WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,088
COMMITMENTS
77,052 73,539 104,127 263,767 237,978 444,946 415,644 37,142 66,444
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,764)
-4,278 5,401 4,556 -913 -12,833 -635 -2,876 2,399 4,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 15.3 21.6 54.7 49.4 92.3 86.2 7.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
85 127 142 59 91 270 280
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,399,222
COMMITMENTS
307,676 118,032 312,289 606,456 692,602 1226421 1122923 172,801 276,299
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 6,030)
9,762 16,391 -1,004 -8,254 -9,746 504 5,641 5,526 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 8.4 22.3 43.3 49.5 87.7 80.3 12.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
185 145 210 234 296 548 578
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,362
COMMITMENTS
6,281 336 864 2,641 10,241 9,786 11,441 3,576 1,921
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -317)
-204 2 565 -685 -886 -324 -319 7 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 2.5 6.5 19.8 76.6 73.2 85.6 26.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
27 3 7 10 15 42 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 342,520
COMMITMENTS
62,002 97,535 51,878 178,380 118,075 292,260 267,488 50,260 75,032
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 13,097)
3,041 20,565 1,946 8,270 -8,206 13,257 14,305 -160 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 28.5 15.1 52.1 34.5 85.3 78.1 14.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
93 135 114 78 115 249 318
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,262
COMMITMENTS
11,816 4,938 218 0 470 12,034 5,626 3,228 9,636
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -117)
275 616 73 0 10 348 699 -465 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.4 32.4 1.4 0.0 3.1 78.8 36.9 21.2 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 15 4 0 2 12 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,759
COMMITMENTS
85,659 13,119 39,265 126,433 213,401 251,357 265,785 33,402 18,974
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,731)
-5,116 -3,237 5,837 -2,810 -2,341 -2,089 259 3,820 1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.6 13.8 44.4 74.9 88.3 93.3 11.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
89 25 42 50 45 165 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 774,122
COMMITMENTS
121,663 172,878 15,986 509,522 414,475 647,171 603,339 126,951 170,783
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 8,760)
1,205 16,020 2,904 -743 -11,927 3,366 6,997 5,394 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 22.3 2.1 65.8 53.5 83.6 77.9 16.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
38 45 31 71 87 126 146
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 218,217
COMMITMENTS
36,145 65,260 23,686 128,396 105,741 188,227 194,687 29,990 23,530
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 12,428)
-1,831 7,673 1,314 12,336 2,648 11,819 11,635 609 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 29.9 10.9 58.8 48.5 86.3 89.2 13.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
43 68 38 56 48 121 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,665
COMMITMENTS
3,896 389 1,045 5,182 10,563 10,123 11,997 3,542 1,668
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 329)
-371 -7 404 462 -320 495 77 -166 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 2.8 7.6 37.9 77.3 74.1 87.8 25.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 6 8 18 20 46 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 675,697
COMMITMENTS
122,728 179,009 8,546 421,458 379,901 552,732 567,456 122,965 108,241
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 43,276)
-13,020 45,950 -6,166 52,380 4,118 33,194 43,902 10,082 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 26.5 1.3 62.4 56.2 81.8 84.0 18.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 34 15 68 73 109 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,118,976
COMMITMENTS
545,646 347,995 85,191 1209731 1310646 1840568 1743832 278,408 375,144
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 95,880)
52,182 7,424 34,765 -2,758 60,368 84,189 102,557 11,691 -6,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 16.4 4.0 57.1 61.9 86.9 82.3 13.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
56 73 47 109 117 191 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,350,029
COMMITMENTS
260,381 242,687 58,345 804,095 787,690 1122821 1088722 227,208 261,307
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 100,565)
2,851 5,919 16,801 61,759 89,306 81,411 112,026 19,154 -11,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 18.0 4.3 59.6 58.3 83.2 80.6 16.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
43 44 30 86 87 142 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 581,846
COMMITMENTS
80,484 129,785 133,645 271,966 249,680 486,095 513,110 95,751 68,736
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 47,461)
-61,461 -64,128 52,799 -1,673 25,824 -10,335 14,495 57,796 32,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 22.3 23.0 46.7 42.9 83.5 88.2 16.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 34 44 70 68 127 128
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,512
COMMITMENTS
6,080 1,469 58 4,386 15,654 10,524 17,181 13,988 7,331
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,742)
1,445 -835 -623 -2,274 496 -1,452 -962 -290 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 6.0 0.2 17.9 63.9 42.9 70.1 57.1 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 4 1 7 10 18 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,602
COMMITMENTS
10,710 3,525 5 21,145 48,052 31,860 51,582 25,742 6,020
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 55)
-1,259 144 -20 1,902 238 623 362 -568 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 6.1 0.0 36.7 83.4 55.3 89.5 44.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 10 2 19 14 36 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,049
COMMITMENTS
21,590 21,392 325 66,210 21,051 88,125 42,768 6,924 52,281
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -99)
-39,898 -3,126 -103 41,730 4,182 1,729 953 -1,828 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 22.5 0.3 69.7 22.1 92.7 45.0 7.3 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 23 3 21 19 47 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 21,709
COMMITMENTS
10,044 5,372 457 10,985 15,683 21,486 21,512 223 197
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 4,538)
1,854 2,781 119 2,518 1,626 4,491 4,526 47 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 24.7 2.1 50.6 72.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 14 4 14 10 24 26
Updated August 4, 2006