WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,929
COMMITMENTS
82,026 68,129 81,813 268,199 258,400 432,038 408,342 41,891 65,587
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 4,105)
3,601 -1,767 5,311 -4,845 4,733 4,067 8,277 38 -4,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 14.4 17.3 56.6 54.5 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
105 91 96 71 102 249 230
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,296,995
COMMITMENTS
305,744 103,313 193,907 633,705 719,849 1133356 1017069 163,639 279,926
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 18,090)
8,578 -7,867 -24,006 30,021 46,327 14,593 14,454 3,497 3,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 8.0 15.0 48.9 55.5 87.4 78.4 12.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
195 130 148 212 292 490 506
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,368
COMMITMENTS
6,382 146 30 3,945 11,280 10,357 11,456 3,011 1,912
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 337)
-477 -44 -28 971 440 466 368 -129 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 1.1 0.2 29.5 84.4 77.5 85.7 22.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
25 3 3 11 13 38 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,327
COMMITMENTS
79,176 68,149 64,520 198,199 183,770 341,895 316,439 54,432 79,888
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 17,709)
10,984 -17,810 14,286 -6,713 19,801 18,557 16,277 -848 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 17.2 16.3 50.0 46.4 86.3 79.8 13.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
110 116 102 83 111 263 288
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,333
COMMITMENTS
9,080 7,140 558 235 340 9,873 8,038 7,460 9,295
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -134)
-3,499 367 81 0 10 -3,418 458 3,284 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 41.2 3.2 1.4 2.0 57.0 46.4 43.0 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 12 3 1 1 11 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,780
COMMITMENTS
54,337 34,252 39,658 139,046 164,277 233,041 238,187 26,739 21,593
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,867)
3,849 -11,727 1,648 -1,802 16,310 3,695 6,231 2,172 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 13.2 15.3 53.5 63.2 89.7 91.7 10.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
52 45 42 53 45 132 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 723,720
COMMITMENTS
126,012 170,343 7,851 453,905 387,836 587,768 566,030 135,952 157,690
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -10,024)
-9,094 -4,301 3,445 15,993 -6,287 10,344 -7,143 -20,368 -2,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 23.5 1.1 62.7 53.6 81.2 78.2 18.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
47 31 22 62 74 114 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 200,867
COMMITMENTS
37,363 32,665 29,487 98,784 116,539 165,634 178,691 35,233 22,176
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -8,255)
5,404 -16,416 -1,729 -14,399 10,733 -10,724 -7,412 2,469 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.3 14.7 49.2 58.0 82.5 89.0 17.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
46 37 38 57 46 127 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,694
COMMITMENTS
3,001 1,218 951 7,021 10,150 10,973 12,319 2,721 1,375
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -794)
-371 125 -126 647 -143 150 -144 -944 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 8.9 6.9 51.3 74.1 80.1 90.0 19.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 10 7 25 19 48 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 684,338
COMMITMENTS
125,447 178,139 3,656 398,617 385,080 527,720 566,875 156,618 117,463
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 10,517)
5,044 5,104 -942 -4,166 -11,197 -64 -7,035 10,581 17,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 26.0 0.5 58.2 56.3 77.1 82.8 22.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
40 33 8 71 69 114 107
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,434,326
COMMITMENTS
747,988 312,215 75,448 1301393 1653930 2124829 2041593 309,497 392,733
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 86,389)
8,422 33,693 -13,490 125,678 80,019 120,610 100,222 -34,221 -13,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 12.8 3.1 53.5 67.9 87.3 83.9 12.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
67 72 42 128 115 220 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,391,992
COMMITMENTS
203,530 194,941 18,458 913,780 922,633 1135768 1136032 256,224 255,960
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -31,068)
-32,267 377 -3,399 19,064 -2,258 -16,602 -5,280 -14,466 -25,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 14.0 1.3 65.6 66.3 81.6 81.6 18.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
43 37 17 73 74 120 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 478,907
COMMITMENTS
70,180 89,156 122,604 257,604 233,360 450,388 445,120 28,519 33,787
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -5,662)
-6,267 4,049 -3,795 2,066 -1,393 -7,996 -1,139 2,334 -4,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 18.6 25.6 53.8 48.7 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
25 42 37 48 57 93 118
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,246
COMMITMENTS
6,057 6,541 1,678 13,985 24,238 21,720 32,457 19,526 8,789
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -1,331)
932 -3,620 -535 -3,085 4,387 -2,688 232 1,357 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 15.9 4.1 33.9 58.8 52.7 78.7 47.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 15 6 12 15 32 32
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,077
COMMITMENTS
16,643 11,574 11 19,820 42,022 36,474 53,607 25,603 8,470
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 777)
169 1,654 6 -18 -250 157 1,410 620 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 18.6 0.0 31.9 67.7 58.8 86.4 41.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 19 1 16 15 37 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,812
COMMITMENTS
36,443 18,673 512 82,617 57,076 119,572 76,261 10,240 53,551
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 365)
-2 -103 105 438 -254 541 -252 -176 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 14.4 0.4 63.6 44.0 92.1 58.7 7.9 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 27 2 18 28 49 56
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,494
COMMITMENTS
2,952 12,811 624 36,580 26,702 40,156 40,137 338 357
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,291)
-498 2,108 -253 3,247 667 2,496 2,522 -205 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 31.6 1.5 90.3 65.9 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 4 15 10 24 23
Updated October 20, 2006