WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 526,759
COMMITMENTS
68,320 60,832 155,944 265,565 244,073 489,829 460,850 36,930 65,910
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -11,203)
-1,079 4,225 -7,179 -2,495 -7,716 -10,753 -10,670 -449 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.5 29.6 50.4 46.3 93.0 87.5 7.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
114 100 138 81 107 280 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,117,734
COMMITMENTS
369,006 55,647 636,626 839,993 1087914 1845625 1780186 272,109 337,548
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -47,671)
-4,613 157 -35,248 -15,968 -20,777 -55,829 -55,869 8,158 8,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 2.6 30.1 39.7 51.4 87.2 84.1 12.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 819)
248 123 267 317 370 682 668
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 18,854
COMMITMENTS
4,862 125 1,416 8,782 15,144 15,060 16,685 3,794 2,170
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 975)
126 -2 115 534 671 776 785 200 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.7 7.5 46.6 80.3 79.9 88.5 20.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
29 6 11 16 15 51 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 571,574
COMMITMENTS
114,209 30,349 156,244 223,667 285,873 494,120 472,465 77,454 99,109
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 693)
673 -4,943 -957 226 6,537 -58 637 751 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 5.3 27.3 39.1 50.0 86.4 82.7 13.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
144 93 150 123 142 366 314
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 297,968
COMMITMENTS
67,567 7,623 65,720 131,882 205,273 265,169 278,616 32,799 19,353
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -3,072)
-352 -3,904 603 -2,421 1,580 -2,170 -1,721 -902 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 2.6 22.1 44.3 68.9 89.0 93.5 11.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
74 25 47 59 63 165 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,095,029
COMMITMENTS
122,292 210,761 105,837 721,446 575,716 949,575 892,314 145,454 202,715
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 62,656)
-8,239 3,281 6,376 54,781 46,876 52,918 56,533 9,738 6,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 19.2 9.7 65.9 52.6 86.7 81.5 13.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
41 37 44 78 89 137 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 237,717
COMMITMENTS
53,217 19,651 38,650 107,826 159,871 199,693 218,172 38,024 19,545
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 9,612)
3,215 381 1,671 2,088 6,978 6,975 9,030 2,637 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 8.3 16.3 45.4 67.3 84.0 91.8 16.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
74 29 48 57 58 159 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,146
COMMITMENTS
4,927 516 1,581 7,931 14,696 14,439 16,792 3,707 1,354
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -269)
-522 174 -44 336 -517 -230 -387 -39 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.8 8.7 43.7 81.0 79.6 92.5 20.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 3 7 30 23 59 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 806,962
COMMITMENTS
145,570 227,060 8,044 527,025 443,332 680,638 678,435 126,324 128,527
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 32,410)
9,644 -6,202 -878 25,760 30,885 34,526 23,805 -2,117 8,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.1 1.0 65.3 54.9 84.3 84.1 15.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
43 38 15 84 70 131 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,955,503
COMMITMENTS
567,695 387,897 298,531 1756829 1802330 2623055 2488758 332,447 466,745
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -25,819)
-27,272 -103 -4,784 20,292 13,082 -11,764 8,194 -14,056 -34,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 13.1 10.1 59.4 61.0 88.8 84.2 11.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
60 72 64 136 139 223 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,710,081
COMMITMENTS
220,600 215,405 130,384 1141019 1043448 1492003 1389236 218,078 320,845
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -11,194)
28,910 -42,329 -11,704 -25,837 8,578 -8,631 -45,455 -2,562 34,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 12.6 7.6 66.7 61.0 87.2 81.2 12.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
39 38 38 88 91 146 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 797,155
COMMITMENTS
135,424 70,422 310,593 317,088 382,897 763,106 763,912 34,049 33,243
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 56,232)
12,282 5,676 28,487 18,311 19,574 59,080 53,737 -2,848 2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.8 39.0 39.8 48.0 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
28 39 52 62 63 119 125
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED 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: 10,082
COMMITMENTS
2,953 668 344 828 5,647 4,125 6,659 5,957 3,423
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 233)
-382 -3 218 -105 -105 -269 110 502 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.6 3.4 8.2 56.0 40.9 66.0 59.1 34.0
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
OPTION AND FUTURES COMBINED 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: 37,877
COMMITMENTS
11,171 5,039 2,055 7,254 23,688 20,480 30,782 17,397 7,094
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -9,260)
-991 -1,292 -1,288 -5,049 -291 -7,328 -2,871 -1,933 -6,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 13.3 5.4 19.2 62.5 54.1 81.3 45.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 10 9 9 15 30 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 70,995
COMMITMENTS
27,577 5,383 416 19,847 57,068 47,841 62,866 23,155 8,129
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,693)
868 541 174 319 458 1,361 1,173 332 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 7.6 0.6 28.0 80.4 67.4 88.5 32.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 14 10 19 15 46 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 122,892
COMMITMENTS
48,196 55,484 1,518 62,522 24,460 112,236 81,463 10,656 41,430
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,567)
867 1,949 -136 1,152 2,610 1,882 4,422 -315 -2,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 45.1 1.2 50.9 19.9 91.3 66.3 8.7 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
37 42 20 22 22 74 69
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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