WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 376,948
COMMITMENTS
95,529 73,059 48,200 196,538 187,970 340,267 309,229 36,681 67,719
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 3,291)
1,022 127 5,910 -5,010 -2,200 1,922 3,837 1,369 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.4 12.8 52.1 49.9 90.3 82.0 9.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
126 113 96 75 113 263 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,101,748
COMMITMENTS
323,487 133,885 104,317 560,129 647,896 987,933 886,098 113,815 215,650
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 14,786)
12,212 -2,793 -1,085 818 19,051 11,945 15,173 2,841 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 12.2 9.5 50.8 58.8 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
158 139 120 207 289 436 498
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 14,339
COMMITMENTS
5,826 588 83 5,550 9,073 11,459 9,744 2,880 4,595
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 156)
96 -131 -1 42 -456 137 -588 19 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 4.1 0.6 38.7 63.3 79.9 68.0 20.1 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 4 10 12 38 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 528,123
COMMITMENTS
157,295 49,553 60,930 255,798 331,569 474,023 442,052 54,100 86,071
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 26,251)
8,803 4,234 336 11,417 15,496 20,556 20,066 5,695 6,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 9.4 11.5 48.4 62.8 89.8 83.7 10.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
164 92 108 108 175 333 344
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 278,657
COMMITMENTS
69,008 12,778 32,773 146,563 218,526 248,344 264,077 30,313 14,580
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 6,676)
5,318 537 -971 -930 7,302 3,417 6,868 3,259 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 4.6 11.8 52.6 78.4 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
78 23 45 64 59 166 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 903,476
COMMITMENTS
129,868 176,633 3,779 621,300 568,232 754,947 748,644 148,529 154,832
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -41,930)
-28,622 -11,408 -406 -18,139 -20,140 -47,167 -31,954 5,237 -9,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 19.6 0.4 68.8 62.9 83.6 82.9 16.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
30 36 15 73 78 110 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 224,426
COMMITMENTS
70,216 7,640 22,051 88,590 172,563 180,857 202,254 43,569 22,172
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 12,832)
6,904 2,453 749 3,298 7,541 10,951 10,743 1,881 2,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 3.4 9.8 39.5 76.9 80.6 90.1 19.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
67 23 45 54 57 150 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 14,881
COMMITMENTS
4,529 1,861 1,525 6,312 10,688 12,366 14,074 2,515 807
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 355)
237 -108 62 34 465 333 419 22 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 12.5 10.2 42.4 71.8 83.1 94.6 16.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 7 8 23 15 53 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 879,656
COMMITMENTS
184,002 170,036 8,425 556,735 598,519 749,162 776,980 130,494 102,676
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -12,080)
2,403 19,321 -8,081 -16,988 -16,778 -22,666 -5,538 10,586 -6,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 19.3 1.0 63.3 68.0 85.2 88.3 14.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
47 31 15 89 78 141 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 2,228,366
COMMITMENTS
630,925 319,857 88,773 1192432 1431097 1912130 1839727 316,236 388,639
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -75,735)
8,188 30,509 -27,035 -51,424 -52,433 -70,271 -48,959 -5,464 -26,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 14.4 4.0 53.5 64.2 85.8 82.6 14.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
59 72 34 117 112 197 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,591,468
COMMITMENTS
287,997 210,651 34,516 936,671 1059386 1259184 1304553 332,284 286,915
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 22,813)
15,754 -50,080 10,998 -58,944 7,070 -32,192 -32,012 55,005 54,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 13.2 2.2 58.9 66.6 79.1 82.0 20.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
46 36 19 90 79 144 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 415,818
COMMITMENTS
169,565 132,159 28,667 197,317 210,432 395,549 371,258 20,269 44,560
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -19,341)
-19,507 -37,903 -6,118 7,703 1,627 -17,922 -42,394 -1,419 23,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 31.8 6.9 47.5 50.6 95.1 89.3 4.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
26 33 18 40 46 76 88
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY 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: 22,267
COMMITMENTS
7,931 3,722 1,489 1,460 10,817 10,880 16,028 11,387 6,239
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,676)
214 104 58 27 1,351 299 1,513 1,377 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 16.7 6.7 6.6 48.6 48.9 72.0 51.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 7 8 5 13 32 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 46,164
COMMITMENTS
18,826 15,388 2,562 19,253 20,435 40,641 38,385 5,523 7,779
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 5,130)
99 -479 1,726 4,240 3,472 6,065 4,719 -935 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 33.3 5.5 41.7 44.3 88.0 83.1 12.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 20 14 19 15 52 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 122,208
COMMITMENTS
37,043 56,896 6,372 62,959 41,291 106,374 104,559 15,834 17,649
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 28,793)
3,155 4,821 5,199 17,077 12,656 25,431 22,676 3,362 6,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 46.6 5.2 51.5 33.8 87.0 85.6 13.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
41 52 27 34 27 92 90
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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