WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,743
COMMITMENTS
75,393 61,491 85,502 255,199 242,332 416,094 389,325 33,649 60,418
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 10,613)
-1,129 7,136 6,849 4,906 -4,230 10,626 9,755 -13 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 13.7 19.0 56.7 53.9 92.5 86.6 7.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
103 104 104 68 103 252 250
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,411,619
COMMITMENTS
372,509 71,994 206,243 676,974 865,423 1255726 1143660 155,893 267,959
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 21,231)
599 9,948 8,486 1,310 -5,026 10,395 13,408 10,836 7,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 5.1 14.6 48.0 61.3 89.0 81.0 11.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
213 90 145 222 332 493 529
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,935
COMMITMENTS
5,051 95 392 5,809 12,589 11,252 13,076 3,683 1,859
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 670)
259 2 186 327 270 772 458 -102 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 0.6 2.6 38.9 84.3 75.3 87.6 24.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
29 2 6 13 14 44 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,484
COMMITMENTS
106,770 35,488 65,112 177,919 223,175 349,801 323,775 48,683 74,709
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 587)
14,797 -1,743 -2,681 -12,478 6,032 -362 1,608 949 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 8.9 16.3 44.6 56.0 87.8 81.3 12.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
131 58 102 87 136 281 267
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,167
COMMITMENTS
7,461 1,351 1,409 18 1,045 8,888 3,805 2,279 7,362
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -2,441)
-105 -952 63 -252 356 -294 -533 -2,147 -1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.8 12.1 12.6 0.2 9.4 79.6 34.1 20.4 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 9 1 3 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,181
COMMITMENTS
68,351 14,353 36,148 124,506 187,719 229,005 238,220 31,176 21,961
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,859)
2,560 2,473 -1,515 -5,076 -6,803 -4,031 -5,845 -828 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 5.5 13.9 47.9 72.1 88.0 91.6 12.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
75 26 37 57 53 158 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 768,769
COMMITMENTS
106,859 176,921 6,542 531,238 426,576 644,639 610,039 124,130 158,730
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 7,002)
-4,219 -2,957 -2,669 20,841 -1,195 13,953 -6,821 -6,951 13,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 23.0 0.9 69.1 55.5 83.9 79.4 16.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
33 39 21 67 70 110 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 191,811
COMMITMENTS
39,227 23,179 24,940 98,494 125,724 162,661 173,843 29,150 17,968
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -5,773)
2,416 2,015 -1,875 -4,177 -5,833 -3,636 -5,693 -2,137 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 12.1 13.0 51.3 65.5 84.8 90.6 15.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
59 33 46 51 49 142 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,706
COMMITMENTS
4,266 1,144 872 6,786 11,886 11,924 13,902 2,782 804
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 493)
713 10 35 -144 437 604 482 -111 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 7.8 5.9 46.1 80.8 81.1 94.5 18.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 7 7 26 21 52 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 744,276
COMMITMENTS
130,532 196,502 3,093 480,833 418,839 614,458 618,434 129,818 125,842
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 38,419)
-3,752 -1,899 -749 36,706 25,428 32,205 22,780 6,214 15,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 26.4 0.4 64.6 56.3 82.6 83.1 17.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 32 8 71 60 113 98
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,257,271
COMMITMENTS
629,643 295,872 68,278 1285041 1510489 1982962 1874639 274,309 382,632
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 113,793)
39,842 19,760 -2,180 66,753 76,277 104,415 93,857 9,378 19,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 13.1 3.0 56.9 66.9 87.8 83.0 12.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
65 51 33 109 118 184 192
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,363,687
COMMITMENTS
186,681 243,638 21,685 915,015 838,173 1123381 1103496 240,306 260,191
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 21,108)
-4,800 -9,838 -849 21,577 18,237 15,928 7,550 5,180 13,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 17.9 1.6 67.1 61.5 82.4 80.9 17.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
38 30 18 79 76 125 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 323,952
COMMITMENTS
79,009 71,195 42,968 171,711 188,362 293,688 302,525 30,264 21,427
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -85,592)
-11,278 -14,874 -19,084 -55,006 -49,573 -85,368 -83,531 -224 -2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 22.0 13.3 53.0 58.1 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 35 33 47 44 91 93
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,978
COMMITMENTS
2,294 1,065 407 796 6,008 3,497 7,480 7,481 3,498
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 1,130)
23 -402 223 -190 584 56 405 1,074 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 9.7 3.7 7.3 54.7 31.9 68.1 68.1 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 4 8 12 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 44,571
COMMITMENTS
14,006 5,345 1,061 5,819 27,910 20,886 34,316 23,685 10,255
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 3,380)
2,729 131 -353 -2,217 2,433 159 2,211 3,221 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 12.0 2.4 13.1 62.6 46.9 77.0 53.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 12 9 11 14 37 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,476
COMMITMENTS
24,385 6,697 26 20,168 51,564 44,579 58,287 19,897 6,189
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -822)
-3,089 -1,227 0 212 231 -2,877 -996 2,055 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 10.4 0.0 31.3 80.0 69.1 90.4 30.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 15 2 17 13 40 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,554
COMMITMENTS
42,248 45,821 802 51,369 16,371 94,419 62,994 11,135 42,560
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 6,158)
3,748 -2,805 177 1,358 2,024 5,283 -604 875 6,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 43.4 0.8 48.7 15.5 89.5 59.7 10.5 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
34 26 2 20 17 54 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,678
COMMITMENTS
3,198 15,533 393 41,949 29,536 45,540 45,462 138 216
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 102)
104 210 0 -52 -128 52 82 50 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 34.0 0.9 91.8 64.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 2 11 12 20 24
Updated January 8, 2007