WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 540,095
COMMITMENTS
79,171 65,112 143,094 275,896 260,219 498,160 468,424 41,934 71,670
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 3,167)
-4,494 5,270 4,612 -1,002 -12,830 -884 -2,948 4,050 6,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.1 26.5 51.1 48.2 92.2 86.7 7.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
101 124 157 71 98 294 297
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,731,018
COMMITMENTS
302,278 99,359 522,563 692,719 785,508 1517560 1407430 213,458 323,588
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 27,885)
2,209 12,037 19,944 -1,918 -5,313 20,234 26,668 7,651 1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.7 30.2 40.0 45.4 87.7 81.3 12.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
194 165 275 284 320 641 647
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,204
COMMITMENTS
6,073 503 1,746 3,554 10,841 11,373 13,090 3,831 2,114
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -141)
-331 52 632 -553 -926 -252 -242 110 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 3.3 11.5 23.4 71.3 74.8 86.1 25.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 6 10 13 16 45 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 414,997
COMMITMENTS
60,358 95,480 91,909 200,818 137,959 353,085 325,348 61,912 89,649
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 16,833)
2,135 22,506 4,083 10,478 -9,220 16,696 17,369 137 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 23.0 22.1 48.4 33.2 85.1 78.4 14.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
118 132 154 101 124 303 351
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,262
COMMITMENTS
11,816 4,938 218 0 470 12,034 5,626 3,228 9,636
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -117)
275 616 73 0 10 348 699 -465 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.4 32.4 1.4 0.0 3.1 78.8 36.9 21.2 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 15 4 0 2 12 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 308,851
COMMITMENTS
81,459 14,893 53,066 139,396 220,556 273,920 288,515 34,930 20,336
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 3,124)
-5,407 -3,764 6,604 -2,304 -1,661 -1,108 1,180 4,231 1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.8 17.2 45.1 71.4 88.7 93.4 11.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
86 29 46 54 50 171 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,381
COMMITMENTS
116,934 169,878 177,330 595,228 493,579 889,492 840,787 144,888 193,594
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 47,084)
6,585 21,198 22,869 9,842 -2,196 39,295 41,871 7,789 5,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.4 17.1 57.5 47.7 86.0 81.3 14.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 50 54 82 99 150 178
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,932
COMMITMENTS
30,172 65,276 36,529 137,705 109,926 204,407 211,731 32,525 25,201
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 13,903)
-2,134 7,800 2,498 12,328 2,447 12,692 12,745 1,211 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 27.6 15.4 58.1 46.4 86.3 89.4 13.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
43 71 46 60 55 128 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,882
COMMITMENTS
3,809 396 1,734 5,449 10,888 10,992 13,018 3,890 1,864
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 242)
-565 -9 490 528 -446 453 35 -211 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 2.7 11.7 36.6 73.2 73.9 87.5 26.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 7 11 23 23 53 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 687,602
COMMITMENTS
122,547 178,758 13,892 426,088 383,865 562,527 576,515 125,075 111,087
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 45,306)
-12,898 44,693 -3,474 53,063 5,783 36,690 47,002 8,615 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 26.0 2.0 62.0 55.8 81.8 83.8 18.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
35 35 18 69 74 112 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,691,319
COMMITMENTS
540,825 313,017 354,066 1483574 1614541 2378465 2281623 312,854 409,696
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 190,800)
50,273 4,094 75,822 40,339 108,668 166,433 188,584 24,366 2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 11.6 13.2 55.1 60.0 88.4 84.8 11.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
54 79 80 131 140 228 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,534,968
COMMITMENTS
265,184 236,568 162,489 863,554 856,455 1291227 1255512 243,741 279,457
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 139,608)
11,210 4,313 39,089 63,257 102,051 113,555 145,452 26,053 -5,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.4 10.6 56.3 55.8 84.1 81.8 15.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
43 47 45 93 95 159 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 698,323
COMMITMENTS
77,477 132,002 199,483 323,807 295,820 600,767 627,305 97,555 71,018
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -120,917)
-36,993 16,880 -121,559 -18,763 -46,603 -177,315 -151,282 56,397 30,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 18.9 28.6 46.4 42.4 86.0 89.8 14.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 37 54 72 74 135 140
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,511
COMMITMENTS
5,909 1,317 643 4,386 15,663 10,938 17,623 14,573 7,888
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -3,530)
1,412 -807 -1,320 -2,573 -155 -2,481 -2,282 -1,049 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 5.2 2.5 17.2 61.4 42.9 69.1 57.1 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 4 3 7 10 19 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,589
COMMITMENTS
10,933 3,599 856 21,382 48,383 33,170 52,837 26,419 6,752
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 353)
-962 209 71 1,922 290 1,031 570 -678 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 6.0 1.4 35.9 81.2 55.7 88.7 44.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 14 7 20 15 42 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,297
COMMITMENTS
22,000 21,711 3,325 69,704 24,347 95,029 49,384 7,268 52,913
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 669)
-39,809 -3,386 413 41,889 4,613 2,494 1,640 -1,825 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 21.2 3.3 68.1 23.8 92.9 48.3 7.1 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 26 15 21 21 54 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 21,709
COMMITMENTS
10,044 5,372 457 10,985 15,683 21,486 21,512 223 197
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 4,538)
1,854 2,781 119 2,518 1,626 4,491 4,526 47 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 24.7 2.1 50.6 72.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 14 4 14 10 24 26
Updated August 4, 2006