WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,370
COMMITMENTS
63,379 73,158 102,800 253,190 213,202 419,369 389,160 30,001 60,210
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,323)
1,774 1,810 4,520 -3,543 -3,949 2,751 2,381 572 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 16.3 22.9 56.3 47.4 93.3 86.6 6.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
80 120 136 65 92 253 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,320,852
COMMITMENTS
282,596 179,924 251,533 613,328 611,561 1147457 1043018 173,395 277,834
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 10,150)
-11,524 8,973 -5,487 11,846 -5,637 -5,165 -2,151 15,315 12,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 13.6 19.0 46.4 46.3 86.9 79.0 13.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
188 161 173 206 281 484 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,513
COMMITMENTS
5,431 306 106 2,307 8,484 7,844 8,896 2,669 1,617
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -236)
-43 22 -100 141 -345 -2 -423 -234 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 2.9 1.0 21.9 80.7 74.6 84.6 25.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
21 4 2 8 13 30 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 355,804
COMMITMENTS
68,463 111,954 45,409 193,104 122,924 306,976 280,287 48,828 75,517
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -2,291)
197 3,504 -5,954 4,070 1,622 -1,687 -828 -604 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 31.5 12.8 54.3 34.5 86.3 78.8 13.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
95 138 89 95 100 252 285
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,372
COMMITMENTS
12,213 5,049 871 185 721 13,269 6,641 3,103 9,731
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -7)
180 -29 -27 0 3 153 -53 -160 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.6 30.8 5.3 1.1 4.4 81.0 40.6 19.0 59.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 11 4 1 3 11 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 259,131
COMMITMENTS
59,198 40,335 42,665 133,298 156,411 235,161 239,411 23,970 19,720
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 4,803)
-3,403 7,166 4,967 3,202 -7,190 4,766 4,943 37 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 15.6 16.5 51.4 60.4 90.7 92.4 9.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
52 53 38 56 52 132 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 764,360
COMMITMENTS
147,407 196,197 23,448 433,297 375,399 604,152 595,044 160,208 169,316
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -30,231)
1,101 -5,914 -3,996 -26,963 -9,737 -29,858 -19,647 -373 -10,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 25.7 3.1 56.7 49.1 79.0 77.8 21.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
43 36 18 53 75 103 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,769
COMMITMENTS
39,375 78,020 33,403 142,788 111,426 215,566 222,849 31,203 23,920
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 10,649)
1,264 8,533 1,002 8,023 234 10,289 9,769 360 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 31.6 13.5 57.9 45.2 87.4 90.3 12.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
49 68 35 56 44 126 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,165
COMMITMENTS
3,314 1,487 1,274 6,945 9,802 11,533 12,563 2,632 1,602
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -757)
8 -325 -336 -314 -234 -642 -895 -115 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 10.5 9.0 49.0 69.2 81.4 88.7 18.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 9 8 24 18 47 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 683,184
COMMITMENTS
96,318 175,793 8,006 432,372 390,931 536,696 574,730 146,488 108,454
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -17,751)
2,717 17,229 -18,277 -6,873 -21,780 -22,433 -22,828 4,682 5,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 25.7 1.2 63.3 57.2 78.6 84.1 21.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
38 34 13 73 72 118 112
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,270,413
COMMITMENTS
727,319 289,181 41,910 1168115 1550955 1937344 1882046 333,069 388,367
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -435)
21,478 -27,255 -7,072 -27,817 31,364 -13,411 -2,963 12,976 2,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 12.7 1.8 51.4 68.3 85.3 82.9 14.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
67 75 38 111 104 197 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,324,162
COMMITMENTS
238,823 199,429 34,090 792,874 814,391 1065787 1047910 258,375 276,252
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -49,566)
-603 -34,981 10,287 -55,911 -22,589 -46,227 -47,283 -3,339 -2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 15.1 2.6 59.9 61.5 80.5 79.1 19.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
48 34 15 79 82 131 127
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 534,287
COMMITMENTS
138,764 97,566 122,386 243,753 270,543 504,903 490,495 29,384 43,792
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 52,550)
17,346 12,406 3,020 29,392 37,711 49,758 53,137 2,792 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 18.3 22.9 45.6 50.6 94.5 91.8 5.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
22 36 37 50 62 93 116
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,419
COMMITMENTS
4,513 10,513 862 10,758 13,923 16,133 25,298 20,286 11,121
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,624)
-5,934 8,298 -66 6,475 -7,889 475 343 2,149 2,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 28.9 2.4 29.5 38.2 44.3 69.5 55.7 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 15 5 11 12 25 30
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,243
COMMITMENTS
15,009 5,886 10,212 23,812 50,062 49,033 66,160 28,210 11,083
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 16,009)
2,726 618 9,984 2,010 1,721 14,720 12,323 1,289 3,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 7.6 13.2 30.8 64.8 63.5 85.7 36.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 16 7 18 16 37 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 149,818
COMMITMENTS
34,347 32,071 20,646 78,715 38,142 133,708 90,859 16,110 58,959
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 42,635)
4,465 7,543 19,430 11,196 11,793 35,091 38,766 7,544 3,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 21.4 13.8 52.5 25.5 89.2 60.6 10.8 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
35 33 20 29 31 75 74
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 30,074
COMMITMENTS
5,434 7,973 2,733 21,636 19,164 29,803 29,870 271 204
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -643)
-5,450 527 854 4,132 -2,008 -464 -627 -179 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 26.5 9.1 71.9 63.7 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 12 4 16 10 25 24
Updated September 15, 2006