WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 612,748
COMMITMENTS
88,825 47,489 189,880 284,567 297,715 563,273 535,085 49,476 77,664
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 27,139)
3,363 -2,862 23,898 -1,122 9,090 26,139 30,126 1,000 -2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 7.8 31.0 46.4 48.6 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
113 97 121 78 110 271 260
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,834,478
COMMITMENTS
315,028 52,407 552,411 748,572 895,958 1616011 1500776 218,468 333,702
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 129,814)
13,234 -18,395 53,019 50,844 87,056 117,097 121,680 12,717 8,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.9 30.1 40.8 48.8 88.1 81.8 11.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
229 117 216 261 325 584 581
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,166
COMMITMENTS
6,435 105 827 4,680 12,069 11,943 13,001 3,223 2,166
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 598)
-415 -103 91 1,085 620 761 609 -163 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 0.7 5.5 30.9 79.6 78.7 85.7 21.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 7 4 14 15 42 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 506,020
COMMITMENTS
62,600 60,149 137,575 234,827 212,096 435,001 409,820 71,019 96,201
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 33,767)
8,645 -19,088 27,865 -3,950 26,206 32,560 34,982 1,208 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.9 27.2 46.4 41.9 86.0 81.0 14.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
117 129 158 105 122 320 339
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,333
COMMITMENTS
9,080 7,140 558 235 340 9,873 8,038 7,460 9,295
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -134)
-3,499 367 81 0 10 -3,418 458 3,284 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 41.2 3.2 1.4 2.0 57.0 46.4 43.0 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 12 3 1 1 11 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 288,196
COMMITMENTS
39,970 33,264 63,084 156,957 169,302 260,010 265,650 28,185 22,546
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 6,324)
5,119 -11,725 1,462 -2,264 16,983 4,318 6,720 2,007 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.5 21.9 54.5 58.7 90.2 92.2 9.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
46 53 53 60 51 144 134
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,213
COMMITMENTS
101,215 157,609 174,780 554,339 476,507 830,333 808,895 154,880 176,317
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -3,100)
-12,568 -1,341 15,943 15,642 -12,449 19,018 2,153 -22,118 -5,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 16.0 17.7 56.3 48.4 84.3 82.1 15.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 48 47 74 82 141 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,487
COMMITMENTS
31,797 32,731 44,187 108,084 121,886 184,068 198,804 38,419 23,683
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -7,405)
5,487 -16,629 -1,310 -14,532 11,245 -10,355 -6,694 2,950 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.7 19.9 48.6 54.8 82.7 89.4 17.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
46 42 46 59 55 133 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,064
COMMITMENTS
2,880 1,194 1,818 7,306 10,533 12,004 13,545 3,060 1,519
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -869)
-479 163 -121 733 -268 132 -226 -1,001 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.9 12.1 48.5 69.9 79.7 89.9 20.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 9 10 28 22 54 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 702,761
COMMITMENTS
128,152 179,164 15,036 401,723 388,568 544,912 582,768 157,849 119,993
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 10,759)
4,960 4,530 -33 -4,541 -11,262 386 -6,765 10,374 17,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 25.5 2.1 57.2 55.3 77.5 82.9 22.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
43 31 18 72 72 122 114
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,120,114
COMMITMENTS
727,705 282,618 418,214 1636386 1989088 2782306 2689920 337,809 430,194
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 91,533)
-17,484 33,162 -1,633 146,029 81,010 126,913 112,539 -35,379 -21,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 9.1 13.4 52.4 63.8 89.2 86.2 10.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
73 75 88 148 144 260 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,645,544
COMMITMENTS
186,943 183,015 186,728 1000663 1002575 1374334 1372318 271,211 273,227
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -20,791)
-45,021 -7,258 19,928 17,496 -7,713 -7,596 4,958 -13,195 -25,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.1 11.3 60.8 60.9 83.5 83.4 16.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
48 34 43 84 88 146 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 671,284
COMMITMENTS
75,873 86,265 259,628 305,617 290,162 641,118 636,056 30,166 35,228
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 19,991)
-1,291 6,098 2,119 16,949 16,963 17,778 25,180 2,213 -5,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.9 38.7 45.5 43.2 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 47 50 53 68 109 139
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,420
COMMITMENTS
5,782 6,289 3,205 14,459 24,724 23,446 34,217 19,974 9,203
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -1,192)
853 -3,632 -424 -3,023 4,393 -2,593 337 1,401 -1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 14.5 7.4 33.3 56.9 54.0 78.8 46.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 15 11 14 16 36 37
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,472
COMMITMENTS
17,313 12,065 960 20,249 42,109 38,521 55,134 25,951 9,339
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 824)
224 1,698 -47 31 -267 208 1,384 616 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.7 1.5 31.4 65.3 59.7 85.5 40.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 19 8 17 15 41 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 144,277
COMMITMENTS
36,250 21,787 4,605 92,778 62,909 133,633 89,301 10,643 54,975
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,316)
37 1,088 135 2,313 332 2,484 1,555 -168 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 15.1 3.2 64.3 43.6 92.6 61.9 7.4 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 34 19 21 30 64 69
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,494
COMMITMENTS
2,952 12,811 624 36,580 26,702 40,156 40,137 338 357
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,291)
-498 2,108 -253 3,247 667 2,496 2,522 -205 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 31.6 1.5 90.3 65.9 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 4 15 10 24 23
Updated October 20, 2006