WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 566,127
COMMITMENTS
83,421 45,398 168,743 271,670 283,378 523,833 497,519 42,294 68,608
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -35,755)
-7,639 -133 -19,906 -8,254 -14,527 -35,799 -34,565 44 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.0 29.8 48.0 50.1 92.5 87.9 7.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
119 101 130 73 110 286 268
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,931,056
COMMITMENTS
314,140 48,608 604,641 800,763 938,967 1719544 1592216 211,513 338,841
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 25,991)
-12,511 7,328 8,748 31,674 2,709 27,911 18,785 -1,920 7,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.5 31.3 41.5 48.6 89.0 82.5 11.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
230 120 230 283 341 615 612
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,744
COMMITMENTS
6,029 127 1,004 6,228 13,069 13,261 14,199 3,483 2,545
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,013)
-361 15 138 1,088 661 866 815 147 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 0.8 6.0 37.2 78.1 79.2 84.8 20.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 7 5 16 18 43 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,696
COMMITMENTS
68,056 35,703 109,027 218,544 221,399 395,627 366,128 61,069 90,568
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -38,612)
-1,758 -7,272 -21,021 -9,532 -6,376 -32,311 -34,668 -6,301 -3,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 7.8 23.9 47.9 48.5 86.6 80.2 13.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
125 89 138 102 132 306 310
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,691
COMMITMENTS
8,598 3,061 1,979 0 197 10,577 5,237 3,114 8,454
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -3,642)
-482 -4,079 1,421 -235 -143 704 -2,801 -4,346 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 22.4 14.5 0.0 1.4 77.3 38.3 22.7 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 8 8 0 1 15 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,845
COMMITMENTS
50,562 14,536 62,971 147,423 197,197 260,956 274,705 35,889 22,140
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 12,763)
3,767 1,034 -555 6,294 10,001 9,506 10,480 3,256 2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 4.9 21.2 49.7 66.4 87.9 92.5 12.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
62 33 49 64 52 161 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,028,414
COMMITMENTS
114,578 146,062 169,268 578,587 516,652 862,433 831,982 165,981 196,432
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 39,391)
42,216 -16,752 -12,362 -1,537 56,346 28,317 27,233 11,073 12,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.2 16.5 56.3 50.2 83.9 80.9 16.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
38 44 44 75 81 138 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,442
COMMITMENTS
42,799 20,994 48,990 101,093 142,717 192,881 212,701 40,561 20,741
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 8,020)
8,893 -7,964 2,824 -5,456 13,341 6,261 8,201 1,759 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 9.0 21.0 43.3 61.1 82.6 91.1 17.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
53 33 50 58 55 146 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,403
COMMITMENTS
2,598 1,722 2,235 7,632 9,876 12,466 13,833 2,937 1,570
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -152)
-93 128 136 87 -168 130 96 -282 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.2 14.5 49.5 64.1 80.9 89.8 19.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 13 10 28 23 51 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 683,452
COMMITMENTS
134,964 158,937 12,937 390,905 393,506 538,806 565,379 144,647 118,073
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -15,922)
-11,510 -13,290 -3,270 1,427 14,834 -13,352 -1,726 -2,569 -14,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.3 1.9 57.2 57.6 78.8 82.7 21.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 30 18 69 72 114 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,029,766
COMMITMENTS
735,890 336,086 364,551 1588691 1892309 2689132 2592946 340,634 436,820
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -186,491)
-14,560 401 -52,528 -142,931 -146,517 -210,019 -198,643 23,528 12,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.1 12.0 52.4 62.5 88.8 85.6 11.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
68 80 78 142 143 245 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,578,402
COMMITMENTS
190,761 193,146 109,806 1007441 972,095 1308009 1275048 270,393 303,355
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -87,982)
28,747 4,525 -77,782 -59,378 -34,175 -108,413 -107,432 20,432 19,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.2 7.0 63.8 61.6 82.9 80.8 17.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 35 36 84 93 138 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 676,761
COMMITMENTS
60,952 75,955 256,503 330,167 303,944 647,621 636,402 29,139 40,359
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -23,591)
-7,114 -9,256 -21,674 12,227 7,502 -16,561 -23,428 -7,030 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.2 37.9 48.8 44.9 95.7 94.0 4.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
28 44 50 58 73 113 141
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 51,532
COMMITMENTS
15,271 3,501 4,377 10,058 32,794 29,707 40,672 21,824 10,859
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,829)
7,883 -2,144 1,511 -4,420 5,357 4,974 4,724 -1,145 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 6.8 8.5 19.5 63.6 57.6 78.9 42.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
24 10 9 15 21 43 36
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,747
COMMITMENTS
18,467 12,358 910 20,694 42,749 40,071 56,017 24,676 8,730
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -597)
837 229 41 345 -285 1,223 -16 -1,820 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.1 1.4 32.0 66.0 61.9 86.5 38.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 17 10 19 15 49 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,872
COMMITMENTS
41,516 26,322 2,885 85,506 61,266 129,907 90,473 10,965 50,399
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -5,032)
852 -1,242 -150 -5,392 2,159 -4,691 767 -341 -5,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 18.7 2.0 60.7 43.5 92.2 64.2 7.8 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
35 34 16 17 33 63 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,126
COMMITMENTS
1,874 14,967 508 40,504 27,412 42,886 42,887 240 239
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,171)
163 2,578 -1,278 2,193 -225 1,078 1,075 93 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 34.7 1.2 93.9 63.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 12 4 14 10 23 24
Updated November 3, 2006