WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,762
COMMITMENTS
75,624 55,991 70,475 238,712 237,335 384,811 363,801 36,951 57,961
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -10,369)
-5,605 -4,338 -1,793 -1,995 68 -9,393 -6,063 -976 -4,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 13.3 16.7 56.6 56.3 91.2 86.3 8.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
107 88 103 67 99 248 230
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,393,660
COMMITMENTS
350,232 70,977 212,812 691,667 854,699 1254711 1138488 138,949 255,172
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -18,590)
15,619 -20,657 -1,284 -3,258 24,945 11,077 3,004 -29,667 -21,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 5.1 15.3 49.6 61.3 90.0 81.7 10.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
221 101 166 245 341 535 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,092
COMMITMENTS
5,571 520 296 5,604 12,083 11,471 12,899 2,621 1,193
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -610)
-58 387 -124 239 -331 57 -68 -667 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 3.7 2.1 39.8 85.7 81.4 91.5 18.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
24 5 5 14 15 41 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,988
COMMITMENTS
85,926 50,031 56,016 205,394 204,846 347,336 310,893 46,652 83,095
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -116)
-1,345 2,753 2,025 3,205 -4,883 3,885 -105 -4,001 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 12.7 14.2 52.1 52.0 88.2 78.9 11.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
115 84 97 91 133 267 275
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,514
COMMITMENTS
11,264 5,318 1,428 420 390 13,112 7,136 3,402 9,378
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -598)
-1,763 137 84 50 54 -1,629 275 1,031 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 32.2 8.6 2.5 2.4 79.4 43.2 20.6 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
18 9 8 1 1 21 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 286,622
COMMITMENTS
83,743 9,426 44,175 126,152 214,165 254,070 267,766 32,552 18,856
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 6,318)
-1,869 -1,380 6,228 6,063 3,124 10,422 7,972 -4,104 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 3.3 15.4 44.0 74.7 88.6 93.4 11.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
90 18 46 54 51 166 108
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 780,202
COMMITMENTS
127,238 215,057 30,780 504,495 407,579 662,513 653,416 117,689 126,786
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -26,220)
-6,351 11,903 14,536 17,206 -20,636 25,391 5,803 -51,611 -32,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 27.6 3.9 64.7 52.2 84.9 83.7 15.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 42 25 68 69 115 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,685
COMMITMENTS
50,028 16,381 28,403 99,130 149,538 177,561 194,322 35,124 18,363
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -2,807)
-3,949 -5,472 2,529 1,139 -211 -281 -3,154 -2,526 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 7.7 13.4 46.6 70.3 83.5 91.4 16.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
69 23 50 51 47 151 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,726
COMMITMENTS
3,260 1,185 1,393 7,358 11,292 12,011 13,870 2,715 856
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 243)
155 25 13 175 346 343 384 -100 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 8.0 9.5 50.0 76.7 81.6 94.2 18.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 8 10 21 19 47 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 733,055
COMMITMENTS
90,255 170,273 41,716 469,749 401,965 601,720 613,954 131,335 119,101
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 59,959)
-24,410 12,923 36,061 54,460 15,260 66,111 64,244 -6,152 -4,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 23.2 5.7 64.1 54.8 82.1 83.8 17.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
30 34 18 73 69 111 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,300,386
COMMITMENTS
679,802 283,779 141,429 1205822 1481156 2027053 1906364 273,333 394,022
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -71,301)
-18,095 -74,385 40,976 -23,752 -30,947 -871 -64,356 -70,430 -6,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 12.3 6.1 52.4 64.4 88.1 82.9 11.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
71 61 49 117 121 210 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,510,926
COMMITMENTS
157,348 198,712 63,170 1060434 1008352 1280952 1270234 229,974 240,692
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 55,291)
-57,878 -37,840 38,582 131,917 95,909 112,621 96,651 -57,330 -41,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 13.2 4.2 70.2 66.7 84.8 84.1 15.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
38 29 28 74 80 121 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,593
COMMITMENTS
63,901 66,626 88,724 207,897 192,019 360,522 347,369 20,071 33,224
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -13,270)
-5,220 -10,748 -4,592 1,970 4,422 -7,842 -10,918 -5,428 -2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.5 23.3 54.6 50.5 94.7 91.3 5.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
26 36 44 43 55 91 114
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,009
COMMITMENTS
4,448 195 735 1,027 6,942 6,210 7,872 4,799 3,137
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 328)
147 195 699 -321 -606 525 288 -197 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 1.8 6.7 9.3 63.1 56.4 71.5 43.6 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 1 4 4 11 15 16
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 54,178
COMMITMENTS
15,249 4,597 5,319 7,879 33,140 28,447 43,056 25,731 11,122
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,915)
1,059 -1,512 713 580 2,550 2,352 1,751 -437 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 8.5 9.8 14.5 61.2 52.5 79.5 47.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 15 12 11 19 40 41
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,842
COMMITMENTS
18,471 13,084 49 18,547 40,487 37,067 53,620 24,775 8,222
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -478)
992 79 25 -516 -868 501 -764 -979 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 21.2 0.1 30.0 65.5 59.9 86.7 40.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 18 3 20 13 44 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,710
COMMITMENTS
45,860 23,508 515 72,127 53,348 118,502 77,371 10,208 51,339
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -1,399)
-1,260 -898 -62 -503 -1,191 -1,825 -2,151 426 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 18.3 0.4 56.0 41.4 92.1 60.1 7.9 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
36 25 3 19 32 56 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,983
COMMITMENTS
2,282 16,066 738 40,828 26,750 43,848 43,554 135 429
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 702)
382 460 80 230 -134 692 406 10 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 36.5 1.7 92.8 60.8 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 12 4 14 10 25 24
Updated November 27, 2006