WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,656
COMMITMENTS
85,378 63,488 84,384 262,482 259,567 432,244 407,439 37,412 62,217
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -4,273)
3,352 -4,641 2,571 -5,717 1,167 206 -903 -4,479 -3,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 13.5 18.0 55.9 55.3 92.0 86.8 8.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
122 82 103 70 104 260 239
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,341,536
COMMITMENTS
319,853 94,280 210,724 652,168 755,314 1182745 1060318 158,791 281,218
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 44,541)
14,109 -9,033 16,817 18,463 35,465 49,389 43,249 -4,848 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 7.0 15.7 48.6 56.3 88.2 79.0 11.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
206 116 151 211 302 488 517
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,966
COMMITMENTS
6,340 200 41 4,424 11,685 10,805 11,926 3,161 2,040
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 598)
-42 54 11 479 405 448 470 150 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 1.4 0.3 31.7 83.7 77.4 85.4 22.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 4 3 13 14 41 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,774
COMMITMENTS
80,832 50,050 58,814 194,551 195,951 334,197 304,815 50,577 79,959
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -11,553)
1,656 -18,099 -5,706 -3,648 12,181 -7,698 -11,624 -3,855 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 13.0 15.3 50.6 50.9 86.9 79.2 13.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
121 98 109 92 121 281 289
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 253,243
COMMITMENTS
59,535 15,381 39,133 123,317 180,146 221,985 234,660 31,258 18,583
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -6,537)
5,198 -18,871 -525 -15,729 15,869 -11,056 -3,527 4,519 -3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 6.1 15.5 48.7 71.1 87.7 92.7 12.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
66 33 36 51 52 140 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 721,095
COMMITMENTS
101,604 169,487 11,449 474,346 374,492 587,399 555,428 133,696 165,667
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -2,625)
-24,408 -856 3,598 20,441 -13,344 -369 -10,602 -2,256 7,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 23.5 1.6 65.8 51.9 81.5 77.0 18.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
41 35 23 65 69 114 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,996
COMMITMENTS
38,700 29,418 30,797 97,116 122,355 166,613 182,570 35,383 19,426
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,129)
1,337 -3,247 1,310 -1,668 5,816 979 3,879 150 -2,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 14.6 15.2 48.1 60.6 82.5 90.4 17.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
48 34 38 53 47 126 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,181
COMMITMENTS
2,927 1,525 1,212 7,111 9,791 11,250 12,528 2,931 1,653
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 487)
-74 307 261 90 -359 277 209 210 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 10.8 8.5 50.1 69.0 79.3 88.3 20.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 11 9 25 19 51 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 677,213
COMMITMENTS
142,074 170,716 2,175 386,658 373,861 530,907 546,752 146,306 130,461
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -7,125)
16,627 -7,423 -1,481 -11,959 -11,219 3,187 -20,123 -10,312 12,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 25.2 0.3 57.1 55.2 78.4 80.7 21.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
37 36 7 69 66 110 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,518,656
COMMITMENTS
776,448 351,450 73,829 1382403 1709310 2232680 2134589 285,976 384,067
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 84,330)
28,460 39,235 -1,619 81,010 55,380 107,851 92,996 -23,521 -8,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 14.0 2.9 54.9 67.9 88.6 84.8 11.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
63 67 38 129 117 211 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,409,763
COMMITMENTS
188,800 199,552 18,058 967,424 924,709 1174282 1142319 235,481 267,444
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 17,771)
-14,730 4,611 -400 53,644 2,076 38,514 6,287 -20,743 11,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 14.2 1.3 68.6 65.6 83.3 81.0 16.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
41 36 21 78 75 128 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 485,474
COMMITMENTS
60,283 88,563 130,566 260,104 229,984 450,953 449,113 34,521 36,361
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 6,567)
-9,897 -593 7,962 2,500 -3,376 565 3,993 6,002 2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 18.2 26.9 53.6 47.4 92.9 92.5 7.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
26 41 35 48 57 92 117
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,525
COMMITMENTS
2,525 551 332 1,819 6,278 4,676 7,161 4,849 2,364
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 5.8 3.5 19.1 65.9 49.1 75.2 50.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 3 4 7 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 44,891
COMMITMENTS
7,345 5,756 1,083 14,003 26,783 22,431 33,622 22,460 11,269
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 3,645)
1,288 -785 -595 18 2,545 711 1,165 2,934 2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.8 2.4 31.2 59.7 50.0 74.9 50.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 15 6 13 17 35 36
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,441
COMMITMENTS
17,269 11,915 16 20,015 42,954 37,300 54,885 26,141 8,556
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,364)
626 341 5 195 932 826 1,278 538 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 18.8 0.0 31.5 67.7 58.8 86.5 41.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
25 16 1 18 15 43 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,347
COMMITMENTS
40,458 25,441 617 84,293 55,120 125,368 81,178 10,979 55,169
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 6,535)
4,015 6,768 105 1,676 -1,956 5,796 4,917 739 1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 18.7 0.5 61.8 40.4 91.9 59.5 8.1 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
26 35 3 18 28 47 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 41,955
COMMITMENTS
1,711 12,389 1,786 38,311 27,637 41,808 41,812 147 143
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,461)
-1,241 -422 1,162 1,731 935 1,652 1,675 -191 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 29.5 4.3 91.3 65.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 11 4 14 10 22 24
Updated October 27, 2006