WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,273
COMMITMENTS
72,144 61,600 103,505 248,041 229,979 423,690 395,084 33,583 62,189
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 9,515)
6,359 520 4,848 -2,479 2,179 8,728 7,547 787 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 13.5 22.6 54.2 50.3 92.7 86.4 7.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
96 103 116 70 104 253 265
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,487,437
COMMITMENTS
409,616 76,460 219,855 672,784 921,900 1302255 1218215 185,182 269,222
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 36,753)
11,427 1,122 -990 15,004 42,418 25,441 42,550 11,312 -5,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 5.1 14.8 45.2 62.0 87.6 81.9 12.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
243 101 189 256 340 579 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,779
COMMITMENTS
5,212 137 524 7,502 14,220 13,238 14,881 3,541 1,898
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,288)
363 33 170 515 934 1,048 1,137 240 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 0.8 3.1 44.7 84.7 78.9 88.7 21.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 5 8 15 14 47 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,593
COMMITMENTS
129,173 41,205 63,882 179,818 242,292 372,873 347,379 57,720 83,214
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 14,179)
14,345 -890 684 -1,110 12,911 13,919 12,705 260 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.6 14.8 41.8 56.3 86.6 80.7 13.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
136 80 97 95 138 288 277
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,399
COMMITMENTS
10,321 3,841 1,264 224 981 11,809 6,086 3,590 9,313
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,053)
1,058 2,388 -116 198 13 1,140 2,285 913 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 24.9 8.2 1.5 6.4 76.7 39.5 23.3 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 7 11 2 3 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,832
COMMITMENTS
70,107 11,373 42,028 116,416 187,880 228,551 241,281 32,281 19,551
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 8,457)
7,146 -3,040 4,438 -5,038 9,766 6,546 11,164 1,911 -2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 4.4 16.1 44.6 72.0 87.6 92.5 12.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
82 20 40 55 53 163 104
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 839,081
COMMITMENTS
139,979 209,262 14,294 565,935 436,434 720,208 659,990 118,873 179,091
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 45,741)
14,506 16,794 6,345 17,806 6,201 38,657 29,340 7,084 16,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 24.9 1.7 67.4 52.0 85.8 78.7 14.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 46 24 69 77 120 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,992
COMMITMENTS
52,919 19,943 25,021 97,065 145,160 175,005 190,124 32,987 17,868
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 10,205)
9,917 -2,476 2,676 -1,951 11,000 10,642 11,200 -437 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 9.6 12.0 46.7 69.8 84.1 91.4 15.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
70 28 45 53 50 155 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,465
COMMITMENTS
5,715 386 958 7,276 14,944 13,949 16,288 3,516 1,177
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 223)
-367 -38 146 390 -106 169 2 54 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 2.2 5.5 41.7 85.6 79.9 93.3 20.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 3 8 29 23 63 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 758,481
COMMITMENTS
129,760 233,048 4,889 496,866 402,197 631,515 640,134 126,966 118,347
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,059)
-1,567 11,614 868 -3,946 -19,481 -4,645 -6,999 7,704 10,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 30.7 0.6 65.5 53.0 83.3 84.4 16.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 39 10 79 66 122 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,399,069
COMMITMENTS
672,918 378,217 64,692 1344797 1488581 2082407 1931490 316,662 467,579
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 84,231)
39,480 34,136 784 18,053 15,800 58,317 50,720 25,914 33,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 15.8 2.7 56.1 62.0 86.8 80.5 13.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
72 68 35 110 119 195 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,507,251
COMMITMENTS
219,776 260,003 30,869 1045596 939,897 1296241 1230769 211,010 276,482
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 49,934)
-577 26,002 10,391 39,345 27,912 49,159 64,305 775 -14,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 17.3 2.0 69.4 62.4 86.0 81.7 14.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
42 39 27 82 81 138 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 425,347
COMMITMENTS
119,167 80,413 70,585 203,149 249,560 392,901 400,558 32,446 24,789
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 47,344)
26,522 17,854 6,259 13,529 18,549 46,310 42,662 1,034 4,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 18.9 16.6 47.8 58.7 92.4 94.2 7.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
28 29 32 54 46 98 93
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,726
COMMITMENTS
3,335 672 117 896 5,752 4,348 6,541 5,378 3,185
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -107)
531 141 -58 129 -129 602 -46 -709 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 6.9 1.2 9.2 59.1 44.7 67.3 55.3 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 3 1 3 9 14 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,817
COMMITMENTS
12,386 6,410 1,232 11,591 23,559 25,209 31,201 18,608 12,616
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 5,218)
3,432 722 -137 2,117 3,398 5,412 3,983 -194 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 14.6 2.8 26.5 53.8 57.5 71.2 42.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 15 10 9 14 35 36
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,640
COMMITMENTS
26,608 4,900 40 19,406 56,533 46,054 61,473 22,586 7,167
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,106)
1,043 -711 -2 504 2,586 1,545 1,873 561 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 7.1 0.1 28.3 82.4 67.1 89.6 32.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 13 4 18 15 41 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,879
COMMITMENTS
47,362 54,048 637 60,102 20,329 108,101 75,014 10,778 43,865
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 5,752)
868 1,995 -134 7,112 5,715 7,846 7,576 -2,094 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 45.5 0.5 50.6 17.1 90.9 63.1 9.1 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
36 39 3 19 19 58 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,666
COMMITMENTS
3,113 16,341 393 42,039 28,811 45,545 45,545 121 121
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 767)
886 805 -56 -63 235 767 984 0 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 35.8 0.9 92.1 63.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 13 2 11 12 20 26
Updated January 26, 2007