WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,068
COMMITMENTS
95,855 62,121 119,756 222,255 220,411 437,866 402,289 41,202 76,779
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 5,734)
-994 -1,264 3,061 3,862 3,015 5,930 4,812 -195 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.0 25.0 46.4 46.0 91.4 84.0 8.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
142 103 134 82 126 291 308
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,521,929
COMMITMENTS
236,113 90,728 411,742 717,433 749,259 1365288 1251728 156,641 270,200
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 11,171)
-11,189 7,217 11,024 11,944 -1,284 11,779 16,957 -607 -5,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.0 27.1 47.1 49.2 89.7 82.2 10.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
167 145 233 275 334 577 612
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,971
COMMITMENTS
4,953 721 871 6,257 9,619 12,081 11,211 2,890 3,759
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 450)
357 146 17 239 195 613 358 -163 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 4.8 5.8 41.8 64.3 80.7 74.9 19.3 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 11 6 14 16 38 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,541
COMMITMENTS
130,444 22,825 182,050 276,025 354,091 588,519 558,965 71,023 100,576
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 21,415)
7,483 948 8,356 2,050 10,399 17,888 19,703 3,527 1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.5 27.6 41.9 53.7 89.2 84.8 10.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
163 111 171 127 191 379 401
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,032
COMMITMENTS
18,326 5,349 403 0 965 18,729 6,717 3,303 15,315
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 525)
836 -368 -15 0 -36 821 -419 -296 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 24.3 1.8 0.0 4.4 85.0 30.5 15.0 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 11 6 0 4 19 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 297,412
COMMITMENTS
52,773 15,388 56,030 162,348 209,256 271,151 280,673 26,261 16,739
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -2,585)
7,744 -4,802 -1,007 -10,312 4,998 -3,575 -810 990 -1,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.2 18.8 54.6 70.4 91.2 94.4 8.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
57 48 67 69 63 173 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,263
COMMITMENTS
152,761 188,892 77,021 682,464 621,860 912,245 887,773 157,018 181,490
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -37,885)
-832 15,834 5,904 -49,683 -61,508 -44,611 -39,770 6,726 1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 17.7 7.2 63.8 58.2 85.3 83.0 14.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
29 41 39 80 85 134 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,374
COMMITMENTS
59,428 5,644 35,283 86,434 161,996 181,145 202,923 41,229 19,451
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 9,048)
8,299 465 135 -3,758 6,503 4,676 7,103 4,371 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 2.5 15.9 38.9 72.8 81.5 91.3 18.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
65 22 55 62 64 164 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,236
COMMITMENTS
4,302 2,060 1,771 6,776 10,446 12,849 14,276 2,388 960
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 26)
474 -420 80 -557 502 -3 162 30 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 13.5 11.6 44.5 68.6 84.3 93.7 15.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 13 9 26 20 59 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 966,889
COMMITMENTS
241,927 199,152 21,343 581,610 627,043 844,880 847,539 122,009 119,350
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -12,789)
16,517 16,942 -3,058 -22,016 -41,115 -8,558 -27,232 -4,231 14,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 20.6 2.2 60.2 64.9 87.4 87.7 12.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
50 25 16 95 88 149 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,936,747
COMMITMENTS
633,543 273,782 400,770 1559119 1858561 2593432 2533113 343,315 403,634
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -193,655)
-74,783 -12,501 -6,310 -128,305 -180,749 -209,398 -199,560 15,742 5,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.3 13.6 53.1 63.3 88.3 86.3 11.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
59 67 78 131 139 232 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,863,051
COMMITMENTS
248,738 239,621 153,600 1198819 1207827 1601157 1601047 261,894 262,004
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -30,952)
39,126 12,855 -17,511 -41,934 -31,470 -20,320 -36,126 -10,632 5,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.9 8.2 64.3 64.8 85.9 85.9 14.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
32 38 39 101 95 157 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 891,599
COMMITMENTS
71,690 84,351 454,717 330,824 301,904 857,231 840,972 34,368 50,627
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -16,504)
-4,456 -19,790 -15,937 -3,036 -8,104 -23,429 -43,831 6,925 27,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.5 51.0 37.1 33.9 96.1 94.3 3.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
22 42 37 43 51 89 106
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,677
COMMITMENTS
7,093 2,811 1,524 1,783 9,753 10,399 14,088 10,277 6,589
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,013)
1,028 133 192 -447 267 772 593 241 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 13.6 7.4 8.6 47.2 50.3 68.1 49.7 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 7 7 4 10 24 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,596
COMMITMENTS
18,496 15,084 1,378 15,456 17,743 35,331 34,206 5,266 6,390
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 149)
317 -444 98 -260 250 156 -96 -7 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 37.2 3.4 38.1 43.7 87.0 84.3 13.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 17 15 18 14 52 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,962
COMMITMENTS
35,717 51,853 2,201 55,905 39,196 93,823 93,249 12,139 12,713
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,441)
529 3,755 -542 4,014 -1,412 4,001 1,801 -1,559 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 48.9 2.1 52.8 37.0 88.5 88.0 11.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
43 46 18 25 23 79 76
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 70,424
COMMITMENTS
3,286 17,916 383 66,537 51,948 70,206 70,247 218 177
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,002)
-16 -1,194 45 -1,041 106 -1,012 -1,043 10 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 25.4 0.5 94.5 73.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 15 3 18 12 26 29
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 26,217
COMMITMENTS
2,693 7,855 670 22,852 17,673 26,215 26,198 2 19
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,084)
-19 -2,313 51 -5,116 -2,820 -5,084 -5,082 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 30.0 2.6 87.2 67.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 1 4 7 11 15
Updated September 7, 2007