WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,086
COMMITMENTS
75,287 78,043 91,116 254,865 220,874 421,268 390,033 34,818 66,053
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -11,293)
-5,087 2,540 -2,047 -2,037 -12,187 -9,171 -11,694 -2,122 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 17.1 20.0 55.9 48.4 92.4 85.5 7.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
96 135 146 68 93 282 301
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,342,389
COMMITMENTS
289,011 152,465 266,639 624,235 652,808 1179885 1071912 162,504 270,477
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -23,774)
-15,988 31,655 -23,448 23,210 -25,274 -16,226 -17,067 -7,548 -6,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.4 19.9 46.5 48.6 87.9 79.9 12.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
199 142 193 244 297 538 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,704
COMMITMENTS
5,374 178 354 2,907 9,243 8,635 9,775 3,069 1,929
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -791)
-485 -156 -193 -8 -606 -686 -955 -105 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 1.5 3.0 24.8 79.0 73.8 83.5 26.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 1 5 10 14 32 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 343,399
COMMITMENTS
63,370 107,696 50,027 180,534 112,811 293,931 270,534 49,468 72,865
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,968)
-2,526 560 3,040 5,240 1,260 5,754 4,860 -2,786 -1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 31.4 14.6 52.6 32.9 85.6 78.8 14.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
94 132 103 95 109 261 296
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,228
COMMITMENTS
11,628 4,660 1,455 0 494 13,083 6,609 3,145 9,619
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 454)
184 607 -119 0 21 65 509 389 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 28.7 9.0 0.0 3.0 80.6 40.7 19.4 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 12 6 0 2 10 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 263,369
COMMITMENTS
66,580 14,690 40,600 128,833 187,458 236,013 242,748 27,356 20,621
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -13,262)
-16,895 3,565 1,188 6,721 -20,074 -8,986 -15,321 -4,276 2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 5.6 15.4 48.9 71.2 89.6 92.2 10.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
64 37 38 52 45 139 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,638
COMMITMENTS
98,393 191,402 35,251 527,122 429,780 660,766 656,433 155,872 160,205
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 8,214)
-18,429 92 7,598 2,214 7,145 -8,617 14,835 16,831 -6,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 23.4 4.3 64.5 52.6 80.9 80.4 19.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
31 51 38 69 89 127 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 230,599
COMMITMENTS
38,570 69,252 31,246 131,978 107,886 201,794 208,384 28,805 22,215
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 6,526)
-582 -390 5,679 1,000 1,722 6,097 7,011 429 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 30.0 13.5 57.2 46.8 87.5 90.4 12.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 64 41 54 42 126 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,080
COMMITMENTS
4,700 444 1,534 5,749 11,686 11,983 13,664 3,097 1,416
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,560)
1,177 31 133 138 1,342 1,448 1,506 112 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 2.9 10.2 38.1 77.5 79.5 90.6 20.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 6 9 19 21 53 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 683,223
COMMITMENTS
108,683 201,625 12,002 416,934 348,901 537,619 562,528 145,604 120,695
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 15,638)
4,860 20,849 -1,373 -9,988 -29,703 -6,501 -10,227 22,139 25,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 29.5 1.8 61.0 51.1 78.7 82.3 21.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
36 36 17 63 69 108 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,259,869
COMMITMENTS
623,077 310,585 123,590 1178963 1445694 1925630 1879869 334,239 380,000
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 62,749)
15,402 -35,875 12,378 9,236 90,153 37,016 66,656 25,733 -3,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 13.7 5.5 52.2 64.0 85.2 83.2 14.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
69 73 59 118 128 215 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,366,794
COMMITMENTS
218,390 299,932 66,364 813,851 730,855 1098605 1097151 268,189 269,643
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -11,494)
-12,322 16,070 12,180 -29,617 -33,925 -29,759 -5,675 18,265 -5,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 21.9 4.9 59.5 53.5 80.4 80.3 19.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
38 50 28 81 86 134 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 515,346
COMMITMENTS
90,148 95,524 136,918 240,646 233,310 467,712 465,752 47,634 49,594
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -13,831)
-12,906 -19,734 15,605 -17,570 -10,251 -14,871 -14,380 1,040 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.5 26.6 46.7 45.3 90.8 90.4 9.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 39 43 59 60 113 120
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,735
COMMITMENTS
5,721 2,746 1,863 6,762 17,947 14,346 22,556 17,389 9,179
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 3,796)
-122 1,372 657 936 -693 1,471 1,336 2,325 2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 8.7 5.9 21.3 56.6 45.2 71.1 54.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 3 10 10 24 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,839
COMMITMENTS
11,777 4,048 13 20,636 47,781 32,426 51,842 25,413 5,997
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -238)
700 543 5 -3 -14 702 534 -940 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 7.0 0.0 35.7 82.6 56.1 89.6 43.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 10 2 19 14 37 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,707
COMMITMENTS
22,665 24,960 364 67,310 22,853 90,339 48,177 9,368 51,530
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,587)
-301 3,465 26 1,834 1,767 1,559 5,258 1,028 -2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 25.0 0.4 67.5 22.9 90.6 48.3 9.4 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 29 3 22 18 49 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 23,640
COMMITMENTS
12,763 6,631 507 10,044 16,341 23,314 23,479 326 161
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,325)
2,900 -90 -50 -1,576 1,465 1,274 1,325 51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 28.0 2.1 42.5 69.1 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 14 4 14 10 23 26
Updated August 18, 2006