WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,319
COMMITMENTS
61,321 72,585 111,778 257,601 217,680 430,700 402,043 32,619 61,276
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 11,030)
3,025 -4,073 7,067 655 8,191 10,747 11,185 283 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 15.7 24.1 55.6 47.0 93.0 86.8 7.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
83 101 134 62 93 244 271
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,301,867
COMMITMENTS
288,303 130,018 249,836 605,895 648,233 1144034 1028087 157,833 273,780
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 3,815)
5,198 -36,938 4,456 6,015 35,658 15,669 3,176 -11,854 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.0 19.2 46.5 49.8 87.9 79.0 12.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
190 150 169 206 282 480 544
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,956
COMMITMENTS
6,113 96 56 3,017 9,516 9,186 9,668 2,770 2,288
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 531)
198 -191 -106 571 389 663 92 -132 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 0.8 0.5 25.2 79.6 76.8 80.9 23.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
23 3 2 12 13 36 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 366,727
COMMITMENTS
64,033 107,087 52,523 200,137 130,561 316,693 290,171 50,034 76,556
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 6,602)
-3,148 -2,393 1,988 7,282 5,934 6,122 5,529 480 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 29.2 14.3 54.6 35.6 86.4 79.1 13.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
91 140 93 89 105 246 293
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,817
COMMITMENTS
12,418 5,815 100 185 518 12,703 6,433 3,114 9,384
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 370)
1,085 1,432 -759 0 7 326 680 44 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.5 36.8 0.6 1.2 3.3 80.3 40.7 19.7 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 14 4 1 2 12 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 258,736
COMMITMENTS
53,875 48,379 40,187 139,632 144,265 233,694 232,831 25,042 25,905
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -5,867)
-9,666 2,932 -4,451 6,762 -10,140 -7,355 -11,659 1,488 5,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 18.7 15.5 54.0 55.8 90.3 90.0 9.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
54 58 36 60 51 132 137
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 766,827
COMMITMENTS
160,374 201,527 4,309 439,404 386,986 604,087 592,822 162,740 174,005
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 19,619)
20,291 13,116 -10,360 14,898 11,817 24,829 14,573 -5,210 5,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 26.3 0.6 57.3 50.5 78.8 77.3 21.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
41 36 22 62 77 114 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 221,859
COMMITMENTS
33,439 58,153 30,746 127,037 111,056 191,222 199,955 30,637 21,904
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -18,666)
-6,091 -8,398 -3,608 -6,860 -4,385 -16,559 -16,391 -2,107 -2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 26.2 13.9 57.3 50.1 86.2 90.1 13.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
47 57 41 53 46 122 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,451
COMMITMENTS
3,557 1,152 1,188 6,469 9,925 11,214 12,265 2,237 1,186
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -461)
90 35 247 -455 -451 -118 -169 -343 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 8.6 8.8 48.1 73.8 83.4 91.2 16.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 9 9 24 20 50 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 679,301
COMMITMENTS
113,914 174,616 4,122 413,405 386,899 531,441 565,637 147,860 113,664
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -2,541)
21,737 -11,782 -4,126 -24,134 10,769 -6,523 -5,139 3,982 2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 25.7 0.6 60.9 57.0 78.2 83.3 21.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
46 36 13 73 69 125 112
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,197,365
COMMITMENTS
776,318 300,740 56,258 1048829 1429523 1881405 1786521 315,960 410,844
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -120,637)
-24,981 -21,949 15,912 -91,357 -111,977 -100,426 -118,014 -20,211 -2,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 13.7 2.6 47.7 65.1 85.6 81.3 14.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
58 68 44 108 109 190 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,414,145
COMMITMENTS
229,745 187,134 35,788 852,000 912,781 1117533 1135703 296,612 278,442
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 117,673)
12,744 -28,408 17,298 70,060 137,007 100,102 125,897 17,571 -8,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 13.2 2.5 60.2 64.5 79.0 80.3 21.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
49 33 20 72 72 126 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 559,400
COMMITMENTS
128,326 120,377 90,336 310,812 302,490 529,474 513,203 29,926 46,197
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -7,969)
-47,014 608 -10,494 42,029 116 -15,479 -9,770 7,510 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 21.5 16.1 55.6 54.1 94.7 91.7 5.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 39 34 54 64 93 124
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,134
COMMITMENTS
1,685 942 212 2,407 5,154 4,304 6,308 4,830 2,826
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -473)
235 -1,334 -152 -88 242 -5 -1,244 -468 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 10.3 2.3 26.4 56.4 47.1 69.1 52.9 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 2 5 9 13 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,248
COMMITMENTS
3,537 8,790 1,241 10,808 18,265 15,586 28,296 21,662 8,952
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -3,788)
-437 -3,507 -73 -5,750 1,520 -6,260 -2,060 2,472 -1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 23.6 3.3 29.0 49.0 41.8 76.0 58.2 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 13 6 11 15 24 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,851
COMMITMENTS
12,763 7,371 5 18,535 40,578 31,303 47,954 24,548 7,897
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,007)
1,230 127 5 -423 -59 812 73 195 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 13.2 0.0 33.2 72.7 56.0 85.9 44.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 8 2 15 14 33 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,016
COMMITMENTS
29,706 18,438 300 69,933 38,431 99,939 57,169 8,077 50,847
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 10,796)
3,701 3,009 33 7,897 6,310 11,631 9,352 -835 1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 17.1 0.3 64.7 35.6 92.5 52.9 7.5 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 27 1 15 25 43 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,812
COMMITMENTS
11,743 9,667 427 34,531 36,532 46,701 46,626 111 186
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 17,838)
-2,310 801 0 20,132 17,040 17,822 17,841 16 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 20.7 0.9 73.8 78.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 9 3 13 10 21 22
Updated September 29, 2006