WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,642
COMMITMENTS
79,499 64,984 136,895 274,606 262,219 491,000 464,098 36,643 63,545
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 14,782)
7,272 -3,385 1,418 5,398 17,133 14,088 15,166 694 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.3 25.9 52.0 49.7 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
106 122 144 68 97 279 284
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,671,220
COMMITMENTS
299,183 110,437 469,213 686,978 785,176 1455374 1364826 215,846 306,394
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 40,548)
7,169 -22,519 30,213 7,833 31,714 45,214 39,408 -4,667 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.6 28.1 41.1 47.0 87.1 81.7 12.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
199 163 246 278 326 614 635
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,702
COMMITMENTS
7,022 364 1,022 3,692 12,125 11,735 13,511 3,966 2,191
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 856)
544 88 106 -77 849 573 1,043 283 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 2.3 6.5 23.5 77.2 74.7 86.0 25.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
26 4 8 11 17 42 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,561
COMMITMENTS
62,863 59,890 114,904 187,301 161,091 365,068 335,885 62,492 91,676
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 17,537)
4,697 -4,614 4,441 4,981 21,497 14,119 21,323 3,418 -3,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 14.0 26.9 43.8 37.7 85.4 78.6 14.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
113 131 152 108 122 318 330
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,282
COMMITMENTS
13,038 4,229 227 0 433 13,265 4,889 3,017 11,393
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 26.0 1.4 0.0 2.7 81.5 30.0 18.5 70.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 4 0 2 10 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,281
COMMITMENTS
89,311 18,853 55,419 124,867 209,930 269,597 284,202 31,684 17,079
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 32,941)
24,410 1,679 5,508 -210 25,465 29,707 32,652 3,233 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 6.3 18.4 41.4 69.7 89.5 94.3 10.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
85 36 50 51 54 170 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,588
COMMITMENTS
76,444 166,750 171,855 609,871 470,941 858,170 809,547 150,417 199,041
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 24,626)
-14,053 -16,292 8,017 15,167 41,367 9,132 33,091 15,494 -8,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 16.5 17.0 60.5 46.7 85.1 80.3 14.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
34 55 52 87 100 150 178
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,955
COMMITMENTS
27,863 42,586 36,211 108,335 101,023 172,409 179,820 29,546 22,135
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,211)
2,875 2,666 -1,145 602 3,469 2,332 4,990 879 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 21.1 17.9 53.6 50.0 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
43 51 49 60 52 130 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,342
COMMITMENTS
4,470 444 1,379 4,634 10,997 10,483 12,819 3,859 1,523
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -583)
-137 53 -389 -53 -279 -578 -615 -5 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 3.1 9.6 32.3 76.7 73.1 89.4 26.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 7 10 21 24 51 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 581,531
COMMITMENTS
135,560 127,265 14,714 324,334 330,599 474,608 472,579 106,923 108,952
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 18,822)
17,021 -14,814 7,324 5,337 33,841 29,683 26,351 -10,860 -7,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 21.9 2.5 55.8 56.8 81.6 81.3 18.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 31 14 64 76 102 118
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,637,489
COMMITMENTS
519,651 373,967 304,399 1526540 1548135 2350590 2226501 286,899 410,988
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -42,073)
-18,910 -6,649 -8,339 -27,460 -17,607 -54,710 -32,595 12,636 -9,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 14.2 11.5 57.9 58.7 89.1 84.4 10.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
54 76 78 136 142 231 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,390,896
COMMITMENTS
254,948 209,670 124,666 812,068 745,910 1191683 1080246 199,213 310,651
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -5,825)
-8,116 -12,030 9,887 -3,500 4,759 -1,729 2,615 -4,095 -8,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 15.1 9.0 58.4 53.6 85.7 77.7 14.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
42 50 43 85 100 145 175
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 772,701
COMMITMENTS
156,163 123,954 278,980 298,565 334,313 733,708 737,247 38,993 35,454
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -51,317)
16,328 2,419 -19,039 -26,069 -11,284 -28,780 -27,904 -22,536 -23,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.0 36.1 38.6 43.3 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
39 48 59 76 76 140 159
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,661
COMMITMENTS
8,282 1,340 1,175 4,643 15,913 14,100 18,427 13,561 9,234
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,424)
78 -1,058 -699 1,014 2,672 393 915 2,031 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.8 4.2 16.8 57.5 51.0 66.6 49.0 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 5 7 8 10 27 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,915
COMMITMENTS
14,339 3,692 695 15,226 45,843 30,260 50,229 26,655 6,686
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 702)
618 102 -169 -451 173 -2 107 704 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.5 1.2 26.8 80.5 53.2 88.3 46.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 9 7 15 16 37 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,385
COMMITMENTS
54,877 20,730 4,401 27,309 18,190 86,587 43,321 9,798 53,064
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 850)
2,605 146 -220 -3,183 -750 -797 -824 1,648 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 21.5 4.6 28.3 18.9 89.8 44.9 10.2 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 26 15 18 18 57 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,576
COMMITMENTS
5,534 2,521 238 8,732 11,694 14,504 14,453 72 123
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,033)
2,668 -249 0 -359 2,361 2,309 2,112 -276 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 17.3 1.6 59.9 80.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 13 3 13 11 19 26
Updated July 14, 2006