WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,645
COMMITMENTS
79,890 57,146 164,528 284,007 273,622 528,426 495,296 43,219 76,349
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 47,351)
16,868 -6,424 7,174 16,220 36,996 40,262 37,746 7,090 9,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 10.0 28.8 49.7 47.9 92.4 86.6 7.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
119 100 143 71 105 284 280
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,658,557
COMMITMENTS
297,525 94,251 464,733 697,282 777,716 1459540 1336700 199,018 321,857
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 6,885)
5,601 -19,116 -4,832 3,427 26,153 4,196 2,205 2,689 4,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 5.7 28.0 42.0 46.9 88.0 80.6 12.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
211 154 233 249 306 576 595
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,516
COMMITMENTS
6,325 322 764 3,371 10,040 10,460 11,126 3,057 2,390
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 233)
352 162 61 -326 38 87 261 146 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 2.4 5.7 24.9 74.3 77.4 82.3 22.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 10 5 13 14 41 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,218
COMMITMENTS
51,914 100,651 115,131 240,659 157,450 407,705 373,232 62,513 96,986
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 19,293)
928 -352 7,667 9,267 9,530 17,862 16,846 1,431 2,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 21.4 24.5 51.2 33.5 86.7 79.4 13.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
113 146 153 106 113 306 347
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,027
COMMITMENTS
12,018 6,077 71 185 306 12,274 6,454 3,753 9,573
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 210)
-400 262 -29 0 -212 -429 21 639 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 37.9 0.4 1.2 1.9 76.6 40.3 23.4 59.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 12 3 1 1 10 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,318
COMMITMENTS
35,489 52,421 63,898 156,376 142,428 255,763 258,747 27,555 24,570
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,903)
-4,231 4,227 474 -1,079 -6,103 -4,836 -1,402 933 -2,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.5 22.6 55.2 50.3 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
44 70 49 60 53 136 155
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,048,389
COMMITMENTS
143,509 168,045 177,116 539,153 510,889 859,778 856,050 188,611 192,339
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 16,365)
-1,237 473 7,100 4,073 19,583 9,936 27,156 6,429 -10,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.0 16.9 51.4 48.7 82.0 81.7 18.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 51 46 71 80 135 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,995
COMMITMENTS
24,976 57,847 47,604 128,008 107,122 200,588 212,572 36,407 24,423
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -5,977)
-1,100 -692 633 -9,121 -7,363 -9,588 -7,423 3,611 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 24.4 20.1 54.0 45.2 84.6 89.7 15.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
40 69 51 54 50 126 148
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,189
COMMITMENTS
3,239 1,041 2,178 6,654 10,720 12,071 13,940 3,118 1,249
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 286)
-177 -65 53 -64 326 -189 314 474 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 6.9 14.3 43.8 70.6 79.5 91.8 20.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 8 12 26 22 53 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 711,388
COMMITMENTS
126,746 184,336 14,472 417,344 406,951 558,562 605,759 152,825 105,629
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 18,284)
14,493 8,152 832 -830 18,951 14,494 27,935 3,789 -9,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 25.9 2.0 58.7 57.2 78.5 85.2 21.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
50 32 15 73 71 129 112
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,921,056
COMMITMENTS
756,272 218,509 427,032 1380007 1856453 2563311 2501995 357,745 419,062
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 55,137)
9,415 -62,097 72,965 -47,457 67,752 34,924 78,621 20,213 -23,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 7.5 14.6 47.2 63.6 87.8 85.7 12.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
76 69 81 133 136 245 250
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,616,883
COMMITMENTS
238,432 200,643 152,830 926,560 993,541 1317823 1347014 299,060 269,868
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 25,519)
33,721 31,456 8,383 -6,044 5,475 36,060 45,314 -10,541 -19,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.4 9.5 57.3 61.4 81.5 83.3 18.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
55 36 45 79 86 150 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 631,948
COMMITMENTS
85,744 77,565 238,682 279,424 278,244 603,850 594,492 28,098 37,456
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -79,546)
-33,741 -28,447 18,928 -61,256 -60,472 -76,069 -69,991 -3,478 -9,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 12.3 37.8 44.2 44.0 95.6 94.1 4.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 42 46 54 66 104 131
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,209
COMMITMENTS
1,726 1,887 265 2,316 5,819 4,307 7,971 5,902 2,238
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,057)
39 945 50 -91 665 -2 1,660 1,059 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 18.5 2.6 22.7 57.0 42.2 78.1 57.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 4 5 9 13 16
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,477
COMMITMENTS
3,855 9,980 2,462 11,768 16,434 18,085 28,876 22,393 11,601
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 2,350)
289 1,198 910 900 -1,858 2,099 251 252 2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 24.7 6.1 29.1 40.6 44.7 71.3 55.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 17 11 14 15 32 37
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,756
COMMITMENTS
14,943 9,339 950 20,071 42,366 35,964 52,655 25,792 9,101
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,146)
1,505 1,403 422 1,210 1,706 3,138 3,531 1,008 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 15.1 1.5 32.5 68.6 58.2 85.3 41.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 13 9 18 16 41 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,863
COMMITMENTS
33,183 20,380 4,297 82,897 50,487 120,377 75,164 8,486 53,699
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 11,787)
3,572 873 712 7,411 8,125 11,695 9,710 92 2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 15.8 3.3 64.3 39.2 93.4 58.3 6.6 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 35 18 17 27 69 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,690
COMMITMENTS
3,450 10,735 427 34,696 27,368 38,573 38,530 117 160
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -8,122)
-8,293 1,068 0 165 -9,164 -8,128 -8,096 6 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 27.7 1.1 89.7 70.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 3 14 10 22 23
Updated October 6, 2006