WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,379
COMMITMENTS
80,374 75,503 93,163 256,902 233,061 430,439 401,727 36,940 65,652
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -14,709)
3,322 1,964 -10,964 -6,865 -4,917 -14,507 -13,917 -202 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.2 19.9 55.0 49.9 92.1 86.0 7.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
92 125 148 64 95 283 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,366,163
COMMITMENTS
304,999 120,810 290,087 601,025 678,082 1196111 1088979 170,052 277,184
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -33,059)
-2,677 2,778 -22,202 -5,431 -14,520 -30,310 -33,944 -2,749 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 8.8 21.2 44.0 49.6 87.6 79.7 12.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753)
190 145 197 243 309 542 590
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,495
COMMITMENTS
5,859 334 547 2,915 9,849 9,321 10,730 3,174 1,765
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -867)
-422 -2 -317 274 -392 -465 -711 -402 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 2.7 4.4 23.3 78.8 74.6 85.9 25.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 2 5 11 16 38 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,431
COMMITMENTS
65,896 107,136 46,987 175,294 111,551 288,177 265,674 52,254 74,757
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,089)
3,894 9,601 -4,891 -3,086 -6,524 -4,083 -1,814 1,994 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 31.5 13.8 51.5 32.8 84.7 78.0 15.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
95 137 104 87 114 253 307
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,774
COMMITMENTS
11,444 4,053 1,574 0 473 13,018 6,100 2,756 9,674
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 512)
-372 -885 1,356 0 3 984 474 -472 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 25.7 10.0 0.0 3.0 82.5 38.7 17.5 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 13 8 0 2 13 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 276,631
COMMITMENTS
83,475 11,125 39,412 122,112 207,532 244,999 258,069 31,632 18,562
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -8,128)
-2,184 -1,994 147 -4,321 -5,869 -6,358 -7,716 -1,770 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 4.0 14.2 44.1 75.0 88.6 93.3 11.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
83 31 39 50 45 160 103
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 808,424
COMMITMENTS
116,822 191,310 27,653 524,908 422,635 669,383 641,598 139,041 166,826
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 34,302)
-4,841 18,432 11,667 15,386 8,160 22,212 38,259 12,090 -3,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 23.7 3.4 64.9 52.3 82.8 79.4 17.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 45 31 67 85 120 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,073
COMMITMENTS
39,152 69,642 25,567 130,978 106,164 195,697 201,373 28,376 22,700
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,856)
3,007 4,382 1,881 2,582 423 7,470 6,686 -1,614 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 31.1 11.4 58.5 47.4 87.3 89.9 12.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 71 38 60 46 125 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,520
COMMITMENTS
3,523 413 1,401 5,611 10,344 10,535 12,158 2,985 1,362
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -145)
-373 24 356 429 -219 412 161 -557 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 3.1 10.4 41.5 76.5 77.9 89.9 22.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 6 8 18 19 44 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 667,585
COMMITMENTS
103,823 180,776 13,375 426,922 378,604 544,120 572,755 123,465 94,830
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -8,112)
-18,905 1,767 4,829 5,464 -1,297 -8,612 5,299 500 -13,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 27.1 2.0 64.0 56.7 81.5 85.8 18.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
32 36 15 69 75 111 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,197,120
COMMITMENTS
607,675 346,460 111,212 1169727 1355541 1888614 1813213 308,506 383,907
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 78,144)
62,029 -1,535 26,021 -40,004 44,895 48,046 69,381 30,098 8,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 15.8 5.1 53.2 61.7 86.0 82.5 14.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
63 69 55 109 125 198 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,378,288
COMMITMENTS
230,712 283,862 54,184 843,468 764,780 1128364 1102826 249,924 275,462
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 28,259)
-29,669 41,175 -4,161 39,373 -22,910 5,543 14,104 22,716 14,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 20.6 3.9 61.2 55.5 81.9 80.0 18.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
38 48 25 80 83 130 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 529,177
COMMITMENTS
103,054 115,258 121,313 258,216 243,561 482,583 480,132 46,594 49,045
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -52,669)
22,570 -14,527 -12,332 -13,750 -6,119 -3,512 -32,978 -49,157 -19,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 21.8 22.9 48.8 46.0 91.2 90.7 8.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
24 47 43 63 65 116 129
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,939
COMMITMENTS
5,843 1,374 1,206 5,826 18,640 12,875 21,220 15,064 6,719
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,427)
-237 -95 1,148 1,440 2,986 2,351 4,039 1,076 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 4.9 4.3 20.9 66.7 46.1 76.0 53.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 3 9 14 23 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,077
COMMITMENTS
11,077 3,505 8 20,639 47,795 31,724 51,308 26,353 6,769
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 475)
367 -20 3 -506 -257 -136 -274 611 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 6.0 0.0 35.5 82.3 54.6 88.3 45.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 9 2 19 14 35 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,120
COMMITMENTS
22,966 21,495 338 65,476 21,086 88,780 42,919 8,340 54,201
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,071)
1,376 103 13 -734 35 655 151 1,416 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 22.1 0.3 67.4 21.7 91.4 44.2 8.6 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 25 3 22 17 47 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 22,315
COMMITMENTS
9,863 6,721 557 11,620 14,876 22,040 22,154 275 161
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 606)
-181 1,349 100 635 -807 554 642 52 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 30.1 2.5 52.1 66.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 14 4 14 9 23 25
Updated August 11, 2006