WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,840
COMMITMENTS
70,527 47,286 118,084 250,340 250,565 438,952 415,935 39,888 62,905
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -10,077)
-11,413 1,436 -3,275 4,670 -8,559 -10,017 -10,398 -60 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 9.9 24.7 52.3 52.3 91.7 86.9 8.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
118 87 111 74 104 255 250
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,918,795
COMMITMENTS
342,232 50,357 541,595 828,774 1019731 1712600 1611683 206,195 307,112
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 20,992)
11,598 -1,048 10,924 -79 2,990 22,443 12,867 -1,452 8,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.6 28.2 43.2 53.1 89.3 84.0 10.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
222 109 213 291 378 604 631
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,144
COMMITMENTS
3,993 346 1,135 6,599 11,904 11,728 13,385 3,417 1,759
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 441)
-297 -200 175 478 399 356 374 86 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 2.3 7.5 43.6 78.6 77.4 88.4 22.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
22 6 6 12 15 38 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,854
COMMITMENTS
87,327 36,139 164,762 230,923 253,810 483,012 454,711 67,842 96,143
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 12,464)
7,889 1,758 15,276 -8,521 -1,248 14,645 15,786 -2,180 -3,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.6 29.9 41.9 46.1 87.7 82.5 12.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
148 79 171 119 138 367 332
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,620
COMMITMENTS
13,477 5,623 1,484 420 486 15,381 7,593 4,239 12,027
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,681)
1,773 56 194 0 21 1,967 271 714 2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 28.7 7.6 2.1 2.5 78.4 38.7 21.6 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 15 11 1 1 22 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 309,287
COMMITMENTS
75,007 12,815 61,366 140,742 216,179 277,114 290,359 32,173 18,927
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -4,075)
-335 -150 -1,400 -15 -2,442 -1,750 -3,992 -2,325 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 4.1 19.8 45.5 69.9 89.6 93.9 10.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
79 21 56 59 57 172 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,037,914
COMMITMENTS
173,598 188,821 106,638 571,856 555,691 852,091 851,150 185,822 186,764
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -11,714)
7,889 631 -11,283 -6,203 -4,454 -9,597 -15,105 -2,117 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.2 10.3 55.1 53.5 82.1 82.0 17.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 47 51 80 89 148 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 226,162
COMMITMENTS
36,148 19,890 36,946 116,034 146,864 189,128 203,699 37,034 22,463
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -314)
-1,021 -1,867 -164 1,222 1,739 37 -292 -351 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.8 16.3 51.3 64.9 83.6 90.1 16.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
55 39 59 55 56 151 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,385
COMMITMENTS
3,048 1,128 1,771 7,598 11,473 12,416 14,372 2,969 1,012
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -76)
-81 -109 172 20 -137 110 -74 -186 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.3 11.5 49.4 74.6 80.7 93.4 19.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 7 9 27 22 53 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 716,088
COMMITMENTS
145,907 189,596 13,944 414,981 400,709 574,832 604,249 141,255 111,838
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -49,765)
11,439 8,084 -16,978 -9,780 -4,772 -15,320 -13,666 -34,445 -36,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 26.5 1.9 58.0 56.0 80.3 84.4 19.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
43 36 15 66 73 114 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,834,122
COMMITMENTS
626,081 276,195 307,057 1533545 1828458 2466683 2411710 367,439 422,412
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -14,828)
7,316 -16,997 -38,277 23,965 63,960 -6,997 8,686 -7,831 -23,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.7 10.8 54.1 64.5 87.0 85.1 13.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
69 67 70 138 137 237 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,563,461
COMMITMENTS
198,145 290,989 109,914 957,207 887,435 1265266 1288338 298,195 275,123
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -71,816)
-50,631 28,622 -24,132 20,908 -71,377 -53,854 -66,888 -17,962 -4,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.6 7.0 61.2 56.8 80.9 82.4 19.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
40 35 37 91 88 149 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 629,966
COMMITMENTS
91,435 97,874 222,051 284,029 277,098 597,516 597,024 32,450 32,943
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 34,346)
4,418 6,421 622 29,441 30,562 34,482 37,605 -135 -3,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 15.5 35.2 45.1 44.0 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
31 45 50 58 61 119 126
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,010
COMMITMENTS
4,814 0 24 769 6,775 5,607 6,799 5,403 4,211
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -373)
788 -186 -179 190 -204 799 -569 -1,172 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 0.0 0.2 7.0 61.5 50.9 61.8 49.1 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 0 2 3 10 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 46,725
COMMITMENTS
13,225 4,867 3,843 5,717 27,831 22,785 36,541 23,940 10,184
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -3,313)
-3,948 -1,555 695 2,035 -2,251 -1,218 -3,111 -2,095 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 10.4 8.2 12.2 59.6 48.8 78.2 51.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
26 11 14 16 16 47 36
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 95,564
COMMITMENTS
20,183 13,909 13,539 33,916 56,060 67,638 83,508 27,926 12,056
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 28,114)
1,664 1,173 12,513 12,488 12,397 26,665 26,083 1,450 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 14.6 14.2 35.5 58.7 70.8 87.4 29.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 18 15 24 22 57 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 174,885
COMMITMENTS
42,583 33,716 30,366 77,565 49,539 150,514 113,621 24,372 61,265
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 45,761)
5,667 6,735 26,893 6,612 3,216 39,172 36,844 6,589 8,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 19.3 17.4 44.4 28.3 86.1 65.0 13.9 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 34 29 31 34 83 81
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,934
COMMITMENTS
2,242 14,944 1,270 40,974 28,146 44,486 44,360 2,448 2,574
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -250)
81 782 -4,001 1,305 515 -2,615 -2,704 2,365 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 31.8 2.7 87.3 60.0 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 12 4 14 15 25 29
Updated December 15, 2006