WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,032
COMMITMENTS
91,225 69,200 128,933 240,211 225,877 460,369 424,010 39,662 76,022
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 20,964)
-4,630 7,078 9,177 17,956 5,465 22,503 21,721 -1,539 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.8 25.8 48.0 45.2 92.1 84.8 7.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
130 117 133 83 124 293 303
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,532,637
COMMITMENTS
240,960 92,660 418,313 721,754 745,886 1381027 1256858 151,609 275,778
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 10,708)
4,847 1,932 6,571 4,321 -3,373 15,740 5,130 -5,032 5,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.0 27.3 47.1 48.7 90.1 82.0 9.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
176 146 219 279 336 564 607
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,159
COMMITMENTS
5,207 707 846 6,172 9,668 12,224 11,221 2,935 3,938
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 188)
254 -14 -25 -86 49 143 10 45 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 4.7 5.6 40.7 63.8 80.6 74.0 19.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
23 11 6 13 13 39 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 679,157
COMMITMENTS
134,259 23,835 186,523 289,199 367,057 609,981 577,415 69,175 101,742
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 19,616)
3,815 1,010 4,474 13,174 12,966 21,463 18,449 -1,847 1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.5 27.5 42.6 54.0 89.8 85.0 10.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
163 93 155 128 192 366 389
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,209
COMMITMENTS
17,644 5,499 403 0 1,213 18,047 7,115 3,162 14,094
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -823)
-682 150 0 0 248 -682 398 -141 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 25.9 1.9 0.0 5.7 85.1 33.5 14.9 66.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 11 7 0 5 19 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 302,768
COMMITMENTS
61,046 12,185 49,127 163,399 225,027 273,573 286,340 29,195 16,428
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,356)
8,273 -3,202 -6,902 1,051 15,772 2,422 5,667 2,934 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.0 16.2 54.0 74.3 90.4 94.6 9.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
64 35 58 71 69 171 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,098,602
COMMITMENTS
152,462 179,955 91,372 702,448 647,249 946,282 918,576 152,320 180,025
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 29,338)
-298 -8,936 14,351 19,984 25,389 34,037 30,803 -4,698 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 16.4 8.3 63.9 58.9 86.1 83.6 13.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
34 41 41 83 88 142 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,688
COMMITMENTS
62,103 4,809 31,949 91,523 171,865 185,575 208,623 44,113 21,065
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 7,314)
2,676 -834 -3,334 5,089 9,869 4,430 5,700 2,883 1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 2.1 13.9 39.8 74.8 80.8 90.8 19.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
68 19 46 59 63 150 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,735
COMMITMENTS
4,431 1,994 2,041 6,564 10,747 13,035 14,782 2,700 953
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 498)
128 -66 270 -212 302 186 505 312 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 12.7 13.0 41.7 68.3 82.8 93.9 17.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
30 12 10 25 19 58 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 922,399
COMMITMENTS
181,837 151,625 34,517 585,645 625,894 802,000 812,036 120,399 110,362
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -44,490)
-60,090 -47,528 13,174 4,036 -1,149 -42,880 -35,502 -1,610 -8,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 16.4 3.7 63.5 67.9 86.9 88.0 13.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
47 35 19 100 82 155 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,082,195
COMMITMENTS
640,760 283,342 493,229 1610473 1872595 2744462 2649166 337,734 433,029
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 145,448)
7,217 9,560 92,459 51,354 14,034 151,030 116,054 -5,582 29,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 9.2 16.0 52.3 60.8 89.0 86.0 11.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
63 69 78 137 137 242 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,945,908
COMMITMENTS
262,889 243,065 184,065 1207323 1275554 1654277 1702684 291,631 243,224
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 82,857)
14,152 3,444 30,465 8,504 67,728 53,120 101,637 29,737 -18,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 12.5 9.5 62.0 65.6 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
47 41 43 98 89 166 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 767,518
COMMITMENTS
80,774 96,816 367,386 293,398 278,637 741,558 742,839 25,960 24,678
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -124,082)
9,083 12,465 -87,331 -37,426 -23,267 -115,674 -98,133 -8,408 -25,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 12.6 47.9 38.2 36.3 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
22 43 37 41 51 87 107
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,296
COMMITMENTS
7,612 3,536 2,262 1,950 9,638 11,824 15,436 10,473 6,860
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,620)
519 725 738 167 -115 1,424 1,348 195 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 15.9 10.1 8.7 43.2 53.0 69.2 47.0 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 10 10 5 13 31 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,124
COMMITMENTS
18,973 15,650 2,227 16,018 18,259 37,218 36,136 6,906 7,988
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 3,528)
477 565 849 562 516 1,887 1,930 1,640 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 35.5 5.0 36.3 41.4 84.3 81.9 15.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 18 14 16 14 49 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,787
COMMITMENTS
35,535 52,239 2,861 49,598 33,719 87,995 88,819 12,793 11,968
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,175)
-182 387 661 -6,307 -5,477 -5,829 -4,430 654 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 51.8 2.8 49.2 33.5 87.3 88.1 12.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
41 47 22 27 21 81 77
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 65,184
COMMITMENTS
2,850 21,639 285 61,952 43,192 65,087 65,116 97 68
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,240)
-436 3,723 -98 -4,585 -8,756 -5,119 -5,131 -121 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 33.2 0.4 95.0 66.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 18 2 17 12 24 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,128
COMMITMENTS
2,804 8,140 2,451 24,860 19,522 30,115 30,113 13 15
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 3,911)
111 285 1,781 2,008 1,849 3,900 3,915 11 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 27.0 8.1 82.5 64.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 9 1 5 6 12 15
Updated September 14, 2007