WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,289
COMMITMENTS
58,296 76,658 104,711 256,946 209,489 419,953 390,858 32,336 61,431
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,919)
-5,083 3,500 1,911 3,756 -3,713 584 1,698 2,335 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 16.9 23.2 56.8 46.3 92.9 86.4 7.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
91 115 137 63 93 256 282
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,298,052
COMMITMENTS
283,105 166,956 245,380 599,880 612,575 1128365 1024911 169,687 273,141
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -22,800)
509 -12,968 -6,153 -13,448 1,014 -19,092 -18,107 -3,708 -4,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 12.9 18.9 46.2 47.2 86.9 79.0 13.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
185 150 161 204 276 467 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,425
COMMITMENTS
5,915 287 162 2,446 9,127 8,523 9,576 2,902 1,849
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 912)
484 -19 56 139 643 679 680 233 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 2.5 1.4 21.4 79.9 74.6 83.8 25.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 5 3 10 12 33 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,125
COMMITMENTS
67,181 109,480 50,535 192,855 124,627 310,571 284,642 49,554 75,483
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,321)
-1,282 -2,474 5,126 -249 1,703 3,595 4,355 726 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 30.4 14.0 53.6 34.6 86.2 79.0 13.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
105 136 92 93 105 256 297
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,447
COMMITMENTS
11,333 4,383 859 185 511 12,377 5,753 3,070 9,694
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -925)
-880 -666 -12 0 -210 -892 -888 -33 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.4 28.4 5.6 1.2 3.3 80.1 37.2 19.9 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 12 3 1 2 9 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 264,603
COMMITMENTS
63,541 45,447 44,638 132,870 154,405 241,049 244,490 23,554 20,113
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 5,472)
4,343 5,112 1,973 -428 -2,006 5,888 5,079 -416 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 17.2 16.9 50.2 58.4 91.1 92.4 8.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
55 54 37 56 50 134 134
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 747,208
COMMITMENTS
140,083 188,411 14,669 424,506 375,169 579,258 578,249 167,950 168,959
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -17,152)
-7,324 -7,786 -8,779 -8,791 -230 -24,894 -16,795 7,742 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 25.2 2.0 56.8 50.2 77.5 77.4 22.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
44 36 19 60 72 114 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 240,525
COMMITMENTS
39,530 66,551 34,354 133,897 115,441 207,781 216,346 32,744 24,179
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -6,244)
155 -11,469 951 -8,891 4,015 -7,785 -6,503 1,541 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 27.7 14.3 55.7 48.0 86.4 89.9 13.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
49 62 36 56 46 129 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,912
COMMITMENTS
3,467 1,117 941 6,924 10,376 11,332 12,434 2,580 1,478
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -253)
153 -370 -333 -21 574 -201 -129 -52 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 8.0 6.8 49.8 74.6 81.5 89.4 18.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 9 7 26 19 49 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 681,842
COMMITMENTS
92,177 186,398 8,248 437,539 376,130 537,964 570,776 143,878 111,066
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,342)
-4,141 10,605 242 5,167 -14,801 1,268 -3,954 -2,610 2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 27.3 1.2 64.2 55.2 78.9 83.7 21.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 39 16 68 72 113 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,318,002
COMMITMENTS
801,299 322,689 40,346 1140186 1541500 1981831 1904535 336,171 413,467
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 47,589)
73,980 33,508 -1,564 -27,929 -9,455 44,487 22,489 3,102 25,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 13.9 1.7 49.2 66.5 85.5 82.2 14.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
67 74 43 112 109 202 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,472
COMMITMENTS
217,001 215,542 18,490 781,940 775,774 1017431 1009806 279,041 286,666
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -27,690)
-21,822 16,113 -15,600 -10,934 -38,617 -48,356 -38,104 20,666 10,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 16.6 1.4 60.3 59.8 78.5 77.9 21.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 40 11 75 82 120 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 567,369
COMMITMENTS
175,340 119,769 100,830 268,783 302,374 544,953 522,973 22,416 44,396
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 33,082)
36,576 22,203 -21,556 25,030 31,831 40,050 32,478 -6,968 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 21.1 17.8 47.4 53.3 96.0 92.2 4.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
27 39 40 56 67 103 128
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,607
COMMITMENTS
1,450 2,276 364 2,495 4,912 4,309 7,552 5,298 2,055
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 23.7 3.8 26.0 51.1 44.9 78.6 55.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 3 6 10 13 18
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,036
COMMITMENTS
3,974 12,297 1,314 16,558 16,745 21,846 30,356 19,190 10,680
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,617)
-539 1,784 452 5,800 2,822 5,713 5,058 -1,096 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 30.0 3.2 40.3 40.8 53.2 74.0 46.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 17 7 16 16 32 37
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,844
COMMITMENTS
11,533 7,244 0 18,958 40,637 30,491 47,881 24,353 6,963
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -22,399)
-3,476 1,358 -10,212 -4,854 -9,425 -18,542 -18,279 -3,857 -4,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 13.2 0.0 34.6 74.1 55.6 87.3 44.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 8 0 16 15 30 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,220
COMMITMENTS
26,005 15,429 267 62,036 32,121 88,308 47,817 8,912 49,403
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -52,598)
-8,342 -16,642 -20,379 -16,679 -6,021 -45,400 -43,042 -7,198 -9,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 15.9 0.3 63.8 33.0 90.8 49.2 9.2 50.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 29 1 16 22 42 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 28,974
COMMITMENTS
14,053 8,866 427 14,399 19,492 28,879 28,785 95 189
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,100)
8,619 893 -2,306 -7,237 328 -924 -1,085 -176 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 30.6 1.5 49.7 67.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 10 3 13 11 20 24
Updated September 22, 2006