WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,434
COMMITMENTS
69,455 62,589 94,117 258,821 239,927 422,393 396,633 34,041 59,801
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 6,691)
-5,938 1,098 8,615 3,622 -2,405 6,299 7,308 392 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 13.7 20.6 56.7 52.6 92.5 86.9 7.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
102 108 123 71 101 259 271
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,404,842
COMMITMENTS
359,712 79,786 216,239 681,494 842,390 1257445 1138415 147,397 266,427
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,777)
-12,797 7,792 9,996 4,520 -23,033 1,719 -5,245 -8,496 -1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 5.7 15.4 48.5 60.0 89.5 81.0 10.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
194 105 159 228 331 497 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,718
COMMITMENTS
4,680 81 377 6,337 12,404 11,394 12,862 3,324 1,856
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -217)
-371 -14 -15 528 -185 142 -214 -359 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 0.6 2.6 43.1 84.3 77.4 87.4 22.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
29 2 7 13 13 44 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,999
COMMITMENTS
104,630 38,494 62,623 177,355 215,736 344,608 316,853 47,391 75,146
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,485)
-2,140 3,006 -2,489 -564 -7,439 -5,193 -6,922 -1,292 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 9.8 16.0 45.2 55.0 87.9 80.8 12.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
118 70 97 87 133 261 266
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,496
COMMITMENTS
66,054 16,772 34,535 125,480 182,351 226,069 233,658 29,427 21,838
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -4,685)
-2,297 2,419 -1,613 974 -5,368 -2,936 -4,562 -1,749 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 6.6 13.5 49.1 71.4 88.5 91.5 11.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
73 20 36 58 54 153 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 782,871
COMMITMENTS
117,737 170,404 10,678 526,900 436,211 655,315 617,293 127,556 165,578
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 14,102)
10,878 -6,517 4,136 -4,338 9,635 10,676 7,254 3,426 6,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 21.8 1.4 67.3 55.7 83.7 78.8 16.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
35 41 20 69 73 118 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 189,991
COMMITMENTS
36,119 23,521 24,629 99,847 122,677 160,595 170,827 29,396 19,164
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -1,820)
-3,108 342 -311 1,353 -3,047 -2,066 -3,016 246 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 12.4 13.0 52.6 64.6 84.5 89.9 15.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
52 30 45 53 48 135 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,437
COMMITMENTS
4,743 736 669 6,921 13,259 12,333 14,664 3,104 773
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 731)
477 -408 -203 135 1,373 409 762 322 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 4.8 4.3 44.8 85.9 79.9 95.0 20.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 6 7 28 22 57 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 779,425
COMMITMENTS
140,229 219,066 3,022 492,221 425,792 635,472 647,880 143,953 131,545
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 35,149)
9,697 22,564 -71 11,388 6,953 21,014 29,446 14,135 5,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 28.1 0.4 63.2 54.6 81.5 83.1 18.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 29 8 73 63 119 98
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,296,061
COMMITMENTS
626,468 325,063 61,172 1336734 1518644 2024374 1904879 271,687 391,182
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 38,790)
-3,175 29,191 -7,106 51,693 8,155 41,412 30,240 -2,622 8,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 14.2 2.7 58.2 66.1 88.2 83.0 11.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
63 63 31 106 116 179 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,420,540
COMMITMENTS
209,069 233,770 18,674 969,574 890,886 1197317 1143330 223,223 277,210
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 56,853)
22,388 -9,868 -3,011 54,559 52,713 73,936 39,834 -17,083 17,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 16.5 1.3 68.3 62.7 84.3 80.5 15.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 30 18 82 79 131 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 351,769
COMMITMENTS
81,651 67,389 54,453 181,848 207,324 317,952 329,166 33,817 22,603
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 27,817)
2,642 -3,806 11,485 10,137 18,962 24,264 26,641 3,553 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 19.2 15.5 51.7 58.9 90.4 93.6 9.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
28 31 38 47 44 94 95
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,537
COMMITMENTS
2,397 716 401 867 6,058 3,665 7,175 5,872 2,362
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -1,441)
103 -349 -6 71 50 168 -305 -1,609 -1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 7.5 4.2 9.1 63.5 38.4 75.2 61.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 1 3 10 10 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,605
COMMITMENTS
7,787 6,523 1,021 8,816 19,768 17,624 27,312 19,981 10,293
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,966)
-6,219 1,178 -40 2,997 -8,142 -3,262 -7,004 -3,704 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 17.3 2.7 23.4 52.6 46.9 72.6 53.1 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 14 7 13 15 31 34
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,717
COMMITMENTS
24,775 7,424 27 18,587 51,416 43,389 58,867 23,328 7,850
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,241)
390 727 1 -1,581 -148 -1,190 580 3,431 1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 11.1 0.0 27.9 77.1 65.0 88.2 35.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 15 3 16 13 39 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,458
COMMITMENTS
42,555 49,732 697 53,122 12,609 96,374 63,038 11,084 44,420
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,904)
307 3,911 -105 1,753 -3,762 1,955 44 -51 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 46.3 0.6 49.4 11.7 89.7 58.7 10.3 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 32 1 20 15 51 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,266
COMMITMENTS
2,615 15,430 393 42,022 28,938 45,030 44,761 236 505
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -412)
-583 -103 0 73 -598 -510 -701 98 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 34.1 0.9 92.8 63.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 2 11 11 20 24
Updated January 12, 2007