401 -974 -2,069 645 2,088 -731 -3,078 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 14.3 27.8 43.9 44.4 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
126 121 148 83 117 318 306
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,659,771
COMMITMENTS
246,768 97,996 497,353 737,465 786,084 1481586 1381433 178,184 278,338
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -19,586)
-2,735 -10,916 -1,073 -15,110 -4,947 -18,919 -16,937 -666 -2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 5.9 30.0 44.4 47.4 89.3 83.2 10.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779)
195 158 245 311 350 642 647
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,255
COMMITMENTS
4,659 441 885 5,552 11,052 11,096 12,379 3,159 1,876
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -789)
39 -147 28 -647 -341 -580 -460 -209 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 3.1 6.2 38.9 77.5 77.8 86.8 22.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 7 6 15 14 37 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,677
COMMITMENTS
125,467 22,603 174,957 279,302 359,692 579,726 557,252 72,951 95,425
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,194)
-1,287 -5,064 -10,132 3,842 6,237 -7,576 -8,959 382 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.5 26.8 42.8 55.1 88.8 85.4 11.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
189 99 165 128 195 394 397
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,110
COMMITMENTS
14,776 4,122 423 0 1,177 15,199 5,722 2,911 12,388
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,727)
-1,740 -1,082 -12 0 157 -1,752 -937 25 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.6 22.8 2.3 0.0 6.5 83.9 31.6 16.1 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 12 5 0 5 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,972
COMMITMENTS
69,004 15,984 60,477 162,423 227,106 291,905 303,568 28,067 16,404
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,804)
-4,439 1,836 -2,727 1,034 -6,670 -6,131 -7,561 -1,673 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.0 18.9 50.8 71.0 91.2 94.9 8.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
68 38 62 65 66 176 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,203,145
COMMITMENTS
145,230 226,126 109,874 802,631 681,939 1057735 1017939 145,410 185,206
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 14,778)
12,290 15,574 7,959 -216 -3,197 20,033 20,336 -5,255 -5,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.8 9.1 66.7 56.7 87.9 84.6 12.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
32 44 47 93 97 150 163
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,339
COMMITMENTS
54,450 12,339 33,914 91,633 152,099 179,997 198,352 40,342 21,987
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 3,922)
6,213 -1,450 -5,239 -256 8,766 718 2,078 3,204 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.6 15.4 41.6 69.0 81.7 90.0 18.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
59 27 50 59 57 151 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,211
COMMITMENTS
3,932 2,444 2,125 8,206 11,063 14,262 15,632 2,949 1,579
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 266)
149 -476 216 -338 383 27 123 238 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 14.2 12.3 47.7 64.3 82.9 90.8 17.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 17 11 33 22 65 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,079,296
COMMITMENTS
186,899 266,175 35,091 713,851 671,379 935,842 972,645 143,455 106,651
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 17,858)
3,222 42,743 9,127 8,371 -32,586 20,721 19,284 -2,863 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 24.7 3.3 66.1 62.2 86.7 90.1 13.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
50 35 20 93 81 155 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,901,070
COMMITMENTS
970,269 302,251 478,879 2125683 2674407 3574831 3455537 326,240 445,533
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 158,746)
74,862 -22,804 51,698 70,520 133,710 197,080 162,604 -38,334 -3,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 7.7 12.3 54.5 68.6 91.6 88.6 8.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
64 89 89 154 169 266 299
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,979,363
COMMITMENTS
205,811 269,966 222,113 1290047 1206534 1717972 1698614 261,392 280,750
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 20,899)
-29,438 31,220 -15,741 49,971 1,931 4,792 17,411 16,107 3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.6 11.2 65.2 61.0 86.8 85.8 13.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
40 43 55 109 97 180 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 810,912
COMMITMENTS
107,106 250,310 241,462 428,582 291,563 777,150 783,336 33,763 27,577
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -66,650)
-4,719 67,899 -67,584 6,152 -56,781 -66,152 -56,466 -498 -10,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 30.9 29.8 52.9 36.0 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
34 35 42 54 50 112 103
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,421
COMMITMENTS
3,969 2,364 974 1,578 8,210 6,520 11,548 11,900 6,873
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,287)
-860 -821 -378 -897 -1,116 -2,136 -2,315 -151 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 12.8 5.3 8.6 44.6 35.4 62.7 64.6 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 4 4 5 8 17 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,484
COMMITMENTS
16,936 13,061 1,419 15,750 17,208 34,104 31,687 6,379 8,796
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 2,156)
746 380 -125 1,539 335 2,160 590 -4 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 32.3 3.5 38.9 42.5 84.2 78.3 15.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 11 12 17 13 50 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,844
COMMITMENTS
35,857 39,350 2,274 50,056 47,381 88,187 89,005 21,657 20,838
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 12,069)
23 3,981 -208 7,577 168 7,392 3,940 4,677 8,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 35.8 2.1 45.6 43.1 80.3 81.0 19.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
40 44 18 27 22 79 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 71,483
COMMITMENTS
4,176 18,365 285 66,892 52,558 71,353 71,208 130 275
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 5,520)
533 6,062 -1,429 6,518 3,143 5,622 7,776 -102 -2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 25.7 0.4 93.6 73.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 17 2 19 10 27 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,181
COMMITMENTS
2,212 8,801 0 28,946 22,284 31,158 31,085 23 96
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,083)
995 -2,195 0 -3,101 240 -2,106 -1,955 23 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 28.2 0.0 92.8 71.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 0 5 6 10 14
Updated August 10, 2007