WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,793
COMMITMENTS
73,463 72,110 94,414 240,061 216,214 407,938 382,738 34,855 60,055
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -11,594)
3,728 -652 -4,789 -10,971 -4,080 -12,032 -9,521 438 -2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 16.3 21.3 54.2 48.8 92.1 86.4 7.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
103 107 135 71 101 275 281
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,499,458
COMMITMENTS
445,419 75,871 218,429 643,181 926,263 1307029 1220563 192,429 278,895
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 10,672)
38,089 -4,482 -9,259 -17,127 19,229 11,703 5,488 -1,031 5,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 5.1 14.6 42.9 61.8 87.2 81.4 12.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 825)
274 102 215 257 345 625 607
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,283
COMMITMENTS
5,409 400 783 8,536 15,192 14,728 16,375 3,555 1,908
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -568)
-141 286 180 -626 -1,091 -587 -625 19 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 2.2 4.3 46.7 83.1 80.6 89.6 19.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
29 4 10 19 16 52 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,776
COMMITMENTS
146,228 43,064 74,851 188,052 264,309 409,131 382,224 66,645 93,552
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 14,273)
2,488 7,014 5,861 2,310 -2,404 10,659 10,471 3,614 3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 9.1 15.7 39.5 55.6 86.0 80.3 14.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
151 90 127 104 146 339 314
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,124
COMMITMENTS
12,604 5,178 1,084 271 1,258 13,959 7,520 4,165 10,604
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 655)
976 121 -136 32 225 872 210 -217 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.5 28.6 6.0 1.5 6.9 77.0 41.5 23.0 58.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 8 12 2 4 21 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,239
COMMITMENTS
82,557 16,590 43,432 127,168 210,277 253,157 270,299 34,082 16,940
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 11,541)
-2,624 953 1,005 11,114 8,511 9,495 10,469 2,046 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 5.8 15.1 44.3 73.2 88.1 94.1 11.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
90 23 48 56 55 175 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 888,406
COMMITMENTS
125,595 196,879 25,450 612,314 486,785 763,359 709,114 125,047 179,292
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -5,345)
-5,132 -7,105 5,722 -2,047 4,470 -1,457 3,087 -3,888 -8,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 22.2 2.9 68.9 54.8 85.9 79.8 14.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 41 26 67 88 114 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,728
COMMITMENTS
72,516 15,022 29,464 87,288 165,349 189,268 209,835 40,460 19,893
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 9,111)
13,052 -2,941 3,726 -9,788 8,117 6,990 8,902 2,121 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 6.5 12.8 38.0 72.0 82.4 91.3 17.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
79 26 51 56 55 166 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,847
COMMITMENTS
4,602 649 895 7,665 13,816 13,162 15,360 3,685 1,487
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 389)
-104 -25 154 239 100 289 229 100 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 3.9 5.3 45.5 82.0 78.1 91.2 21.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 3 6 27 21 56 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 802,617
COMMITMENTS
126,074 224,046 15,670 548,307 458,708 690,051 698,424 112,566 104,193
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -19,089)
-3,989 -18,227 3,464 -410 17,520 -935 2,757 -18,154 -21,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 27.9 2.0 68.3 57.2 86.0 87.0 14.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 40 16 79 73 124 124
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,453,314
COMMITMENTS
616,647 396,565 97,249 1485096 1572528 2198992 2066342 254,322 386,972
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 84,624)
14,567 54,633 15,849 76,482 16,025 106,898 86,507 -22,274 -1,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 16.2 4.0 60.5 64.1 89.6 84.2 10.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
68 62 45 123 126 202 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,494,378
COMMITMENTS
200,273 276,434 35,377 1057201 895,740 1292851 1207551 201,527 286,827
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -53,881)
-26,824 6,749 -3,150 -8,429 -55,963 -38,403 -52,364 -15,478 -1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 18.5 2.4 70.7 59.9 86.5 80.8 13.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
33 43 26 78 82 125 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 417,532
COMMITMENTS
138,859 77,390 87,171 169,592 232,345 395,622 396,906 21,910 20,626
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 30,035)
28,807 3,601 5,322 4,092 25,699 38,221 34,622 -8,186 -4,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 18.5 20.9 40.6 55.6 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
29 34 40 48 43 101 94
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,631
COMMITMENTS
3,186 0 313 1,757 6,800 5,256 7,113 5,375 3,518
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 642)
233 -668 -31 929 1,153 1,131 454 -489 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 0.0 2.9 16.5 64.0 49.4 66.9 50.6 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 0 2 3 10 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 39,189
COMMITMENTS
13,855 3,390 1,350 5,499 24,880 20,704 29,620 18,485 9,569
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 697)
3,082 -1,323 -189 -1,721 2,583 1,172 1,071 -475 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 8.7 3.4 14.0 63.5 52.8 75.6 47.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 10 5 7 15 33 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,945
COMMITMENTS
29,543 7,269 54 19,653 57,337 49,250 64,660 22,695 7,285
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 112)
-88 155 5 176 -65 93 95 19 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 10.1 0.1 27.3 79.7 68.5 89.9 31.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 19 5 18 13 46 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,889
COMMITMENTS
49,815 56,730 848 65,956 26,162 116,619 83,740 11,270 44,149
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,153)
-3,104 3,564 445 7,797 -140 5,138 3,869 -985 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 44.4 0.7 51.6 20.5 91.2 65.5 8.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
45 38 7 27 21 76 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,678
COMMITMENTS
2,842 16,594 586 41,129 27,343 44,557 44,523 121 155
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 525)
-264 -26 188 601 314 525 476 0 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 37.1 1.3 92.1 61.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 3 11 12 19 25
Updated February 16, 2007