WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,094
COMMITMENTS
105,741 67,973 148,962 231,002 234,526 485,705 451,461 38,389 72,633
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -445)
-2,871 -7,129 3,190 803 1,418 1,123 -2,521 -1,568 2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 13.0 28.4 44.1 44.7 92.7 86.1 7.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
134 117 144 81 121 311 307
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,599,397
COMMITMENTS
237,170 81,336 462,444 724,813 770,084 1424427 1313865 174,970 285,533
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -60,373)
-9,598 -16,659 -34,909 -12,653 -16,000 -57,159 -67,568 -3,214 7,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.1 28.9 45.3 48.1 89.1 82.1 10.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753)
193 142 239 306 347 617 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,281
COMMITMENTS
4,804 529 753 5,617 11,160 11,174 12,443 3,107 1,838
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 26)
145 88 -132 65 108 78 64 -52 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 3.7 5.3 39.3 78.1 78.2 87.1 21.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 5 17 15 39 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 657,415
COMMITMENTS
133,773 25,868 174,825 276,587 362,794 585,185 563,487 72,230 93,928
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 4,738)
8,306 3,265 -132 -2,715 3,102 5,459 6,235 -721 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.9 26.6 42.1 55.2 89.0 85.7 11.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
184 99 161 125 194 385 398
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,824
COMMITMENTS
15,866 5,352 404 0 973 16,270 6,729 3,554 13,095
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,714)
1,090 1,230 -19 0 -204 1,071 1,007 643 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.0 27.0 2.0 0.0 4.9 82.1 33.9 17.9 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 13 3 0 4 14 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,883
COMMITMENTS
62,721 16,653 66,692 171,347 226,371 300,760 309,716 27,124 18,168
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 7,911)
-6,283 669 6,215 8,924 -735 8,855 6,148 -944 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.1 20.3 52.3 69.0 91.7 94.5 8.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
69 34 60 68 65 178 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,189,460
COMMITMENTS
124,350 245,000 107,498 808,584 675,053 1040432 1027552 149,028 161,909
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -13,685)
-20,880 18,874 -2,376 5,953 -6,886 -17,303 9,612 3,618 -23,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 20.6 9.0 68.0 56.8 87.5 86.4 12.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
36 47 49 94 97 159 164
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,119
COMMITMENTS
52,819 6,992 33,411 89,143 155,089 175,372 195,492 41,747 21,627
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -3,220)
-1,631 -5,347 -503 -2,490 2,990 -4,625 -2,860 1,405 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 3.2 15.4 41.1 71.4 80.8 90.0 19.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
59 20 45 61 59 147 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,391
COMMITMENTS
4,130 2,463 2,172 7,391 10,251 13,693 14,886 2,698 1,504
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -821)
199 19 47 -815 -812 -569 -746 -251 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 15.0 13.3 45.1 62.5 83.5 90.8 16.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 16 12 33 22 68 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,499
COMMITMENTS
173,237 258,982 36,639 698,904 648,251 908,780 943,873 128,719 93,626
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -41,797)
-13,662 -7,193 1,548 -14,947 -23,127 -27,061 -28,773 -14,736 -13,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 25.0 3.5 67.4 62.5 87.6 91.0 12.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
48 36 22 96 81 157 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,793,946
COMMITMENTS
963,653 305,623 508,536 1970508 2543191 3442696 3357349 351,249 436,596
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -107,125)
-6,616 3,371 29,656 -155,175 -131,216 -132,135 -98,188 25,010 -8,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 8.1 13.4 51.9 67.0 90.7 88.5 9.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
66 88 93 151 160 268 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,931,383
COMMITMENTS
211,672 274,741 225,292 1226352 1178953 1663316 1678986 268,068 252,398
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -47,980)
5,861 4,775 3,178 -63,695 -27,581 -54,656 -19,628 6,676 -28,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 14.2 11.7 63.5 61.0 86.1 86.9 13.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
39 40 51 105 95 172 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 968,201
COMMITMENTS
119,634 189,440 434,808 377,309 312,074 931,751 936,322 36,450 31,879
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 157,289)
12,528 -60,871 193,346 -51,273 20,510 154,601 152,986 2,688 4,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 19.6 44.9 39.0 32.2 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 46 48 56 56 111 120
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,024
COMMITMENTS
4,767 2,436 1,563 2,504 9,210 8,834 13,209 11,190 6,815
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,603)
798 72 589 926 1,000 2,314 1,661 -711 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 12.2 7.8 12.5 46.0 44.1 66.0 55.9 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 5 5 10 19 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,787
COMMITMENTS
16,451 14,685 1,967 15,891 17,263 34,310 33,915 7,477 7,871
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,303)
-485 1,624 548 142 56 205 2,228 1,098 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 35.1 4.7 38.0 41.3 82.1 81.2 17.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 17 14 17 13 48 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,250
COMMITMENTS
45,469 38,567 2,903 44,032 56,122 92,404 97,592 16,846 11,659
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -594)
9,612 -783 629 -6,024 8,740 4,217 8,586 -4,810 -9,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 35.3 2.7 40.3 51.4 84.6 89.3 15.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
47 41 18 29 22 86 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 68,539
COMMITMENTS
3,589 18,959 285 64,433 49,086 68,307 68,330 232 209
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -2,944)
-587 594 0 -2,459 -3,472 -3,046 -2,878 102 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 27.7 0.4 94.0 71.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 20 2 18 12 25 34
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,561
COMMITMENTS
3,280 10,481 296 30,971 23,754 34,547 34,531 14 30
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,380)
1,068 1,680 296 2,025 1,470 3,389 3,446 -9 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 30.3 0.9 89.6 68.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 1 5 6 11 14
Updated August 17, 2007