WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,137
COMMITMENTS
65,881 78,529 126,383 268,740 221,961 461,004 426,873 34,133 68,264
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -17,679)
-411 -3,585 -9,261 -5,589 -5,482 -15,261 -18,329 -2,418 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.9 25.5 54.3 44.8 93.1 86.2 6.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
86 142 152 77 102 277 321
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,625,725
COMMITMENTS
274,049 158,753 452,390 707,346 702,548 1433786 1313691 191,940 312,034
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -76,115)
12,058 7,594 -48,404 -35,196 -25,068 -71,542 -65,878 -4,573 -10,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.8 27.8 43.5 43.2 88.2 80.8 11.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 789)
205 169 260 280 317 617 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,664
COMMITMENTS
4,916 395 977 2,908 8,435 8,801 9,807 2,863 1,857
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,355)
25 -2 -467 -413 -548 -854 -1,017 -500 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 3.4 8.4 24.9 72.3 75.5 84.1 24.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 6 6 11 14 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,571
COMMITMENTS
55,039 100,286 104,630 212,855 136,208 372,524 341,125 61,047 92,447
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -9,607)
-462 -1,353 -4,783 -3,356 -5,232 -8,601 -11,368 -1,006 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 23.1 24.1 49.1 31.4 85.9 78.7 14.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
119 137 159 102 115 309 355
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,137
COMMITMENTS
12,163 5,065 1,863 0 716 14,026 7,644 3,111 9,493
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 679)
238 147 685 0 0 923 832 -244 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.0 29.6 10.9 0.0 4.2 81.8 44.6 18.2 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 11 7 0 3 13 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,727
COMMITMENTS
53,704 31,664 58,579 148,343 174,157 260,625 264,399 25,102 21,327
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -3,859)
-3,835 11,227 -4,827 3,700 -10,006 -4,961 -3,606 1,103 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 11.1 20.5 51.9 61.0 91.2 92.5 8.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
57 49 51 55 52 146 134
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,031,591
COMMITMENTS
127,336 168,004 174,674 547,017 471,206 849,027 813,884 182,564 217,706
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -124,813)
2,873 -14,612 -54,410 -84,319 -68,514 -135,855 -137,536 11,042 12,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.3 16.9 53.0 45.7 82.3 78.9 17.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 43 52 72 80 138 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 257,179
COMMITMENTS
28,770 72,323 53,175 144,066 108,243 226,011 233,740 31,168 23,438
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -7,739)
-1,213 -907 206 -2,876 -5,444 -3,883 -6,145 -3,855 -1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 28.1 20.7 56.0 42.1 87.9 90.9 12.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 72 54 66 56 141 171
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,379
COMMITMENTS
3,763 768 2,790 6,698 11,223 13,251 14,781 3,128 1,598
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,058)
-465 107 -154 188 -631 -431 -678 -627 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.7 17.0 40.9 68.5 80.9 90.2 19.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 10 13 22 22 55 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 757,704
COMMITMENTS
106,442 202,639 40,986 452,019 372,380 599,447 616,005 158,257 141,699
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 14,019)
-4,992 -12,255 10,062 -1,188 -11,190 3,882 -13,384 10,137 27,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 26.7 5.4 59.7 49.1 79.1 81.3 20.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
36 29 20 71 82 119 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,871,244
COMMITMENTS
676,989 248,131 398,656 1403546 1804549 2479191 2451335 392,053 419,909
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -231,864)
8,628 -30,505 -117,213 -130,888 -89,177 -239,474 -236,895 7,610 5,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 8.6 13.9 48.9 62.8 86.3 85.4 13.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
66 67 88 136 137 246 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,612,609
COMMITMENTS
245,595 236,180 157,090 933,424 923,250 1336109 1316520 276,500 296,089
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -101,147)
-10,823 -20,396 -61,702 -10,842 -12,748 -83,367 -94,846 -17,780 -6,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 14.6 9.7 57.9 57.3 82.9 81.6 17.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
44 44 46 95 96 161 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 781,445
COMMITMENTS
117,206 87,020 268,717 345,799 372,891 731,722 728,628 49,723 52,817
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 42,650)
13,548 1,593 4,776 19,777 32,479 38,101 38,849 4,548 3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.1 34.4 44.3 47.7 93.6 93.2 6.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 34 45 65 72 118 134
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,774
COMMITMENTS
5,466 5,743 3,126 7,681 18,762 16,274 27,631 19,500 8,143
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,888)
-1,035 3,296 868 2,876 -798 2,709 3,366 179 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.1 8.7 21.5 52.4 45.5 77.2 54.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 11 8 10 14 26 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,818
COMMITMENTS
12,670 4,418 763 20,998 48,591 34,430 53,772 27,387 8,046
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 641)
533 256 -54 -268 175 211 377 430 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 7.1 1.2 34.0 78.6 55.7 87.0 44.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 13 7 19 14 38 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,873
COMMITMENTS
26,481 26,932 3,292 70,789 25,276 100,562 55,500 9,310 54,373
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,489)
8 1,735 241 -697 -2,341 -448 -365 -1,041 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 24.5 3.0 64.4 23.0 91.5 50.5 8.5 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 27 20 22 23 65 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 30,222
COMMITMENTS
11,433 7,709 357 18,151 22,002 29,941 30,068 281 154
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,508)
-1,000 2,127 0 -261 -3,369 -1,261 -1,242 -247 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 25.5 1.2 60.1 72.8 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 3 15 13 23 28
Updated September 1, 2006