WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,140
COMMITMENTS
106,516 83,303 73,653 210,310 205,544 390,479 362,500 35,661 63,640
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 12,068)
2,680 1,263 8,208 4,077 3,869 14,965 13,340 -2,897 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 19.5 17.3 49.4 48.2 91.6 85.1 8.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
123 113 133 67 114 292 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,222,222
COMMITMENTS
319,437 151,498 170,594 604,679 688,865 1094710 1010957 127,512 211,265
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -7,474)
-9,735 -7,774 3,941 10,969 3,303 5,175 -530 -12,649 -6,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 12.4 14.0 49.5 56.4 89.6 82.7 10.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
160 147 165 242 318 501 573
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,042
COMMITMENTS
5,222 336 125 5,446 11,408 10,793 11,869 3,249 2,173
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,293)
-633 268 -1 -481 -1,904 -1,115 -1,637 -178 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 2.4 0.9 38.8 81.2 76.9 84.5 23.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 3 2 14 15 34 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,766
COMMITMENTS
163,521 44,879 74,037 237,922 329,502 475,480 448,418 53,286 80,348
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -25,714)
-14,106 2,061 -8,217 3,312 -17,292 -19,011 -23,448 -6,703 -2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 8.5 14.0 45.0 62.3 89.9 84.8 10.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506)
171 88 130 127 183 376 364
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,876
COMMITMENTS
17,659 5,595 428 0 1,002 18,087 7,025 2,789 13,851
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -265)
437 507 0 0 -118 437 389 -702 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.6 26.8 2.1 0.0 4.8 86.6 33.7 13.4 66.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 15 5 0 4 16 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 297,063
COMMITMENTS
76,158 15,221 43,847 152,210 224,991 272,215 284,059 24,848 13,004
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -3,060)
-795 877 934 -1,556 -4,573 -1,417 -2,762 -1,643 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 5.1 14.8 51.2 75.7 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
79 27 52 58 57 170 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 986,073
COMMITMENTS
130,986 251,160 8,883 723,398 565,556 863,267 825,599 122,806 160,474
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,741)
16,903 13,279 37 -5,064 19,727 11,876 33,043 -7,135 -28,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 25.5 0.9 73.4 57.4 87.5 83.7 12.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
30 50 25 76 79 121 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,054
COMMITMENTS
54,736 10,909 27,114 86,219 147,780 168,069 185,803 37,985 20,251
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -8,644)
-9,809 3,081 1,699 678 -13,009 -7,432 -8,229 -1,212 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 5.3 13.2 41.8 71.7 81.6 90.2 18.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
58 19 44 64 56 148 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,562
COMMITMENTS
4,239 2,787 964 7,758 10,309 12,961 14,060 2,601 1,502
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -577)
-95 154 57 67 -126 29 85 -606 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 17.9 6.2 49.9 66.2 83.3 90.3 16.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 11 9 30 16 56 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,041,227
COMMITMENTS
236,840 230,782 24,124 654,933 677,427 915,897 932,333 125,330 108,894
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 30,955)
10,059 -21,855 9,431 6,795 19,193 26,285 6,769 4,670 24,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 22.2 2.3 62.9 65.1 88.0 89.5 12.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
54 35 18 97 74 158 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,812,951
COMMITMENTS
755,885 403,619 121,032 1644494 1883269 2521411 2407920 291,540 405,031
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -58,529)
-61,213 -77,746 23,137 -41,469 24,872 -79,545 -29,737 21,016 -28,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 14.3 4.3 58.5 66.9 89.6 85.6 10.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
63 81 44 125 134 209 238
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,615,711
COMMITMENTS
339,920 347,985 34,102 1014282 989,080 1388304 1371167 227,407 244,544
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 47,284)
-7,874 -21,579 5,533 46,449 71,141 44,108 55,095 3,176 -7,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 21.5 2.1 62.8 61.2 85.9 84.9 14.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
51 37 25 90 81 153 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 505,646
COMMITMENTS
111,598 169,700 53,390 311,315 257,923 476,303 481,013 29,343 24,633
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 45,114)
8,124 27,008 1,545 33,552 13,190 43,221 41,743 1,893 3,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 33.6 10.6 61.6 51.0 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 37 30 50 41 95 87
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,707
COMMITMENTS
6,873 3,523 1,968 2,230 12,000 11,071 17,491 12,636 6,216
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,190)
1,946 -1,557 983 -747 1,387 2,182 813 -992 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 14.9 8.3 9.4 50.6 46.7 73.8 53.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 8 9 11 31 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,171
COMMITMENTS
16,032 11,821 34 12,740 14,951 28,806 26,806 5,365 7,365
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 343)
1,763 -834 5 -592 753 1,176 -76 -833 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 34.6 0.1 37.3 43.8 84.3 78.4 15.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
30 12 4 13 13 46 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,744
COMMITMENTS
33,826 38,611 1,024 40,137 35,763 74,987 75,398 14,757 14,346
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -9,853)
-2 -5,057 147 -12,073 -2,365 -11,928 -7,275 2,075 -2,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 43.0 1.1 44.7 39.9 83.6 84.0 16.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
37 40 7 27 18 68 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,633
COMMITMENTS
2,566 13,785 828 61,122 47,741 64,516 62,354 117 2,279
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 166)
-170 -1,425 206 87 1,245 123 26 43 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 21.3 1.3 94.6 73.9 99.8 96.5 0.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 16 3 15 11 22 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,794
COMMITMENTS
1,485 5,140 149 19,160 15,364 20,794 20,653 0 141
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,941)
330 1,867 8 1,603 424 1,941 2,299 0 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 24.7 0.7 92.1 73.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 10 1 4 6 7 16
Updated July 27, 2007