WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,830
COMMITMENTS
77,181 75,488 95,715 262,647 238,523 435,543 409,726 33,287 59,104
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 9,865)
6,975 -1,149 -2,562 4,713 14,583 9,126 10,872 739 -1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.1 20.4 56.0 50.9 92.9 87.4 7.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
98 122 122 56 88 252 262
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,333,225
COMMITMENTS
302,555 120,230 268,867 601,772 685,032 1173194 1074129 160,031 259,096
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 5,743)
-817 -21,761 10,098 5,044 18,244 14,325 6,581 -8,582 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 9.0 20.2 45.1 51.4 88.0 80.6 12.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748)
192 145 183 212 302 511 569
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,346
COMMITMENTS
6,890 499 374 3,243 11,376 10,507 12,249 3,839 2,097
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 520)
441 241 -146 -101 602 194 697 326 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 3.5 2.6 22.6 79.3 73.2 85.4 26.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 5 6 9 16 39 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,653
COMMITMENTS
64,866 68,796 60,487 165,698 133,185 291,051 262,468 48,602 77,185
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 8,508)
6,208 -1,774 -2,471 3,085 17,110 6,822 12,865 1,686 -4,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 20.3 17.8 48.8 39.2 85.7 77.3 14.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
104 120 112 88 115 270 294
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,282
COMMITMENTS
13,038 4,229 227 0 433 13,265 4,889 3,017 11,393
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 26.0 1.4 0.0 2.7 81.5 30.0 18.5 70.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 4 0 2 10 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 275,591
COMMITMENTS
95,880 18,594 39,977 110,454 201,668 246,311 260,239 29,280 15,352
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 30,044)
22,245 1,711 4,710 519 23,695 27,474 30,116 2,570 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 6.7 14.5 40.1 73.2 89.4 94.4 10.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
89 30 43 48 50 164 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,141
COMMITMENTS
86,138 176,395 10,902 527,745 393,480 624,785 580,777 128,356 172,364
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 9,522)
-13,676 -14,527 2,208 7,185 34,335 -4,283 22,016 13,805 -12,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 23.4 1.4 70.1 52.2 83.0 77.1 17.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
32 45 20 67 87 111 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 184,842
COMMITMENTS
33,494 42,806 24,256 100,320 96,953 158,070 164,015 26,772 20,827
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,293)
4,115 2,834 -2,649 -243 3,823 1,223 4,008 1,070 -1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 23.2 13.1 54.3 52.5 85.5 88.7 14.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
43 47 43 57 45 121 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,063
COMMITMENTS
4,376 405 778 4,445 10,598 9,599 11,781 3,464 1,282
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -536)
-133 14 -326 -58 -256 -517 -568 -19 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 3.1 6.0 34.0 81.1 73.5 90.2 26.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 7 8 16 20 44 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 564,107
COMMITMENTS
134,859 126,687 9,273 316,765 324,149 460,897 460,109 103,210 103,998
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 19,271)
16,624 -14,815 7,356 6,396 34,208 30,376 26,749 -11,105 -7,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 22.5 1.6 56.2 57.5 81.7 81.6 18.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
35 30 9 62 73 100 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,112,145
COMMITMENTS
529,622 390,924 42,077 1278230 1295118 1849929 1728119 262,216 384,026
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -24,314)
-20,105 -10,579 6,496 -19,422 -12,982 -33,031 -17,065 8,717 -7,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 18.5 2.0 60.5 61.3 87.6 81.8 12.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
58 67 45 112 117 192 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,224,620
COMMITMENTS
259,348 225,041 23,022 754,211 678,025 1036581 926,088 188,039 298,532
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -12,558)
-7,895 -8,789 7,346 -8,955 -4,772 -9,504 -6,215 -3,054 -6,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 18.4 1.9 61.6 55.4 84.6 75.6 15.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
36 52 19 71 90 111 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 501,860
COMMITMENTS
182,093 199,434 47,684 235,687 223,523 465,464 470,641 36,396 31,219
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -56,781)
14,979 -4,167 -21,186 -27,857 -9,668 -34,064 -35,021 -22,717 -21,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 39.7 9.5 47.0 44.5 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 28 37 69 58 120 111
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,432
COMMITMENTS
8,156 1,525 239 4,334 15,435 12,729 17,199 12,703 8,233
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,418)
-28 -1,030 -428 956 2,625 500 1,167 1,918 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 6.0 0.9 17.0 60.7 50.1 67.6 49.9 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 6 2 6 10 21 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,304
COMMITMENTS
14,232 3,666 5 14,969 45,624 29,206 49,295 26,098 6,009
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,028)
496 213 0 -430 205 66 418 962 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 6.6 0.0 27.1 82.5 52.8 89.1 47.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 10 1 14 15 31 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,912
COMMITMENTS
55,183 20,264 443 22,956 14,761 78,582 35,468 9,330 52,444
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,155)
2,459 414 -147 -2,761 -852 -449 -585 1,604 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 23.1 0.5 26.1 16.8 89.4 40.3 10.6 59.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 24 3 17 16 46 41
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,576
COMMITMENTS
5,534 2,521 238 8,732 11,694 14,504 14,453 72 123
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,033)
2,668 -249 0 -359 2,361 2,309 2,112 -276 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 17.3 1.6 59.9 80.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 13 3 13 11 19 26
Updated July 14, 2006