WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,334
COMMITMENTS
96,849 63,386 116,695 218,393 217,397 431,937 397,477 41,397 75,856
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -31,140)
-1,648 -8,324 -19,211 -7,814 -3,747 -28,674 -31,282 -2,466 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 13.4 24.7 46.1 45.9 91.3 84.0 8.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
130 107 129 83 118 289 293
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,510,757
COMMITMENTS
247,302 83,511 400,718 705,489 750,542 1353509 1234771 157,248 275,986
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -61,278)
7,814 1,254 -50,193 -7,555 -13,005 -49,934 -61,944 -11,344 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 5.5 26.5 46.7 49.7 89.6 81.7 10.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720)
166 135 223 297 342 586 612
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,521
COMMITMENTS
4,596 575 854 6,018 9,425 11,468 10,854 3,053 3,667
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 337)
280 6 11 9 -1,309 300 -1,292 37 1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 4.0 5.9 41.4 64.9 79.0 74.7 21.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 8 6 15 15 36 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,126
COMMITMENTS
122,961 21,877 173,693 273,976 343,692 570,630 539,263 67,496 98,863
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -10,065)
11,657 -4,398 -8,098 -12,100 4,253 -8,541 -8,244 -1,523 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.4 27.2 42.9 53.9 89.4 84.5 10.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
162 80 167 128 185 370 388
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,507
COMMITMENTS
17,490 5,717 418 0 1,001 17,908 7,136 3,599 14,371
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,273)
1,178 -30 16 0 16 1,194 2 79 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 26.6 1.9 0.0 4.7 83.3 33.2 16.7 66.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 12 5 0 4 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,997
COMMITMENTS
45,030 20,190 57,036 172,661 204,257 274,726 281,483 25,271 18,514
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -29,633)
308 339 -19,526 -10,391 -9,767 -29,610 -28,955 -23 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.7 19.0 57.6 68.1 91.6 93.8 8.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
49 41 67 75 68 175 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,107,149
COMMITMENTS
153,593 173,058 71,117 732,147 683,368 956,857 927,543 150,292 179,606
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -83,675)
15,238 -39,164 -46,838 -53,550 -10,710 -85,150 -96,712 1,475 13,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.6 6.4 66.1 61.7 86.4 83.8 13.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 38 38 80 83 135 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 213,327
COMMITMENTS
51,128 5,179 35,149 90,191 155,493 176,469 195,820 36,858 17,506
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,815)
3,924 -2,205 -697 -1,113 6,773 2,114 3,872 -299 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 2.4 16.5 42.3 72.9 82.7 91.8 17.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
55 24 56 62 63 155 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,210
COMMITMENTS
3,828 2,480 1,691 7,333 9,944 12,852 14,114 2,358 1,096
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -1,087)
-154 -254 -361 -331 -6 -846 -622 -241 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 16.3 11.1 48.2 65.4 84.5 92.8 15.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 16 9 29 22 63 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 979,678
COMMITMENTS
225,410 182,211 24,402 603,626 668,158 853,437 874,770 126,240 104,907
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -5,689)
5,420 661 -8,065 1,635 22,002 -1,010 14,598 -4,678 -20,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 18.6 2.5 61.6 68.2 87.1 89.3 12.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
47 26 15 100 86 151 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,130,402
COMMITMENTS
708,326 286,282 407,080 1687423 2039310 2802829 2732673 327,573 397,730
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -654,090)
-122,786 -15,343 -177,029 -328,271 -460,797 -628,086 -653,168 -26,004 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 9.1 13.0 53.9 65.1 89.5 87.3 10.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
62 63 72 136 136 235 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,894,003
COMMITMENTS
209,612 226,765 171,111 1240753 1239297 1621477 1637174 272,526 256,829
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -168,389)
-24,764 -72,650 -109,393 -32,877 -477 -167,034 -182,520 -1,356 14,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 12.0 9.0 65.5 65.4 85.6 86.4 14.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
32 36 40 103 95 157 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 908,103
COMMITMENTS
76,146 104,141 470,654 333,860 310,008 880,660 884,804 27,443 23,300
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -38,005)
-20,914 -10,592 -939 -8,696 -18,770 -30,550 -30,301 -7,455 -7,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.5 51.8 36.8 34.1 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
20 47 41 47 55 95 115
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,664
COMMITMENTS
6,065 2,677 1,332 2,230 9,486 9,627 13,495 10,036 6,169
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 946)
1,592 -377 92 -393 1,408 1,291 1,123 -344 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 13.6 6.8 11.3 48.2 49.0 68.6 51.0 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 6 7 5 7 23 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,447
COMMITMENTS
18,179 15,528 1,280 15,716 17,494 35,175 34,302 5,273 6,146
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 9)
784 -356 -136 208 691 857 199 -848 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 38.4 3.2 38.9 43.3 87.0 84.8 13.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
23 19 12 18 15 51 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,521
COMMITMENTS
35,188 48,098 2,743 51,892 40,608 89,823 91,448 13,698 12,073
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,317)
-2,425 5,658 314 5,448 -3,717 3,337 2,255 -1,020 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 46.5 2.6 50.1 39.2 86.8 88.3 13.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
41 49 19 26 21 78 78
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 71,426
COMMITMENTS
3,302 19,110 338 67,578 51,842 71,218 71,290 208 136
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,710)
-187 1,276 53 3,939 2,481 3,805 3,810 -95 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 26.8 0.5 94.6 72.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 3 19 13 27 30
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,301
COMMITMENTS
2,712 10,168 619 27,968 20,493 31,299 31,280 2 21
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -3,993)
192 -1,137 491 -2,262 -931 -1,579 -1,577 -2,414 -2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 32.5 2.0 89.4 65.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 1 5 7 12 15
Updated August 31, 2007