WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 388,011
COMMITMENTS
99,001 80,129 51,144 203,489 198,775 353,634 330,048 34,377 57,963
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -21,719)
-9,400 5,730 -5,195 -5,077 -18,837 -19,672 -18,302 -2,047 -3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 20.7 13.2 52.4 51.2 91.1 85.1 8.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
105 116 110 66 106 258 264
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,190,115
COMMITMENTS
326,545 141,067 139,479 588,748 705,258 1054772 985,804 135,343 204,311
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 1,929)
-11,451 28,996 14,986 10,422 -38,092 13,957 5,890 -12,028 -3,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 11.9 11.7 49.5 59.3 88.6 82.8 11.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769)
175 150 169 242 330 523 582
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,182
COMMITMENTS
6,363 6 74 5,624 13,417 12,061 13,497 3,121 1,685
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,583)
-813 -1 -13 -446 -1,589 -1,272 -1,603 -311 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 0.0 0.5 37.0 88.4 79.4 88.9 20.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
27 1 4 15 16 44 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,745
COMMITMENTS
169,342 41,749 86,098 218,427 324,194 473,867 452,041 58,878 80,704
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,070)
6,144 3,258 -16,098 1,195 2,377 -8,759 -10,463 3,689 5,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 7.8 16.2 41.0 60.9 88.9 84.9 11.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
161 104 133 113 175 363 348
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,625
COMMITMENTS
16,647 4,505 102 0 1,049 16,749 5,656 2,876 13,969
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 432)
1,150 1,195 -555 0 -123 595 517 -163 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.8 23.0 0.5 0.0 5.3 85.3 28.8 14.7 71.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 13 5 0 4 14 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 288,281
COMMITMENTS
79,434 12,695 37,933 143,057 222,675 260,424 273,303 27,857 14,978
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -4,509)
9,028 1,773 -7,760 -3,727 5,042 -2,459 -945 -2,050 -3,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 4.4 13.2 49.6 77.2 90.3 94.8 9.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
87 33 53 59 57 180 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 994,059
COMMITMENTS
146,913 255,475 9,275 727,067 533,703 883,255 798,453 110,804 195,606
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,470)
-1,951 -13,575 -644 15,811 810 13,216 -13,409 -18,686 7,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 25.7 0.9 73.1 53.7 88.9 80.3 11.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
30 50 24 79 77 118 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,937
COMMITMENTS
58,993 10,118 25,376 84,100 150,933 168,469 186,427 38,468 20,510
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -955)
1,383 -1,968 -1,874 1,065 2,400 574 -1,442 -1,529 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 4.9 12.3 40.6 72.9 81.4 90.1 18.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
67 21 41 59 51 151 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,892
COMMITMENTS
5,122 1,931 663 6,771 11,170 12,556 13,764 2,336 1,128
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,326)
-168 14 -142 -884 -1,119 -1,194 -1,247 -132 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 13.0 4.5 45.5 75.0 84.3 92.4 15.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 11 8 29 20 56 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 991,318
COMMITMENTS
216,063 241,971 11,547 641,085 650,830 868,695 904,348 122,623 86,970
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 36,338)
8,554 21,721 -658 24,975 19,331 32,871 40,394 3,467 -4,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 24.4 1.2 64.7 65.7 87.6 91.2 12.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
47 33 13 94 78 145 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,783,537
COMMITMENTS
791,672 443,887 62,625 1663447 1815816 2517744 2322328 265,793 461,209
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -6,370)
20,730 18,379 -12,096 5,181 6,822 13,815 13,105 -20,185 -19,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 15.9 2.2 59.8 65.2 90.5 83.4 9.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
58 79 34 110 130 185 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,553,245
COMMITMENTS
298,794 344,735 27,617 1015770 908,770 1342181 1281122 211,064 272,123
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -35,636)
25,999 -40,149 1,546 -68,264 2,351 -40,719 -36,252 5,083 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 22.2 1.8 65.4 58.5 86.4 82.5 13.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
48 34 21 88 87 144 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 435,583
COMMITMENTS
79,279 135,084 49,829 275,655 232,862 404,763 417,775 30,820 17,808
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -86,149)
-14,852 -18,070 -12,256 -56,554 -50,648 -83,662 -80,974 -2,487 -5,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 31.0 11.4 63.3 53.5 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
25 30 28 45 43 90 82
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,155
COMMITMENTS
3,293 4,185 900 3,093 11,307 7,286 16,392 13,869 4,763
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,082)
46 -2,015 240 -977 868 -691 -907 -391 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 19.8 4.3 14.6 53.4 34.4 77.5 65.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 8 4 6 9 21 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,548
COMMITMENTS
12,663 10,921 49 13,999 12,903 26,711 23,873 4,837 7,675
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -890)
-380 -1,675 6 -34 930 -408 -739 -482 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 34.6 0.2 44.4 40.9 84.7 75.7 15.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 12 5 15 10 41 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,098
COMMITMENTS
26,261 29,243 1,105 39,910 39,292 67,276 69,640 12,822 10,458
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,932)
-2,018 1,345 -425 -864 -7,151 -3,307 -6,231 -4,625 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 36.5 1.4 49.8 49.1 84.0 86.9 16.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
36 36 6 27 17 66 56
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 63,361
COMMITMENTS
2,295 16,141 288 59,709 43,796 62,292 60,225 1,069 3,136
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 5,113)
460 1,113 -16 3,754 3,172 4,198 4,269 915 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 25.5 0.5 94.2 69.1 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 2 16 8 23 23
Updated July 9, 2007