WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,610
COMMITMENTS
85,462 50,352 165,982 285,689 288,625 537,134 504,958 48,476 80,651
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 13,965)
5,572 -6,795 1,454 1,682 15,003 8,708 9,662 5,257 4,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 8.6 28.3 48.8 49.3 91.7 86.2 8.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
112 99 121 70 108 261 260
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,704,664
COMMITMENTS
301,794 70,803 499,392 697,727 808,902 1498913 1379097 205,751 325,567
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 46,107)
4,270 -23,448 34,659 446 31,186 39,374 42,397 6,733 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.2 29.3 40.9 47.5 87.9 80.9 12.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718)
218 132 212 245 309 558 574
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,568
COMMITMENTS
6,850 207 736 3,595 11,448 11,182 12,392 3,386 2,176
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,052)
526 -115 -28 224 1,408 722 1,266 329 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 1.4 5.1 24.7 78.6 76.8 85.1 23.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
26 8 4 15 15 45 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,253
COMMITMENTS
53,955 79,237 109,710 238,777 185,890 402,442 374,837 69,812 97,416
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,035)
2,041 -21,414 -5,421 -1,883 28,440 -5,264 1,606 7,299 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.8 23.2 50.6 39.4 85.2 79.4 14.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
120 132 158 108 117 316 343
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,467
COMMITMENTS
12,579 6,773 477 235 330 13,291 7,580 4,176 9,887
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,440)
561 696 406 50 24 1,017 1,126 423 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 38.8 2.7 1.3 1.9 76.1 43.4 23.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 12 5 1 1 13 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,871
COMMITMENTS
34,850 44,989 61,622 159,221 152,319 255,693 258,930 26,179 22,942
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -1,446)
-639 -7,431 -2,277 2,845 9,891 -71 183 -1,376 -1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 16.0 21.9 56.5 54.0 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 59 48 60 52 136 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 988,313
COMMITMENTS
113,783 158,951 158,836 538,696 488,956 811,315 806,743 176,997 181,570
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -60,076)
-29,726 -9,095 -18,280 -457 -21,933 -48,463 -49,308 -11,614 -10,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.1 16.1 54.5 49.5 82.1 81.6 17.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
40 41 44 71 82 132 146
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,892
COMMITMENTS
26,311 49,359 45,497 122,615 110,641 194,423 205,497 35,469 24,394
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -7,103)
1,334 -8,487 -2,107 -5,392 3,519 -6,165 -7,075 -938 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 21.5 19.8 53.3 48.1 84.6 89.4 15.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
39 54 46 59 54 129 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,933
COMMITMENTS
3,360 1,031 1,939 6,573 10,801 11,872 13,771 4,061 2,161
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 743)
121 -10 -239 -80 80 -199 -169 942 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.5 12.2 41.3 67.8 74.5 86.4 25.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 8 10 25 22 53 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 692,002
COMMITMENTS
123,193 174,634 15,069 406,265 399,830 544,526 589,533 147,475 102,469
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -19,386)
-3,553 -9,702 597 -11,079 -7,121 -14,036 -16,226 -5,350 -3,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 25.2 2.2 58.7 57.8 78.7 85.2 21.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
47 30 17 71 68 124 109
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,028,581
COMMITMENTS
745,189 249,455 419,847 1490357 1908079 2655393 2577381 373,188 451,200
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 107,525)
-11,083 30,947 -7,185 110,350 51,625 92,082 75,386 15,443 32,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 8.2 13.9 49.2 63.0 87.7 85.1 12.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
80 68 86 135 138 251 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,666,336
COMMITMENTS
231,964 190,273 166,799 983,167 1010288 1381930 1367360 284,406 298,976
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 49,453)
-6,469 -10,370 13,969 56,607 16,747 64,107 20,346 -14,654 29,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.4 10.0 59.0 60.6 82.9 82.1 17.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
55 28 42 83 89 147 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 651,294
COMMITMENTS
77,164 80,167 257,509 288,667 273,199 623,341 610,876 27,953 40,418
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 19,346)
-8,580 2,602 18,827 9,243 -5,045 19,491 16,384 -145 2,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.3 39.5 44.3 41.9 95.7 93.8 4.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 44 48 53 65 107 132
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 44,612
COMMITMENTS
4,928 9,922 3,628 17,482 20,330 26,039 33,880 18,574 10,732
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 4,135)
1,074 -59 1,166 5,714 3,896 7,954 5,004 -3,819 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 22.2 8.1 39.2 45.6 58.4 75.9 41.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 19 11 16 15 36 42
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,648
COMMITMENTS
17,088 10,368 1,007 20,218 42,375 38,313 53,750 25,335 9,898
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,892)
2,146 1,028 57 147 10 2,349 1,095 -457 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 16.3 1.6 31.8 66.6 60.2 84.4 39.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 16 8 17 15 40 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 141,960
COMMITMENTS
36,213 20,699 4,470 90,466 62,577 131,149 87,746 10,811 54,214
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 13,098)
3,030 319 173 7,569 12,090 10,772 12,582 2,326 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 14.6 3.1 63.7 44.1 92.4 61.8 7.6 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 35 19 21 28 69 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,203
COMMITMENTS
3,450 10,703 877 33,333 26,035 37,660 37,615 543 588
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -487)
0 -32 450 -1,363 -1,333 -913 -915 426 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 28.0 2.3 87.3 68.1 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 10 4 15 9 24 22
Updated October 13, 2006