WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 515,071
COMMITMENTS
75,587 63,804 148,328 252,927 239,986 476,842 452,118 38,229 62,953
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -9,900)
1,974 1,496 -5,199 -6,618 -4,988 -9,843 -8,692 -56 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.4 28.8 49.1 46.6 92.6 87.8 7.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
123 110 157 84 109 307 312
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,178,460
COMMITMENTS
409,650 62,882 648,189 846,812 1133789 1904651 1844861 273,809 333,599
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 32,145)
11,062 2,304 1,894 20,097 33,306 33,053 37,504 -908 -5,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.9 29.8 38.9 52.0 87.4 84.7 12.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 888)
275 128 301 336 398 749 733
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 19,653
COMMITMENTS
4,457 834 1,917 9,379 14,751 15,753 17,503 3,900 2,150
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 136)
-357 392 274 -72 -619 -155 48 291 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.2 9.8 47.7 75.1 80.2 89.1 19.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 8 14 19 17 52 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 660,578
COMMITMENTS
127,364 34,012 196,210 247,701 322,457 571,276 552,679 89,302 107,899
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 31,720)
1,714 2,168 14,782 13,621 16,417 30,118 33,367 1,602 -1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.1 29.7 37.5 48.8 86.5 83.7 13.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
161 109 192 148 170 432 390
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 331,389
COMMITMENTS
79,739 10,853 74,773 138,279 225,404 292,791 311,030 38,598 20,359
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,579)
-2,256 -2,823 4,487 -6,909 -4,843 -4,679 -3,180 3,100 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 3.3 22.6 41.7 68.0 88.4 93.9 11.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
84 25 56 59 62 182 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,105,647
COMMITMENTS
118,065 181,214 115,859 724,443 620,317 958,366 917,390 147,280 188,256
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -14,045)
15,474 -10,994 -11,296 -23,405 19,040 -19,227 -3,250 5,182 -10,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.4 10.5 65.5 56.1 86.7 83.0 13.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
41 45 53 83 96 151 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 263,665
COMMITMENTS
76,167 12,774 45,018 97,043 181,675 218,229 239,468 45,436 24,197
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 9,871)
6,469 -1,665 2,738 -1,450 6,124 7,756 7,197 2,115 2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 4.8 17.1 36.8 68.9 82.8 90.8 17.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
72 34 53 63 59 171 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,713
COMMITMENTS
4,237 688 2,275 8,487 13,997 14,999 16,960 3,713 1,752
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 403)
-297 39 559 338 -330 600 267 -197 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.7 12.2 45.4 74.8 80.2 90.6 19.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 6 9 30 22 58 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 852,208
COMMITMENTS
124,220 234,309 19,846 591,402 493,735 735,468 747,890 116,740 104,318
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 31,165)
-8,691 8,079 -195 38,317 24,112 29,432 31,996 1,734 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 27.5 2.3 69.4 57.9 86.3 87.8 13.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 40 17 81 76 124 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,906,873
COMMITMENTS
530,176 338,177 319,381 1750061 1861594 2599618 2519153 307,256 387,720
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -105,424)
-42,841 -63,546 9,338 -95,200 -20,459 -128,704 -74,667 23,280 -30,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 11.6 11.0 60.2 64.0 89.4 86.7 10.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
63 79 82 144 150 245 274
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,649,090
COMMITMENTS
184,514 241,424 130,039 1097274 989,182 1411827 1360644 237,263 288,446
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -31,601)
-8,257 -26,241 7,656 -54,921 3,748 -55,522 -14,836 23,921 -16,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.6 7.9 66.5 60.0 85.6 82.5 14.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
37 42 38 90 90 149 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 748,355
COMMITMENTS
152,983 98,491 292,611 277,141 332,174 722,735 723,276 25,620 25,078
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 38,697)
15,490 23,417 5,803 15,966 8,274 37,260 37,494 1,437 1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.2 39.1 37.0 44.4 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
37 38 53 56 58 122 121
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED 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: 10,963
COMMITMENTS
2,875 227 308 2,027 6,959 5,210 7,493 5,753 3,469
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 214)
-311 227 -5 270 154 -46 375 261 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 2.1 2.8 18.5 63.5 47.5 68.4 52.5 31.6
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
OPTION AND FUTURES COMBINED 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: 42,650
COMMITMENTS
11,596 5,827 2,326 9,005 25,249 22,927 33,403 19,723 9,248
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,450)
-2,301 2,612 168 3,307 -21 1,174 2,758 277 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 13.7 5.5 21.1 59.2 53.8 78.3 46.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 15 8 11 16 39 34
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 76,047
COMMITMENTS
33,235 7,579 544 19,938 59,683 53,717 67,806 22,330 8,241
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 3,096)
3,503 399 27 111 2,251 3,641 2,677 -545 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 10.0 0.7 26.2 78.5 70.6 89.2 29.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 18 11 19 14 52 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 142,865
COMMITMENTS
56,112 61,174 2,083 72,440 32,728 130,635 95,985 12,231 46,881
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 11,980)
6,457 4,931 2 4,730 4,795 11,188 9,728 792 2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 42.8 1.5 50.7 22.9 91.4 67.2 8.6 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
43 43 19 27 24 86 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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