WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,239
COMMITMENTS
82,258 61,883 82,493 254,188 250,674 418,939 395,050 37,300 61,189
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -13,417)
-3,120 -1,605 -1,891 -8,294 -8,893 -13,305 -12,389 -112 -1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 13.6 18.1 55.7 54.9 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
107 93 110 66 103 258 246
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,374,941
COMMITMENTS
316,392 97,394 227,746 670,587 764,563 1214725 1089703 160,216 285,238
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 33,405)
-3,461 3,114 17,022 18,419 9,249 31,980 29,385 1,425 4,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 7.1 16.6 48.8 55.6 88.3 79.3 11.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
202 125 169 222 308 515 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,878
COMMITMENTS
6,073 135 181 5,298 12,369 11,552 12,685 3,326 2,193
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 912)
-267 -65 140 874 684 747 759 165 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 0.9 1.2 35.6 83.1 77.6 85.3 22.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 3 5 15 17 42 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 375,802
COMMITMENTS
68,240 45,483 58,419 200,978 193,603 327,637 297,505 48,165 78,297
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -8,972)
-12,592 -4,567 -395 6,427 -2,348 -6,560 -7,310 -2,412 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 12.1 15.5 53.5 51.5 87.2 79.2 12.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
105 89 111 80 125 260 284
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,691
COMMITMENTS
8,598 3,061 1,979 0 197 10,577 5,237 3,114 8,454
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -3,642)
-482 -4,079 1,421 -235 -143 704 -2,801 -4,346 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 22.4 14.5 0.0 1.4 77.3 38.3 22.7 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 8 8 0 1 15 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,414
COMMITMENTS
65,286 15,814 35,307 126,752 189,404 227,345 240,525 34,069 20,889
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 8,171)
5,751 433 -3,826 3,435 9,258 5,360 5,865 2,811 2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 6.0 13.5 48.5 72.5 87.0 92.0 13.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
71 22 33 55 49 146 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,166
COMMITMENTS
117,406 177,189 11,409 485,775 398,176 614,590 586,774 148,576 176,392
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 42,071)
15,802 7,702 -40 11,429 23,684 27,191 31,346 14,880 10,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 23.2 1.5 63.7 52.2 80.5 76.9 19.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
39 35 17 70 71 117 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,182
COMMITMENTS
46,806 22,829 32,786 92,689 134,187 172,281 189,802 36,901 19,380
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 7,186)
8,106 -6,589 1,989 -4,427 11,832 5,668 7,232 1,518 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 10.9 15.7 44.3 64.1 82.4 90.7 17.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
55 27 41 56 47 141 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,422
COMMITMENTS
2,568 1,576 1,769 7,415 9,628 11,752 12,973 2,670 1,449
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 241)
-359 51 557 304 -163 502 445 -261 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 10.9 12.3 51.4 66.8 81.5 90.0 18.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 14 9 25 21 48 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 671,383
COMMITMENTS
137,333 159,333 3,120 387,180 391,778 527,633 554,231 143,750 117,152
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -5,830)
-4,741 -11,383 945 522 17,917 -3,274 7,479 -2,556 -13,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 23.7 0.5 57.7 58.4 78.6 82.6 21.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
34 32 7 67 70 104 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,413,564
COMMITMENTS
740,137 364,629 72,116 1283711 1562980 2095964 1999725 317,600 413,839
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -105,092)
-36,311 13,179 -1,713 -98,692 -146,330 -136,716 -134,864 31,624 29,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 15.1 3.0 53.2 64.8 86.8 82.9 13.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
56 79 37 124 121 203 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,407,654
COMMITMENTS
212,173 206,776 17,384 922,121 897,473 1151678 1121633 255,976 286,021
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -2,109)
23,373 7,224 -674 -45,303 -27,236 -22,604 -20,686 20,495 18,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 14.7 1.2 65.5 63.8 81.8 79.7 18.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
41 36 15 76 81 122 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 472,463
COMMITMENTS
55,742 74,915 121,765 267,876 239,589 445,383 436,269 27,080 36,194
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -13,011)
-4,541 -13,648 -8,801 7,772 9,605 -5,570 -12,844 -7,441 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 15.9 25.8 56.7 50.7 94.3 92.3 5.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 37 35 48 62 91 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 49,533
COMMITMENTS
15,370 3,545 3,259 9,808 32,559 28,437 39,363 21,096 10,170
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,642)
8,025 -2,211 2,176 -4,195 5,776 6,006 5,741 -1,364 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 7.2 6.6 19.8 65.7 57.4 79.5 42.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 10 5 13 20 38 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,777
COMMITMENTS
18,080 12,167 23 20,344 42,654 38,447 54,844 24,330 7,933
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -664)
811 252 7 329 -300 1,147 -41 -1,811 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 19.4 0.0 32.4 67.9 61.2 87.4 38.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 17 3 18 15 47 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,463
COMMITMENTS
41,290 24,022 573 79,061 57,374 120,924 81,969 10,539 49,494
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -4,884)
832 -1,419 -44 -5,232 2,254 -4,444 791 -440 -5,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 18.3 0.4 60.1 43.6 92.0 62.4 8.0 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 33 3 15 31 47 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,126
COMMITMENTS
1,874 14,967 508 40,504 27,412 42,886 42,887 240 239
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,171)
163 2,578 -1,278 2,193 -225 1,078 1,075 93 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 34.7 1.2 93.9 63.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 12 4 14 10 23 24
Updated November 3, 2006