WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,316
COMMITMENTS
76,351 47,256 117,133 243,882 251,718 437,367 416,107 41,949 63,208
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -643)
1,216 683 363 -4,662 -3,122 -3,083 -2,076 2,440 1,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.9 24.4 50.9 52.5 91.2 86.8 8.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
123 87 112 71 104 267 245
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,900,334
COMMITMENTS
337,969 53,504 511,668 825,490 1026978 1675127 1592149 225,207 308,184
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 30,830)
-21,417 -15,100 10,601 9,404 27,191 -1,412 22,692 32,242 8,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.8 26.9 43.4 54.0 88.1 83.8 11.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
234 110 216 301 379 629 634
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,365
COMMITMENTS
5,051 529 742 5,211 11,367 11,003 12,638 3,362 1,727
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -297)
-371 40 76 -730 -857 -1,025 -741 728 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 3.7 5.2 36.3 79.1 76.6 88.0 23.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
25 5 5 13 14 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 529,498
COMMITMENTS
84,555 36,559 146,498 232,645 250,659 463,698 433,716 65,800 95,782
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 24,754)
6,548 -3,872 16,496 -3,699 10,468 19,344 23,091 5,409 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.9 27.7 43.9 47.3 87.6 81.9 12.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
141 85 140 112 139 336 304
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,771
COMMITMENTS
10,459 4,488 1,446 420 445 12,325 6,379 3,446 9,392
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -743)
-805 -830 18 0 55 -787 -757 44 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 28.5 9.2 2.7 2.8 78.1 40.4 21.9 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 8 8 1 1 18 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 320,744
COMMITMENTS
74,973 9,157 65,887 142,619 224,329 283,479 299,373 37,265 21,371
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 6,753)
-5,015 -454 4,429 3,892 1,340 3,305 5,314 3,447 1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.9 20.5 44.5 69.9 88.4 93.3 11.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
82 24 56 58 54 179 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,057,368
COMMITMENTS
139,394 172,553 132,613 582,844 568,488 854,851 873,654 202,517 183,714
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 155,486)
-8 -44,681 36,308 44,269 118,835 80,569 110,462 74,917 45,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 16.3 12.5 55.1 53.8 80.8 82.6 19.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 40 47 80 89 144 154
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,777
COMMITMENTS
47,392 17,206 38,427 107,213 157,476 193,032 213,108 40,745 20,669
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 6,776)
-2,068 882 2,070 3,599 2,955 3,602 5,908 3,174 869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 7.4 16.4 45.9 67.4 82.6 91.2 17.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
65 26 55 56 54 153 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,057
COMMITMENTS
3,111 1,202 2,100 7,648 11,525 12,859 14,827 3,198 1,230
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 216)
91 37 -75 -25 -19 -10 -57 226 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.5 13.1 47.6 71.8 80.1 92.3 19.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 7 10 26 21 53 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 798,959
COMMITMENTS
97,486 178,907 60,064 465,062 427,952 622,612 666,923 176,347 132,036
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 60,873)
7,727 8,766 15,553 -6,097 24,130 17,183 48,449 43,690 12,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 22.4 7.5 58.2 53.6 77.9 83.5 22.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
32 35 19 77 75 119 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,063,427
COMMITMENTS
639,418 267,968 406,427 1513325 1810378 2559170 2484773 504,257 578,654
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 340,666)
-24,465 -13,487 66,779 81,929 118,628 124,243 171,921 216,423 168,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 8.7 13.3 49.4 59.1 83.5 81.1 16.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
67 62 72 135 139 237 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,785,475
COMMITMENTS
177,830 233,271 244,448 1031941 994,924 1454219 1472644 331,256 312,832
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 211,844)
25,903 33,914 145,475 -52,489 -28,417 118,889 150,972 92,955 60,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.1 13.7 57.8 55.7 81.4 82.5 18.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
33 35 36 82 82 133 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 621,814
COMMITMENTS
75,363 72,971 243,623 277,107 267,024 596,093 583,619 25,722 38,196
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 12,944)
14,408 11,151 242 -3,406 2,244 11,244 13,636 1,700 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.7 39.2 44.6 42.9 95.9 93.9 4.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
30 47 55 53 66 113 138
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,863
COMMITMENTS
4,546 0 1,028 799 7,723 6,373 8,751 5,490 3,112
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 742)
91 -195 283 -228 781 146 869 596 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 0.0 8.7 6.7 65.1 53.7 73.8 46.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 0 3 4 12 15 15
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 52,639
COMMITMENTS
14,066 5,472 4,564 5,370 32,325 24,000 42,362 28,639 10,277
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -5,446)
-780 1,648 -3,654 -2,922 -1,529 -7,356 -3,534 1,910 -1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 10.4 8.7 10.2 61.4 45.6 80.5 54.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
27 14 13 10 19 42 41
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,829
COMMITMENTS
18,034 13,351 765 18,679 41,075 37,478 55,191 26,351 8,638
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 184)
-844 47 61 -277 481 -1,060 589 1,244 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.9 1.2 29.3 64.4 58.7 86.5 41.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
23 17 8 20 13 45 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,517
COMMITMENTS
38,087 26,332 2,833 76,062 47,076 116,983 76,242 11,534 52,275
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -7,285)
-8,035 2,010 170 -450 -9,719 -8,315 -7,539 1,030 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 20.5 2.2 59.2 36.6 91.0 59.3 9.0 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 29 15 22 31 67 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,803
COMMITMENTS
2,345 15,414 3,106 40,176 27,060 45,627 45,580 176 223
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,820)
63 -652 2,368 -652 310 1,779 2,026 41 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 33.7 6.8 87.7 59.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 12 5 14 9 26 23
Updated December 1, 2006