WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,128
COMMITMENTS
70,145 68,439 100,648 247,579 219,951 418,372 389,038 33,756 63,090
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -5,145)
-1,999 6,839 -2,857 -462 -10,028 -5,318 -6,046 173 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 15.1 22.3 54.8 48.6 92.5 86.0 7.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
93 104 116 69 101 246 268
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,485,266
COMMITMENTS
402,322 70,237 226,410 662,744 912,259 1291476 1208906 193,790 276,360
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -2,171)
-7,294 -6,223 6,555 -10,040 -9,641 -10,779 -9,309 8,608 7,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 4.7 15.2 44.6 61.4 87.0 81.4 13.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
251 96 197 248 336 583 576
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,778
COMMITMENTS
5,355 120 641 8,029 14,926 14,025 15,687 3,753 2,091
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 999)
143 -17 117 527 706 787 806 212 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 0.7 3.6 45.2 84.0 78.9 88.2 21.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
32 3 10 15 14 50 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,976
COMMITMENTS
128,492 36,451 71,038 181,540 249,565 381,070 357,054 60,906 84,922
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 11,383)
-681 -4,754 7,156 1,722 7,273 8,197 9,675 3,186 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 8.2 16.1 41.1 56.5 86.2 80.8 13.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
134 76 111 92 134 300 278
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,584
COMMITMENTS
10,204 3,978 1,345 239 1,021 11,788 6,344 3,796 9,240
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 185)
-117 137 81 15 40 -21 258 206 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 25.5 8.6 1.5 6.6 75.6 40.7 24.4 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 6 11 2 3 18 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,792
COMMITMENTS
70,037 7,325 43,358 114,690 190,868 228,085 241,551 31,707 18,241
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -1,040)
-70 -4,048 1,330 -1,726 2,988 -466 270 -574 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 2.8 16.7 44.1 73.5 87.8 93.0 12.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
79 20 38 56 55 161 100
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 893,358
COMMITMENTS
142,069 209,288 16,589 608,329 484,400 766,987 710,277 126,371 183,081
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 54,277)
2,090 26 2,295 42,394 47,966 46,779 50,287 7,498 3,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 23.4 1.9 68.1 54.2 85.9 79.5 14.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 38 19 69 78 113 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,580
COMMITMENTS
56,247 20,232 26,470 99,340 152,407 182,057 199,109 35,523 18,471
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 9,588)
3,328 289 1,449 2,275 7,247 7,052 8,985 2,536 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 9.3 12.2 45.7 70.0 83.7 91.5 16.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
74 27 44 54 54 154 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,199
COMMITMENTS
5,303 587 847 7,582 14,473 13,732 15,907 3,467 1,292
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -266)
-412 201 -111 306 -471 -217 -381 -49 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 3.4 4.9 44.1 84.2 79.8 92.5 20.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 3 7 29 22 58 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 788,759
COMMITMENTS
136,954 225,480 4,627 522,879 431,725 664,460 661,832 124,299 126,927
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 30,278)
7,194 -7,568 -262 26,013 29,528 32,945 21,698 -2,667 8,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 28.6 0.6 66.3 54.7 84.2 83.9 15.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 38 12 84 67 130 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,412,726
COMMITMENTS
632,355 378,953 75,880 1400097 1530132 2108332 1984965 304,394 427,761
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 13,657)
-40,563 736 11,188 55,300 41,551 25,925 53,475 -12,268 -39,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.7 3.1 58.0 63.4 87.4 82.3 12.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
63 62 32 115 114 190 196
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,522,255
COMMITMENTS
242,488 220,636 38,190 1033030 959,333 1313708 1218159 208,547 304,096
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 15,004)
22,712 -39,367 7,321 -12,566 19,436 17,467 -12,610 -2,463 27,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 14.5 2.5 67.9 63.0 86.3 80.0 13.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 36 24 80 81 132 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 463,980
COMMITMENTS
130,538 87,501 85,238 217,763 263,376 433,539 436,115 30,441 27,865
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 38,633)
11,371 7,088 14,653 14,614 13,816 40,638 35,557 -2,005 3,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 18.9 18.4 46.9 56.8 93.4 94.0 6.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
24 34 35 52 49 97 98
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,989
COMMITMENTS
2,953 668 344 828 5,647 4,125 6,659 5,864 3,330
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 263)
-382 -4 227 -68 -105 -223 118 486 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 6.7 3.4 8.3 56.5 41.3 66.7 58.7 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 1 3 7 11 11
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,750
COMMITMENTS
11,143 5,068 1,640 7,197 23,543 19,980 30,251 16,770 6,499
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -7,067)
-1,243 -1,342 408 -4,394 -16 -5,229 -950 -1,838 -6,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 13.8 4.5 19.6 64.1 54.4 82.3 45.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 11 8 8 15 28 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 70,239
COMMITMENTS
27,491 5,467 48 19,714 56,986 47,253 62,501 22,986 7,738
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,599)
883 567 8 308 453 1,199 1,028 400 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 7.8 0.1 28.1 81.1 67.3 89.0 32.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 14 6 19 14 44 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,197
COMMITMENTS
48,229 56,068 356 61,122 22,741 109,707 79,165 10,490 41,032
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,318)
867 2,020 -281 1,020 2,412 1,606 4,151 -288 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 46.6 0.3 50.9 18.9 91.3 65.9 8.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
37 37 5 20 20 61 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,477
COMMITMENTS
2,130 15,763 548 40,677 27,041 43,355 43,352 122 125
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -2,189)
-983 -578 155 -1,362 -1,770 -2,190 -2,193 1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 36.3 1.3 93.6 62.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 10 3 12 11 21 23
Updated February 2, 2007