WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,873
COMMITMENTS
99,442 66,742 126,090 220,040 227,437 445,572 420,268 37,301 62,604
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 16,410)
1,727 214 13,796 1,011 2,686 16,534 16,695 -124 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 13.8 26.1 45.6 47.1 92.3 87.0 7.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
111 131 138 76 121 290 302
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,675,341
COMMITMENTS
267,576 103,491 480,175 742,762 821,362 1490513 1405028 184,828 270,314
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 13,508)
7,950 1,005 14,422 -15,307 -2,397 7,065 13,030 6,443 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.2 28.7 44.3 49.0 89.0 83.9 11.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
195 160 233 310 364 625 654
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,147
COMMITMENTS
5,874 17 710 6,257 13,757 12,842 14,485 3,305 1,663
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 82)
42 1 -54 -45 227 -57 174 139 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 0.1 4.4 38.8 85.2 79.5 89.7 20.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 4 5 16 17 43 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 720,536
COMMITMENTS
164,890 30,303 207,722 266,706 381,527 639,318 619,552 81,218 100,984
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 37,775)
16,452 3,168 13,648 5,569 20,105 35,668 36,920 2,107 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 4.2 28.8 37.0 53.0 88.7 86.0 11.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
185 124 196 140 191 438 424
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,026
COMMITMENTS
17,291 4,776 487 0 1,091 17,778 6,354 3,248 14,672
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,401)
644 271 385 0 42 1,029 698 372 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.2 22.7 2.3 0.0 5.2 84.6 30.2 15.4 69.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 14 7 0 4 15 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 322,515
COMMITMENTS
81,050 13,033 54,552 157,859 239,303 293,461 306,888 29,054 15,627
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,840)
3,139 51 791 -449 3,371 3,481 4,213 -641 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 4.0 16.9 48.9 74.2 91.0 95.2 9.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
90 31 53 63 65 184 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,174,365
COMMITMENTS
119,759 235,815 99,579 805,444 626,643 1024782 962,037 149,583 212,327
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 14,182)
-27,380 -11,797 3,032 13,013 21,901 -11,336 13,135 25,518 1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 20.1 8.5 68.6 53.4 87.3 81.9 12.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
32 47 48 96 94 150 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,937
COMMITMENTS
62,421 7,617 38,770 89,572 166,286 190,763 212,673 44,173 22,264
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 9,445)
7,183 -2,487 2,134 -1,934 9,876 7,384 9,523 2,061 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 3.2 16.5 38.1 70.8 81.2 90.5 18.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
65 25 47 60 54 155 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,442
COMMITMENTS
4,536 2,108 1,727 7,463 11,285 13,726 15,120 2,715 1,321
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 366)
-257 175 247 152 -165 142 258 225 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.8 10.5 45.4 68.6 83.5 92.0 16.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 14 10 32 22 61 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,298
COMMITMENTS
206,223 242,834 16,594 663,626 658,673 886,444 918,102 127,854 96,196
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 11,182)
-6,720 663 553 13,682 2,427 7,515 3,643 3,666 7,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 23.9 1.6 65.4 64.9 87.4 90.5 12.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
46 41 17 102 78 158 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,642,871
COMMITMENTS
776,188 451,906 442,692 2103322 2264937 3322202 3159535 320,669 483,336
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 115,839)
-6,548 44,045 39,088 57,746 44,961 90,286 128,095 25,553 -12,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 12.4 12.2 57.7 62.2 91.2 86.7 8.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
65 87 77 150 169 250 298
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,855,046
COMMITMENTS
281,935 358,788 193,951 1143087 1029375 1618972 1582114 236,073 272,931
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 32,653)
38,418 13,628 -2,277 -16,792 29,317 19,349 40,668 13,305 -8,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 19.3 10.5 61.6 55.5 87.3 85.3 12.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
44 42 42 95 91 159 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 685,997
COMMITMENTS
131,922 145,140 190,405 331,605 327,901 653,931 663,446 32,066 22,552
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 36,897)
25,963 1,121 12,504 184 22,889 38,651 36,515 -1,754 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 21.2 27.8 48.3 47.8 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 30 45 51 55 114 107
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,077
COMMITMENTS
4,591 5,030 1,631 2,704 10,954 8,927 17,615 14,151 5,463
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 766)
1,371 856 102 -400 -427 1,073 531 -307 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.8 7.1 11.7 47.5 38.7 76.3 61.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 13 8 8 10 27 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,828
COMMITMENTS
13,562 11,801 1,322 14,253 13,109 29,136 26,232 5,692 8,597
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 968)
831 576 54 -441 67 444 697 524 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 33.9 3.8 40.9 37.6 83.7 75.3 16.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 15 11 16 11 47 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,934
COMMITMENTS
29,720 32,639 2,482 42,187 40,984 74,390 76,106 14,545 12,829
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,838)
3,576 3,528 -429 -1,849 -2,034 1,298 1,066 1,540 1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 36.7 2.8 47.4 46.1 83.6 85.6 16.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
33 44 18 26 20 71 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 63,913
COMMITMENTS
2,137 16,285 611 60,997 44,841 63,745 61,737 168 2,176
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 552)
-158 144 323 1,288 1,045 1,453 1,512 -901 -960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 25.5 1.0 95.4 70.2 99.7 96.6 0.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 14 3 16 9 23 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,563
COMMITMENTS
1,359 3,603 69 21,135 18,396 22,563 22,068 0 495
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 16.0 0.3 93.7 81.5 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 1 3 7 9 15
Updated July 13, 2007