WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,857
COMMITMENTS
69,819 89,180 88,571 257,165 206,209 415,555 383,960 32,302 63,897
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -8,229)
-5,468 11,137 -2,545 2,300 -14,665 -5,713 -6,073 -2,516 -2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 19.9 19.8 57.4 46.0 92.8 85.7 7.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
89 136 135 67 92 261 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,331,646
COMMITMENTS
287,009 168,170 254,934 625,930 641,070 1167873 1064174 163,773 267,472
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -10,743)
-2,002 15,705 -11,705 1,695 -11,738 -12,012 -7,738 1,269 -3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 12.6 19.1 47.0 48.1 87.7 79.9 12.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 745)
195 157 198 246 295 547 582
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,265
COMMITMENTS
5,344 307 363 2,449 8,624 8,156 9,294 3,109 1,971
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -439)
-30 129 9 -458 -619 -479 -481 40 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 2.7 3.2 21.7 76.6 72.4 82.5 27.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 3 5 9 14 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,380
COMMITMENTS
63,215 104,640 56,128 184,131 120,608 303,474 281,376 50,906 73,004
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 10,981)
-155 -3,056 6,101 3,597 7,797 9,543 10,842 1,438 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 29.5 15.8 52.0 34.0 85.6 79.4 14.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
98 142 106 92 107 265 306
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,458
COMMITMENTS
11,925 4,918 1,178 0 716 13,103 6,812 3,355 9,646
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 230)
297 258 -277 0 222 20 203 210 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 29.9 7.2 0.0 4.4 79.6 41.4 20.4 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 7 0 3 13 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,325
COMMITMENTS
66,130 18,103 44,744 128,731 179,188 239,605 242,035 22,720 20,290
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,044)
-450 3,413 4,144 -102 -8,270 3,592 -713 -4,636 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 6.9 17.1 49.1 68.3 91.3 92.3 8.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
63 34 42 50 45 138 112
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 834,113
COMMITMENTS
120,506 200,810 39,752 521,839 417,877 682,097 658,439 152,016 175,674
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 17,475)
22,113 9,408 4,501 -5,283 -11,903 21,331 2,006 -3,856 15,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 24.1 4.8 62.6 50.1 81.8 78.9 18.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
36 49 37 72 85 132 147
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 239,525
COMMITMENTS
38,056 72,717 34,101 135,228 108,983 207,385 215,801 32,140 23,724
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 8,926)
-514 3,465 2,855 3,250 1,097 5,591 7,417 3,335 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 30.4 14.2 56.5 45.5 86.6 90.1 13.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 68 37 59 47 127 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,736
COMMITMENTS
4,520 673 1,815 5,921 11,455 12,256 13,943 3,480 1,793
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 656)
-180 229 281 172 -231 273 279 383 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 4.3 11.5 37.6 72.8 77.9 88.6 22.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
27 9 10 20 21 51 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 730,105
COMMITMENTS
114,179 213,667 25,961 447,549 381,770 587,689 621,398 142,416 108,707
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 46,882)
5,496 12,042 13,959 30,615 32,869 50,070 58,870 -3,188 -11,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 29.3 3.6 61.3 52.3 80.5 85.1 19.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
42 34 18 66 75 118 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,314,018
COMMITMENTS
675,003 327,444 125,464 1161106 1483259 1961573 1936167 352,445 377,851
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 54,149)
51,926 16,859 1,874 -17,857 37,565 35,943 56,298 18,206 -2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 14.2 5.4 50.2 64.1 84.8 83.7 15.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
68 73 55 119 122 213 225
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,473,001
COMMITMENTS
254,372 261,640 92,773 849,220 836,022 1196365 1190435 276,636 282,566
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 106,207)
35,982 -38,292 26,409 35,369 105,167 97,760 93,284 8,447 12,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 17.8 6.3 57.7 56.8 81.2 80.8 18.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 49 36 84 88 147 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 525,452
COMMITMENTS
103,045 86,901 137,557 241,455 254,322 482,057 478,780 43,395 46,672
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 10,106)
12,897 -8,623 639 809 21,012 14,345 13,028 -4,239 -2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 16.5 26.2 46.0 48.4 91.7 91.1 8.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
29 36 40 59 60 108 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,222
COMMITMENTS
6,485 2,428 1,581 4,800 19,389 12,866 23,398 18,356 7,824
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -513)
764 -318 -282 -1,962 1,442 -1,480 842 967 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 7.8 5.1 15.4 62.1 41.2 74.9 58.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 4 11 14 25 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,729
COMMITMENTS
12,308 4,455 0 20,962 48,257 33,270 52,712 26,459 7,017
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,890)
531 407 -13 326 476 844 870 1,046 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 7.5 0.0 35.1 80.8 55.7 88.3 44.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 12 0 18 13 34 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,345
COMMITMENTS
26,522 23,229 720 66,981 25,500 94,223 49,449 10,122 54,896
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 4,638)
3,857 -1,731 356 -329 2,647 3,884 1,272 754 3,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 22.3 0.7 64.2 24.4 90.3 47.4 9.7 52.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 24 3 20 21 47 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 31,730
COMMITMENTS
12,433 5,582 357 18,412 25,371 31,202 31,310 528 420
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 8,090)
-330 -1,049 -150 8,368 9,030 7,888 7,831 202 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 17.6 1.1 58.0 80.0 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 3 14 12 22 27
Updated August 18, 2006