WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 512,816
COMMITMENTS
66,292 82,115 135,644 274,329 227,444 476,265 445,202 36,551 67,614
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,596)
-7,933 11,336 3,909 5,746 -13,897 1,722 1,348 -3,318 -2,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 16.0 26.5 53.5 44.4 92.9 86.8 7.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
99 140 153 79 98 288 315
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,701,840
COMMITMENTS
261,991 151,159 500,794 742,542 727,616 1505328 1379569 196,512 322,271
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -2,604)
-11,146 16,103 -2,030 9,238 -13,542 -3,937 532 1,333 -3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.9 29.4 43.6 42.8 88.5 81.1 11.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782)
202 177 264 298 320 635 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 13,019
COMMITMENTS
4,891 397 1,444 3,321 8,983 9,656 10,824 3,363 2,195
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -511)
-54 90 81 -544 -697 -517 -525 6 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 3.0 11.1 25.5 69.0 74.2 83.1 25.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 8 8 12 15 36 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 443,178
COMMITMENTS
55,501 101,640 109,413 216,212 141,440 381,125 352,493 62,054 90,686
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 16,757)
-211 -2,963 8,879 6,476 9,617 15,144 15,532 1,613 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 22.9 24.7 48.8 31.9 86.0 79.5 14.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
110 156 161 110 121 318 361
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 289,585
COMMITMENTS
57,538 20,437 63,405 144,643 184,163 265,586 268,005 23,999 21,580
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,711)
-4,318 1,419 9,052 1,938 -8,261 6,672 2,210 -4,961 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 7.1 21.9 49.9 63.6 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
57 43 52 54 50 148 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,156,404
COMMITMENTS
124,463 182,617 229,083 631,336 539,720 984,882 951,420 171,522 204,984
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 40,488)
27,299 11,048 8,059 7,265 4,880 42,623 23,988 -2,135 16,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 15.8 19.8 54.6 46.7 85.2 82.3 14.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
41 56 63 82 95 158 179
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 264,917
COMMITMENTS
29,983 73,229 52,969 146,942 113,687 229,894 239,885 35,023 25,033
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 11,378)
-538 3,683 4,199 4,216 1,776 7,877 9,659 3,501 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 27.6 20.0 55.5 42.9 86.8 90.6 13.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
45 73 50 66 58 138 169
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 17,438
COMMITMENTS
4,228 661 2,944 6,510 11,855 13,683 15,459 3,755 1,978
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 574)
-671 209 482 611 -506 422 185 152 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 3.8 16.9 37.3 68.0 78.5 88.7 21.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 10 14 24 22 59 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 743,684
COMMITMENTS
111,434 214,894 30,924 453,207 383,571 595,565 629,389 148,119 114,296
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 47,181)
5,152 12,967 14,030 31,907 32,001 51,089 58,999 -3,909 -11,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 28.9 4.2 60.9 51.6 80.1 84.6 19.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
41 35 22 69 77 123 121
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,103,108
COMMITMENTS
668,361 278,636 515,869 1534434 1893726 2718665 2688231 384,444 414,878
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 179,324)
61,493 2,508 59,352 37,115 116,780 157,961 178,641 21,363 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 9.0 16.6 49.4 61.0 87.6 86.6 12.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
79 67 91 146 149 260 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,713,755
COMMITMENTS
256,418 256,576 218,792 944,266 935,998 1419476 1411366 294,280 302,389
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 142,654)
35,714 -34,338 44,245 55,800 119,835 135,759 129,742 6,895 12,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.0 12.8 55.1 54.6 82.8 82.4 17.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
42 55 54 100 99 174 176
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 738,796
COMMITMENTS
103,657 85,427 263,941 326,022 340,412 693,621 689,780 45,175 49,016
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 42,580)
25,965 -5,135 15,782 4,343 34,879 46,090 45,526 -3,510 -2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 11.6 35.7 44.1 46.1 93.9 93.4 6.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 37 46 63 69 118 130
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 32,886
COMMITMENTS
6,501 2,448 2,258 4,806 19,560 13,565 24,266 19,321 8,621
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -443)
640 -298 17 -1,961 1,486 -1,304 1,205 861 -1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.4 6.9 14.6 59.5 41.2 73.8 58.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 7 7 13 14 28 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 61,176
COMMITMENTS
12,137 4,162 817 21,266 48,416 34,219 53,394 26,957 7,782
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,374)
2 15 31 335 357 369 404 1,005 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 6.8 1.3 34.8 79.1 55.9 87.3 44.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 13 5 19 13 38 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 111,361
COMMITMENTS
26,474 25,197 3,051 71,486 27,617 101,011 55,865 10,351 55,496
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 3,367)
3,590 -544 -817 -106 1,436 2,667 75 700 3,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 22.6 2.7 64.2 24.8 90.7 50.2 9.3 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 27 16 20 24 55 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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