WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 508,987
COMMITMENTS
91,389 70,192 141,461 235,407 222,673 468,258 434,326 40,729 74,661
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 8,955)
164 992 12,528 -4,803 -3,203 7,889 10,316 1,066 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 13.8 27.8 46.3 43.7 92.0 85.3 8.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
129 129 141 84 126 299 319
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,552,246
COMMITMENTS
250,457 86,000 423,602 718,545 768,763 1392605 1278365 159,641 273,881
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 19,610)
9,497 -6,660 5,289 -3,209 22,877 11,578 21,506 8,032 -1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.5 27.3 46.3 49.5 89.7 82.4 10.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717)
183 138 219 277 332 568 600
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,347
COMMITMENTS
5,288 570 870 6,238 9,221 12,396 10,661 2,951 4,687
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 188)
81 -137 24 66 -448 172 -561 17 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 3.7 5.7 40.6 60.1 80.8 69.5 19.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 10 7 13 13 41 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 737,980
COMMITMENTS
145,093 22,904 210,289 305,234 394,608 660,616 627,800 77,364 110,180
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 58,823)
10,835 -932 23,766 16,035 27,551 50,635 50,385 8,188 8,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 3.1 28.5 41.4 53.5 89.5 85.1 10.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
188 95 176 132 183 399 400
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,601
COMMITMENTS
18,832 6,371 348 0 1,086 19,180 7,805 3,421 14,796
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,392)
1,188 872 -55 0 -127 1,133 690 259 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.3 28.2 1.5 0.0 4.8 84.9 34.5 15.1 65.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 14 6 0 4 19 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,060
COMMITMENTS
67,361 12,544 50,847 164,641 235,106 282,850 298,496 32,210 16,563
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 12,292)
6,315 358 1,720 1,242 10,078 9,277 12,157 3,014 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.0 16.1 52.3 74.6 89.8 94.7 10.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
77 29 54 70 70 176 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,266
COMMITMENTS
123,759 171,099 86,971 699,205 642,846 909,935 900,916 159,331 168,350
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -29,336)
-28,704 -8,857 -4,401 -3,242 -4,402 -36,347 -17,660 7,011 -11,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 16.0 8.1 65.4 60.1 85.1 84.3 14.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 40 42 85 91 140 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,249
COMMITMENTS
70,460 6,689 34,472 94,642 181,370 199,575 222,531 46,674 23,717
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 16,561)
8,357 1,879 2,523 3,119 9,505 13,999 13,908 2,561 2,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.7 14.0 38.4 73.7 81.0 90.4 19.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
73 22 51 59 63 160 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,076
COMMITMENTS
4,643 1,878 2,114 6,598 11,194 13,356 15,186 2,720 890
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 341)
213 -116 74 34 446 321 405 20 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 11.7 13.2 41.0 69.6 83.1 94.5 16.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 11 9 25 19 57 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 908,644
COMMITMENTS
181,748 171,381 25,104 570,449 608,162 777,302 804,648 131,342 103,996
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -13,755)
-89 19,757 -9,413 -15,196 -17,732 -24,698 -7,388 10,943 -6,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.9 2.8 62.8 66.9 85.5 88.6 14.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
51 29 21 91 83 148 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,988,501
COMMITMENTS
641,579 299,852 470,029 1545493 1819920 2657100 2589801 331,400 398,699
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -93,695)
819 16,510 -23,200 -64,980 -52,675 -87,362 -59,365 -6,333 -34,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 10.0 15.7 51.7 60.9 88.9 86.7 11.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
69 70 77 139 140 249 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,952,810
COMMITMENTS
273,850 189,701 195,151 1139423 1274434 1608425 1659287 344,386 293,524
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 6,902)
10,961 -53,364 11,086 -67,900 -1,120 -45,853 -43,398 52,755 50,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 9.7 10.0 58.3 65.3 82.4 85.0 17.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
44 40 46 106 93 172 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 642,838
COMMITMENTS
118,505 96,812 239,429 259,858 260,053 617,792 596,294 25,046 46,544
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -124,679)
37,731 -4 -127,957 -33,540 -18,585 -123,765 -146,545 -914 21,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 15.1 37.2 40.4 40.5 96.1 92.8 3.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
37 31 37 47 54 94 113
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,209
COMMITMENTS
7,773 3,619 2,503 2,089 11,045 12,366 17,167 11,843 7,042
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,913)
161 83 241 140 1,406 542 1,731 1,371 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 14.9 10.3 8.6 45.6 51.1 70.9 48.9 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 10 10 6 14 34 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,973
COMMITMENTS
19,771 15,300 3,470 19,888 21,562 43,129 40,332 5,844 8,642
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 4,849)
798 -350 1,243 3,870 3,302 5,911 4,196 -1,062 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 31.2 7.1 40.6 44.0 88.1 82.4 11.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
28 17 19 21 16 58 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,483
COMMITMENTS
38,296 57,412 8,364 67,718 46,344 114,377 112,121 16,106 18,363
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 29,696)
2,761 5,173 5,503 18,119 12,626 26,383 23,301 3,313 6,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 44.0 6.4 51.9 35.5 87.7 85.9 12.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
43 53 36 35 29 101 96
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,032
COMMITMENTS
2,075 19,564 285 51,544 34,089 53,904 53,938 128 94
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -11,152)
-775 -2,075 0 -10,408 -9,103 -11,183 -11,178 31 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 36.2 0.5 95.4 63.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 16 2 14 11 21 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,400
COMMITMENTS
5,132 2,676 0 5,225 7,702 10,357 10,378 43 22
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -19,728)
2,328 -5,464 -2,451 -19,635 -11,820 -19,758 -19,735 30 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 25.7 0.0 50.2 74.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 0 5 6 12 13
Updated September 21, 2007