WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 530,072
COMMITMENTS
82,629 63,299 134,495 275,626 268,807 492,750 466,602 37,322 63,471
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,430)
3,130 -1,685 -2,400 1,020 6,589 1,750 2,504 679 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 11.9 25.4 52.0 50.7 93.0 88.0 7.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
100 129 155 67 96 285 295
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,666,137
COMMITMENTS
291,812 80,085 476,659 692,755 793,931 1461225 1350674 204,912 315,463
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -5,083)
-7,371 -30,353 7,445 5,777 8,755 5,851 -14,152 -10,934 9,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 4.8 28.6 41.6 47.7 87.7 81.1 12.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
218 125 252 278 328 612 629
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,095
COMMITMENTS
7,324 444 1,214 3,956 12,041 12,494 13,699 3,601 2,396
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 394)
303 80 192 264 -84 759 188 -365 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 2.8 7.5 24.6 74.8 77.6 85.1 22.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 5 8 11 17 43 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,774
COMMITMENTS
57,226 63,515 102,936 196,252 159,600 356,413 326,050 60,361 90,723
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -10,787)
-5,637 3,625 -11,968 8,950 -1,491 -8,655 -9,834 -2,132 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.2 24.7 47.1 38.3 85.5 78.2 14.5 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
107 129 157 113 120 323 333
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,158
COMMITMENTS
13,792 4,852 172 0 441 13,964 5,465 3,194 11,693
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 876)
754 623 -55 0 8 699 576 177 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 28.3 1.0 0.0 2.6 81.4 31.9 18.6 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 14 5 0 2 12 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,126
COMMITMENTS
94,087 20,865 50,853 139,893 225,215 284,833 296,933 28,293 16,193
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 11,844)
4,776 2,012 -4,567 15,026 15,285 15,235 12,730 -3,391 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 6.7 16.2 44.7 71.9 91.0 94.8 9.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
94 31 46 52 50 170 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,022,197
COMMITMENTS
81,938 172,914 183,030 619,700 465,279 884,668 821,223 137,529 200,974
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 13,609)
5,494 6,164 11,175 9,829 -5,663 26,497 11,676 -12,888 1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 16.9 17.9 60.6 45.5 86.5 80.3 13.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
32 59 54 92 101 156 182
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,584
COMMITMENTS
31,464 54,739 36,996 126,209 110,447 194,670 202,183 29,914 22,401
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 22,629)
3,601 12,153 785 17,874 9,424 22,260 22,362 368 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 24.4 16.5 56.2 49.2 86.7 90.0 13.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
45 59 39 55 51 116 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,532
COMMITMENTS
4,491 411 1,157 4,690 11,256 10,337 12,823 4,194 1,708
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 190)
21 -33 -222 56 259 -146 4 336 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 2.8 8.0 32.3 77.5 71.1 88.2 28.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 7 7 21 23 50 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 593,417
COMMITMENTS
130,117 132,367 15,212 337,983 342,662 483,312 490,241 110,105 103,176
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 11,885)
-5,443 5,102 498 13,649 12,063 8,704 17,662 3,181 -5,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 22.3 2.6 57.0 57.7 81.4 82.6 18.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 30 18 60 73 96 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,686,759
COMMITMENTS
546,251 408,621 309,740 1550487 1557886 2406478 2276247 280,282 410,513
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 49,271)
26,600 34,654 5,341 23,947 9,751 55,888 49,746 -6,618 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 15.2 11.5 57.7 58.0 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
62 75 76 142 143 235 263
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,428,499
COMMITMENTS
263,241 267,221 153,598 827,754 718,931 1244594 1139751 183,905 288,748
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 37,602)
8,293 57,552 28,932 15,685 -26,979 52,911 59,505 -15,308 -21,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 18.7 10.8 57.9 50.3 87.1 79.8 12.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 52 46 87 97 151 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 806,934
COMMITMENTS
124,159 107,108 298,003 336,767 357,618 758,929 762,728 48,005 44,206
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 34,233)
-32,004 -16,847 19,023 38,202 23,305 25,221 25,481 9,011 8,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.3 36.9 41.7 44.3 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
40 48 62 74 79 142 165
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,870
COMMITMENTS
5,828 2,394 2,209 7,284 16,796 15,321 21,398 15,549 9,471
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,209)
-2,453 1,054 1,034 2,641 883 1,221 2,971 1,987 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 7.8 7.2 23.6 54.4 49.6 69.3 50.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 8 8 9 9 26 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,536
COMMITMENTS
13,929 4,463 1,025 17,057 48,641 32,011 54,130 26,525 4,406
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,621)
-410 771 331 1,831 2,799 1,751 3,901 -130 -2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 7.6 1.8 29.1 83.1 54.7 92.5 45.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 14 8 17 15 38 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,279
COMMITMENTS
56,456 25,634 4,734 30,934 21,668 92,124 52,036 12,155 52,243
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 7,894)
1,580 4,904 333 3,625 3,478 5,538 8,715 2,357 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 24.6 4.5 29.7 20.8 88.3 49.9 11.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 23 16 24 19 63 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,671
COMMITMENTS
5,534 2,235 238 8,658 12,056 14,430 14,529 241 142
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 95)
0 -286 0 -74 362 -74 76 169 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 15.2 1.6 59.0 82.2 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 11 3 13 12 19 25
Updated July 21, 2006