WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 507,320
COMMITMENTS
58,480 67,816 146,959 265,574 226,627 471,014 441,402 36,306 65,918
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 7,128)
-5,813 2,775 5,943 3,983 -3,481 4,113 5,237 3,015 1,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 13.4 29.0 52.3 44.7 92.8 87.0 7.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
100 120 153 69 101 277 300
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,639,081
COMMITMENTS
268,818 150,385 467,224 697,639 701,739 1433681 1319347 205,400 319,734
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -18,411)
10,286 -7,684 -9,412 -18,448 7,730 -17,574 -9,365 -838 -9,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.2 28.5 42.6 42.8 87.5 80.5 12.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
197 174 237 256 308 569 623
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,750
COMMITMENTS
5,835 369 765 3,107 9,662 9,707 10,796 3,042 1,954
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,012)
638 -9 -4 122 746 757 733 256 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 2.9 6.0 24.4 75.8 76.1 84.7 23.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 9 6 14 13 38 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,428
COMMITMENTS
55,326 104,804 106,879 223,839 141,236 386,044 352,919 60,384 93,509
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,388)
-1,867 -2,354 5,035 1,138 2,592 4,305 5,274 82 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 23.5 23.9 50.1 31.6 86.5 79.1 13.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
122 141 153 112 121 312 357
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,447
COMMITMENTS
11,333 4,383 859 185 511 12,377 5,753 3,070 9,694
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -925)
-880 -666 -12 0 -210 -892 -888 -33 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 28.4 5.6 1.2 3.3 80.1 37.2 19.9 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 12 3 1 2 9 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 295,106
COMMITMENTS
46,894 46,033 69,129 153,819 158,774 269,842 273,937 25,264 21,169
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 8,356)
1,457 4,505 5,518 1,699 -2,076 8,674 7,947 -318 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.6 23.4 52.1 53.8 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
53 59 47 61 56 144 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 965,665
COMMITMENTS
135,250 167,532 145,823 500,502 459,604 781,575 772,958 184,090 192,707
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -14,423)
-5,493 -6,434 -10,356 -2,923 2,254 -18,772 -14,537 4,349 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 17.3 15.1 51.8 47.6 80.9 80.0 19.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
45 47 53 73 82 147 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 265,883
COMMITMENTS
31,116 66,684 54,338 145,525 119,483 230,978 240,505 34,905 25,378
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -8,360)
782 -11,541 -927 -9,756 3,559 -9,901 -8,909 1,541 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.1 20.4 54.7 44.9 86.9 90.5 13.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
46 68 51 59 53 135 155
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,418
COMMITMENTS
3,349 1,122 1,813 7,194 10,881 12,356 13,816 3,062 1,603
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -174)
304 -415 -386 -252 735 -333 -66 159 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 7.3 11.8 46.7 70.6 80.1 89.6 19.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 7 10 29 21 55 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 695,688
COMMITMENTS
92,278 190,528 15,368 442,228 377,484 549,874 583,380 145,814 112,308
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,997)
-1,680 12,576 2,462 5,902 -14,575 6,683 464 -3,686 2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 27.4 2.2 63.6 54.3 79.0 83.9 21.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 41 23 71 73 121 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,940,951
COMMITMENTS
801,716 283,559 341,465 1440407 1877604 2583588 2502629 357,363 438,322
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 61,636)
79,372 34,941 128 -21,172 3,730 58,328 38,800 3,308 22,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 9.6 11.6 49.0 63.8 87.8 85.1 12.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
85 68 82 137 146 250 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,467,261
COMMITMENTS
198,937 208,427 115,268 863,891 846,641 1178096 1170336 289,165 296,925
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -25,471)
-15,334 29,290 -27,479 -726 -37,818 -43,539 -36,007 18,068 10,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 14.2 7.9 58.9 57.7 80.3 79.8 19.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
45 40 39 85 91 144 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 708,921
COMMITMENTS
174,132 114,873 213,330 297,851 335,932 685,313 664,135 23,608 44,786
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 65,784)
37,494 20,035 7,058 28,882 38,857 73,433 65,949 -7,649 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 16.2 30.1 42.0 47.4 96.7 93.7 3.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 41 47 58 73 112 139
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,667
COMMITMENTS
1,452 2,276 371 2,495 4,912 4,318 7,559 5,348 2,108
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.5 3.8 25.8 50.8 44.7 78.2 55.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 3 6 10 13 18
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,800
COMMITMENTS
3,672 12,283 2,697 17,025 17,116 23,394 32,096 20,406 11,704
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 5,143)
-807 1,722 987 5,988 2,957 6,167 5,666 -1,024 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 28.0 6.2 38.9 39.1 53.4 73.3 46.6 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 18 10 18 16 36 39
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,295
COMMITMENTS
11,958 7,458 514 19,214 40,723 31,687 48,695 24,608 7,600
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -22,926)
-3,067 1,692 -10,611 -5,037 -9,505 -18,716 -18,424 -4,210 -4,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 13.2 0.9 34.1 72.3 56.3 86.5 43.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 9 6 17 15 34 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,305
COMMITMENTS
26,008 15,520 3,183 65,933 35,585 95,123 54,289 9,182 50,017
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -55,700)
-8,025 -19,187 -20,735 -19,765 -5,902 -48,525 -45,824 -7,174 -9,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 14.9 3.1 63.2 34.1 91.2 52.0 8.8 48.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 32 17 19 23 60 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 28,974
COMMITMENTS
14,053 8,866 427 14,399 19,492 28,879 28,785 95 189
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,100)
8,619 893 -2,306 -7,237 328 -924 -1,085 -176 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 30.6 1.5 49.7 67.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 10 3 13 11 20 24
Updated September 22, 2006