WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,294
COMMITMENTS
63,022 63,570 157,354 267,788 236,626 488,164 457,550 36,129 66,743
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 16,974)
4,542 -4,246 10,395 2,214 10,000 17,151 16,149 -177 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.1 30.0 51.1 45.1 93.1 87.3 6.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
87 113 147 67 101 265 287
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,651,672
COMMITMENTS
291,924 113,367 469,565 693,855 751,563 1455343 1334495 196,329 317,177
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 12,591)
23,105 -37,017 2,341 -3,784 49,824 21,662 15,148 -9,071 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.9 28.4 42.0 45.5 88.1 80.8 11.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750)
207 163 241 255 313 581 620
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,283
COMMITMENTS
5,973 160 703 3,697 10,002 10,372 10,865 2,911 2,418
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 533)
138 -208 -62 590 339 665 69 -132 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 1.2 5.3 27.8 75.3 78.1 81.8 21.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 7 5 15 14 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,924
COMMITMENTS
50,986 101,002 107,464 231,393 147,920 389,843 356,386 61,081 94,538
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 4,497)
-4,340 -3,801 585 7,554 6,683 3,799 3,467 698 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 22.4 23.8 51.3 32.8 86.5 79.0 13.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
108 144 147 106 118 297 346
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,817
COMMITMENTS
12,418 5,815 100 185 518 12,703 6,433 3,114 9,384
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 370)
1,085 1,432 -759 0 7 326 680 44 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.5 36.8 0.6 1.2 3.3 80.3 40.7 19.7 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 14 4 1 2 12 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,221
COMMITMENTS
39,720 48,193 63,425 157,455 148,532 260,599 260,149 26,622 27,071
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -7,885)
-7,175 2,160 -5,705 3,636 -10,243 -9,243 -13,788 1,358 5,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 16.8 22.1 54.8 51.7 90.7 90.6 9.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
52 63 49 65 56 144 151
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,032,023
COMMITMENTS
144,746 167,572 170,016 535,080 491,306 849,842 828,894 182,182 203,129
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 66,358)
9,496 40 24,193 34,578 31,702 68,267 55,936 -1,909 10,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 16.2 16.5 51.8 47.6 82.3 80.3 17.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 50 47 72 83 137 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 242,971
COMMITMENTS
26,076 58,539 46,971 137,128 114,485 210,176 219,995 32,796 22,976
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -22,912)
-5,040 -8,145 -7,366 -8,396 -4,998 -20,802 -20,509 -2,110 -2,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 24.1 19.3 56.4 47.1 86.5 90.5 13.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
45 63 52 55 50 128 150
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,904
COMMITMENTS
3,416 1,107 2,126 6,717 10,394 12,260 13,627 2,644 1,277
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -514)
68 -15 313 -476 -486 -96 -189 -418 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 7.4 14.3 45.1 69.7 82.3 91.4 17.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 8 12 27 20 56 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 693,104
COMMITMENTS
112,253 176,184 13,640 418,174 388,000 544,068 577,824 149,036 115,280
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -2,584)
19,975 -14,344 -1,728 -24,053 10,516 -5,806 -5,556 3,222 2,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 25.4 2.0 60.3 56.0 78.5 83.4 21.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
44 38 19 74 72 130 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,865,919
COMMITMENTS
746,856 280,606 354,067 1427465 1788701 2528388 2423373 337,532 442,546
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -75,031)
-54,860 -2,954 12,602 -12,942 -88,903 -55,201 -79,256 -19,831 4,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 9.8 12.4 49.8 62.4 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
69 65 70 131 135 228 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,591,363
COMMITMENTS
204,712 169,187 144,447 932,604 988,066 1281763 1301700 309,600 289,663
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 124,103)
5,775 -39,240 29,179 68,713 141,425 103,667 131,365 20,435 -7,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.6 9.1 58.6 62.1 80.5 81.8 19.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
49 36 41 78 83 141 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 711,494
COMMITMENTS
119,485 106,012 219,754 340,680 338,717 679,919 664,483 31,576 47,012
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,573)
-54,647 -8,861 6,424 42,829 2,784 -5,394 348 7,967 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 14.9 30.9 47.9 47.6 95.6 93.4 4.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 41 45 58 70 109 134
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,152
COMMITMENTS
1,687 942 215 2,407 5,154 4,309 6,311 4,843 2,841
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -515)
235 -1,334 -156 -88 242 -9 -1,248 -505 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 10.3 2.3 26.3 56.3 47.1 69.0 52.9 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 3 5 9 13 14
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,127
COMMITMENTS
3,566 8,782 1,552 10,868 18,292 15,986 28,625 22,141 9,502
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -5,673)
-106 -3,501 -1,145 -6,157 1,175 -7,408 -3,471 1,735 -2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 23.0 4.1 28.5 48.0 41.9 75.1 58.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 13 7 12 15 25 32
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,610
COMMITMENTS
13,437 7,936 527 18,861 40,660 32,826 49,124 24,784 8,487
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,315)
1,479 478 13 -353 -63 1,139 428 176 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 13.8 0.9 32.7 70.6 57.0 85.3 43.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 10 9 16 14 38 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,076
COMMITMENTS
29,611 19,507 3,585 75,486 42,362 108,683 65,454 8,394 51,622
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 12,771)
3,603 3,987 402 9,554 6,777 13,559 11,166 -788 1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 16.7 3.1 64.5 36.2 92.8 55.9 7.2 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 32 15 17 27 58 60
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,812
COMMITMENTS
11,743 9,667 427 34,531 36,532 46,701 46,626 111 186
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 17,838)
-2,310 801 0 20,132 17,040 17,822 17,841 16 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 20.7 0.9 73.8 78.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 9 3 13 10 21 22
Updated September 29, 2006