WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,491
COMMITMENTS
82,090 62,636 86,580 249,312 245,338 417,982 394,554 39,509 62,937
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,252)
-168 753 4,087 -4,876 -5,336 -957 -496 2,209 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 13.7 18.9 54.5 53.6 91.4 86.2 8.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
117 86 111 67 103 262 247
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,408,139
COMMITMENTS
324,080 93,112 223,296 678,491 797,783 1225867 1114191 182,272 293,948
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 33,198)
7,688 -4,282 -4,450 7,904 33,220 11,142 24,488 22,056 8,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 6.6 15.9 48.2 56.7 87.1 79.1 12.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
223 119 179 235 320 548 552
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,835
COMMITMENTS
5,825 117 346 5,391 12,591 11,562 13,054 3,273 1,781
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -43)
-248 -18 165 93 222 10 369 -53 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 0.8 2.3 36.3 84.9 77.9 88.0 22.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 3 7 16 17 43 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 385,229
COMMITMENTS
77,892 43,993 59,858 195,919 203,626 333,669 307,477 51,560 77,752
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,427)
9,652 -1,490 1,439 -5,059 10,023 6,032 9,972 3,395 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 11.4 15.5 50.9 52.9 86.6 79.8 13.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
118 105 109 82 130 275 285
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,561
COMMITMENTS
10,849 4,080 1,571 0 273 12,420 5,924 3,141 9,637
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,870)
2,251 1,019 -408 0 76 1,843 687 27 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 26.2 10.1 0.0 1.8 79.8 38.1 20.2 61.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 12 10 0 1 20 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 267,084
COMMITMENTS
73,478 12,638 37,792 119,807 195,724 231,077 246,154 36,007 20,930
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 5,670)
8,192 -3,176 2,485 -6,945 6,320 3,732 5,629 1,938 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 4.7 14.1 44.9 73.3 86.5 92.2 13.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
76 18 35 56 50 149 97
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 772,984
COMMITMENTS
123,119 199,841 11,579 481,151 404,398 615,849 615,818 157,135 157,166
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,818)
5,713 22,652 170 -4,624 6,222 1,259 29,044 8,559 -19,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 25.9 1.5 62.2 52.3 79.7 79.7 20.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 38 19 69 72 114 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 218,276
COMMITMENTS
50,693 19,019 33,849 96,404 147,388 180,946 200,256 37,330 18,020
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,094)
3,887 -3,810 1,063 3,715 13,201 8,665 10,454 429 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 8.7 15.5 44.2 67.5 82.9 91.7 17.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
62 31 45 56 48 150 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,452
COMMITMENTS
2,934 1,159 1,417 7,133 10,844 11,484 13,420 2,968 1,032
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 30)
366 -417 -352 -282 1,216 -268 447 298 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 8.0 9.8 49.4 75.0 79.5 92.9 20.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 7 9 23 18 46 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 661,030
COMMITMENTS
128,737 146,464 3,368 391,034 390,535 523,139 540,367 137,891 120,663
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -10,353)
-8,596 -12,869 248 3,854 -1,243 -4,494 -13,864 -5,859 3,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 22.2 0.5 59.2 59.1 79.1 81.7 20.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
37 30 6 63 68 102 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,387,678
COMMITMENTS
705,981 355,285 96,220 1262871 1554635 2065072 2006140 322,606 381,538
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -25,886)
-34,156 -9,344 24,104 -20,840 -8,345 -30,892 6,415 5,006 -32,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 14.9 4.0 52.9 65.1 86.5 84.0 13.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
57 78 43 122 124 204 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,386,411
COMMITMENTS
166,169 211,083 19,717 924,604 873,689 1110490 1104489 275,921 281,922
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -21,243)
-46,004 4,307 2,333 2,483 -23,784 -41,188 -17,144 19,945 -4,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 15.2 1.4 66.7 63.0 80.1 79.7 19.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 37 20 73 80 119 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 384,191
COMMITMENTS
64,115 70,767 92,884 204,342 188,676 361,341 352,327 22,850 31,864
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -88,272)
8,373 -4,148 -28,881 -63,534 -50,913 -84,042 -83,942 -4,230 -4,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 18.4 24.2 53.2 49.1 94.1 91.7 5.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
30 33 35 43 54 87 109
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 52,364
COMMITMENTS
18,033 4,370 4,075 6,141 32,447 28,249 40,892 24,115 11,472
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,831)
2,663 825 816 -3,667 -112 -188 1,529 3,019 1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 8.3 7.8 11.7 62.0 53.9 78.1 46.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
30 13 7 10 18 43 35
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,187
COMMITMENTS
17,579 11,943 25 19,088 42,155 36,692 54,123 26,495 9,064
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 410)
-501 -224 2 -1,256 -499 -1,755 -721 2,165 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 18.9 0.0 30.2 66.7 58.1 85.7 41.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 16 2 18 15 43 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,339
COMMITMENTS
42,224 22,895 521 77,690 57,325 120,435 80,741 10,904 50,598
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -124)
934 -1,127 -52 -1,371 -49 -489 -1,228 365 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 17.4 0.4 59.2 43.6 91.7 61.5 8.3 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
34 30 2 16 33 51 64
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,248
COMMITMENTS
1,838 15,377 658 40,615 27,041 43,111 43,076 137 172
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 122)
-36 410 150 111 -371 225 189 -103 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 35.6 1.5 93.9 62.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 12 4 14 9 23 23
Updated November 13, 2006