WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,047
COMMITMENTS
61,605 71,348 98,280 256,733 217,151 416,618 386,779 29,429 59,268
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -3,616)
-1,599 -11,636 3,227 -4,180 9,955 -2,552 1,546 -1,064 -5,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 16.0 22.0 57.6 48.7 93.4 86.7 6.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
82 119 128 67 95 249 276
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,310,702
COMMITMENTS
294,120 170,951 257,020 601,482 617,198 1152622 1045169 158,080 265,533
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -7,203)
6,424 -5,469 2,424 -14,489 -7,098 -5,641 -10,143 -1,562 2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 13.0 19.6 45.9 47.1 87.9 79.7 12.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
192 183 190 203 290 498 583
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,749
COMMITMENTS
5,474 284 206 2,166 8,829 7,846 9,319 2,903 1,430
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 305)
229 -36 -78 -3 753 148 639 157 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 2.6 1.9 20.2 82.1 73.0 86.7 27.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 4 2 6 14 29 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,095
COMMITMENTS
68,266 108,450 51,363 189,034 121,302 308,663 281,115 49,432 76,980
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,386)
3,871 4,279 -6,521 968 -2,222 -1,682 -4,464 -704 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 30.3 14.3 52.8 33.9 86.2 78.5 13.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
103 148 102 85 101 259 300
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,379
COMMITMENTS
12,033 5,078 898 185 718 13,116 6,694 3,263 9,685
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -758)
-130 13 -965 185 2 -910 -950 152 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 31.0 5.5 1.1 4.4 80.1 40.9 19.9 59.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 9 4 1 3 11 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,328
COMMITMENTS
62,601 33,169 37,698 130,096 163,601 230,395 234,468 23,933 19,860
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -8,295)
-1,143 1,939 -4,026 -3,242 -5,929 -8,411 -8,016 116 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 13.0 14.8 51.2 64.3 90.6 92.2 9.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
59 49 36 52 50 132 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 794,591
COMMITMENTS
146,306 202,111 27,444 460,260 385,136 634,010 614,691 160,581 179,900
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -38,698)
2,587 -239 -10,794 -27,160 -14,889 -35,367 -25,922 -3,331 -12,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 25.4 3.5 57.9 48.5 79.8 77.4 20.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
40 40 16 59 73 105 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,120
COMMITMENTS
38,111 69,487 32,401 134,765 111,192 205,277 213,080 30,843 23,040
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 2,857)
2,075 -2,606 -2,427 1,794 7,411 1,442 2,378 1,415 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 29.4 13.7 57.1 47.1 86.9 90.2 13.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 59 38 62 50 133 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,922
COMMITMENTS
3,306 1,812 1,610 7,259 10,036 12,175 13,458 2,747 1,464
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 81)
-705 1,001 -148 1,017 -824 164 29 -83 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 12.1 10.8 48.6 67.3 81.6 90.2 18.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 10 8 22 20 44 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 700,935
COMMITMENTS
93,601 158,564 26,283 439,245 412,711 559,129 597,558 141,806 103,377
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -48,462)
-17,164 -43,074 -9,195 -9,261 41,154 -35,620 -11,115 -12,842 -37,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 22.6 3.7 62.7 58.9 79.8 85.3 20.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
36 34 18 72 81 117 124
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,270,848
COMMITMENTS
705,841 316,436 48,982 1195932 1519591 1950755 1885009 320,093 385,839
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -77,333)
7,804 48,929 -89,245 59,937 -22,739 -21,504 -63,055 -55,829 -14,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 13.9 2.2 52.7 66.9 85.9 83.0 14.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
61 74 43 116 109 193 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,373,728
COMMITMENTS
239,426 234,410 23,803 848,785 836,980 1112014 1095193 261,714 278,535
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -119,253)
-24,777 -8,315 -64,634 -24,195 -38,228 -113,606 -111,177 -5,647 -8,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 17.1 1.7 61.8 60.9 80.9 79.7 19.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 33 17 80 85 132 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,737
COMMITMENTS
121,418 85,160 119,366 214,361 232,832 455,145 437,358 26,592 44,379
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -76,675)
3,568 -2,866 -13,501 -45,627 -54,835 -55,560 -71,202 -21,115 -5,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 17.7 24.8 44.5 48.3 94.5 90.8 5.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
25 29 37 47 57 91 107
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,795
COMMITMENTS
10,447 2,215 928 4,283 21,812 15,658 24,955 18,137 8,840
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -543)
4,954 -3,503 -1,538 -3,355 3,105 61 -1,936 -604 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 6.6 2.7 12.7 64.5 46.3 73.8 53.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 4 5 7 16 27 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,234
COMMITMENTS
12,283 5,268 228 21,802 48,341 34,313 53,837 26,921 7,397
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 891)
-489 659 217 1,118 -84 846 792 45 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 8.6 0.4 35.6 78.9 56.0 87.9 44.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 14 5 19 13 36 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,183
COMMITMENTS
29,882 24,528 1,216 67,519 26,349 98,617 52,093 8,566 55,090
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 4,886)
3,153 -338 541 1,645 3,278 5,339 3,481 -453 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 22.9 1.1 63.0 24.6 92.0 48.6 8.0 51.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 28 7 21 24 55 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 30,717
COMMITMENTS
10,884 7,446 1,879 17,504 21,172 30,267 30,497 450 220
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 495)
-549 -263 1,522 -647 -830 326 429 169 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 24.2 6.1 57.0 68.9 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 4 15 11 24 25
Updated September 8, 2006