WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,959
COMMITMENTS
75,136 46,574 116,770 248,544 254,840 440,450 418,184 39,509 61,775
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -59,778)
-3,796 3,515 -42,847 -9,844 -13,647 -56,487 -52,979 -3,291 -6,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.7 24.3 51.8 53.1 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
119 85 111 74 107 263 245
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,869,504
COMMITMENTS
359,386 68,604 501,067 816,086 999,787 1676539 1569457 192,965 300,046
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -194,229)
16,699 14,017 -144,818 -28,177 -31,918 -156,295 -162,719 -37,934 -31,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.7 26.8 43.7 53.5 89.7 84.0 10.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
230 108 206 300 367 614 610
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,662
COMMITMENTS
5,422 488 666 5,941 12,224 12,029 13,379 2,634 1,283
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -1,983)
6 390 -764 -380 -994 -1,139 -1,369 -845 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 3.3 4.5 40.5 83.4 82.0 91.2 18.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 4 5 14 15 41 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,744
COMMITMENTS
78,008 40,431 130,002 236,344 240,191 444,354 410,624 60,390 94,120
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,040)
-3,973 3,742 6,493 6,530 -3,348 9,051 6,887 -6,010 -3,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 8.0 25.8 46.8 47.6 88.0 81.4 12.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
131 90 134 112 141 320 308
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,514
COMMITMENTS
11,264 5,318 1,428 420 390 13,112 7,136 3,402 9,378
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -598)
-1,763 137 84 50 54 -1,629 275 1,031 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 32.2 8.6 2.5 2.4 79.4 43.2 20.6 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
18 9 8 1 1 21 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,991
COMMITMENTS
79,988 9,611 61,458 138,727 222,990 280,173 294,059 33,817 19,932
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -9,197)
5,460 -486 -5,602 -3,579 -545 -3,721 -6,633 -5,476 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 3.1 19.6 44.2 71.0 89.2 93.7 10.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
91 19 51 58 56 173 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 901,882
COMMITMENTS
139,402 217,234 96,305 538,574 449,653 774,281 763,192 127,600 138,690
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -220,136)
7,097 53,263 -99,338 -64,769 -129,472 -157,010 -175,546 -63,126 -44,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 24.1 10.7 59.7 49.9 85.9 84.6 14.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
41 41 46 74 80 136 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,001
COMMITMENTS
49,460 16,324 36,356 103,614 154,521 189,430 207,201 37,571 19,800
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -14,079)
-798 -1,068 -7,590 -2,169 -5,392 -10,557 -14,050 -3,522 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.2 16.0 45.6 68.1 83.4 91.3 16.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
70 25 53 55 52 156 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,840
COMMITMENTS
3,021 1,165 2,175 7,673 11,544 12,869 14,884 2,972 956
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 228)
80 11 50 219 315 348 376 -120 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.4 13.7 48.4 72.9 81.2 94.0 18.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 7 11 26 21 52 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 738,086
COMMITMENTS
89,759 170,141 44,511 471,159 403,822 605,429 618,474 132,657 119,612
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 52,122)
-21,131 15,722 27,561 52,031 14,491 58,461 57,774 -6,339 -5,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 23.1 6.0 63.8 54.7 82.0 83.8 18.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 32 18 73 69 111 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,722,761
COMMITMENTS
663,883 281,454 339,648 1431396 1691750 2434927 2312853 287,834 409,908
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -352,950)
-18,237 -8,319 -106,980 -144,056 -216,948 -269,273 -332,247 -83,677 -20,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 10.3 12.5 52.6 62.1 89.4 84.9 10.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
61 73 68 131 134 232 236
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,573,631
COMMITMENTS
151,927 199,357 98,974 1084430 1023341 1335331 1321672 238,301 251,960
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -85,273)
-39,891 -23,641 -49,411 68,454 38,321 -20,848 -34,731 -64,424 -50,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 12.7 6.3 68.9 65.0 84.9 84.0 15.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
33 34 30 77 85 125 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 608,870
COMMITMENTS
60,955 61,821 243,381 280,513 264,781 584,849 569,982 24,021 38,888
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -3,699)
-12,698 -11,478 8,421 5,434 2,143 1,157 -914 -4,856 -2,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.2 40.0 46.1 43.5 96.1 93.6 3.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 43 57 53 66 112 137
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,121
COMMITMENTS
4,455 195 745 1,027 6,942 6,227 7,882 4,894 3,239
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 357)
154 195 709 -321 -606 542 298 -185 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 1.8 6.7 9.2 62.4 56.0 70.9 44.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 1 4 4 11 15 16
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 58,085
COMMITMENTS
14,845 3,824 8,218 8,293 33,854 31,356 45,896 26,729 12,189
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,227)
875 -1,816 1,145 534 2,687 2,553 2,016 -327 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.6 14.1 14.3 58.3 54.0 79.0 46.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 16 16 14 20 49 43
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,645
COMMITMENTS
18,878 13,305 704 18,957 40,594 38,538 54,602 25,107 9,043
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -862)
807 -101 -164 -530 -854 113 -1,119 -976 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 20.9 1.1 29.8 63.8 60.6 85.8 39.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 18 8 21 13 46 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,802
COMMITMENTS
46,122 24,322 2,663 76,512 56,795 125,298 83,780 10,505 52,022
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -4,995)
-1,073 -2,700 -618 -3,656 -2,141 -5,346 -5,459 351 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 17.9 2.0 56.3 41.8 92.3 61.7 7.7 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 27 13 22 34 69 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,983
COMMITMENTS
2,282 16,066 738 40,828 26,750 43,848 43,554 135 429
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 702)
382 460 80 230 -134 692 406 10 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 36.5 1.7 92.8 60.8 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 12 4 14 10 25 24
Updated November 27, 2006