WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 387,320
COMMITMENTS
98,075 69,028 55,113 196,070 189,294 349,258 313,435 38,062 73,885
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 10,372)
2,546 -4,031 6,913 -468 1,324 8,991 4,206 1,381 6,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 17.8 14.2 50.6 48.9 90.2 80.9 9.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
123 115 108 75 108 272 271
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,140,593
COMMITMENTS
344,599 137,955 114,314 559,876 668,973 1018789 921,242 121,804 219,351
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 38,845)
21,112 4,070 9,997 -253 21,077 30,856 35,144 7,989 3,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 12.1 10.0 49.1 58.7 89.3 80.8 10.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 677)
161 135 123 203 288 437 494
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 14,307
COMMITMENTS
5,627 789 23 5,710 8,973 11,360 9,785 2,947 4,522
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -32)
-199 201 -60 160 -100 -99 41 67 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 5.5 0.2 39.9 62.7 79.4 68.4 20.6 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
26 7 3 11 12 39 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 553,678
COMMITMENTS
166,909 43,353 73,102 259,757 347,836 499,768 464,291 53,910 89,387
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 25,555)
9,614 -6,200 12,172 3,959 16,267 25,745 22,239 -190 3,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 7.8 13.2 46.9 62.8 90.3 83.9 9.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
166 83 118 108 177 347 340
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 281,376
COMMITMENTS
70,710 12,776 34,507 145,979 219,233 251,196 266,516 30,180 14,860
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 2,719)
1,702 -2 1,734 -584 707 2,852 2,439 -133 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 4.5 12.3 51.9 77.9 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
77 22 49 66 59 174 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 879,606
COMMITMENTS
102,689 157,124 3,580 632,548 548,615 738,817 709,319 140,789 170,287
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -23,870)
-27,179 -19,509 -199 11,248 -19,617 -16,130 -39,325 -7,740 15,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 17.9 0.4 71.9 62.4 84.0 80.6 16.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 38 13 69 67 108 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 225,239
COMMITMENTS
69,291 7,353 21,084 90,192 172,459 180,567 200,896 44,672 24,343
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 813)
-925 -287 -967 1,602 -104 -290 -1,358 1,103 2,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 3.3 9.4 40.0 76.6 80.2 89.2 19.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
69 24 39 54 55 149 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 14,864
COMMITMENTS
4,401 1,195 1,353 6,541 11,434 12,295 13,982 2,569 882
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -17)
-128 -666 -172 229 746 -71 -92 54 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 8.0 9.1 44.0 76.9 82.7 94.1 17.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
29 5 8 22 15 52 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 923,957
COMMITMENTS
211,653 207,045 6,197 574,312 604,574 792,162 817,816 131,795 106,141
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 44,301)
27,651 37,009 -2,228 17,577 6,055 43,000 40,836 1,301 3,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 22.4 0.7 62.2 65.4 85.7 88.5 14.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
45 30 12 95 74 146 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 2,271,317
COMMITMENTS
629,290 336,706 66,238 1246764 1475638 1942292 1878582 329,025 392,735
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 42,951)
-1,635 16,849 -22,535 54,332 44,541 30,162 38,855 12,789 4,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 14.8 2.9 54.9 65.0 85.5 82.7 14.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
55 68 37 114 123 192 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,592,782
COMMITMENTS
329,706 215,006 32,461 980,599 1124104 1342766 1371571 250,016 221,211
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,314)
41,709 4,355 -2,055 43,928 64,718 83,582 67,018 -82,268 -65,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 13.5 2.0 61.6 70.6 84.3 86.1 15.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
49 31 18 87 80 145 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 395,665
COMMITMENTS
137,145 80,509 43,576 190,997 244,277 371,718 368,362 23,947 27,303
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -20,153)
-32,420 -51,650 14,909 -6,320 33,845 -23,831 -2,896 3,678 -17,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 20.3 11.0 48.3 61.7 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 33 26 42 51 82 97
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY 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: 23,271
COMMITMENTS
9,080 3,796 1,007 1,838 12,162 11,925 16,965 11,346 6,306
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,004)
1,149 74 -482 378 1,345 1,045 937 -41 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 16.3 4.3 7.9 52.3 51.2 72.9 48.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 6 5 6 12 30 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 24,534
COMMITMENTS
6,906 6,396 19 13,633 13,276 20,558 19,691 3,976 4,843
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -21,630)
-11,920 -8,992 -2,543 -5,620 -7,159 -20,083 -18,694 -1,547 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 26.1 0.1 55.6 54.1 83.8 80.3 16.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 15 2 12 7 23 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 77,658
COMMITMENTS
32,095 26,492 989 33,446 35,997 66,530 63,478 11,128 14,180
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -44,550)
-4,948 -30,404 -5,383 -29,513 -5,294 -39,844 -41,081 -4,706 -3,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 34.1 1.3 43.1 46.4 85.7 81.7 14.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
40 23 4 18 17 60 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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