WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,917
COMMITMENTS
81,940 45,851 121,359 245,670 259,124 448,969 426,333 39,948 62,584
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 9,602)
5,589 -1,406 4,226 1,788 7,406 11,603 10,226 -2,001 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.4 24.8 50.2 53.0 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
126 96 112 70 105 271 248
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,897,803
COMMITMENTS
330,634 51,405 530,670 828,852 1016741 1690156 1598816 207,647 298,987
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,530)
-7,335 -2,099 19,002 3,362 -10,237 15,030 6,667 -17,560 -9,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 2.7 28.0 43.7 53.6 89.1 84.2 10.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
234 107 215 294 379 611 639
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,703
COMMITMENTS
4,290 546 960 6,121 11,504 11,372 13,011 3,331 1,692
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 338)
-760 17 218 911 137 369 373 -31 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 3.7 6.5 41.6 78.2 77.3 88.5 22.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 6 7 13 15 40 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,390
COMMITMENTS
79,438 34,381 149,486 239,444 255,059 468,368 438,926 70,022 99,464
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 8,892)
-5,118 -2,178 2,987 6,799 4,400 4,669 5,210 4,223 3,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.4 27.8 44.5 47.4 87.0 81.5 13.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
140 74 140 118 138 330 303
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,939
COMMITMENTS
11,704 5,567 1,290 420 465 13,414 7,322 3,525 9,617
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,168)
1,245 1,079 -156 0 20 1,089 943 79 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 32.9 7.6 2.5 2.7 79.2 43.2 20.8 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 11 8 1 1 19 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,362
COMMITMENTS
75,341 12,964 62,766 140,757 218,621 278,864 294,351 34,498 19,011
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,381)
368 3,808 -3,121 -1,862 -5,708 -4,615 -5,022 -2,767 -2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 4.1 20.0 44.9 69.8 89.0 93.9 11.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
83 31 56 59 57 177 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,628
COMMITMENTS
165,709 188,190 117,920 578,059 560,145 861,689 866,255 187,939 183,373
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,740)
26,315 15,637 -14,692 -4,785 -8,343 6,838 -7,398 -14,578 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 17.9 11.2 55.1 53.4 82.1 82.5 17.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
41 44 45 78 88 141 155
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 226,476
COMMITMENTS
37,169 21,757 37,109 114,812 145,125 189,091 203,991 37,385 22,485
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,301)
-10,223 4,551 -1,317 7,599 -12,351 -3,941 -9,118 -3,360 1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.6 16.4 50.7 64.1 83.5 90.1 16.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
56 40 52 53 55 144 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,461
COMMITMENTS
3,129 1,237 1,600 7,578 11,610 12,306 14,447 3,155 1,014
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -595)
17 35 -501 -70 85 -553 -380 -43 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.0 10.3 49.0 75.1 79.6 93.4 20.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 8 8 27 23 52 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 765,852
COMMITMENTS
134,468 181,512 30,923 424,761 405,481 590,152 617,915 175,700 147,937
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -33,107)
36,982 2,605 -29,141 -40,300 -22,471 -32,460 -49,007 -647 15,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 23.7 4.0 55.5 52.9 77.1 80.7 22.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
40 35 15 65 69 111 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,848,950
COMMITMENTS
618,765 293,192 345,334 1509581 1764498 2473680 2403024 375,270 445,925
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -214,477)
-20,653 25,225 -61,094 -3,744 -45,880 -85,490 -81,749 -128,987 -132,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 10.3 12.1 53.0 61.9 86.8 84.3 13.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
66 67 67 134 137 229 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,635,277
COMMITMENTS
248,776 262,367 134,046 936,298 958,812 1319120 1355226 316,157 280,051
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -150,198)
70,945 29,096 -110,402 -95,642 -36,111 -135,099 -117,418 -15,099 -32,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 16.0 8.2 57.3 58.6 80.7 82.9 19.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
40 40 36 84 85 145 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 595,620
COMMITMENTS
87,018 91,454 221,429 254,588 246,536 563,034 559,418 32,586 36,202
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -26,194)
11,655 18,482 -22,194 -22,519 -20,488 -33,058 -24,200 6,864 -1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 15.4 37.2 42.7 41.4 94.5 93.9 5.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 40 51 54 62 114 128
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,383
COMMITMENTS
4,026 186 203 579 6,979 4,808 7,368 6,575 4,015
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -480)
-520 186 -825 -220 -744 -1,565 -1,383 1,085 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 1.6 1.8 5.1 61.3 42.2 64.7 57.8 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 2 3 11 13 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 50,038
COMMITMENTS
17,172 6,422 3,148 3,682 30,082 24,002 39,652 26,036 10,386
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,601)
3,107 950 -1,416 -1,688 -2,243 2 -2,710 -2,604 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 12.8 6.3 7.4 60.1 48.0 79.2 52.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 15 11 10 16 45 38
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,449
COMMITMENTS
18,519 12,736 1,026 21,428 43,663 40,973 57,425 26,476 10,024
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 3,620)
485 -616 262 2,749 2,588 3,495 2,234 125 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 18.9 1.5 31.8 64.7 60.7 85.1 39.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 15 8 21 14 46 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,125
COMMITMENTS
36,916 26,981 3,473 70,953 46,323 111,342 76,777 17,783 52,348
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 608)
-1,171 649 640 -5,109 -754 -5,640 535 6,248 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 20.9 2.7 54.9 35.9 86.2 59.5 13.8 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 28 16 21 30 70 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 47,184
COMMITMENTS
2,161 14,162 5,271 39,669 27,631 47,101 47,064 83 120
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,381)
-184 -1,252 2,165 -507 571 1,474 1,484 -93 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 30.0 11.2 84.1 58.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 12 4 14 10 25 24
Updated December 8, 2006