WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 601,882
COMMITMENTS
91,060 45,531 188,649 279,924 297,904 559,633 532,085 42,250 69,798
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -10,866)
2,234 -1,958 -1,231 -4,644 189 -3,640 -3,000 -7,226 -7,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.6 31.3 46.5 49.5 93.0 88.4 7.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
128 94 124 76 113 284 266
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,905,066
COMMITMENTS
326,650 41,280 595,894 769,089 936,258 1691633 1573431 213,433 331,635
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 70,587)
11,622 -11,128 43,483 20,517 40,299 75,623 72,655 -5,035 -2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.2 31.3 40.4 49.1 88.8 82.6 11.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
233 108 214 267 331 586 584
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,731
COMMITMENTS
6,390 111 865 5,140 12,408 12,395 13,384 3,336 2,347
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 565)
-45 7 38 460 339 452 384 112 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 0.7 5.5 32.7 78.9 78.8 85.1 21.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 7 4 15 16 43 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,308
COMMITMENTS
69,814 42,974 130,047 228,076 227,775 427,937 400,796 67,370 94,511
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -10,713)
7,214 -17,175 -7,527 -6,751 15,679 -7,064 -9,023 -3,649 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 8.7 26.3 46.0 46.0 86.4 80.9 13.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
130 114 152 113 133 332 337
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,082
COMMITMENTS
46,794 13,502 63,527 141,129 187,196 251,449 264,225 32,633 19,857
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -4,113)
6,825 -19,762 443 -15,828 17,894 -8,561 -1,425 4,448 -2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.8 22.4 49.7 65.9 88.5 93.0 11.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
64 37 49 60 55 155 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 989,023
COMMITMENTS
72,362 162,814 181,629 580,124 460,306 834,115 804,750 154,908 184,274
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 3,810)
-28,853 5,205 6,850 25,785 -16,200 3,782 -4,146 28 7,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 16.5 18.4 58.7 46.5 84.3 81.4 15.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 49 49 78 81 143 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 225,422
COMMITMENTS
33,906 28,958 46,165 106,549 129,376 186,620 204,499 38,802 20,923
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,935)
2,108 -3,773 1,978 -1,534 7,489 2,552 5,695 383 -2,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.8 20.5 47.3 57.4 82.8 90.7 17.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
49 39 45 56 56 134 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,555
COMMITMENTS
2,691 1,594 2,099 7,545 10,044 12,335 13,737 3,219 1,818
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 491)
-189 400 281 239 -489 331 192 160 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.2 13.5 48.5 64.6 79.3 88.3 20.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 11 10 28 22 54 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 699,374
COMMITMENTS
146,473 172,227 16,206 389,479 378,672 552,158 567,105 147,216 132,269
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -3,387)
18,321 -6,937 1,170 -12,244 -9,896 7,246 -15,663 -10,633 12,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.6 2.3 55.7 54.1 79.0 81.1 21.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
40 35 19 69 70 118 115
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,216,257
COMMITMENTS
750,450 335,685 417,079 1731622 2038825 2899151 2791589 317,106 424,667
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 96,143)
22,745 53,067 -1,135 95,236 49,737 116,845 101,669 -20,703 -5,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 10.4 13.0 53.8 63.4 90.1 86.8 9.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
68 72 81 151 146 251 267
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,666,384
COMMITMENTS
162,014 188,621 187,589 1066819 1006270 1416422 1382480 249,962 283,905
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 20,840)
-24,929 5,606 861 66,156 3,694 42,089 10,162 -21,249 10,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.3 11.3 64.0 60.4 85.0 83.0 15.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
40 38 40 88 89 145 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 700,352
COMMITMENTS
68,066 85,212 278,176 317,940 296,442 664,182 659,830 36,170 40,522
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 29,068)
-7,807 -1,054 18,548 12,323 6,280 23,064 23,774 6,004 5,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 12.2 39.7 45.4 42.3 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
29 48 52 57 70 115 142
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,623
COMMITMENTS
2,525 551 332 1,819 6,278 4,676 7,161 4,947 2,462
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 5.7 3.4 18.9 65.2 48.6 74.4 51.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 3 4 7 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 47,703
COMMITMENTS
7,388 5,646 2,866 14,479 27,436 24,733 35,948 22,970 11,755
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 4,283)
1,607 -643 -339 20 2,713 1,287 1,730 2,995 2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.8 6.0 30.4 57.5 51.8 75.4 48.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 14 12 16 18 41 41
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,344
COMMITMENTS
17,630 12,129 869 20,349 43,034 38,848 56,032 26,496 9,312
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 872)
318 64 -91 100 926 327 899 545 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 18.6 1.3 31.1 65.9 59.5 85.7 40.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 17 8 19 15 45 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 145,904
COMMITMENTS
40,665 27,564 3,035 90,898 59,108 134,598 89,707 11,306 56,197
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,627)
4,415 5,777 -1,570 -1,880 -3,801 964 406 663 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 18.9 2.1 62.3 40.5 92.3 61.5 7.7 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 39 17 20 30 64 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 41,955
COMMITMENTS
1,711 12,389 1,786 38,311 27,637 41,808 41,812 147 143
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,461)
-1,241 -422 1,162 1,731 935 1,652 1,675 -191 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 29.5 4.3 91.3 65.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 11 4 14 10 22 24
Updated October 27, 2006