WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,828
COMMITMENTS
78,947 72,688 104,501 273,861 249,638 457,309 426,827 38,519 69,001
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 32,509)
17,626 103 -7,277 16,260 31,958 26,609 24,784 5,900 7,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 14.7 21.1 55.2 50.3 92.2 86.1 7.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
110 98 122 66 98 264 258
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,288,905
COMMITMENTS
295,370 119,182 228,265 607,152 664,904 1130787 1012351 158,118 276,554
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -12,962)
7,067 -10,836 -21,571 1,257 16,671 -13,247 -15,736 285 2,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 9.2 17.7 47.1 51.6 87.7 78.5 12.3 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
181 152 166 205 281 478 532
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,069
COMMITMENTS
6,436 234 88 2,733 9,641 9,257 9,963 2,812 2,106
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 113)
323 138 32 -284 125 71 295 42 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 1.9 0.7 22.6 79.9 76.7 82.6 23.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
26 5 2 10 14 37 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,185
COMMITMENTS
64,087 102,483 59,711 205,401 138,994 329,199 301,188 49,986 77,997
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 12,458)
54 -4,604 7,188 5,264 8,433 12,506 11,017 -48 1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 27.0 15.7 54.2 36.7 86.8 79.4 13.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
99 135 95 87 99 253 288
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,027
COMMITMENTS
12,018 6,077 71 185 306 12,274 6,454 3,753 9,573
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 210)
-400 262 -29 0 -212 -429 21 639 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 37.9 0.4 1.2 1.9 76.6 40.3 23.4 59.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 12 3 1 1 10 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,395
COMMITMENTS
51,086 53,063 39,619 138,067 138,282 228,772 230,964 25,623 23,431
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,341)
-2,789 4,684 -568 -1,565 -5,983 -4,922 -1,867 581 -2,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 20.9 15.6 54.3 54.4 89.9 90.8 10.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
48 65 34 55 48 125 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 773,507
COMMITMENTS
162,157 204,958 2,320 440,079 402,963 604,556 610,241 168,951 163,266
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 6,680)
1,783 3,431 -1,989 675 15,977 469 17,419 6,211 -10,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 26.5 0.3 56.9 52.1 78.2 78.9 21.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
42 36 20 59 76 108 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,125
COMMITMENTS
32,286 57,647 31,067 118,753 103,177 182,106 191,891 33,019 23,234
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,734)
-1,153 -506 321 -8,284 -7,879 -9,116 -8,064 2,382 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 26.8 14.4 55.2 48.0 84.7 89.2 15.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
43 62 39 51 45 119 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,717
COMMITMENTS
3,228 1,035 1,335 6,415 10,209 10,978 12,579 2,739 1,138
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 266)
-329 -117 147 -54 284 -236 314 502 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 7.5 9.7 46.8 74.4 80.0 91.7 20.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 9 9 23 20 47 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 696,293
COMMITMENTS
127,916 182,557 5,514 412,957 405,520 546,387 593,591 149,906 102,702
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 16,992)
14,002 7,941 1,392 -448 18,621 14,946 27,954 2,046 -10,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 26.2 0.8 59.3 58.2 78.5 85.3 21.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
50 32 10 71 69 124 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,241,109
COMMITMENTS
782,458 261,587 93,944 1030911 1499617 1907313 1855148 333,796 385,961
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 43,744)
6,140 -39,153 37,686 -17,918 70,094 25,908 68,627 17,836 -24,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 11.7 4.2 46.0 66.9 85.1 82.8 14.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
62 75 48 108 108 202 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,419,017
COMMITMENTS
261,047 222,103 29,560 844,361 911,260 1134968 1162923 284,049 256,094
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,872)
31,302 34,969 -6,228 -7,639 -1,521 17,435 27,220 -12,563 -22,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 15.7 2.1 59.5 64.2 80.0 82.0 20.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
57 32 17 73 73 133 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 476,644
COMMITMENTS
88,517 85,770 112,728 248,766 242,348 450,011 440,846 26,633 35,798
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -82,756)
-39,809 -34,607 22,392 -62,046 -60,142 -79,463 -72,357 -3,293 -10,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 18.0 23.7 52.2 50.8 94.4 92.5 5.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
24 36 36 49 60 90 119
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,180
COMMITMENTS
1,729 1,887 261 2,316 5,819 4,306 7,967 5,874 2,213
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,046)
44 945 49 -91 665 2 1,659 1,044 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 18.5 2.6 22.8 57.2 42.3 78.3 57.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 3 5 9 13 15
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 39,005
COMMITMENTS
3,957 10,089 1,468 11,497 16,130 16,922 27,687 22,083 11,318
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,757)
420 1,299 227 689 -2,135 1,336 -609 421 2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 25.9 3.8 29.5 41.4 43.4 71.0 56.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 16 5 11 15 27 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,809
COMMITMENTS
14,567 9,041 7 19,774 42,249 34,348 51,297 25,461 8,512
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 3,958)
1,804 1,670 2 1,239 1,671 3,045 3,343 913 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.1 0.0 33.1 70.6 57.4 85.8 42.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 12 2 17 16 37 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,580
COMMITMENTS
33,552 19,355 412 76,467 46,013 110,431 65,780 8,149 52,800
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 10,564)
3,846 917 112 6,534 7,582 10,492 8,611 72 1,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 16.3 0.3 64.5 38.8 93.1 55.5 6.9 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
36 28 4 15 25 54 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,690
COMMITMENTS
3,450 10,735 427 34,696 27,368 38,573 38,530 117 160
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -8,122)
-8,293 1,068 0 165 -9,164 -8,128 -8,096 6 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 27.7 1.1 89.7 70.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 3 14 10 22 23
Updated October 6, 2006