WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,324
COMMITMENTS
81,330 68,138 99,571 264,680 250,811 445,581 418,520 34,743 61,804
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,959)
931 -5,436 3,798 -247 4,503 4,482 2,865 477 2,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 14.2 20.7 55.1 52.2 92.8 87.1 7.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
87 121 141 60 94 275 275
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,393,192
COMMITMENTS
297,914 101,641 313,293 614,710 702,348 1225917 1117282 167,275 275,910
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 37,668)
6,692 7,379 22,322 3,873 987 32,887 30,688 4,781 6,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 7.3 22.5 44.1 50.4 88.0 80.2 12.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 745)
194 133 196 227 298 535 568
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,679
COMMITMENTS
6,485 334 299 3,326 11,127 10,110 11,760 3,569 1,919
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -756)
-871 -8 -122 149 -252 -844 -382 88 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 2.4 2.2 24.3 81.3 73.9 86.0 26.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
28 2 4 10 16 40 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,423
COMMITMENTS
58,961 76,970 49,932 170,110 126,281 279,003 253,183 50,420 76,240
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -2,731)
-1,037 9,656 -4,400 386 -7,764 -5,051 -2,508 2,320 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 23.4 15.2 51.6 38.3 84.7 76.9 15.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
84 123 110 94 112 254 304
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,379
COMMITMENTS
11,541 4,322 145 0 460 11,686 4,927 3,693 10,452
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -1,779)
-2,251 -530 -27 0 19 -2,278 -538 499 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 28.1 0.9 0.0 3.0 76.0 32.0 24.0 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 11 4 0 2 8 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,028
COMMITMENTS
90,775 16,356 33,428 129,243 215,742 253,446 265,526 29,582 17,502
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -4,390)
-8,279 -1,936 -2,536 3,482 -2,359 -7,333 -6,831 2,943 2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 5.8 11.8 45.7 76.2 89.5 93.8 10.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
88 29 38 51 45 162 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 765,362
COMMITMENTS
120,458 156,858 13,082 510,265 426,402 643,805 596,342 121,557 169,020
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 13,849)
25,098 -27,413 636 -19,324 49,106 6,410 22,329 7,439 -8,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 20.5 1.7 66.7 55.7 84.1 77.9 15.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
36 45 28 69 87 120 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 205,789
COMMITMENTS
37,976 57,587 22,372 116,060 103,093 176,408 183,052 29,381 22,737
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 666)
451 2,966 -1,324 -354 -2,778 -1,227 -1,136 1,893 1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 28.0 10.9 56.4 50.1 85.7 89.0 14.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
44 58 33 54 43 112 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,336
COMMITMENTS
4,267 396 641 4,720 10,883 9,628 11,920 3,708 1,416
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 139)
-116 7 82 200 103 166 192 -27 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 3.0 4.8 35.4 81.6 72.2 89.4 27.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 7 7 18 19 44 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 632,421
COMMITMENTS
135,748 133,059 14,712 369,078 375,783 519,538 523,554 112,883 108,867
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 59,887)
6,324 2,208 6,608 39,165 40,200 52,097 49,016 7,790 10,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.0 2.3 58.4 59.4 82.2 82.8 17.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
32 37 19 67 75 108 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,023,096
COMMITMENTS
493,464 340,571 50,426 1212489 1250278 1756379 1641275 266,717 381,821
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -78,715)
-52,851 -86,484 9,782 -48,355 -9,825 -91,424 -86,527 12,709 7,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 16.8 2.5 59.9 61.8 86.8 81.1 13.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
56 67 37 109 115 180 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,249,464
COMMITMENTS
257,530 236,768 41,544 742,336 698,384 1041410 976,696 208,054 272,768
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 26,863)
-13,273 -36,521 6,799 -3,447 57,127 -9,921 27,405 36,784 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 18.9 3.3 59.4 55.9 83.3 78.2 16.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
40 41 27 82 89 132 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 534,385
COMMITMENTS
141,945 193,913 80,846 273,639 223,856 496,430 498,615 37,955 35,770
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -166)
2,796 18,721 2,957 1,517 -18,220 7,270 3,458 -7,436 -3,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 36.3 15.1 51.2 41.9 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
37 33 46 68 63 128 128
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,254
COMMITMENTS
4,635 2,304 681 6,660 15,158 11,976 18,143 14,278 8,111
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -2,219)
-1,326 -351 -262 -333 -1,082 -1,921 -1,695 -298 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 8.8 2.6 25.4 57.7 45.6 69.1 54.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 6 3 8 10 19 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,547
COMMITMENTS
11,969 3,381 25 19,243 47,814 31,237 51,220 26,310 6,327
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 904)
-2,026 -1,178 2 2,359 -489 335 -1,665 569 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 5.9 0.0 33.4 83.1 54.3 89.0 45.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 8 2 18 14 36 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,148
COMMITMENTS
61,488 24,518 428 24,480 16,869 86,396 41,815 8,752 53,333
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 552)
6,163 -1,107 -457 -2,509 503 3,197 -1,061 -2,645 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 25.8 0.4 25.7 17.7 90.8 43.9 9.2 56.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 27 4 19 21 48 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,171
COMMITMENTS
8,190 2,591 338 8,467 14,057 16,995 16,986 176 185
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,500)
2,656 356 100 -191 2,001 2,565 2,457 -65 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 15.1 2.0 49.3 81.9 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 12 4 13 12 21 26
Updated July 28, 2006