WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,428
COMMITMENTS
93,264 67,754 143,962 235,366 224,028 472,591 435,743 41,837 78,685
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 5,441)
1,874 -2,438 2,501 -42 1,355 4,333 1,417 1,108 4,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 13.2 28.0 45.8 43.5 91.9 84.7 8.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
132 127 141 83 118 304 308
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,597,369
COMMITMENTS
276,682 82,995 437,477 713,831 807,228 1427990 1327700 169,379 269,669
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 45,123)
26,224 -3,005 13,876 -4,715 38,465 35,385 49,335 9,738 -4,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 5.2 27.4 44.7 50.5 89.4 83.1 10.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718)
169 152 216 276 334 570 596
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,340
COMMITMENTS
5,069 769 829 6,423 9,126 12,321 10,724 3,019 4,617
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -7)
-219 199 -41 185 -94 -75 63 67 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 5.0 5.4 41.9 59.5 80.3 69.9 19.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 10 6 13 13 42 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 748,040
COMMITMENTS
149,662 19,266 211,797 312,335 408,882 673,793 639,944 74,246 108,095
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 10,059)
4,568 -3,638 1,508 7,101 14,274 13,177 12,144 -3,118 -2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 2.6 28.3 41.8 54.7 90.1 85.5 9.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
182 92 181 131 188 406 400
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,071
COMMITMENTS
18,913 6,129 578 0 1,146 19,491 7,853 3,580 15,218
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 470)
81 -242 230 0 60 311 48 159 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.0 26.6 2.5 0.0 5.0 84.5 34.0 15.5 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 15 9 0 4 19 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,430
COMMITMENTS
68,255 12,581 49,584 161,772 232,723 279,612 294,888 31,818 16,541
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -3,630)
894 37 -1,263 -2,869 -2,382 -3,238 -3,608 -392 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 4.0 15.9 51.9 74.7 89.8 94.7 10.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
73 30 58 71 69 181 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,029,391
COMMITMENTS
106,843 156,672 65,297 706,926 622,861 879,066 844,830 150,325 184,560
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -39,875)
-16,916 -14,426 -21,674 7,721 -19,986 -30,869 -56,086 -9,007 16,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 15.2 6.3 68.7 60.5 85.4 82.1 14.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
40 35 41 76 82 135 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,826
COMMITMENTS
70,684 6,520 32,244 95,274 181,143 198,202 219,906 47,624 25,920
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -423)
224 -169 -2,228 632 -228 -1,372 -2,625 950 2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 2.7 13.1 38.8 73.7 80.6 89.5 19.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
75 21 47 57 60 158 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,101
COMMITMENTS
4,643 1,222 1,892 6,763 12,000 13,297 15,114 2,804 988
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 25)
-1 -656 -222 164 806 -59 -73 84 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 7.6 11.8 42.0 74.5 82.6 93.9 17.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 10 10 24 19 57 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 949,393
COMMITMENTS
208,590 206,632 22,469 585,107 611,859 816,165 840,960 133,228 108,434
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 40,749)
26,841 35,251 -2,636 14,658 3,696 38,863 36,311 1,886 4,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 21.8 2.4 61.6 64.4 86.0 88.6 14.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 30 18 97 78 153 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,921,122
COMMITMENTS
644,591 293,792 386,601 1548714 1833708 2579906 2514102 341,216 407,020
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -67,378)
3,012 -6,060 -83,427 3,222 13,788 -77,194 -75,699 9,815 8,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.1 13.2 53.0 62.8 88.3 86.1 11.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
61 69 76 132 143 235 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,799,296
COMMITMENTS
306,108 197,200 142,346 1090268 1230646 1538722 1570192 260,574 229,104
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -153,515)
32,257 7,499 -52,805 -49,155 -43,788 -69,703 -89,095 -83,812 -64,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 11.0 7.9 60.6 68.4 85.5 87.3 14.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 38 39 103 90 167 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 549,090
COMMITMENTS
110,916 64,453 170,039 240,867 286,372 521,822 520,863 27,268 28,227
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -93,748)
-7,589 -32,359 -69,391 -18,991 26,319 -95,971 -75,431 2,222 -18,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 11.7 31.0 43.9 52.2 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
27 39 41 46 57 94 116
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,738
COMMITMENTS
9,103 3,699 1,205 1,838 12,162 12,146 17,066 11,592 6,671
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -471)
1,330 80 -1,298 -251 1,117 -220 -101 -251 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 15.6 5.1 7.7 51.2 51.2 71.9 48.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 7 6 6 12 30 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,502
COMMITMENTS
6,959 6,249 350 13,852 13,464 21,162 20,064 4,340 5,438
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -23,472)
-12,812 -9,051 -3,120 -6,036 -8,097 -21,967 -20,268 -1,505 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 24.5 1.4 54.3 52.8 83.0 78.7 17.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 14 4 12 8 25 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,751
COMMITMENTS
31,988 25,424 2,826 35,702 38,992 70,517 67,242 11,234 14,509
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -48,732)
-6,307 -31,988 -5,538 -32,015 -7,352 -43,860 -44,878 -4,872 -3,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 31.1 3.5 43.7 47.7 86.3 82.3 13.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
41 24 12 20 19 68 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,073
COMMITMENTS
2,468 20,966 285 52,041 33,782 54,794 55,033 279 40
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,041)
393 1,402 0 497 -307 890 1,095 151 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 38.1 0.5 94.5 61.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 16 2 14 11 22 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,876
COMMITMENTS
8,467 2,851 0 5,407 10,998 13,874 13,849 2 27
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 3,476)
3,335 175 0 182 3,296 3,517 3,471 -41 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 20.5 0.0 39.0 79.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 0 4 6 12 12
Updated September 28, 2007