WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 417,081
COMMITMENTS
73,598 56,045 69,448 237,539 232,901 380,585 358,394 36,496 58,687
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -7,043)
-10,463 -1,186 126 3,462 -6,610 -6,875 -7,670 -168 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 13.4 16.7 57.0 55.8 91.2 85.9 8.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
102 89 92 67 96 233 226
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,383,139
COMMITMENTS
356,663 64,337 197,413 679,443 864,226 1233519 1125976 149,620 257,163
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 8,685)
9,784 -2,997 8,593 -7,321 -1,502 11,056 4,094 -2,371 4,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 4.7 14.3 49.1 62.5 89.2 81.4 10.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
201 105 155 222 338 498 547
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,931
COMMITMENTS
4,592 334 264 5,742 11,682 10,598 12,280 3,333 1,651
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 341)
-186 -204 69 386 399 269 264 72 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 2.4 1.9 41.2 83.9 76.1 88.1 23.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 3 4 11 14 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,133
COMMITMENTS
99,936 45,028 79,963 192,375 218,091 372,274 343,082 52,859 82,051
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 6,899)
7,860 1,339 12,445 -10,698 -3,156 9,607 10,628 -2,708 -3,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 10.6 18.8 45.3 51.3 87.6 80.7 12.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
126 75 131 93 132 306 299
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,620
COMMITMENTS
13,477 5,623 1,484 420 486 15,381 7,593 4,239 12,027
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,681)
1,773 56 194 0 21 1,967 271 714 2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 28.7 7.6 2.1 2.5 78.4 38.7 21.6 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 15 11 1 1 22 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 278,005
COMMITMENTS
78,329 12,996 41,894 126,734 205,505 246,957 260,395 31,048 17,610
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -5,034)
38 63 -2,095 -688 -2,704 -2,745 -4,736 -2,289 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 4.7 15.1 45.6 73.9 88.8 93.7 11.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
77 20 50 56 51 166 113
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 834,901
COMMITMENTS
147,850 190,332 17,697 496,728 455,783 662,275 663,812 172,626 171,089
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -13,023)
4,267 -2,072 -9,123 -6,171 -8,989 -11,027 -20,184 -1,996 7,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 22.8 2.1 59.5 54.6 79.3 79.5 20.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
40 42 22 69 72 124 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,626
COMMITMENTS
38,024 19,833 27,277 109,606 141,341 174,907 188,451 34,719 21,175
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -1,579)
-547 -2,168 -854 173 1,250 -1,228 -1,772 -351 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 9.5 13.0 52.3 67.4 83.4 89.9 16.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
58 31 53 51 46 145 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,322
COMMITMENTS
3,438 1,146 927 7,281 11,314 11,646 13,387 2,676 935
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -29)
-2 -129 117 -7 -50 108 -62 -137 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 8.0 6.5 50.8 79.0 81.3 93.5 18.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 6 8 22 20 48 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 701,641
COMMITMENTS
145,444 189,509 8,245 408,991 394,567 562,680 592,321 138,961 109,320
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -53,197)
9,389 8,483 -18,312 -10,944 -6,308 -19,867 -16,137 -33,330 -37,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 27.0 1.2 58.3 56.2 80.2 84.4 19.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
41 38 12 65 71 111 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,248,701
COMMITMENTS
647,584 292,937 81,619 1171343 1474218 1900546 1848774 348,155 399,927
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -21,168)
15,962 -23,739 -23,791 -7,219 48,362 -15,048 832 -6,120 -22,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 13.0 3.6 52.1 65.6 84.5 82.2 15.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
70 63 34 115 124 201 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,437,726
COMMITMENTS
211,450 291,217 40,387 898,566 842,790 1150403 1174394 287,323 263,332
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -79,386)
-55,268 29,530 -25,299 18,858 -77,699 -61,709 -73,468 -17,677 -5,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 20.3 2.8 62.5 58.6 80.0 81.7 20.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 33 22 83 80 134 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,941
COMMITMENTS
91,660 94,817 65,084 197,142 192,725 353,886 352,626 27,055 28,315
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 20,452)
-6,467 -913 1,911 25,676 20,641 21,120 21,639 -668 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 24.9 17.1 51.8 50.6 92.9 92.6 7.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 40 38 49 48 98 100
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,922
COMMITMENTS
4,814 0 24 769 6,775 5,607 6,799 5,315 4,123
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -405)
788 -186 -179 190 -204 799 -569 -1,204 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 0.0 0.2 7.0 62.0 51.3 62.3 48.7 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 0 2 3 10 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,761
COMMITMENTS
13,262 5,384 1,771 5,411 27,323 20,444 34,478 23,317 9,283
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -3,594)
-4,070 -1,336 343 1,817 -2,525 -1,910 -3,518 -1,684 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 12.3 4.0 12.4 62.4 46.7 78.8 53.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 12 8 12 16 37 34
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 93,481
COMMITMENTS
19,905 13,749 12,688 33,530 55,850 66,123 82,287 27,358 11,194
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 28,228)
1,690 1,217 12,544 12,522 12,384 26,756 26,145 1,472 2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 14.7 13.6 35.9 59.7 70.7 88.0 29.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 18 10 24 22 56 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 167,024
COMMITMENTS
42,244 32,901 27,995 72,747 45,533 142,986 106,429 24,038 60,595
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 45,640)
5,641 6,651 26,883 6,502 3,166 39,026 36,700 6,614 8,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.7 16.8 43.6 27.3 85.6 63.7 14.4 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
32 32 21 31 32 77 73
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,934
COMMITMENTS
2,242 14,944 1,270 40,974 28,146 44,486 44,360 2,448 2,574
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -250)
81 782 -4,001 1,305 515 -2,615 -2,704 2,365 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 31.8 2.7 87.3 60.0 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 12 4 14 15 25 29
Updated December 15, 2006