WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,928
COMMITMENTS
83,665 59,841 138,482 276,897 273,049 499,044 471,372 37,884 65,556
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 6,856)
1,036 -3,457 3,986 1,272 4,242 6,294 4,771 562 2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 11.1 25.8 51.6 50.9 92.9 87.8 7.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
97 121 157 71 102 297 294
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,703,133
COMMITMENTS
300,069 87,322 502,619 694,637 790,821 1497326 1380762 205,807 322,371
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 36,995)
8,258 7,237 25,961 1,882 -3,110 36,101 30,088 895 6,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.1 29.5 40.8 46.4 87.9 81.1 12.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779)
209 146 266 282 323 633 640
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,346
COMMITMENTS
6,404 451 1,114 4,107 11,767 11,624 13,332 3,721 2,014
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -750)
-921 7 -100 151 -274 -870 -367 120 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 2.9 7.3 26.8 76.7 75.8 86.9 24.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
28 3 6 12 17 42 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,164
COMMITMENTS
58,223 72,974 87,826 190,340 147,179 336,389 307,980 61,775 90,184
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -18,610)
997 9,459 -15,109 -5,912 -12,420 -20,024 -18,071 1,414 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 18.3 22.1 47.8 37.0 84.5 77.4 15.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
101 123 149 110 120 304 332
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,379
COMMITMENTS
11,541 4,322 145 0 460 11,686 4,927 3,693 10,452
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -1,779)
-2,251 -530 -27 0 19 -2,278 -538 499 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 28.1 0.9 0.0 3.0 76.0 32.0 24.0 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 11 4 0 2 8 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 305,727
COMMITMENTS
86,866 18,657 46,462 141,700 222,217 275,028 287,336 30,699 18,392
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -7,399)
-7,221 -2,208 -4,391 1,808 -2,998 -9,804 -9,597 2,406 2,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 6.1 15.2 46.3 72.7 90.0 94.0 10.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
86 33 42 53 50 166 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 987,296
COMMITMENTS
110,350 148,680 154,461 585,386 495,775 850,197 798,916 137,099 188,380
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -34,901)
28,412 -24,234 -28,569 -34,313 30,496 -34,471 -22,307 -430 -12,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.1 15.6 59.3 50.2 86.1 80.9 13.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
40 49 52 81 100 147 175
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 223,029
COMMITMENTS
32,306 57,476 34,031 125,378 107,479 191,716 198,986 31,314 24,043
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -1,555)
842 2,737 -2,965 -831 -2,968 -2,954 -3,197 1,399 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 25.8 15.3 56.2 48.2 86.0 89.2 14.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
44 60 40 57 51 117 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,640
COMMITMENTS
4,374 405 1,244 4,921 11,334 10,539 12,983 4,101 1,657
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 108)
-117 -6 88 231 78 201 159 -93 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 2.8 8.5 33.6 77.4 72.0 88.7 28.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 8 8 23 23 51 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 642,296
COMMITMENTS
135,445 134,065 17,366 373,025 378,082 525,836 529,513 116,460 112,783
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 48,879)
5,328 1,698 2,154 35,042 35,420 42,524 39,272 6,355 9,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 20.9 2.7 58.1 58.9 81.9 82.4 18.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
31 38 19 69 76 110 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,500,519
COMMITMENTS
490,552 308,923 278,244 1443236 1505873 2212031 2093039 288,488 407,480
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -186,240)
-55,700 -99,698 -31,496 -107,251 -52,013 -194,447 -183,207 8,207 -3,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 12.4 11.1 57.7 60.2 88.5 83.7 11.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
65 63 69 129 140 217 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,360
COMMITMENTS
253,974 232,255 123,401 800,297 754,404 1177672 1110059 217,688 285,300
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -33,139)
-9,267 -34,967 -30,198 -27,457 35,473 -66,922 -29,691 33,783 -3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 16.6 8.8 57.4 54.1 84.4 79.6 15.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
39 45 40 89 96 148 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 819,240
COMMITMENTS
114,469 115,121 321,042 342,570 342,423 778,082 778,587 41,158 40,653
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 12,306)
-9,690 8,014 23,039 5,803 -15,194 19,153 15,859 -6,847 -3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.1 39.2 41.8 41.8 95.0 95.0 5.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
41 52 67 77 77 150 170
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,041
COMMITMENTS
4,498 2,124 1,963 6,959 15,819 13,419 19,906 15,622 9,135
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -1,829)
-1,331 -269 -246 -325 -977 -1,902 -1,493 73 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 7.3 6.8 24.0 54.5 46.2 68.5 53.8 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 8 10 10 25 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,236
COMMITMENTS
11,894 3,390 785 19,460 48,092 32,139 52,267 27,097 6,969
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 700)
-2,035 -1,073 -241 2,403 -549 128 -1,863 572 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.7 1.3 32.9 81.2 54.3 88.2 45.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 10 7 19 15 40 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,628
COMMITMENTS
61,808 25,097 2,912 27,815 19,734 92,535 47,744 9,093 53,884
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -2,651)
5,352 -537 -1,822 -3,119 -1,933 411 -4,292 -3,062 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 24.7 2.9 27.4 19.4 91.1 47.0 8.9 53.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 30 14 19 23 55 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,171
COMMITMENTS
8,190 2,591 338 8,467 14,057 16,995 16,986 176 185
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,500)
2,656 356 100 -191 2,001 2,565 2,457 -65 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 15.1 2.0 49.3 81.9 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 12 4 13 12 21 26
Updated July 28, 2006