WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,758
COMMITMENTS
65,785 61,080 98,657 250,520 227,800 414,962 387,537 32,796 60,221
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -8,676)
-3,670 -1,509 4,540 -8,301 -12,127 -7,431 -9,096 -1,245 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 13.6 22.0 55.9 50.9 92.7 86.6 7.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
95 109 125 71 106 258 274
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,450,684
COMMITMENTS
398,189 75,338 220,845 657,780 879,482 1276814 1175665 173,870 275,019
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 45,842)
38,477 -4,448 4,606 -23,714 37,092 19,369 37,250 26,473 8,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 5.2 15.2 45.3 60.6 88.0 81.0 12.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769)
244 95 180 245 337 559 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,491
COMMITMENTS
4,849 104 354 6,987 13,286 12,190 13,744 3,301 1,747
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 773)
169 23 -23 650 882 796 882 -23 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 0.7 2.3 45.1 85.8 78.7 88.7 21.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 3 8 13 14 41 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,414
COMMITMENTS
114,828 42,095 63,198 180,928 229,381 358,954 334,674 57,460 81,740
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 24,415)
10,198 3,601 575 3,573 13,645 14,346 17,821 10,069 6,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 10.1 15.2 43.4 55.1 86.2 80.4 13.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
130 81 103 92 132 281 277
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,346
COMMITMENTS
9,263 1,453 1,380 26 968 10,669 3,801 2,677 9,545
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,179)
1,802 102 -29 8 -77 1,781 -4 398 2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.4 10.9 10.3 0.2 7.3 79.9 28.5 20.1 71.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 7 11 1 3 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 252,375
COMMITMENTS
62,961 14,413 37,590 121,454 178,114 222,005 230,117 30,370 22,258
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -3,121)
-3,093 -2,359 3,055 -4,026 -4,237 -4,064 -3,541 943 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.7 14.9 48.1 70.6 88.0 91.2 12.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
75 21 38 59 54 156 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 793,340
COMMITMENTS
125,473 192,468 7,949 548,129 430,233 681,551 630,650 111,789 162,690
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 10,469)
7,736 22,064 -2,729 21,229 -5,978 26,236 13,357 -15,767 -2,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 24.3 1.0 69.1 54.2 85.9 79.5 14.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 49 21 70 73 118 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,787
COMMITMENTS
43,002 22,419 22,345 99,016 134,160 164,363 178,924 33,424 18,863
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 7,796)
6,883 -1,102 -2,284 -831 11,483 3,768 8,097 4,028 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 11.3 11.3 50.1 67.8 83.1 90.5 16.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
65 29 42 52 45 147 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,242
COMMITMENTS
6,082 424 812 6,886 15,050 13,780 16,286 3,462 956
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,805)
1,339 -312 143 -35 1,791 1,447 1,622 358 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 2.5 4.7 39.9 87.3 79.9 94.5 20.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
30 6 7 28 22 62 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 755,422
COMMITMENTS
131,327 221,434 4,021 500,812 421,678 636,160 647,133 119,262 108,289
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -24,003)
-8,902 2,368 999 8,591 -4,114 688 -747 -24,691 -23,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 29.3 0.5 66.3 55.8 84.2 85.7 15.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
43 35 12 78 65 125 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,314,838
COMMITMENTS
633,438 344,081 63,908 1326744 1472781 2024090 1880770 290,748 434,068
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 18,777)
6,970 19,018 2,736 -9,990 -45,863 -284 -24,109 19,061 42,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 14.9 2.8 57.3 63.6 87.4 81.2 12.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
66 62 35 108 118 186 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,457,317
COMMITMENTS
220,353 234,001 20,478 1006251 911,985 1247082 1166464 210,235 290,853
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 36,777)
11,284 231 1,804 36,677 21,099 49,765 23,134 -12,988 13,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 16.1 1.4 69.0 62.6 85.6 80.0 14.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
43 34 21 80 84 133 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 378,003
COMMITMENTS
92,645 62,559 64,326 189,620 231,011 346,591 357,896 31,412 20,107
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 26,234)
10,994 -4,830 9,873 7,772 23,687 28,639 28,730 -2,405 -2,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 16.5 17.0 50.2 61.1 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
30 27 38 52 46 100 95
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,833
COMMITMENTS
2,804 531 175 767 5,881 3,746 6,587 6,087 3,246
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 296)
407 -185 -226 -100 -177 81 -588 215 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 5.4 1.8 7.8 59.8 38.1 67.0 61.9 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 2 1 3 9 12 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,599
COMMITMENTS
8,954 5,688 1,369 9,474 20,161 19,797 27,218 18,802 11,381
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 994)
1,167 -835 348 658 393 2,173 -94 -1,179 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 14.7 3.5 24.5 52.2 51.3 70.5 48.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 15 8 14 16 36 37
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,534
COMMITMENTS
25,565 5,611 42 18,902 53,947 44,509 59,600 22,025 6,934
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -183)
790 -1,813 15 315 2,531 1,120 733 -1,303 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 8.4 0.1 28.4 81.1 66.9 89.6 33.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 13 4 17 13 42 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,127
COMMITMENTS
46,494 52,053 771 52,990 14,614 100,255 67,438 12,872 45,689
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 5,669)
3,939 2,321 74 -132 2,005 3,881 4,400 1,788 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 46.0 0.7 46.8 12.9 88.6 59.6 11.4 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 37 1 22 17 53 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,899
COMMITMENTS
2,227 15,536 449 42,102 28,576 44,778 44,561 121 338
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -367)
-388 106 56 80 -362 -252 -200 -115 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 34.6 1.0 93.8 63.6 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 3 12 11 21 25
Updated January 19, 2007