WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,677
COMMITMENTS
72,560 58,656 72,773 248,103 238,520 393,436 369,949 32,241 55,728
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 8,596)
-1,038 2,611 3,325 10,564 5,619 12,851 11,555 -4,255 -2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.8 17.1 58.3 56.0 92.4 86.9 7.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
104 95 97 70 102 241 241
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,379,829
COMMITMENTS
367,099 63,418 197,809 672,458 860,833 1237366 1122060 142,463 257,769
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -3,310)
10,436 -919 396 -6,985 -3,393 3,847 -3,916 -7,157 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 4.6 14.3 48.7 62.4 89.7 81.3 10.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727)
210 100 140 220 332 493 527
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,559
COMMITMENTS
4,390 85 214 5,289 11,550 9,893 11,849 3,666 1,710
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -372)
-202 -249 -50 -453 -132 -705 -431 333 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 0.6 1.6 39.0 85.2 73.0 87.4 27.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 2 5 11 14 36 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,743
COMMITMENTS
96,622 42,314 75,248 201,626 225,813 373,496 343,375 50,247 80,368
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -1,390)
-3,314 -2,714 -4,715 9,251 7,722 1,222 293 -2,612 -1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 10.0 17.8 47.6 53.3 88.1 81.0 11.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
125 70 130 101 132 307 293
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,608
COMMITMENTS
7,566 2,303 1,346 270 689 9,182 4,338 4,426 9,270
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -6,012)
-5,911 -3,320 -138 -150 203 -6,199 -3,255 187 -2,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.6 16.9 9.9 2.0 5.1 67.5 31.9 32.5 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 9 2 2 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 273,238
COMMITMENTS
67,547 13,360 40,535 131,411 196,052 239,493 249,947 33,745 23,291
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -4,767)
-10,782 364 -1,359 4,677 -9,453 -7,464 -10,448 2,697 5,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 4.9 14.8 48.1 71.8 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
77 23 46 60 53 165 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,883
COMMITMENTS
116,869 185,449 8,726 514,925 436,752 640,520 630,927 147,363 156,956
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -47,018)
-30,981 -4,883 -8,971 18,197 -19,031 -21,755 -32,885 -25,263 -14,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 23.5 1.1 65.4 55.4 81.3 80.1 18.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
40 37 19 69 72 118 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 208,789
COMMITMENTS
35,970 21,689 29,387 111,018 136,695 176,375 187,771 32,414 21,018
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -837)
-2,054 1,856 2,110 1,412 -4,646 1,468 -680 -2,305 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 10.4 14.1 53.2 65.5 84.5 89.9 15.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
57 30 49 52 48 137 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,923
COMMITMENTS
3,324 1,110 821 6,998 11,045 11,143 12,976 2,780 947
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -399)
-114 -36 -106 -283 -269 -503 -411 104 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 8.0 5.9 50.3 79.3 80.0 93.2 20.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
21 4 6 22 18 44 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 698,959
COMMITMENTS
135,858 197,788 4,331 421,850 379,140 562,039 581,259 136,920 117,700
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -2,682)
-9,586 8,279 -3,914 12,859 -15,427 -641 -11,062 -2,041 8,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 28.3 0.6 60.4 54.2 80.4 83.2 19.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 37 9 65 64 106 107
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,247,263
COMMITMENTS
627,615 295,435 66,457 1266716 1514605 1960788 1876497 286,475 370,766
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -1,438)
-19,969 2,498 -15,162 95,373 40,387 60,242 27,723 -61,680 -29,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 13.1 3.0 56.4 67.4 87.3 83.5 12.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
73 58 33 112 127 197 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,378,329
COMMITMENTS
194,456 262,172 27,075 902,290 826,481 1123821 1115728 254,508 262,601
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -59,397)
-16,994 -29,045 -13,312 3,724 -16,309 -26,582 -58,666 -32,815 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 19.0 2.0 65.5 60.0 81.5 80.9 18.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 33 16 80 80 133 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 401,010
COMMITMENTS
89,144 88,505 62,805 219,729 223,024 371,678 374,334 29,332 26,676
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 20,069)
-2,516 -6,312 -2,279 22,587 30,299 17,792 21,708 2,277 -1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 22.1 15.7 54.8 55.6 92.7 93.3 7.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
27 38 38 49 47 100 100
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,985
COMMITMENTS
3,137 2,127 0 1,064 5,768 4,201 7,895 6,784 3,090
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 63)
-1,677 2,127 -24 295 -1,007 -1,406 1,096 1,469 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 19.4 0.0 9.7 52.5 38.2 71.9 61.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 0 5 8 11 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,779
COMMITMENTS
11,806 5,173 1,422 7,628 24,960 20,856 31,555 21,923 11,224
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -982)
-1,456 -211 -349 2,217 -2,363 412 -2,923 -1,394 1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.1 3.3 17.8 58.3 48.8 73.8 51.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 11 9 14 12 41 30
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,761
COMMITMENTS
27,401 7,514 26 20,088 51,190 47,515 58,730 18,246 7,031
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -27,720)
7,496 -6,235 -12,662 -13,442 -4,660 -18,608 -23,557 -9,112 -4,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 11.4 0.0 30.5 77.8 72.3 89.3 27.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 11 2 17 12 42 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,919
COMMITMENTS
44,042 45,920 670 50,636 20,670 95,348 67,260 9,571 37,659
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -62,105)
1,798 13,019 -27,325 -22,111 -24,863 -47,638 -39,169 -14,467 -22,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 43.8 0.6 48.3 19.7 90.9 64.1 9.1 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 33 1 18 20 46 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,336
COMMITMENTS
3,132 14,809 393 41,137 29,384 44,662 44,586 1,674 1,750
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -598)
890 -135 -877 163 1,238 176 226 -774 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 32.0 0.8 88.8 63.4 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 10 2 11 13 21 24
Updated December 22, 2006