WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,529
COMMITMENTS
103,480 75,503 146,746 232,267 232,463 482,494 454,712 43,036 70,817
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,193)
1,712 1,771 -4,135 179 269 -2,244 -2,095 3,437 3,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 14.4 27.9 44.2 44.2 91.8 86.5 8.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
120 121 151 77 122 309 310
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,679,356
COMMITMENTS
249,503 108,911 498,426 752,576 791,031 1500506 1398369 178,851 280,987
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -34,653)
1,065 -4,057 -11,389 -28,051 -13,728 -38,375 -29,174 3,722 -5,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 6.5 29.7 44.8 47.1 89.4 83.3 10.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 773)
197 156 248 307 348 629 653
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,044
COMMITMENTS
4,620 589 857 6,199 11,393 11,676 12,840 3,368 2,205
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 11)
10 236 -3 -21 -137 -14 96 25 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 3.9 5.7 41.2 75.7 77.6 85.3 22.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 5 15 14 35 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,871
COMMITMENTS
126,754 27,667 185,089 275,459 353,455 587,302 566,211 72,569 93,661
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -39,731)
-10,392 609 -17,113 -14,126 -19,058 -41,630 -35,561 1,899 -4,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.2 28.0 41.7 53.6 89.0 85.8 11.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521)
187 109 179 130 191 402 409
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,837
COMMITMENTS
16,516 5,204 435 0 1,020 16,951 6,659 2,886 13,178
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -1,039)
-1,143 -391 7 0 18 -1,136 -366 97 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.3 26.2 2.2 0.0 5.1 85.5 33.6 14.5 66.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 14 4 0 4 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,776
COMMITMENTS
73,443 14,148 63,204 161,389 233,776 298,036 311,129 29,740 16,647
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -6,056)
-1,656 -11 1,369 -8,847 -9,022 -9,134 -7,664 3,078 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 4.3 19.3 49.2 71.3 90.9 94.9 9.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
72 35 68 63 68 185 147
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,188,367
COMMITMENTS
132,940 210,552 101,915 802,847 685,137 1037702 997,604 150,665 190,763
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 18,520)
5,069 -28,133 -2,283 5,134 39,345 7,920 8,929 10,599 9,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 17.7 8.6 67.6 57.7 87.3 83.9 12.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 43 48 89 97 149 162
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 216,417
COMMITMENTS
48,237 13,789 39,152 91,889 143,333 179,278 196,274 37,138 20,142
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -7,769)
-3,142 2,956 748 -1,973 -9,873 -4,367 -6,169 -3,402 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.4 18.1 42.5 66.2 82.8 90.7 17.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
55 29 59 62 59 156 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,946
COMMITMENTS
3,782 2,920 1,908 8,544 10,680 14,235 15,509 2,710 1,437
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 267)
59 158 65 171 166 296 389 -29 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 17.2 11.3 50.4 63.0 84.0 91.5 16.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 16 10 34 21 63 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,061,438
COMMITMENTS
183,677 223,432 25,964 705,480 703,964 915,121 953,361 146,317 108,077
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,620)
-47,580 -7,500 -5,770 36,495 18,417 -16,855 5,147 19,475 -2,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 21.0 2.4 66.5 66.3 86.2 89.8 13.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
49 33 22 95 77 156 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,742,325
COMMITMENTS
895,406 325,055 427,181 2055163 2540697 3377751 3292934 364,574 449,391
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 107,571)
124,649 -37,249 -40,983 -21,637 172,771 62,028 94,539 45,542 13,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 8.7 11.4 54.9 67.9 90.3 88.0 9.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
60 89 86 151 163 261 288
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,958,464
COMMITMENTS
235,249 238,746 237,854 1240077 1204603 1713180 1681203 245,284 277,261
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 72,740)
-54,397 -92,394 27,595 92,622 113,415 65,820 48,615 6,920 24,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.2 12.1 63.3 61.5 87.5 85.8 12.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
42 42 49 107 99 177 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 877,562
COMMITMENTS
111,825 182,411 309,046 422,430 348,345 843,301 839,802 34,261 37,760
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 101,018)
-6,679 24,940 61,924 44,261 5,557 99,505 92,420 1,513 8,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 20.8 35.2 48.1 39.7 96.1 95.7 3.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
36 34 47 57 57 120 111
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,708
COMMITMENTS
4,829 3,185 1,352 2,475 9,326 8,656 13,863 12,051 6,845
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -4,960)
-1,826 -343 -1,559 -256 -2,928 -3,641 -4,830 -1,319 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 15.4 6.5 12.0 45.0 41.8 66.9 58.2 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 7 5 8 9 23 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,327
COMMITMENTS
16,189 12,681 1,544 14,211 16,872 31,944 31,097 6,383 7,230
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,351)
320 866 606 844 1,718 1,770 3,189 581 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 33.1 4.0 37.1 44.0 83.3 81.1 16.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 13 11 15 13 45 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,775
COMMITMENTS
35,834 35,369 2,482 42,479 47,214 80,795 85,065 16,980 12,710
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 3,111)
1,153 -3,669 567 -543 8,291 1,177 5,189 1,935 -2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 36.2 2.5 43.4 48.3 82.6 87.0 17.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
41 33 16 26 23 76 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 65,963
COMMITMENTS
3,643 12,303 1,714 60,374 49,415 65,731 63,432 232 2,531
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,330)
1,077 -1,482 886 -748 1,674 1,215 1,078 115 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 18.7 2.6 91.5 74.9 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 16 4 17 12 26 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,264
COMMITMENTS
1,217 10,996 0 32,047 22,044 33,264 33,040 0 224
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 12,470)
-268 5,856 -149 12,887 6,680 12,470 12,387 0 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 33.1 0.0 96.3 66.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 8 0 4 7 7 15
Updated August 3, 2007