WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,737
COMMITMENTS
78,932 43,058 159,617 258,388 268,488 496,937 471,163 42,800 68,574
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -29,752)
-2,830 -955 -16,187 -8,595 -10,901 -27,612 -28,043 -2,140 -1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 8.0 29.6 47.9 49.7 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
135 92 131 82 108 296 269
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,063,733
COMMITMENTS
342,687 54,586 645,885 844,263 1031705 1832834 1732176 230,899 331,556
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -3,564)
8,151 5,960 -14,939 21,975 29,602 15,187 20,623 -18,751 -24,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 2.6 31.3 40.9 50.0 88.8 83.9 11.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809)
257 121 242 315 366 666 648
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,645
COMMITMENTS
5,416 98 1,431 6,321 13,219 13,167 14,748 3,478 1,898
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -221)
-287 7 100 -33 -287 -221 -180 -0 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 0.6 8.6 38.0 79.4 79.1 88.6 20.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 7 8 16 16 44 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,704
COMMITMENTS
81,981 36,690 123,509 229,814 243,539 435,304 403,738 66,400 97,966
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 13,019)
6,178 3,266 -1,762 8,991 6,218 13,407 7,722 -388 5,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 7.3 24.6 45.8 48.5 86.8 80.5 13.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
130 94 132 106 135 318 294
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,112
COMMITMENTS
13,027 5,181 1,344 370 336 14,741 6,861 2,371 10,251
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,551)
2,178 1,101 -227 370 63 2,321 937 -770 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 30.3 7.9 2.2 2.0 86.1 40.1 13.9 59.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
20 13 9 1 1 24 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 323,188
COMMITMENTS
74,528 10,097 67,060 142,305 223,535 283,894 300,692 39,294 22,496
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 16,049)
14,073 -2,452 21 874 18,327 14,968 15,896 1,081 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 3.1 20.7 44.0 69.2 87.8 93.0 12.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
78 31 57 61 54 175 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,122,018
COMMITMENTS
132,305 163,970 195,642 603,344 579,125 931,291 938,738 190,726 183,280
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 72,169)
19,819 -559 9,783 23,599 53,562 53,201 62,787 18,967 9,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.6 17.4 53.8 51.6 83.0 83.7 17.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 43 49 81 84 149 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 241,080
COMMITMENTS
50,258 17,392 43,947 105,783 159,912 199,987 221,251 41,093 19,829
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -4,016)
3,150 1,080 -7,658 506 2,504 -4,003 -4,074 -13 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.2 18.2 43.9 66.3 83.0 91.8 17.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
65 36 55 59 58 160 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,612
COMMITMENTS
2,941 1,154 2,126 7,454 11,229 12,520 14,509 3,092 1,104
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 62)
101 14 10 119 92 231 116 -168 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 7.4 13.6 47.7 71.9 80.2 92.9 19.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 6 9 27 20 49 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 685,964
COMMITMENTS
110,889 154,419 16,950 419,128 389,331 546,968 560,700 138,996 125,264
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 13,430)
-14,830 9,348 3,979 24,459 -2,824 13,608 10,502 -178 2,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 22.5 2.5 61.1 56.8 79.7 81.7 20.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
39 35 20 68 71 114 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,075,711
COMMITMENTS
682,120 289,773 446,628 1575451 1908698 2704200 2645099 371,511 430,612
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 42,715)
-8,009 -14,628 21,847 4,954 16,894 18,792 24,113 23,923 18,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 9.4 14.5 51.2 62.1 87.9 86.0 12.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
77 77 85 142 149 256 274
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,658,904
COMMITMENTS
191,818 222,998 148,385 1015976 985,020 1356179 1356403 302,725 302,501
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 94,667)
45,305 26,356 22,700 13,996 42,351 82,001 91,407 12,665 3,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.4 8.9 61.2 59.4 81.8 81.8 18.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
38 47 40 86 94 147 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 612,569
COMMITMENTS
73,653 73,298 234,960 275,079 262,638 583,692 570,896 28,878 41,673
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 39,063)
7,542 7,224 23,522 5,343 4,445 36,407 35,191 2,657 3,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.0 38.4 44.9 42.9 95.3 93.2 4.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
33 39 54 51 65 109 134
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,764
COMMITMENTS
4,301 0 36 1,348 7,548 5,685 7,584 5,079 3,180
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 0.0 0.3 12.5 70.1 52.8 70.5 47.2 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 0 3 3 12 13 15
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 55,858
COMMITMENTS
13,970 5,640 7,073 7,759 31,167 28,803 43,880 27,055 11,978
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 364)
-3,797 1,641 935 1,138 -1,710 -1,723 866 2,087 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 10.1 12.7 13.9 55.8 51.6 78.6 48.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
28 13 15 14 20 47 43
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,507
COMMITMENTS
18,071 13,405 867 19,487 41,448 38,425 55,721 26,083 8,786
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -826)
55 1,117 76 9 -810 140 383 -966 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 20.8 1.3 30.2 64.3 59.6 86.4 40.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 20 8 20 15 46 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,797
COMMITMENTS
47,195 27,022 3,281 80,168 58,936 130,644 89,239 10,153 51,558
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -732)
4,816 1,549 253 -4,638 -2,567 431 -765 -1,163 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 19.2 2.3 56.9 41.9 92.8 63.4 7.2 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
39 37 16 18 33 69 74
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,281
COMMITMENTS
1,900 15,606 658 40,598 26,884 43,156 43,148 125 133
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 33)
62 229 0 -17 -157 45 72 -12 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 36.1 1.5 93.8 62.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 12 4 14 9 23 23
Updated November 17, 2006