WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,365
COMMITMENTS
80,399 73,574 95,773 264,927 246,308 441,099 415,655 34,266 59,710
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,535)
3,218 -1,914 58 2,280 7,785 5,556 5,929 979 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 15.5 20.1 55.7 51.8 92.8 87.4 7.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
84 136 132 57 87 260 273
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,355,524
COMMITMENTS
291,222 94,262 290,971 610,837 701,361 1193030 1086594 162,494 268,930
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 22,299)
-11,333 -25,968 22,104 9,065 16,329 19,836 12,465 2,463 9,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 7.0 21.5 45.1 51.7 88.0 80.2 12.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
179 133 186 213 300 500 562
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,435
COMMITMENTS
7,356 342 421 3,177 11,379 10,954 12,142 3,481 2,293
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 89)
466 -157 47 -66 3 447 -107 -358 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 2.4 2.9 22.0 78.8 75.9 84.1 24.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
28 3 6 9 16 41 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,154
COMMITMENTS
59,998 67,314 54,332 169,724 134,045 284,054 255,691 48,100 76,463
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -7,499)
-4,868 -1,482 -6,155 4,026 860 -6,997 -6,777 -502 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 20.3 16.4 51.1 40.4 85.5 77.0 14.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
101 113 115 92 111 271 294
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,158
COMMITMENTS
13,792 4,852 172 0 441 13,964 5,465 3,194 11,693
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 876)
754 623 -55 0 8 699 576 177 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 28.3 1.0 0.0 2.6 81.4 31.9 18.6 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 14 5 0 2 12 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,418
COMMITMENTS
99,054 18,292 35,964 125,761 218,101 260,779 272,357 26,639 15,061
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 11,827)
3,174 -302 -4,013 15,307 16,433 14,468 12,118 -2,641 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 6.4 12.5 43.8 75.9 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
94 30 41 49 45 165 105
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 751,513
COMMITMENTS
95,360 184,271 12,446 529,589 377,296 637,395 574,013 114,118 177,500
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -1,628)
9,222 7,876 1,544 1,844 -16,184 12,610 -6,764 -14,238 5,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 24.5 1.7 70.5 50.2 84.8 76.4 15.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
30 48 25 75 82 120 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 205,123
COMMITMENTS
37,525 54,621 23,696 116,414 105,871 177,635 184,188 27,488 20,935
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 20,281)
4,031 11,815 -560 16,094 8,918 19,565 20,173 716 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 26.6 11.6 56.8 51.6 86.6 89.8 13.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
40 59 34 52 43 109 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,197
COMMITMENTS
4,383 389 559 4,520 10,780 9,462 11,728 3,735 1,469
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 134)
7 -16 -219 75 182 -137 -53 271 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 2.9 4.2 34.3 81.7 71.7 88.9 28.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
25 6 6 17 19 44 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 572,534
COMMITMENTS
129,424 130,851 8,104 329,913 335,583 467,441 474,538 105,093 97,996
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 8,427)
-5,435 4,164 -1,169 13,148 11,434 6,544 14,429 1,883 -6,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 22.9 1.4 57.6 58.6 81.6 82.9 18.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
29 31 12 58 72 92 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,101,811
COMMITMENTS
546,315 427,055 40,644 1260844 1260103 1847803 1727802 254,008 374,009
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -10,334)
16,693 36,131 -1,433 -17,386 -35,015 -2,126 -317 -8,208 -10,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 20.3 1.9 60.0 60.0 87.9 82.2 12.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
61 68 42 112 114 191 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,222,601
COMMITMENTS
270,803 273,289 34,745 745,783 641,257 1051331 949,291 171,270 273,310
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -2,019)
11,455 48,248 11,723 -8,428 -36,768 14,750 23,203 -16,769 -25,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 22.4 2.8 61.0 52.5 86.0 77.6 14.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
39 55 27 75 84 126 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 534,551
COMMITMENTS
139,149 175,192 77,889 272,122 242,076 489,160 495,157 45,391 39,394
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 32,691)
-42,944 -24,242 30,205 36,435 18,553 23,696 24,516 8,995 8,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 32.8 14.6 50.9 45.3 91.5 92.6 8.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
37 28 43 66 63 122 121
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,473
COMMITMENTS
5,961 2,655 943 6,993 16,240 13,897 19,838 14,576 8,635
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,041)
-2,195 1,130 704 2,659 805 1,168 2,639 1,873 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 9.3 3.3 24.6 57.0 48.8 69.7 51.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 9 3 7 9 20 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,643
COMMITMENTS
13,995 4,559 23 16,884 48,303 30,902 52,885 25,741 3,758
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,339)
-237 893 18 1,915 2,679 1,696 3,590 -357 -2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 8.0 0.0 29.8 85.3 54.6 93.4 45.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 14 2 16 14 31 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,596
COMMITMENTS
55,325 25,625 885 26,989 16,366 83,199 42,876 11,397 51,720
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,684)
142 5,361 442 4,033 1,605 4,617 7,408 2,067 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 27.1 0.9 28.5 17.3 88.0 45.3 12.0 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 24 5 24 15 51 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,671
COMMITMENTS
5,534 2,235 238 8,658 12,056 14,430 14,529 241 142
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 95)
0 -286 0 -74 362 -74 76 169 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 15.2 1.6 59.0 82.2 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 11 3 13 12 19 25
Updated July 21, 2006