WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,399
COMMITMENTS
76,977 57,057 68,085 232,690 232,678 377,752 357,820 38,647 58,579
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -5,363)
1,353 1,066 -2,390 -6,022 -4,657 -7,059 -5,981 1,696 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 13.7 16.4 55.9 55.9 90.7 85.9 9.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
107 92 98 66 97 250 228
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,397,402
COMMITMENTS
347,770 65,588 190,937 692,118 876,838 1230825 1133363 166,577 264,039
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,742)
-2,462 -5,389 -21,875 451 22,139 -23,886 -5,125 27,628 8,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 4.7 13.7 49.5 62.7 88.1 81.1 11.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
217 106 164 238 347 540 559
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,702
COMMITMENTS
5,271 552 296 4,797 11,219 10,364 12,067 3,338 1,635
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -390)
-300 32 0 -807 -864 -1,107 -832 717 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 4.0 2.2 35.0 81.9 75.6 88.1 24.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 4 13 14 39 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,571
COMMITMENTS
95,812 47,553 64,932 199,510 215,413 360,254 327,898 50,317 82,673
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 16,583)
9,886 -2,478 8,916 -5,884 10,567 12,918 17,005 3,665 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 11.6 15.8 48.6 52.5 87.7 79.9 12.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
125 76 102 89 131 277 273
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,771
COMMITMENTS
10,459 4,488 1,446 420 445 12,325 6,379 3,446 9,392
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -743)
-805 -830 18 0 55 -787 -757 44 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.3 28.5 9.2 2.7 2.8 78.1 40.4 21.9 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 8 8 1 1 18 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 292,317
COMMITMENTS
78,615 9,003 48,054 129,769 215,104 256,438 272,161 35,879 20,156
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 5,695)
-5,128 -423 3,879 3,617 939 2,368 4,395 3,327 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 3.1 16.4 44.4 73.6 87.7 93.1 12.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
84 19 50 54 49 172 108
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 899,947
COMMITMENTS
123,648 173,745 49,562 537,480 508,493 710,690 731,800 189,257 168,147
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 119,745)
-3,590 -41,312 18,782 32,985 100,914 48,177 78,384 71,568 41,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 19.3 5.5 59.7 56.5 79.0 81.3 21.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
30 43 29 72 78 120 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,505
COMMITMENTS
48,460 17,343 29,435 101,409 151,369 179,304 198,147 38,201 19,358
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 4,820)
-1,568 962 1,032 2,279 1,831 1,743 3,825 3,077 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 8.0 13.5 46.6 69.6 82.4 91.1 17.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
64 22 51 52 48 147 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,946
COMMITMENTS
3,365 1,224 1,315 7,346 11,277 12,026 13,816 2,920 1,130
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 220)
105 39 -78 -12 -15 15 -54 205 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 8.2 8.8 49.2 75.5 80.5 92.4 19.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 8 9 21 19 48 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 793,013
COMMITMENTS
99,034 179,880 55,969 463,308 425,788 618,311 661,637 174,702 131,376
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 59,958)
8,779 9,607 14,253 -6,441 23,823 16,591 47,683 43,367 12,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 22.7 7.1 58.4 53.7 78.0 83.4 22.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
31 36 17 77 74 117 118
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,560,646
COMMITMENTS
645,867 281,107 177,157 1255707 1554362 2078731 2012626 481,915 548,020
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 260,260)
-33,935 -2,672 35,728 49,885 73,206 51,678 106,262 208,582 153,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 11.0 6.9 49.0 60.7 81.2 78.6 18.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
70 57 52 124 126 217 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,480
COMMITMENTS
195,083 237,678 189,935 1000505 978,056 1385523 1405669 320,957 300,811
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 195,554)
37,735 38,966 126,765 -59,929 -30,296 104,571 135,435 90,983 60,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 13.9 11.1 58.6 57.3 81.2 82.4 18.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
37 31 26 78 77 124 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 388,190
COMMITMENTS
85,308 81,543 79,262 202,875 195,419 367,445 356,224 20,745 31,966
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 7,597)
21,407 14,917 -9,462 -5,022 3,400 6,923 8,855 674 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 21.0 20.4 52.3 50.3 94.7 91.8 5.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
27 39 40 44 54 92 113
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,832
COMMITMENTS
4,545 0 1,024 799 7,723 6,368 8,747 5,464 3,085
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 823)
97 -195 289 -228 781 158 875 665 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 0.0 8.7 6.8 65.3 53.8 73.9 46.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 0 3 4 12 15 15
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 50,655
COMMITMENTS
14,419 5,774 3,059 5,348 32,147 22,826 40,980 27,829 9,675
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,523)
-830 1,177 -2,260 -2,531 -993 -5,621 -2,076 2,098 -1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 11.4 6.0 10.6 63.5 45.1 80.9 54.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 14 10 10 19 40 39
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,964
COMMITMENTS
17,688 13,169 52 18,330 40,905 36,070 54,126 25,894 7,838
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 122)
-783 85 3 -217 418 -997 506 1,119 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 21.3 0.1 29.6 66.0 58.2 87.4 41.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
23 17 3 19 13 43 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,202
COMMITMENTS
37,799 25,455 684 71,699 43,295 110,182 69,434 11,020 51,768
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -7,508)
-8,061 1,947 169 -428 -10,053 -8,320 -7,937 812 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 21.0 0.6 59.2 35.7 90.9 57.3 9.1 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 29 5 20 29 56 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,803
COMMITMENTS
2,345 15,414 3,106 40,176 27,060 45,627 45,580 176 223
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,820)
63 -652 2,368 -652 310 1,779 2,026 41 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 33.7 6.8 87.7 59.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 12 5 14 9 26 23
Updated December 1, 2006