WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,131
COMMITMENTS
81,229 60,329 72,268 240,707 237,267 394,204 369,864 37,927 62,267
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -25,360)
-861 -2,307 -14,312 -8,605 -8,071 -23,778 -24,690 -1,582 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 14.0 16.7 55.7 54.9 91.2 85.6 8.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
117 88 108 73 100 267 240
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,250
COMMITMENTS
334,613 91,634 214,096 694,925 829,754 1243634 1135484 168,616 276,766
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,111)
10,533 -1,478 -9,200 16,434 31,971 17,767 21,293 -13,656 -17,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 6.5 15.2 49.2 58.8 88.1 80.4 11.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
233 122 183 248 333 568 566
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,702
COMMITMENTS
5,629 133 420 5,365 12,414 11,414 12,967 3,288 1,735
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -133)
-196 16 74 -26 -177 -148 -87 15 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 0.9 2.9 36.5 84.4 77.6 88.2 22.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 4 7 15 15 42 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 394,104
COMMITMENTS
87,271 47,278 53,991 202,189 209,729 343,451 310,998 50,653 83,106
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 8,875)
9,379 3,285 -5,867 6,270 6,103 9,782 3,521 -907 5,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 12.0 13.7 51.3 53.2 87.1 78.9 12.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
122 83 91 88 128 264 262
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,112
COMMITMENTS
13,027 5,181 1,344 370 336 14,741 6,861 2,371 10,251
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,551)
2,178 1,101 -227 370 63 2,321 937 -770 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 30.3 7.9 2.2 2.0 86.1 40.1 13.9 59.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
20 13 9 1 1 24 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 280,304
COMMITMENTS
85,612 10,806 37,947 120,089 211,041 243,648 259,794 36,656 20,510
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 13,220)
12,134 -1,832 155 282 15,317 12,571 13,640 649 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 3.9 13.5 42.8 75.3 86.9 92.7 13.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
84 24 44 55 51 164 105
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 806,422
COMMITMENTS
133,589 203,154 16,244 487,289 428,215 637,122 647,613 169,300 158,809
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 33,438)
10,470 3,313 4,665 6,138 23,817 21,273 31,795 12,165 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 25.2 2.0 60.4 53.1 79.0 80.3 21.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
42 38 24 70 71 123 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,492
COMMITMENTS
53,977 21,853 25,874 97,991 149,749 177,842 197,476 37,650 18,016
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -2,784)
3,284 2,834 -7,975 1,587 2,361 -3,104 -2,780 320 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 10.1 12.0 45.5 69.5 82.5 91.6 17.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
66 32 48 54 49 154 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,483
COMMITMENTS
3,105 1,160 1,380 7,183 10,946 11,668 13,486 2,815 997
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 31)
171 1 -37 50 102 184 66 -153 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 8.0 9.5 49.6 75.6 80.6 93.1 19.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 7 8 23 18 45 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 673,096
COMMITMENTS
114,665 157,350 5,655 415,289 386,705 535,609 549,710 137,487 123,386
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 12,066)
-14,072 10,886 2,287 24,255 -3,830 12,470 9,343 -404 2,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 23.4 0.8 61.7 57.5 79.6 81.7 20.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 36 12 67 69 109 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,371,687
COMMITMENTS
697,897 358,164 100,453 1229574 1512103 2027924 1970720 343,763 400,967
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -15,991)
-8,084 2,879 4,233 -33,297 -42,532 -37,148 -35,420 21,157 19,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 15.1 4.2 51.8 63.8 85.5 83.1 14.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
67 79 48 122 126 215 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,455,635
COMMITMENTS
215,226 236,552 24,588 928,517 912,443 1168331 1173583 287,304 282,052
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 69,224)
49,057 25,469 4,871 3,913 38,754 57,841 69,094 11,383 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 16.3 1.7 63.8 62.7 80.3 80.6 19.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
44 39 22 78 82 131 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 393,863
COMMITMENTS
69,121 77,374 93,316 205,927 187,597 368,364 358,287 25,499 35,576
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 9,672)
5,006 6,607 432 1,585 -1,079 7,023 5,960 2,649 3,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 19.6 23.7 52.3 47.6 93.5 91.0 6.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
28 35 39 44 54 90 111
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,681
COMMITMENTS
4,301 0 36 1,348 7,548 5,685 7,584 4,996 3,097
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 0.0 0.3 12.6 70.7 53.2 71.0 46.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 0 3 3 12 13 15
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 52,263
COMMITMENTS
14,190 6,109 4,606 7,299 30,590 26,095 41,305 26,168 10,958
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -101)
-3,843 1,739 531 1,158 -1,857 -2,154 413 2,053 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 11.7 8.8 14.0 58.5 49.9 79.0 50.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 14 10 11 19 38 40
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,320
COMMITMENTS
17,479 13,005 24 19,063 41,355 36,566 54,384 25,754 7,936
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -867)
-100 1,062 -1 -25 -800 -126 261 -741 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 20.9 0.0 30.6 66.4 58.7 87.3 41.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 19 1 19 15 44 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,109
COMMITMENTS
47,120 24,406 577 72,630 54,539 120,327 79,522 9,782 50,587
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -1,230)
4,896 1,511 56 -5,060 -2,786 -108 -1,219 -1,122 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 18.8 0.4 55.8 41.9 92.5 61.1 7.5 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
38 34 3 16 31 57 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,281
COMMITMENTS
1,900 15,606 658 40,598 26,884 43,156 43,148 125 133
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 33)
62 229 0 -17 -157 45 72 -12 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 36.1 1.5 93.8 62.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 12 4 14 9 23 23
Updated November 17, 2006