WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,744
COMMITMENTS
74,650 54,895 132,366 269,458 261,790 476,474 449,052 37,269 64,692
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 4,369)
-978 7,598 1,662 3,702 -5,836 4,386 3,424 -17 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.7 25.8 52.4 51.0 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
119 107 127 77 111 280 279
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,962,900
COMMITMENTS
339,566 57,741 574,273 835,139 1014300 1748979 1646315 213,922 316,586
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -2,559)
-13,383 2,189 3,843 533 -23,600 -9,008 -17,567 6,449 15,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.9 29.3 42.5 51.7 89.1 83.9 10.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
218 110 204 295 367 597 611
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,128
COMMITMENTS
4,470 103 1,250 6,657 12,826 12,376 14,179 3,752 1,949
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 680)
243 7 195 356 261 795 463 -115 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 0.6 7.7 41.3 79.5 76.7 87.9 23.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 5 7 13 15 44 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,953
COMMITMENTS
92,640 33,061 130,550 213,444 248,855 436,634 412,467 61,319 85,487
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 1,785)
10,239 -2,738 2,666 -12,336 2,701 570 2,629 1,215 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 6.6 26.2 42.9 50.0 87.7 82.8 12.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
139 71 129 115 143 328 299
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 11,167
COMMITMENTS
7,461 1,351 1,409 18 1,045 8,888 3,805 2,279 7,362
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -2,441)
-105 -952 63 -252 356 -294 -533 -2,147 -1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 12.1 12.6 0.2 9.4 79.6 34.1 20.4 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 9 1 3 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,650
COMMITMENTS
62,847 15,190 54,449 138,021 194,869 255,317 264,508 32,332 23,142
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,362)
2,971 2,904 -1,777 -4,812 -6,588 -3,618 -5,461 -744 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 5.3 18.9 48.0 67.7 88.8 92.0 11.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
70 32 47 58 60 161 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 936,608
COMMITMENTS
105,961 179,289 79,023 614,034 505,374 799,018 763,687 137,590 172,921
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 29,459)
-14,558 -983 5,212 42,855 8,554 33,508 12,783 -4,049 16,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 19.1 8.4 65.6 54.0 85.3 81.5 14.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
39 41 44 76 80 135 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,889
COMMITMENTS
35,717 23,406 33,948 106,108 130,758 175,772 188,112 31,116 18,777
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -5,753)
2,466 1,995 -2,050 -3,754 -5,566 -3,338 -5,620 -2,414 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.3 16.4 51.3 63.2 85.0 90.9 15.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
50 43 54 56 53 147 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,367
COMMITMENTS
4,054 1,165 1,350 6,949 12,012 12,353 14,526 3,014 841
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 493)
735 38 12 -134 424 613 474 -120 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 7.6 8.8 45.2 78.2 80.4 94.5 19.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 10 7 29 21 55 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 758,453
COMMITMENTS
134,097 196,914 7,407 485,607 427,001 627,110 631,322 131,342 127,131
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 39,952)
-3,027 -1,970 -224 37,047 26,589 33,796 24,394 6,155 15,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 26.0 1.0 64.0 56.3 82.7 83.2 17.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
39 34 12 71 63 115 104
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,733,005
COMMITMENTS
582,549 293,694 254,416 1597549 1773202 2434514 2321312 298,491 411,693
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 135,571)
26,055 18,293 17,734 75,867 69,113 119,656 105,140 15,915 30,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 10.7 9.3 58.5 64.9 89.1 84.9 10.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
50 72 59 131 135 217 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,516,092
COMMITMENTS
159,975 244,221 104,809 999,041 895,380 1263825 1244410 252,267 271,682
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 47,552)
-12,759 -11,318 20,706 31,523 22,480 39,470 31,869 8,082 15,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.1 6.9 65.9 59.1 83.4 82.1 16.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
34 36 28 89 84 140 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 547,680
COMMITMENTS
98,030 70,138 185,636 230,407 267,562 514,072 523,336 33,607 24,344
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -145,644)
-15,268 -23,105 -46,392 -84,118 -73,207 -145,778 -142,704 135 -2,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 12.8 33.9 42.1 48.9 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
32 35 46 54 51 111 108
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,062
COMMITMENTS
2,294 1,065 407 813 6,008 3,514 7,480 7,548 3,582
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 1,129)
23 -402 223 -192 584 54 405 1,075 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 9.6 3.7 7.4 54.3 31.8 67.6 68.2 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 5 8 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 46,774
COMMITMENTS
13,759 4,914 2,736 6,004 28,255 22,499 35,905 24,274 10,869
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 3,815)
2,723 49 53 -2,092 2,625 684 2,727 3,131 1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 10.5 5.9 12.8 60.4 48.1 76.8 51.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
30 10 15 14 15 46 38
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,702
COMMITMENTS
24,447 6,694 697 20,392 51,658 45,536 59,048 20,166 6,654
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -739)
-3,137 -1,276 100 231 248 -2,806 -928 2,067 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 10.2 1.1 31.0 78.6 69.3 89.9 30.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 15 6 18 13 44 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,302
COMMITMENTS
42,143 45,196 2,025 52,747 17,964 96,916 65,186 11,386 43,116
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 6,383)
3,690 -2,930 306 1,450 2,127 5,445 -497 938 6,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 41.7 1.9 48.7 16.6 89.5 60.2 10.5 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
33 32 15 22 20 64 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,678
COMMITMENTS
3,198 15,533 393 41,949 29,536 45,540 45,462 138 216
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 102)
104 210 0 -52 -128 52 82 50 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 34.0 0.9 91.8 64.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 2 11 12 20 24
Updated January 8, 2007