WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,474
COMMITMENTS
98,497 71,710 135,906 226,207 221,144 460,610 428,760 43,863 75,714
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -19,620)
-7,244 3,737 -13,056 -4,795 -13,382 -25,094 -22,701 5,474 3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 14.2 26.9 44.8 43.8 91.3 85.0 8.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
125 116 133 87 121 297 300
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,572,036
COMMITMENTS
239,488 82,257 450,912 713,044 763,547 1403443 1296715 168,593 275,320
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -27,362)
2,318 920 -11,533 -11,769 -6,537 -20,984 -17,150 -6,378 -10,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.2 28.7 45.4 48.6 89.3 82.5 10.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 744)
179 147 233 308 347 612 628
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,184
COMMITMENTS
4,315 569 843 6,010 10,734 11,168 12,146 3,016 2,038
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -97)
-489 39 90 393 -426 -6 -297 -92 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 4.0 5.9 42.4 75.7 78.7 85.6 21.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 7 6 14 14 33 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,191
COMMITMENTS
111,304 26,276 181,792 286,076 339,439 579,172 547,507 69,019 100,684
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -9,224)
-22,469 408 6,967 9,489 -23,354 -6,014 -15,980 -3,211 6,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.1 28.0 44.1 52.4 89.4 84.5 10.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
160 96 165 129 184 369 388
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,234
COMMITMENTS
16,312 5,747 402 0 985 16,714 7,134 3,520 13,100
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 410)
446 395 -2 0 12 444 405 -34 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.6 28.4 2.0 0.0 4.9 82.6 35.3 17.4 64.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 14 4 0 4 17 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 329,631
COMMITMENTS
44,722 19,851 76,562 183,052 214,025 304,336 310,438 25,294 19,192
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,747)
-17,998 3,198 9,870 11,705 -12,346 3,577 722 -1,829 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.0 23.2 55.5 64.9 92.3 94.2 7.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
56 36 63 74 68 171 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,190,824
COMMITMENTS
138,355 212,222 117,955 785,697 694,078 1042006 1024255 148,817 166,569
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,363)
14,005 -32,778 10,456 -22,887 19,025 1,574 -3,297 -211 4,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 17.8 9.9 66.0 58.3 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
36 45 51 90 93 157 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,512
COMMITMENTS
47,204 7,384 35,845 91,305 148,719 174,355 191,949 37,157 19,563
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,607)
-5,614 392 2,435 2,162 -6,370 -1,018 -3,543 -4,590 -2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.5 16.9 43.2 70.3 82.4 90.8 17.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
57 22 50 64 61 153 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,297
COMMITMENTS
3,983 2,734 2,052 7,664 9,950 13,698 14,736 2,599 1,561
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -93)
-148 271 -120 273 -301 5 -150 -99 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.8 12.6 47.0 61.1 84.1 90.4 15.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 18 11 33 23 68 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 985,366
COMMITMENTS
219,989 181,550 32,467 601,991 646,155 854,447 860,172 130,919 125,194
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -52,133)
46,752 -77,433 -4,172 -96,913 -2,096 -54,333 -83,700 2,200 31,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 18.4 3.3 61.1 65.6 86.7 87.3 13.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 26 21 97 86 151 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,784,492
COMMITMENTS
831,112 301,625 584,109 2015695 2500107 3430915 3385841 353,577 398,651
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -9,454)
-132,541 -3,997 75,573 45,187 -43,084 -11,781 28,492 2,327 -37,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.0 15.4 53.3 66.1 90.7 89.5 9.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
68 80 94 155 160 270 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,062,392
COMMITMENTS
234,376 299,416 280,504 1273631 1239774 1788510 1819694 273,882 242,698
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 131,009)
22,704 24,675 55,212 47,278 60,821 125,194 140,708 5,814 -9,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.5 13.6 61.8 60.1 86.7 88.2 13.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
46 34 51 103 101 169 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 946,108
COMMITMENTS
97,061 114,733 471,594 342,556 328,778 911,210 915,105 34,898 31,003
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -22,093)
-22,573 -74,707 36,786 -34,753 16,704 -20,541 -21,217 -1,552 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.1 49.8 36.2 34.8 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
24 44 39 47 53 98 110
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,717
COMMITMENTS
4,474 3,054 1,240 2,623 8,078 8,336 12,372 10,381 6,345
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,307)
-293 619 -323 119 -1,132 -498 -837 -809 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 16.3 6.6 14.0 43.2 44.5 66.1 55.5 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 9 6 5 8 20 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,438
COMMITMENTS
17,395 15,884 1,416 15,507 16,802 34,318 34,102 6,121 6,336
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,348)
944 1,199 -551 -384 -461 8 187 -1,356 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 39.3 3.5 38.3 41.6 84.9 84.3 15.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 18 11 16 13 47 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,204
COMMITMENTS
37,613 42,441 2,429 46,444 44,325 86,486 89,194 14,718 12,010
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -8,047)
-7,856 3,874 -474 2,412 -11,797 -5,918 -8,398 -2,128 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 41.9 2.4 45.9 43.8 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
40 44 21 25 21 78 73
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 67,716
COMMITMENTS
3,489 17,834 285 63,639 49,361 67,413 67,480 303 236
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -823)
-100 -1,125 0 -794 275 -894 -850 71 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 26.3 0.4 94.0 72.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 16 2 17 12 23 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 35,294
COMMITMENTS
2,520 11,305 128 30,230 21,424 32,878 32,857 2,416 2,437
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 733)
-760 824 -168 -741 -2,330 -1,669 -1,674 2,402 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 32.0 0.4 85.7 60.7 93.2 93.1 6.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 8 1 4 6 10 14
Updated August 24, 2007