WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,663
COMMITMENTS
63,204 82,984 95,053 260,913 207,196 419,170 385,233 30,493 64,430
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,806)
-6,615 -6,196 6,482 3,748 987 3,615 1,273 -1,809 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.5 21.1 58.0 46.1 93.2 85.7 6.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
84 130 133 68 94 256 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,317,905
COMMITMENTS
287,696 176,420 254,596 615,971 624,296 1158263 1055312 159,642 262,593
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -13,741)
687 8,250 -338 -9,959 -16,774 -9,610 -8,862 -4,131 -4,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 13.4 19.3 46.7 47.4 87.9 80.1 12.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
187 158 191 240 292 536 581
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,444
COMMITMENTS
5,245 320 284 2,169 8,076 7,698 8,680 2,746 1,764
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -821)
-99 13 -79 -280 -548 -458 -614 -363 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 3.1 2.7 20.8 77.3 73.7 83.1 26.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 2 3 8 13 32 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,481
COMMITMENTS
64,395 104,171 57,884 188,066 123,524 310,345 285,579 50,136 74,902
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 6,101)
1,180 -469 1,756 3,935 2,916 6,871 4,203 -770 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 28.9 16.1 52.2 34.3 86.1 79.2 13.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
99 138 110 88 103 267 307
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,137
COMMITMENTS
12,163 5,065 1,863 0 716 14,026 7,644 3,111 9,493
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 679)
238 147 685 0 0 923 832 -244 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.0 29.6 10.9 0.0 4.2 81.8 44.6 18.2 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 11 7 0 3 13 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,623
COMMITMENTS
63,744 31,230 41,724 133,338 169,530 238,806 242,484 23,817 20,139
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 298)
-2,386 13,127 -3,020 4,607 -9,658 -799 449 1,097 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 11.9 15.9 50.8 64.6 90.9 92.3 9.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
59 42 38 52 49 134 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 833,289
COMMITMENTS
143,719 202,350 38,238 487,420 400,025 669,377 640,613 163,912 192,676
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -824)
23,213 1,540 -1,514 -34,419 -17,852 -12,720 -17,826 11,896 17,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 24.3 4.6 58.5 48.0 80.3 76.9 19.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
39 35 30 61 74 115 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,263
COMMITMENTS
36,036 72,093 34,828 132,971 103,781 203,835 210,702 29,428 22,561
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -6,262)
-2,020 -624 727 -2,257 -5,202 -3,550 -5,099 -2,712 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 30.9 14.9 57.0 44.5 87.4 90.3 12.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 67 40 62 48 134 149
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,841
COMMITMENTS
4,011 811 1,758 6,242 10,860 12,011 13,429 2,830 1,412
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -895)
-509 138 -57 321 -595 -245 -514 -650 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 5.5 11.8 42.1 73.2 80.9 90.5 19.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 10 9 20 20 49 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 749,397
COMMITMENTS
110,765 201,638 35,478 448,506 371,557 594,749 608,673 154,648 140,724
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 19,292)
-3,414 -12,029 9,517 957 -10,213 7,060 -12,725 12,232 32,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 26.9 4.7 59.8 49.6 79.4 81.2 20.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
37 28 17 70 81 117 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,348,181
COMMITMENTS
698,037 267,507 138,227 1135995 1542330 1972259 1948064 375,922 400,117
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 34,163)
23,034 -59,937 12,763 -25,111 59,071 10,686 11,897 23,477 22,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 11.4 5.9 48.4 65.7 84.0 83.0 16.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
70 59 65 127 111 223 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,492,981
COMMITMENTS
264,203 242,725 88,437 872,980 875,208 1225620 1206370 267,361 286,611
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 19,980)
9,831 -18,915 -4,336 23,760 39,186 29,255 15,935 -9,275 4,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 16.3 5.9 58.5 58.6 82.1 80.8 17.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
44 41 34 88 91 148 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 558,412
COMMITMENTS
117,850 88,026 132,867 259,988 287,667 510,705 508,560 47,707 49,852
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 32,960)
14,805 1,125 -4,690 18,533 33,345 28,648 29,780 4,312 3,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.8 23.8 46.6 51.5 91.5 91.1 8.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
34 31 40 60 64 108 122
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 34,338
COMMITMENTS
5,493 5,718 2,466 7,638 18,707 15,597 26,891 18,741 7,447
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 3,116)
-992 3,290 885 2,838 -682 2,731 3,493 385 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 16.7 7.2 22.2 54.5 45.4 78.3 54.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 9 6 8 14 23 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,343
COMMITMENTS
12,772 4,609 11 20,684 48,425 33,467 53,045 26,876 7,298
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 614)
464 154 11 -278 168 197 333 417 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 7.6 0.0 34.3 80.2 55.5 87.9 44.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 12 2 18 14 34 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,297
COMMITMENTS
26,729 24,866 675 65,874 23,071 93,278 48,612 9,019 53,685
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -2,048)
207 1,637 -45 -1,107 -2,429 -945 -837 -1,103 -1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 24.3 0.7 64.4 22.6 91.2 47.5 8.8 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 25 5 22 20 54 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 30,222
COMMITMENTS
11,433 7,709 357 18,151 22,002 29,941 30,068 281 154
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,508)
-1,000 2,127 0 -261 -3,369 -1,261 -1,242 -247 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 25.5 1.2 60.1 72.8 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 3 15 13 23 28
Updated September 1, 2006