WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 439,130
COMMITMENTS
76,522 54,355 78,653 250,293 246,562 405,468 379,570 33,662 59,560
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 13,453)
3,962 -4,301 5,880 2,190 8,042 12,032 9,621 1,421 3,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 12.4 17.9 57.0 56.1 92.3 86.4 7.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
111 94 101 68 101 254 238
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,390,388
COMMITMENTS
371,910 62,046 197,757 675,664 870,449 1245331 1130252 145,057 260,136
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 10,559)
4,811 -1,372 -52 3,206 9,616 7,965 8,192 2,594 2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 4.5 14.2 48.6 62.6 89.6 81.3 10.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
215 94 139 219 337 494 528
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,265
COMMITMENTS
4,792 93 206 5,482 12,319 10,480 12,618 3,785 1,647
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 706)
402 8 -8 193 769 587 769 119 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 0.7 1.4 38.4 86.4 73.5 88.5 26.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 3 6 13 14 40 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,897
COMMITMENTS
91,973 37,231 67,793 190,397 217,143 350,163 322,167 47,734 75,730
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -25,846)
-4,649 -5,083 -7,455 -11,229 -8,670 -23,333 -21,208 -2,513 -4,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 9.4 17.0 47.9 54.6 88.0 81.0 12.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
118 60 112 101 134 293 270
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 265,040
COMMITMENTS
65,791 11,880 37,663 129,582 194,522 233,036 244,065 32,004 20,975
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -8,198)
-1,756 -1,480 -2,872 -1,829 -1,530 -6,457 -5,882 -1,741 -2,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 4.5 14.2 48.9 73.4 87.9 92.1 12.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
77 19 43 56 53 162 105
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 761,767
COMMITMENTS
111,078 179,878 9,211 510,397 427,771 630,686 616,860 131,081 144,907
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -26,116)
-5,791 -5,571 485 -4,528 -8,981 -9,834 -14,067 -16,282 -12,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 23.6 1.2 67.0 56.2 82.8 81.0 17.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
29 41 22 66 73 107 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,584
COMMITMENTS
36,811 21,164 26,815 102,671 131,557 166,297 179,536 31,287 18,048
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -11,205)
841 -525 -2,572 -8,347 -5,138 -10,078 -8,235 -1,127 -2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 10.7 13.6 52.0 66.6 84.2 90.9 15.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
59 28 48 51 50 142 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,213
COMMITMENTS
3,553 1,134 837 6,930 11,449 11,320 13,420 2,893 793
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 290)
229 24 16 -68 404 177 444 113 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 8.0 5.9 48.8 80.6 79.6 94.4 20.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 6 7 23 18 47 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 705,857
COMMITMENTS
134,284 198,401 3,842 444,127 393,411 582,253 595,654 123,604 110,203
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 6,898)
-1,574 613 -489 22,277 14,271 20,214 14,395 -13,316 -7,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 28.1 0.5 62.9 55.7 82.5 84.4 17.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
42 32 9 69 64 114 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,143,478
COMMITMENTS
589,801 276,112 70,458 1218288 1434212 1878547 1780782 264,931 362,696
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -103,785)
-37,814 -19,323 4,001 -48,428 -80,393 -82,241 -95,715 -21,544 -8,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 12.9 3.3 56.8 66.9 87.6 83.1 12.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
68 54 31 113 115 191 190
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,342,579
COMMITMENTS
191,481 253,476 22,534 893,438 819,936 1107453 1095946 235,126 246,633
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -35,750)
-2,975 -8,696 -4,541 -8,852 -6,545 -16,368 -19,782 -19,382 -15,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 18.9 1.7 66.5 61.1 82.5 81.6 17.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
41 27 18 82 81 130 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 409,544
COMMITMENTS
90,287 86,069 62,052 226,717 237,935 379,056 386,056 30,488 23,488
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 8,534)
1,143 -2,436 -753 6,988 14,911 7,378 11,722 1,156 -3,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 21.0 15.2 55.4 58.1 92.6 94.3 7.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
28 38 35 49 48 99 100
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,848
COMMITMENTS
2,271 1,467 184 986 5,424 3,441 7,075 6,407 2,773
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,137)
-866 -660 184 -78 -344 -760 -820 -377 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 14.9 1.9 10.0 55.1 34.9 71.8 65.1 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 1 5 9 13 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,191
COMMITMENTS
11,277 5,214 1,414 8,036 25,477 20,727 32,105 20,464 9,086
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,588)
-529 41 -8 408 517 -129 550 -1,459 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 12.7 3.4 19.5 61.9 50.3 77.9 49.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 10 7 13 12 40 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,298
COMMITMENTS
27,474 7,924 26 19,956 51,333 47,456 59,283 17,842 6,015
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -463)
73 410 0 -132 143 -59 553 -404 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 12.1 0.0 30.6 78.6 72.7 90.8 27.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 12 2 17 12 42 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,396
COMMITMENTS
38,500 48,626 625 50,011 14,347 89,136 63,598 10,260 35,798
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -5,523)
-5,542 2,706 -45 -625 -6,323 -6,212 -3,662 689 -1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 48.9 0.6 50.3 14.4 89.7 64.0 10.3 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 36 1 19 18 48 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,576
COMMITMENTS
3,094 15,323 393 42,001 29,664 45,488 45,380 88 196
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -760)
-38 514 0 864 280 826 794 -1,586 -1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 33.6 0.9 92.2 65.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 2 11 13 21 25
Updated December 29, 2006