WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 424,124
COMMITMENTS
84,061 57,231 69,322 234,077 239,511 387,460 366,064 36,664 58,060
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 7,725)
7,084 174 1,237 1,387 6,833 9,708 8,244 -1,983 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 13.5 16.3 55.2 56.5 91.4 86.3 8.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
114 95 92 63 97 247 228
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,374,454
COMMITMENTS
346,879 67,334 188,820 686,764 865,728 1222463 1121882 151,991 252,572
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -22,948)
-891 1,746 -2,117 -5,354 -11,110 -8,362 -11,481 -14,586 -11,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 4.9 13.7 50.0 63.0 88.9 81.6 11.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
215 102 159 222 341 507 556
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,590
COMMITMENTS
4,778 538 195 5,356 11,283 10,329 12,016 3,261 1,574
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -112)
-493 -14 -101 559 64 -35 -51 -77 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 4.0 1.4 39.4 83.0 76.0 88.4 24.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 4 5 12 14 39 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,234
COMMITMENTS
92,076 43,689 67,518 203,073 221,247 362,667 332,454 55,567 85,780
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 7,663)
-3,736 -3,864 2,586 3,563 5,834 2,413 4,556 5,250 3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 10.4 16.1 48.6 52.9 86.7 79.5 13.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
118 72 100 92 132 270 270
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,939
COMMITMENTS
11,704 5,567 1,290 420 465 13,414 7,322 3,525 9,617
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,168)
1,245 1,079 -156 0 20 1,089 943 79 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 32.9 7.6 2.5 2.7 79.2 43.2 20.8 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 11 8 1 1 19 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,039
COMMITMENTS
78,291 12,933 43,989 127,422 208,209 249,702 265,131 33,337 17,908
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -9,278)
-324 3,930 -4,065 -2,347 -6,895 -6,736 -7,030 -2,542 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 4.6 15.5 45.0 73.6 88.2 93.7 11.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
84 26 49 55 52 170 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,924
COMMITMENTS
143,583 192,404 26,820 502,899 464,772 673,302 683,996 174,622 163,928
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -52,023)
19,935 18,659 -22,742 -34,581 -43,721 -37,388 -47,804 -14,635 -4,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.7 3.2 59.3 54.8 79.4 80.7 20.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
29 48 18 68 73 108 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,205
COMMITMENTS
38,571 22,001 28,131 109,433 140,091 176,135 190,223 35,070 20,982
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -6,300)
-9,889 4,658 -1,304 8,024 -11,278 -3,169 -7,924 -3,131 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 10.4 13.3 51.8 66.3 83.4 90.1 16.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
55 37 49 48 48 138 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,351
COMMITMENTS
3,440 1,275 810 7,288 11,364 11,538 13,449 2,813 902
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -595)
75 51 -505 -58 87 -488 -367 -107 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 8.9 5.6 50.8 79.2 80.4 93.7 19.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 7 7 22 21 47 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 754,838
COMMITMENTS
136,055 181,026 26,557 419,935 400,875 582,547 608,458 172,291 146,380
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -38,175)
37,021 1,146 -29,412 -43,373 -24,913 -35,764 -53,179 -2,411 15,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 24.0 3.5 55.6 53.1 77.2 80.6 22.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
39 36 14 65 67 110 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,269,869
COMMITMENTS
631,622 316,676 105,410 1178562 1425856 1915594 1847942 354,275 421,927
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -290,777)
-14,245 35,569 -71,747 -77,145 -128,506 -163,137 -164,684 -127,640 -126,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 14.0 4.6 51.9 62.8 84.4 81.4 15.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
68 61 41 114 119 199 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,517,112
COMMITMENTS
266,718 261,687 65,686 879,708 920,489 1212112 1247862 305,000 269,250
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -189,368)
71,635 24,009 -124,249 -120,797 -57,567 -173,411 -157,807 -15,957 -31,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 17.2 4.3 58.0 60.7 79.9 82.3 20.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
48 32 19 78 77 133 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 360,489
COMMITMENTS
98,127 95,730 63,173 171,466 172,084 332,766 330,987 27,723 29,502
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -27,701)
12,819 14,187 -16,089 -31,409 -23,335 -34,679 -25,237 6,978 -2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 26.6 17.5 47.6 47.7 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
23 38 34 42 50 86 102
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,327
COMMITMENTS
4,026 186 203 579 6,979 4,808 7,368 6,519 3,959
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -505)
-519 186 -821 -220 -744 -1,560 -1,379 1,055 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 1.6 1.8 5.1 61.6 42.4 65.0 57.6 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 2 3 11 13 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 47,355
COMMITMENTS
17,332 6,720 1,428 3,594 29,848 22,354 37,996 25,001 9,359
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -3,300)
2,913 946 -1,631 -1,754 -2,299 -472 -2,984 -2,828 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 14.2 3.0 7.6 63.0 47.2 80.2 52.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
29 15 7 7 16 38 36
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,253
COMMITMENTS
18,215 12,532 144 21,008 43,466 39,367 56,142 25,886 9,111
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 3,289)
527 -637 92 2,678 2,561 3,297 2,016 -8 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 19.2 0.2 32.2 66.6 60.3 86.0 39.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 15 3 20 14 44 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,384
COMMITMENTS
36,603 26,250 1,112 66,245 42,367 103,960 69,729 17,424 51,655
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 182)
-1,196 795 428 -5,454 -928 -6,222 295 6,404 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 21.6 0.9 54.6 34.9 85.6 57.4 14.4 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 25 7 18 28 58 56
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 47,184
COMMITMENTS
2,161 14,162 5,271 39,669 27,631 47,101 47,064 83 120
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,381)
-184 -1,252 2,165 -507 571 1,474 1,484 -93 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 30.0 11.2 84.1 58.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 12 4 14 10 25 24
Updated December 8, 2006