WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,500
COMMITMENTS
62,983 61,905 139,789 264,259 234,285 467,031 435,979 33,470 64,522
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 5,363)
-2,898 -16,625 13,406 -4,481 12,324 6,027 9,106 -663 -3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.4 27.9 52.8 46.8 93.3 87.1 6.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
89 127 150 74 104 273 300
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,635,746
COMMITMENTS
283,122 153,888 465,055 694,823 703,651 1443000 1322593 192,746 313,153
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 10,021)
9,072 -4,865 12,665 -12,523 1,103 9,214 8,902 807 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 9.4 28.4 42.5 43.0 88.2 80.9 11.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
216 188 265 256 316 600 659
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,033
COMMITMENTS
5,252 357 882 2,865 9,311 8,999 10,550 3,034 1,483
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 369)
336 -38 -95 -43 876 198 743 171 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 3.0 7.3 23.8 77.4 74.8 87.7 25.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 8 5 11 15 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,205
COMMITMENTS
57,453 102,677 103,578 214,176 135,508 375,207 341,763 59,998 93,442
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,634)
2,415 2,390 -1,052 1,320 -700 2,683 638 -1,049 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 23.6 23.8 49.2 31.1 86.2 78.5 13.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
116 157 160 103 111 311 354
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,379
COMMITMENTS
12,033 5,078 898 185 718 13,116 6,694 3,263 9,685
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -758)
-130 13 -965 185 2 -910 -950 152 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 31.0 5.5 1.1 4.4 80.1 40.9 19.9 59.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 9 4 1 3 11 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 279,157
COMMITMENTS
52,019 33,933 55,586 146,114 168,602 253,720 258,121 25,437 21,037
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -6,569)
-1,685 2,268 -2,992 -2,228 -5,555 -6,905 -6,279 336 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 12.2 19.9 52.3 60.4 90.9 92.5 9.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
56 57 48 55 54 143 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 993,017
COMMITMENTS
140,622 180,475 150,205 523,274 458,401 814,101 789,081 178,916 203,936
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -38,574)
13,286 12,471 -24,469 -23,743 -12,806 -34,926 -24,804 -3,648 -13,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 18.2 15.1 52.7 46.2 82.0 79.5 18.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
43 47 49 71 80 138 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,297
COMMITMENTS
30,469 69,545 51,085 145,767 115,658 227,321 236,287 32,976 24,010
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 3,119)
1,699 -2,778 -2,090 1,701 7,415 1,310 2,547 1,809 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 26.7 19.6 56.0 44.4 87.3 90.8 12.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
45 63 51 67 58 141 160
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,500
COMMITMENTS
3,054 1,869 2,584 7,801 10,410 13,439 14,862 3,061 1,637
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 120)
-709 1,101 -206 1,103 -813 187 81 -67 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 11.3 15.7 47.3 63.1 81.4 90.1 18.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 10 11 25 21 50 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 710,275
COMMITMENTS
91,117 160,743 31,300 443,289 413,456 565,707 605,500 144,568 104,776
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -47,428)
-15,324 -41,896 -9,685 -8,730 41,076 -33,740 -10,505 -13,688 -36,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 22.6 4.4 62.4 58.2 79.6 85.2 20.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 34 22 74 82 121 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,856,693
COMMITMENTS
691,285 278,413 337,136 1488059 1828204 2516479 2443754 340,213 412,939
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -14,552)
14,296 30,283 -61,520 84,513 23,655 37,288 -7,582 -51,840 -6,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 9.7 11.8 52.1 64.0 88.1 85.5 11.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
61 78 80 132 134 232 253
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,509,875
COMMITMENTS
221,828 224,635 104,249 913,978 893,565 1240056 1222449 269,819 287,426
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -102,734)
-23,767 -11,545 -52,840 -19,446 -29,686 -96,053 -94,071 -6,681 -8,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 14.9 6.9 60.5 59.2 82.1 81.0 17.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 39 38 90 88 152 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 566,718
COMMITMENTS
118,863 81,882 187,099 232,341 252,103 538,303 521,084 28,415 45,634
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -214,727)
1,657 -5,138 -81,618 -113,458 -120,788 -193,419 -207,544 -21,308 -7,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 14.4 33.0 41.0 44.5 95.0 91.9 5.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
25 32 40 49 61 96 113
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,244
COMMITMENTS
10,352 2,218 1,655 4,409 21,888 16,416 25,761 18,828 9,483
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -530)
4,885 -3,526 -1,471 -3,272 3,126 142 -1,870 -672 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 6.3 4.7 12.5 62.1 46.6 73.1 53.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 5 8 9 16 30 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,049
COMMITMENTS
12,185 5,059 1,176 22,189 48,513 35,549 54,748 27,500 8,301
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,231)
-485 641 413 1,191 -78 1,119 976 112 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 8.0 1.9 35.2 76.9 56.4 86.8 43.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 15 10 20 13 40 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,024
COMMITMENTS
29,650 27,050 3,991 73,534 28,860 107,175 59,900 8,849 56,123
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 6,151)
3,169 118 699 2,745 3,584 6,613 4,401 -462 1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 23.3 3.4 63.4 24.9 92.4 51.6 7.6 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 30 22 21 27 66 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 30,717
COMMITMENTS
10,884 7,446 1,879 17,504 21,172 30,267 30,497 450 220
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 495)
-549 -263 1,522 -647 -830 326 429 169 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 24.2 6.1 57.0 68.9 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 4 15 11 24 25
Updated September 8, 2006