WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 525,146
COMMITMENTS
81,001 66,491 133,172 269,232 254,930 483,404 454,593 41,742 70,553
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -14,949)
1,830 1,380 -9,922 -6,664 -5,289 -14,756 -13,831 -193 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 12.7 25.4 51.3 48.5 92.1 86.6 7.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
110 120 163 74 100 305 306
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,699,740
COMMITMENTS
296,212 101,094 505,736 692,038 767,996 1493986 1374825 205,754 324,915
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -31,278)
-6,066 1,735 -16,828 -681 -17,512 -23,574 -32,605 -7,703 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 5.9 29.8 40.7 45.2 87.9 80.9 12.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
216 151 269 299 331 649 658
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,326
COMMITMENTS
5,570 502 1,447 3,867 10,376 10,884 12,326 3,442 2,000
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -878)
-503 -1 -298 312 -465 -489 -764 -389 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 3.5 10.1 27.0 72.4 76.0 86.0 24.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 7 14 17 41 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 418,437
COMMITMENTS
59,726 104,927 93,838 201,157 129,455 354,721 328,220 63,716 90,217
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,440)
-632 9,447 1,929 339 -8,504 1,636 2,872 1,804 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 25.1 22.4 48.1 30.9 84.8 78.4 15.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
113 140 151 107 126 309 348
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 299,780
COMMITMENTS
78,930 13,784 52,759 135,021 213,573 266,709 280,116 33,071 19,664
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -9,071)
-2,529 -1,109 -307 -4,375 -6,983 -7,211 -8,399 -1,860 -671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 4.6 17.6 45.0 71.2 89.0 93.4 11.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
82 33 47 54 50 168 113
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,098,973
COMMITMENTS
113,513 173,009 213,189 617,212 514,833 943,914 901,031 155,060 197,942
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 64,593)
-3,421 3,131 35,859 21,983 21,254 54,421 60,244 10,171 4,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 15.7 19.4 56.2 46.8 85.9 82.0 14.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
32 58 54 80 95 148 171
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 246,157
COMMITMENTS
32,013 70,174 41,904 141,209 110,161 215,126 222,239 31,031 23,918
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 9,225)
1,841 4,899 5,374 3,504 234 10,719 10,508 -1,494 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 28.5 17.0 57.4 44.8 87.4 90.3 12.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 74 46 64 54 134 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,838
COMMITMENTS
3,445 414 2,218 5,887 10,672 11,550 13,305 3,288 1,534
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -43)
-364 19 484 438 -216 558 287 -602 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 2.8 14.9 39.7 71.9 77.8 89.7 22.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 6 11 23 23 52 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 681,134
COMMITMENTS
103,238 182,539 17,444 432,146 380,913 552,828 580,896 128,306 100,238
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -6,468)
-19,309 3,781 3,552 6,058 -2,952 -9,699 4,381 3,231 -10,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 26.8 2.6 63.4 55.9 81.2 85.3 18.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
32 36 18 71 77 115 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,835,724
COMMITMENTS
598,870 317,914 414,557 1481528 1682690 2494956 2415162 340,768 420,562
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 144,405)
58,045 4,897 60,492 -2,046 68,150 116,491 133,539 27,914 10,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 11.2 14.6 52.2 59.3 88.0 85.2 12.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
68 69 87 136 145 241 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,578,501
COMMITMENTS
235,486 269,261 165,724 908,317 848,664 1309527 1283649 268,974 294,852
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 43,533)
-29,698 32,694 3,235 44,764 -7,791 18,300 28,137 25,233 15,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 17.1 10.5 57.5 53.8 83.0 81.3 17.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
40 50 45 94 94 158 165
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 700,050
COMMITMENTS
101,452 120,666 215,378 334,429 311,729 651,259 647,773 48,791 52,277
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,727)
23,975 -11,336 15,895 10,621 15,909 50,491 20,468 -48,765 -18,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.2 30.8 47.8 44.5 93.0 92.5 7.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 47 56 69 71 129 143
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 29,212
COMMITMENTS
5,705 1,222 1,835 5,826 18,693 13,366 21,750 15,846 7,462
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,701)
-205 -95 1,192 1,440 3,029 2,427 4,127 1,274 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.2 6.3 19.9 64.0 45.8 74.5 54.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 4 4 9 14 23 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 60,103
COMMITMENTS
11,302 3,514 923 20,913 48,098 33,138 52,535 26,965 7,568
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 514)
370 -85 67 -469 -285 -32 -302 546 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.8 1.5 34.8 80.0 55.1 87.4 44.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 10 7 20 15 40 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 104,655
COMMITMENTS
23,234 22,026 3,523 69,261 24,231 96,018 49,779 8,637 54,876
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,358)
1,234 315 198 -443 -117 989 396 1,369 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 21.0 3.4 66.2 23.2 91.7 47.6 8.3 52.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 28 15 22 19 54 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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