WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,824
COMMITMENTS
78,425 69,896 76,502 273,044 253,667 427,971 400,065 41,853 69,759
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -26,004)
-522 -2,792 -27,999 -817 4,029 -29,338 -26,762 3,334 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 14.9 16.3 58.1 54.0 91.1 85.2 8.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
101 101 102 67 98 246 236
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,278,905
COMMITMENTS
297,166 111,180 217,913 603,684 673,522 1118763 1002615 160,142 276,290
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -10,000)
1,796 -8,002 -10,352 -3,468 8,618 -12,024 -9,736 2,024 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 8.7 17.0 47.2 52.7 87.5 78.4 12.5 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685)
177 144 145 198 284 463 506
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,031
COMMITMENTS
6,859 190 58 2,974 10,840 9,891 11,088 3,140 1,943
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 962)
423 -44 -30 241 1,199 634 1,125 328 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 1.5 0.4 22.8 83.2 75.9 85.1 24.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
28 4 2 11 14 41 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 378,618
COMMITMENTS
68,192 85,959 50,234 204,912 163,969 323,338 300,162 55,280 78,456
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -567)
4,105 -16,524 -9,477 -489 24,975 -5,861 -1,026 5,294 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 22.7 13.3 54.1 43.3 85.4 79.3 14.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
106 122 100 84 106 258 288
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,467
COMMITMENTS
12,579 6,773 477 235 330 13,291 7,580 4,176 9,887
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,440)
561 696 406 50 24 1,017 1,126 423 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.0 38.8 2.7 1.3 1.9 76.1 43.4 23.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 12 5 1 1 13 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 253,913
COMMITMENTS
50,488 45,979 38,010 140,848 147,967 229,346 231,956 24,567 21,957
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -482)
-598 -7,084 -1,609 2,781 9,685 574 992 -1,056 -1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.1 15.0 55.5 58.3 90.3 91.4 9.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
49 50 35 54 47 124 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,744
COMMITMENTS
135,106 174,644 4,406 437,912 394,123 577,424 573,173 156,320 160,571
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -39,763)
-27,051 -30,314 2,086 -2,167 -8,840 -27,132 -37,068 -12,631 -2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 23.8 0.6 59.7 53.7 78.7 78.1 21.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
44 30 17 58 75 106 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,122
COMMITMENTS
31,959 49,081 31,216 113,183 105,806 176,358 186,103 32,764 23,019
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -6,003)
-327 -8,566 149 -5,570 2,629 -5,748 -5,788 -255 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 23.5 14.9 54.1 50.6 84.3 89.0 15.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
41 47 40 57 46 122 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,488
COMMITMENTS
3,372 1,093 1,077 6,374 10,293 10,823 12,463 3,665 2,025
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 771)
144 58 -258 -41 84 -155 -116 926 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 7.5 7.4 44.0 71.0 74.7 86.0 25.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 10 7 23 20 48 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 673,821
COMMITMENTS
120,403 173,035 4,598 402,783 396,277 527,784 573,910 146,037 99,911
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -22,472)
-7,513 -9,522 -916 -10,174 -9,243 -18,603 -19,681 -3,869 -2,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 25.7 0.7 59.8 58.8 78.3 85.2 21.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
44 32 8 69 66 116 103
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,347,937
COMMITMENTS
739,566 278,522 88,938 1175715 1573911 2004219 1941371 343,718 406,566
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 106,828)
-42,892 16,935 -5,006 144,804 74,294 96,906 86,223 9,922 20,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 11.9 3.8 50.1 67.0 85.4 82.7 14.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
65 74 43 114 111 208 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,423,060
COMMITMENTS
235,797 194,564 21,857 894,716 924,891 1152370 1141312 270,690 281,748
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 4,043)
-25,250 -27,539 -7,703 50,355 13,631 17,402 -21,611 -13,359 25,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.7 1.5 62.9 65.0 81.0 80.2 19.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
49 33 19 74 73 126 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 484,569
COMMITMENTS
76,447 85,107 126,399 255,538 234,753 458,384 446,259 26,185 38,310
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 7,925)
-12,070 -663 13,671 6,772 -7,595 8,373 5,413 -448 2,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 17.6 26.1 52.7 48.4 94.6 92.1 5.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 38 35 48 56 92 114
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,577
COMMITMENTS
5,125 10,161 2,213 17,070 19,851 24,408 32,225 18,169 10,352
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 3,572)
1,168 72 745 5,573 3,721 7,486 4,538 -3,914 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 23.9 5.2 40.1 46.6 57.3 75.7 42.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 20 5 14 14 30 38
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,300
COMMITMENTS
16,474 9,920 5 19,838 42,272 36,317 52,197 24,983 9,103
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,491)
1,907 879 -2 64 23 1,969 900 -478 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 16.2 0.0 32.4 69.0 59.2 85.2 40.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 15 1 16 15 36 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,447
COMMITMENTS
36,445 18,776 407 82,179 57,330 119,031 76,513 10,416 52,934
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 10,867)
2,893 -579 -5 5,712 11,317 8,600 10,733 2,267 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 14.5 0.3 63.5 44.3 92.0 59.1 8.0 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 27 3 18 28 51 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,203
COMMITMENTS
3,450 10,703 877 33,333 26,035 37,660 37,615 543 588
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -487)
0 -32 450 -1,363 -1,333 -913 -915 426 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 28.0 2.3 87.3 68.1 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 10 4 15 9 24 22
Updated October 13, 2006