WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 500,192
COMMITMENTS
64,294 65,041 141,016 261,591 230,108 466,901 436,165 33,291 64,027
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -308)
1,311 3,136 1,227 -2,668 -4,178 -130 186 -178 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.0 28.2 52.3 46.0 93.3 87.2 6.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
90 123 155 71 103 277 299
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,657,493
COMMITMENTS
258,532 158,068 476,636 716,087 694,009 1451254 1328713 206,238 328,780
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 21,746)
-24,590 4,181 11,581 21,264 -9,642 8,255 6,119 13,492 15,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.5 28.8 43.2 41.9 87.6 80.2 12.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 773)
210 172 252 260 309 584 643
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,737
COMMITMENTS
5,197 378 769 2,985 8,916 8,951 10,063 2,787 1,675
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -296)
-55 20 -113 120 -395 -49 -487 -247 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 3.2 6.6 25.4 76.0 76.3 85.7 23.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 8 5 12 14 34 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 442,040
COMMITMENTS
57,193 107,157 101,844 222,701 138,644 381,739 347,645 60,302 94,395
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 6,835)
-260 4,480 -1,734 8,526 3,136 6,532 5,883 304 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 24.2 23.0 50.4 31.4 86.4 78.6 13.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
115 141 150 112 115 307 345
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 286,750
COMMITMENTS
45,437 41,528 63,611 152,120 160,850 261,169 265,990 25,581 20,760
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 7,593)
-6,582 7,596 8,025 6,006 -7,752 7,449 7,869 144 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 14.5 22.2 53.0 56.1 91.1 92.8 8.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
48 61 50 59 55 142 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 980,088
COMMITMENTS
140,743 173,966 156,179 503,425 457,350 800,347 787,495 179,741 192,593
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -12,929)
121 -6,509 5,974 -19,849 -1,050 -13,754 -1,585 825 -11,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 17.8 15.9 51.4 46.7 81.7 80.3 18.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
38 50 49 67 81 135 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 274,243
COMMITMENTS
30,334 78,225 55,265 155,281 115,924 240,879 249,414 33,364 24,829
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 13,946)
-135 8,681 4,180 9,513 266 13,558 13,127 388 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 28.5 20.2 56.6 42.3 87.8 90.9 12.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
46 75 50 61 51 134 160
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 15,592
COMMITMENTS
3,044 1,537 2,199 7,446 10,146 12,689 13,881 2,903 1,711
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -908)
-10 -332 -385 -355 -264 -750 -981 -157 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 9.9 14.1 47.8 65.1 81.4 89.0 18.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 9 11 27 20 53 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 692,691
COMMITMENTS
93,958 177,951 12,906 436,326 392,059 543,190 582,917 149,500 109,774
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -17,585)
2,841 17,209 -18,394 -6,963 -21,397 -22,516 -22,583 4,932 4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 25.7 1.9 63.0 56.6 78.4 84.2 21.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 35 18 75 73 122 118
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,879,315
COMMITMENTS
722,345 248,618 341,337 1461579 1873874 2525260 2463829 354,055 415,486
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 22,622)
31,060 -29,795 4,201 -26,480 45,670 8,781 20,075 13,842 2,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 8.6 11.9 50.8 65.1 87.7 85.6 12.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
73 75 81 133 138 245 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,492,732
COMMITMENTS
214,271 179,137 142,747 864,617 884,459 1221635 1206343 271,097 286,389
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -17,143)
-7,558 -45,498 38,498 -49,361 -9,106 -18,421 -16,106 1,278 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.0 9.6 57.9 59.3 81.8 80.8 18.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 39 36 90 88 150 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 643,137
COMMITMENTS
136,639 94,838 206,272 268,969 297,076 611,879 598,186 31,257 44,951
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 76,419)
17,776 12,956 19,172 36,628 44,973 73,577 77,102 2,842 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 14.7 32.1 41.8 46.2 95.1 93.0 4.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
24 40 43 54 66 103 125
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 38,656
COMMITMENTS
4,479 10,561 1,710 11,037 14,159 17,227 26,430 21,430 12,226
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,412)
-5,873 8,343 55 6,628 -7,729 811 669 2,601 2,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 27.3 4.4 28.6 36.6 44.6 68.4 55.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 17 7 13 12 29 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 79,221
COMMITMENTS
15,026 5,766 11,126 24,252 50,228 50,403 67,119 28,818 12,102
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 16,172)
2,841 706 9,950 2,063 1,716 14,854 12,371 1,318 3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 7.3 14.0 30.6 63.4 63.6 84.7 36.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 17 11 19 16 41 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 160,005
COMMITMENTS
34,033 34,707 23,918 85,698 41,487 143,649 100,112 16,356 59,893
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 43,981)
4,383 7,657 19,927 12,164 12,628 36,474 40,212 7,508 3,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 21.7 14.9 53.6 25.9 89.8 62.6 10.2 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
35 35 33 29 33 85 81
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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