WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,032
COMMITMENTS
69,121 58,013 143,354 275,097 259,827 487,572 461,194 38,460 64,838
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 12,288)
-5,530 3,118 10,988 5,639 -1,964 11,097 12,142 1,191 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 11.0 27.3 52.3 49.4 92.7 87.7 7.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
119 111 141 80 109 283 297
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,982,035
COMMITMENTS
318,152 71,817 606,944 854,154 985,298 1779250 1664058 202,785 317,977
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 19,135)
-21,414 14,076 32,671 19,015 -29,003 30,271 17,744 -11,137 1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.6 30.6 43.1 49.7 89.8 84.0 10.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 760)
196 125 221 304 366 608 625
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,906
COMMITMENTS
4,089 109 1,231 7,215 12,605 12,535 13,945 3,371 1,961
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -222)
-381 6 -19 559 -221 159 -234 -381 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.7 7.7 45.4 79.2 78.8 87.7 21.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 6 8 13 14 44 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 498,726
COMMITMENTS
90,737 35,831 132,372 214,540 243,179 437,650 411,382 61,076 87,344
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 773)
-1,903 2,770 1,822 1,096 -5,677 1,016 -1,085 -243 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.2 26.5 43.0 48.8 87.8 82.5 12.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
131 81 129 117 140 319 297
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,729
COMMITMENTS
60,860 17,758 53,874 139,304 189,671 254,038 261,304 30,691 23,425
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2,921)
-1,987 2,568 -575 1,282 -5,197 -1,279 -3,204 -1,641 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.2 18.9 48.9 66.6 89.2 91.8 10.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
65 29 48 61 60 158 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 945,487
COMMITMENTS
117,541 169,196 84,348 602,498 511,324 804,388 764,868 141,099 180,619
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 8,879)
11,580 -10,093 5,325 -11,536 5,950 5,369 1,181 3,509 7,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 17.9 8.9 63.7 54.1 85.1 80.9 14.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
44 41 47 79 84 145 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,766
COMMITMENTS
31,389 23,744 35,018 109,028 128,033 175,434 186,794 31,331 19,971
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -123)
-4,328 338 1,070 2,920 -2,726 -338 -1,318 215 1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.5 16.9 52.7 61.9 84.8 90.3 15.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 37 51 58 53 141 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,202
COMMITMENTS
4,567 762 1,152 7,093 13,458 12,812 15,372 3,390 830
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 835)
513 -403 -198 144 1,446 459 845 375 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 4.7 7.1 43.8 83.1 79.1 94.9 20.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 7 7 30 22 59 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 794,141
COMMITMENTS
145,110 219,022 7,302 496,788 434,513 649,200 660,838 144,941 133,303
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 35,688)
11,012 22,108 -104 11,182 7,513 22,090 29,516 13,599 6,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 27.6 0.9 62.6 54.7 81.7 83.2 18.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
42 32 12 73 66 121 104
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,757,248
COMMITMENTS
573,709 322,301 250,039 1640153 1766313 2463901 2338652 293,347 418,595
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 24,243)
-8,840 28,607 -4,377 42,604 -6,890 29,387 17,340 -5,144 6,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 11.7 9.1 59.5 64.1 89.4 84.8 10.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
57 74 62 128 132 216 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,580,187
COMMITMENTS
182,355 234,582 107,361 1057388 949,917 1347104 1291859 233,083 288,328
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 64,095)
22,380 -9,639 2,551 58,347 54,537 83,279 47,449 -19,184 16,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.8 6.8 66.9 60.1 85.2 81.8 14.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
42 31 29 93 89 147 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 589,207
COMMITMENTS
99,492 64,886 208,129 244,640 290,123 552,261 563,138 36,945 26,068
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 41,527)
1,463 -5,251 22,493 14,233 22,560 38,189 39,802 3,338 1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.0 35.3 41.5 49.2 93.7 95.6 6.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 34 52 54 52 115 113
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,631
COMMITMENTS
2,397 716 401 882 6,058 3,680 7,175 5,951 2,456
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -1,432)
103 -349 -6 69 50 166 -305 -1,597 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 7.4 4.2 9.2 62.9 38.2 74.5 61.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 1 4 10 11 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,162
COMMITMENTS
7,752 6,153 2,790 9,051 20,270 19,593 29,213 20,569 10,950
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,611)
-6,007 1,239 54 3,047 -7,985 -2,906 -6,692 -3,705 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 15.3 6.9 22.5 50.5 48.8 72.7 51.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 14 14 15 16 40 39
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,900
COMMITMENTS
24,880 7,437 630 18,786 51,505 44,296 59,572 23,604 8,328
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,198)
433 743 -67 -1,607 -153 -1,240 523 3,438 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 11.0 0.9 27.7 75.9 65.2 87.7 34.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 16 7 17 13 42 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,355
COMMITMENTS
42,507 48,962 2,112 54,436 14,403 99,056 65,477 11,299 44,878
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,054)
364 3,766 87 1,689 -3,561 2,140 292 -86 1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 44.4 1.9 49.3 13.1 89.8 59.3 10.2 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 37 16 21 18 63 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,266
COMMITMENTS
2,615 15,430 393 42,022 28,938 45,030 44,761 236 505
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -412)
-583 -103 0 73 -598 -510 -701 98 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 34.1 0.9 92.8 63.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 2 11 11 20 24
Updated January 12, 2007