WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 509,375
COMMITMENTS
75,629 47,297 130,704 265,755 267,627 472,088 445,628 37,286 63,747
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 20,445)
4,934 -3,683 9,539 4,127 10,395 18,599 16,252 1,846 4,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 9.3 25.7 52.2 52.5 92.7 87.5 7.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
124 98 118 76 108 277 261
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,965,459
COMMITMENTS
352,950 55,552 570,430 834,607 1037900 1757986 1663882 207,473 301,577
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 38,520)
2,514 -651 22,913 5,745 21,999 31,173 44,261 7,347 -5,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 2.8 29.0 42.5 52.8 89.4 84.7 10.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
217 115 204 295 373 606 613
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,448
COMMITMENTS
4,227 96 1,055 6,300 12,565 11,582 13,716 3,867 1,732
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 692)
426 -13 -23 154 783 558 748 134 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.6 6.8 40.8 81.3 75.0 88.8 25.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 5 6 13 15 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,168
COMMITMENTS
82,401 35,800 127,884 225,780 246,155 436,065 409,838 60,104 86,331
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -50,252)
1,057 -337 -29,342 -17,586 -13,498 -45,871 -43,177 -4,380 -7,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.2 25.8 45.5 49.6 87.9 82.6 12.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
124 74 129 123 140 332 290
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 292,012
COMMITMENTS
59,876 12,286 56,226 142,833 201,456 258,935 269,969 33,076 22,043
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -13,167)
-3,699 -385 -4,590 -3,013 -5,694 -11,302 -10,668 -1,864 -2,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.2 19.3 48.9 69.0 88.7 92.5 11.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
71 26 50 56 58 163 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 907,149
COMMITMENTS
120,519 180,272 73,812 571,179 496,820 765,510 750,904 141,639 156,245
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -61,420)
-5,556 -5,240 -12,817 -20,516 -28,438 -38,889 -46,495 -22,531 -14,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 19.9 8.1 63.0 54.8 84.4 82.8 15.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
32 46 45 73 81 131 146
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,641
COMMITMENTS
33,251 21,411 35,997 109,862 136,324 179,111 193,732 33,531 18,909
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -12,905)
449 -384 -3,923 -8,367 -5,759 -11,842 -10,067 -1,063 -2,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 10.1 16.9 51.7 64.1 84.2 91.1 15.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
53 35 56 56 54 149 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,875
COMMITMENTS
3,319 1,127 1,338 7,084 11,588 11,740 14,052 3,134 823
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -100)
339 -15 -275 -214 395 -151 105 51 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 7.6 9.0 47.6 77.9 78.9 94.5 21.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 7 7 27 18 51 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 718,501
COMMITMENTS
137,124 198,884 7,631 448,559 400,412 593,314 606,927 125,187 111,574
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,500)
-1,752 55 -2,031 22,913 15,597 19,130 13,621 -16,630 -11,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 27.7 1.1 62.4 55.7 82.6 84.5 17.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
41 34 12 69 66 115 107
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,597,434
COMMITMENTS
556,494 275,401 236,682 1521682 1704089 2314858 2216172 282,576 381,262
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -235,431)
-33,712 -19,307 -55,074 -122,956 -148,346 -211,742 -222,726 -23,689 -12,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 10.6 9.1 58.6 65.6 89.1 85.3 10.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
57 72 61 135 136 226 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,541
COMMITMENTS
172,734 255,539 84,103 967,518 872,900 1224355 1212542 244,185 255,999
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -45,660)
-5,954 -8,465 -16,525 -3,150 -6,079 -25,629 -31,069 -20,031 -14,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 17.4 5.7 65.9 59.4 83.4 82.6 16.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 35 29 91 88 144 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 693,323
COMMITMENTS
113,298 93,242 232,028 314,525 340,770 659,851 666,040 33,473 27,283
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 8,707)
1,978 -698 -1,896 7,990 15,240 8,072 12,646 635 -3,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.4 33.5 45.4 49.2 95.2 96.1 4.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 45 52 58 59 122 127
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,933
COMMITMENTS
2,271 1,467 184 1,005 5,424 3,460 7,075 6,473 2,858
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,179)
-866 -660 184 -59 -344 -741 -820 -439 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 14.8 1.9 10.1 54.6 34.8 71.2 65.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 1 6 9 14 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,958
COMMITMENTS
11,035 4,865 2,683 8,097 25,630 21,815 33,178 21,143 9,780
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -2,787)
-669 175 -757 120 85 -1,305 -497 -1,482 -2,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 11.3 6.2 18.8 59.7 50.8 77.2 49.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
28 10 11 16 12 47 30
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,441
COMMITMENTS
27,585 7,970 596 20,161 51,410 48,342 59,976 18,099 6,465
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -430)
129 425 0 -132 135 -2 560 -427 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 12.0 0.9 30.3 77.4 72.8 90.3 27.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 13 6 18 12 46 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,919
COMMITMENTS
38,453 48,126 1,719 51,298 15,837 91,470 65,683 10,448 36,236
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -5,373)
-5,575 2,748 90 -567 -6,206 -6,052 -3,368 680 -2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 47.2 1.7 50.3 15.5 89.7 64.4 10.3 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 40 14 22 20 61 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,576
COMMITMENTS
3,094 15,323 393 42,001 29,664 45,488 45,380 88 196
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -760)
-38 514 0 864 280 826 794 -1,586 -1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 33.6 0.9 92.2 65.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 2 11 13 21 25
Updated December 29, 2006