WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 373,657
COMMITMENTS
94,507 72,932 42,290 201,548 190,170 338,345 305,392 35,312 68,265
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 3,652)
-5,463 4,863 -183 11,097 30 5,451 4,710 -1,799 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.5 11.3 53.9 50.9 90.5 81.7 9.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
119 110 91 72 109 255 258
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,086,962
COMMITMENTS
311,275 136,678 105,402 559,311 628,845 975,988 870,925 110,974 216,037
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -2,606)
6,903 1,742 -966 -3,902 -3,134 2,035 -2,358 -4,641 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 12.6 9.7 51.5 57.9 89.8 80.1 10.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
150 143 130 205 292 429 511
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 14,183
COMMITMENTS
5,730 719 84 5,508 9,529 11,322 10,332 2,861 3,851
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 210)
252 -18 -27 -80 61 145 16 65 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 5.1 0.6 38.8 67.2 79.8 72.8 20.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 10 3 10 12 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 501,872
COMMITMENTS
148,492 45,319 60,594 244,381 316,073 453,467 421,986 48,405 79,886
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 6,666)
2,923 2,348 -2,783 8,293 7,287 8,433 6,852 -1,767 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 9.0 12.1 48.7 63.0 90.4 84.1 9.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
147 84 87 100 182 293 333
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 271,981
COMMITMENTS
63,690 12,241 33,744 147,493 211,224 244,927 257,209 27,054 14,772
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,338)
7,915 -3,512 -6,631 1,039 15,821 2,323 5,678 3,015 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 4.5 12.4 54.2 77.7 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
67 27 45 62 59 157 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 945,406
COMMITMENTS
158,490 188,041 4,185 639,439 588,372 802,114 780,598 143,292 164,808
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -10,484)
6,644 -7,238 -7,410 -3,458 10,960 -4,224 -3,688 -6,260 -6,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 19.9 0.4 67.6 62.2 84.8 82.6 15.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
29 41 17 75 78 116 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 211,594
COMMITMENTS
63,312 5,187 21,302 85,292 165,022 169,906 191,511 41,688 20,083
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,736)
2,364 -1,014 -3,736 3,979 8,749 2,607 3,999 3,129 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 2.5 10.1 40.3 78.0 80.3 90.5 19.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
65 18 40 56 60 143 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 14,526
COMMITMENTS
4,292 1,969 1,463 6,278 10,223 12,033 13,655 2,493 871
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 511)
72 -120 332 -192 303 212 515 299 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 13.6 10.1 43.2 70.4 82.8 94.0 17.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 8 8 23 15 53 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 891,736
COMMITMENTS
181,599 150,715 16,506 573,723 615,297 771,828 782,518 119,908 109,218
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -59,448)
-62,469 -47,487 4,212 171 -7,660 -58,086 -50,935 -1,362 -8,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.9 1.9 64.3 69.0 86.6 87.8 13.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
46 34 12 99 77 148 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 2,304,101
COMMITMENTS
622,737 289,348 115,808 1243856 1483530 1982401 1888686 321,700 415,415
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -14,379)
4,489 -1,922 34,660 -47,059 -74,952 -7,910 -42,214 -6,469 27,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 12.6 5.0 54.0 64.4 86.0 82.0 14.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
52 73 40 118 112 197 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,568,655
COMMITMENTS
272,243 260,731 23,518 995,615 1052316 1291376 1336565 277,279 232,090
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -13,369)
12,464 9,491 -13,526 -39,623 7,660 -40,685 3,625 27,316 -16,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.6 1.5 63.5 67.1 82.3 85.2 17.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
44 40 18 83 80 136 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 435,159
COMMITMENTS
189,072 170,062 34,785 189,614 208,805 413,471 413,652 21,688 21,507
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -86,461)
-14,551 -22,088 -23,324 -40,589 -14,932 -78,464 -60,344 -7,997 -26,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 39.1 8.0 43.6 48.0 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 40 24 37 44 72 92
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY 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: 20,591
COMMITMENTS
7,717 3,618 1,431 1,433 9,466 10,581 14,515 10,010 6,076
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 935)
491 763 424 -193 -287 722 900 213 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 17.6 6.9 7.0 46.0 51.4 70.5 48.6 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 7 8 5 11 30 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 41,034
COMMITMENTS
18,727 15,867 836 15,013 16,963 34,576 33,666 6,458 7,368
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,890)
473 622 605 240 83 1,318 1,310 1,572 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 38.7 2.0 36.6 41.3 84.3 82.0 15.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 20 8 14 13 42 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 93,415
COMMITMENTS
33,888 52,075 1,173 45,882 28,635 80,943 81,883 12,472 11,532
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,561)
12 519 156 -6,379 -5,583 -6,211 -4,908 650 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 55.7 1.3 49.1 30.7 86.6 87.7 13.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 46 11 25 19 69 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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