WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,489
COMMITMENTS
81,762 44,014 175,804 266,983 279,389 524,549 499,206 44,940 70,283
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,362)
-1,658 -1,385 7,061 -4,686 -3,989 716 1,687 2,647 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.7 30.9 46.9 49.1 92.1 87.7 7.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
130 90 135 74 111 287 274
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,067,296
COMMITMENTS
334,536 48,626 660,824 822,287 1002104 1817647 1711554 249,650 355,743
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 136,240)
20,396 19 56,182 21,525 63,137 98,103 119,338 38,137 16,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.4 32.0 39.8 48.5 87.9 82.8 12.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794)
252 115 237 301 357 650 632
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,866
COMMITMENTS
5,703 91 1,331 6,354 13,506 13,388 14,928 3,479 1,938
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 123)
-327 -35 327 126 437 127 729 -4 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 0.5 7.9 37.7 80.1 79.4 88.5 20.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
25 6 7 17 18 45 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,685
COMMITMENTS
75,803 33,424 125,270 220,823 237,321 421,896 396,015 66,788 92,670
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 31,989)
7,747 -2,278 16,244 2,279 15,921 26,270 29,887 5,719 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.8 25.6 45.2 48.6 86.3 81.0 13.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
132 109 147 107 138 332 316
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,561
COMMITMENTS
10,849 4,080 1,571 0 273 12,420 5,924 3,141 9,637
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,870)
2,251 1,019 -408 0 76 1,843 687 27 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.7 26.2 10.1 0.0 1.8 79.8 38.1 20.2 61.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 12 10 0 1 20 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 307,139
COMMITMENTS
60,455 12,548 67,040 141,431 205,208 268,926 284,796 38,213 22,343
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 10,294)
9,893 -1,988 4,068 -5,992 8,010 7,970 10,091 2,324 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.1 21.8 46.0 66.8 87.6 92.7 12.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
73 23 50 64 54 163 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,849
COMMITMENTS
112,486 164,529 185,859 579,745 525,562 878,090 875,950 171,759 173,899
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 21,435)
-2,092 18,467 16,591 1,158 8,910 15,658 43,968 5,778 -22,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.7 17.7 55.2 50.1 83.6 83.4 16.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
42 43 50 74 80 138 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,096
COMMITMENTS
47,109 16,313 51,605 105,277 157,408 203,990 225,325 41,106 19,771
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 11,654)
4,310 -4,682 2,615 4,184 14,691 11,109 12,624 545 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 6.7 21.1 43.0 64.2 83.2 91.9 16.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
63 34 53 59 58 155 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,550
COMMITMENTS
2,840 1,141 2,115 7,335 11,137 12,290 14,393 3,260 1,157
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 147)
241 -582 -120 -298 1,261 -176 559 323 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 7.3 13.6 47.2 71.6 79.0 92.6 21.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 7 10 26 20 49 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 672,534
COMMITMENTS
125,719 145,071 12,972 394,669 392,155 533,360 550,197 139,174 122,336
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -10,919)
-9,244 -13,866 35 3,764 -1,351 -5,446 -15,182 -5,473 4,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 21.6 1.9 58.7 58.3 79.3 81.8 20.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
41 28 16 65 69 110 109
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,032,996
COMMITMENTS
690,129 304,402 424,781 1570498 1891803 2685408 2620986 347,588 412,011
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,230)
-45,761 -31,685 60,230 -18,193 -506 -3,724 28,040 6,954 -24,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 10.0 14.0 51.8 62.4 88.5 86.4 11.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
69 76 81 143 146 247 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,564,237
COMMITMENTS
146,513 196,642 125,685 1001980 942,669 1274178 1264995 290,060 299,242
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -14,165)
-44,248 3,495 15,878 -5,461 -29,426 -33,832 -10,052 19,667 -4,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 12.6 8.0 64.1 60.3 81.5 80.9 18.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
41 36 39 83 93 139 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 573,506
COMMITMENTS
66,111 66,075 211,438 269,736 258,193 547,285 535,705 26,221 37,801
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -103,255)
5,159 -9,881 -45,065 -60,431 -45,752 -100,337 -100,697 -2,918 -2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.5 36.9 47.0 45.0 95.4 93.4 4.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
31 38 51 52 66 108 132
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 55,494
COMMITMENTS
17,767 3,998 6,138 6,621 32,877 30,526 43,014 24,968 12,480
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,962)
2,496 497 1,760 -3,438 84 818 2,341 3,144 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 7.2 11.1 11.9 59.2 55.0 77.5 45.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
33 11 14 13 19 51 39
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,333
COMMITMENTS
18,015 12,289 791 19,478 42,258 38,285 55,338 27,048 9,995
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 586)
-452 -69 -118 -1,216 -491 -1,786 -679 2,372 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 18.8 1.2 29.8 64.7 58.6 84.7 41.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 17 8 19 15 45 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 141,529
COMMITMENTS
42,379 25,473 3,028 84,806 61,503 130,213 90,005 11,316 51,524
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 657)
863 -849 143 -700 237 305 -469 352 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 18.0 2.1 59.9 43.5 92.0 63.6 8.0 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
37 32 15 20 35 67 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,248
COMMITMENTS
1,838 15,377 658 40,615 27,041 43,111 43,076 137 172
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 122)
-36 410 150 111 -371 225 189 -103 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 35.6 1.5 93.9 62.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 12 4 14 9 23 23
Updated November 13, 2006