WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,412
COMMITMENTS
74,225 70,779 131,735 268,583 241,341 474,543 443,855 39,869 70,558
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -10,734)
-6,775 4,287 -1,437 -649 -13,589 -8,861 -10,738 -1,873 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 13.8 25.6 52.2 46.9 92.2 86.3 7.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
104 138 164 80 99 308 319
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,704,444
COMMITMENTS
273,137 135,056 502,824 733,304 741,158 1509265 1379038 195,180 325,407
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 4,704)
-23,075 33,962 -2,911 41,266 -26,838 15,279 4,213 -10,574 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.9 29.5 43.0 43.5 88.5 80.9 11.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
201 172 259 297 322 635 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,530
COMMITMENTS
4,945 307 1,363 3,865 9,680 10,173 11,349 3,357 2,180
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -797)
-625 -196 -85 -1 -697 -711 -977 -85 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 2.3 10.1 28.6 71.5 75.2 83.9 24.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 5 7 13 15 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,421
COMMITMENTS
55,711 104,603 100,534 209,735 131,824 365,981 336,961 60,440 89,461
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,984)
-4,015 -324 6,696 8,578 2,369 11,259 8,741 -3,275 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 24.5 23.6 49.2 30.9 85.8 79.0 14.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
110 139 152 114 121 314 343
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,228
COMMITMENTS
11,628 4,660 1,455 0 494 13,083 6,609 3,145 9,619
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 454)
184 607 -119 0 21 65 509 389 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 28.7 9.0 0.0 3.0 80.6 40.7 19.4 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 12 6 0 2 10 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,874
COMMITMENTS
61,857 19,018 54,353 142,704 192,424 258,914 265,795 28,961 22,079
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -11,906)
-17,074 5,234 1,594 7,684 -21,149 -7,796 -14,321 -4,110 2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 6.6 18.9 49.6 66.8 89.9 92.3 10.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
60 43 46 54 50 146 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,115,917
COMMITMENTS
97,164 171,568 221,024 624,070 534,840 942,259 927,432 173,658 188,484
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 16,943)
-16,349 -1,440 7,835 6,859 20,006 -1,655 26,401 18,598 -9,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 15.4 19.8 55.9 47.9 84.4 83.1 15.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
32 61 59 82 101 154 181
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 253,540
COMMITMENTS
30,521 69,546 48,770 142,726 111,910 222,018 230,226 31,522 23,314
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,383)
-1,492 -629 6,866 1,517 1,750 6,891 7,987 491 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 27.4 19.2 56.3 44.1 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
45 71 52 60 51 136 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,864
COMMITMENTS
4,900 453 2,462 5,900 12,361 13,261 15,275 3,602 1,589
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,025)
1,454 38 243 13 1,689 1,711 1,970 314 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 2.7 14.6 35.0 73.3 78.6 90.6 21.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
34 5 11 24 23 60 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 696,504
COMMITMENTS
106,281 201,927 16,894 421,301 351,569 544,476 570,390 152,028 126,114
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 15,369)
3,043 19,388 -551 -10,845 -29,343 -8,353 -10,506 23,722 25,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 29.0 2.4 60.5 50.5 78.2 81.9 21.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
35 37 19 65 71 111 116
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,923,784
COMMITMENTS
606,868 276,127 456,517 1497319 1776945 2560704 2509590 363,080 414,194
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 88,060)
7,998 -41,787 41,959 15,791 94,255 65,748 94,428 22,312 -6,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 9.4 15.6 51.2 60.8 87.6 85.8 12.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
73 73 93 145 150 260 274
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,571,101
COMMITMENTS
220,704 290,914 174,547 888,466 816,163 1283717 1281624 287,385 289,477
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -7,400)
-14,782 21,653 8,823 -19,852 -32,501 -25,811 -2,025 18,411 -5,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 18.5 11.1 56.6 51.9 81.7 81.6 18.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
38 54 49 97 100 164 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 696,216
COMMITMENTS
77,693 90,562 248,159 321,679 305,533 647,531 644,253 48,685 51,963
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -3,834)
-23,759 -30,104 32,781 -12,749 -6,196 -3,728 -3,519 -106 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 13.0 35.6 46.2 43.9 93.0 92.5 7.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
32 38 50 64 69 122 133
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,329
COMMITMENTS
5,861 2,746 2,241 6,767 18,074 14,869 23,061 18,460 10,268
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 4,117)
157 1,524 406 941 -619 1,503 1,311 2,613 2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 8.2 6.7 20.3 54.2 44.6 69.2 55.4 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 7 11 10 25 22
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,803
COMMITMENTS
12,135 4,146 785 20,931 48,058 33,851 52,990 25,952 6,813
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -300)
832 632 -137 18 -40 713 455 -1,013 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.9 1.3 35.0 80.4 56.6 88.6 43.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 11 7 20 15 42 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,995
COMMITMENTS
22,884 25,741 3,868 71,592 26,180 98,344 55,790 9,651 52,205
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 3,340)
-351 3,716 345 2,331 1,950 2,325 6,010 1,014 -2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 23.8 3.6 66.3 24.2 91.1 51.7 8.9 48.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 32 16 22 20 59 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 23,640
COMMITMENTS
12,763 6,631 507 10,044 16,341 23,314 23,479 326 161
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,325)
2,900 -90 -50 -1,576 1,465 1,274 1,325 51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 28.0 2.1 42.5 69.1 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 14 4 14 10 23 26
Updated August 18, 2006