WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,225
COMMITMENTS
76,712 74,874 87,828 234,031 211,211 398,571 373,913 34,654 59,312
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -9,568)
3,249 2,764 -6,586 -6,030 -5,003 -9,367 -8,825 -201 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 17.3 20.3 54.0 48.8 92.0 86.3 8.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
108 110 132 72 99 279 281
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,523,926
COMMITMENTS
466,350 78,970 210,257 656,728 959,737 1333335 1248964 190,591 274,962
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 24,468)
20,931 3,099 -8,172 13,547 33,474 26,306 28,401 -1,838 -3,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 5.2 13.8 43.1 63.0 87.5 82.0 12.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 852)
272 101 225 264 359 645 630
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,342
COMMITMENTS
5,183 820 901 8,413 14,593 14,497 16,314 3,845 2,028
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 59)
-226 420 118 -123 -599 -231 -61 290 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 4.5 4.9 45.9 79.6 79.0 88.9 21.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
29 4 12 18 16 51 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,764
COMMITMENTS
148,612 44,055 83,100 198,667 278,835 430,379 405,990 66,385 90,774
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 20,988)
2,384 991 8,249 10,615 14,526 21,248 23,766 -260 -2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 8.9 16.7 40.0 56.1 86.6 81.7 13.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
149 86 142 116 158 360 337
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,391
COMMITMENTS
10,582 3,458 1,113 319 1,099 12,014 5,670 5,377 11,721
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -733)
-2,022 -1,720 29 48 -159 -1,945 -1,850 1,212 1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 19.9 6.4 1.8 6.3 69.1 32.6 30.9 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 8 11 2 4 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 286,036
COMMITMENTS
79,679 13,352 47,757 121,308 205,991 248,744 267,100 37,292 18,936
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,203)
-2,878 -3,238 4,325 -5,860 -4,286 -4,413 -3,199 3,210 1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 4.7 16.7 42.4 72.0 87.0 93.4 13.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
86 22 48 56 54 176 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 883,153
COMMITMENTS
124,869 184,472 26,382 600,294 508,646 751,545 719,500 131,608 163,653
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -5,253)
-726 -12,407 932 -12,020 21,861 -11,814 10,386 6,561 -15,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 20.9 3.0 68.0 57.6 85.1 81.5 14.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 45 29 68 88 117 147
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 235,601
COMMITMENTS
77,916 13,339 29,877 85,184 169,782 192,977 212,998 42,624 22,603
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 5,873)
5,400 -1,683 413 -2,104 4,433 3,709 3,163 2,164 2,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 5.7 12.7 36.2 72.1 81.9 90.4 18.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
79 24 44 59 53 166 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,194
COMMITMENTS
4,499 683 1,390 7,807 13,476 13,696 15,549 3,498 1,645
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 347)
-103 34 495 142 -340 534 189 -187 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 4.0 8.1 45.4 78.4 79.7 90.4 20.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 3 9 28 21 56 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 835,145
COMMITMENTS
120,163 233,045 16,211 585,874 485,267 722,248 734,523 112,897 100,622
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 32,528)
-5,911 8,999 541 37,567 26,559 32,197 36,099 331 -3,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 27.9 1.9 70.2 58.1 86.5 88.0 13.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
36 38 15 80 75 121 124
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,333,068
COMMITMENTS
556,431 349,142 109,088 1388916 1515066 2054435 1973296 278,633 359,772
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -120,246)
-60,216 -47,423 11,839 -96,180 -57,462 -144,557 -93,046 24,311 -27,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 15.0 4.7 59.5 64.9 88.1 84.6 11.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
63 76 53 115 130 203 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,958
COMMITMENTS
188,988 255,113 44,639 1009739 894,428 1243366 1194180 225,592 274,778
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -25,420)
-11,285 -21,321 9,262 -47,462 -1,312 -49,485 -13,371 24,065 -12,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 17.4 3.0 68.7 60.9 84.6 81.3 15.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
33 42 25 79 82 127 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 455,993
COMMITMENTS
145,109 95,132 100,318 187,235 238,356 432,662 433,806 23,331 22,187
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 38,461)
6,250 17,742 13,147 17,643 6,011 37,040 36,900 1,421 1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 20.9 22.0 41.1 52.3 94.9 95.1 5.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
33 32 42 49 47 108 97
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,847
COMMITMENTS
2,875 229 287 2,027 6,956 5,189 7,472 5,658 3,375
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 216)
-311 229 -26 270 156 -67 359 283 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 2.1 2.6 18.7 64.1 47.8 68.9 52.2 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 2 3 10 11 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,402
COMMITMENTS
11,576 5,969 1,514 8,473 24,631 21,563 32,114 18,839 8,288
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,213)
-2,279 2,579 164 2,974 -249 859 2,494 354 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 14.8 3.7 21.0 61.0 53.4 79.5 46.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 15 6 9 15 35 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,991
COMMITMENTS
33,021 7,679 58 19,763 59,597 52,842 67,334 22,149 7,657
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 3,046)
3,478 410 4 110 2,260 3,592 2,674 -546 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 10.2 0.1 26.4 79.5 70.5 89.8 29.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 18 7 19 13 50 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,137
COMMITMENTS
56,269 61,858 932 70,865 31,151 128,066 93,941 12,071 46,196
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 12,248)
6,454 5,128 84 4,909 4,989 11,447 10,201 801 2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 44.1 0.7 50.6 22.2 91.4 67.0 8.6 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
42 42 9 25 22 74 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,538
COMMITMENTS
3,358 16,549 478 42,566 29,376 46,402 46,403 136 135
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,860)
516 -45 -108 1,437 2,033 1,845 1,880 15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 35.6 1.0 91.5 63.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 10 3 10 11 19 23
Updated February 23, 2007