WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,929
COMMITMENTS
70,695 50,979 121,166 261,629 257,231 453,489 429,376 35,440 59,553
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 10,089)
168 3,693 3,081 11,289 6,667 14,537 13,441 -4,448 -3,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.4 24.8 53.5 52.6 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
120 98 116 78 110 267 268
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,926,939
COMMITMENTS
350,435 56,202 547,517 828,861 1015902 1726814 1619621 200,125 307,318
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 8,144)
8,203 5,845 5,923 88 -3,830 14,214 7,938 -6,070 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 2.9 28.4 43.0 52.7 89.6 84.1 10.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
219 120 210 294 371 608 619
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,756
COMMITMENTS
3,801 109 1,077 6,146 11,782 11,024 12,969 3,732 1,788
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -388)
-192 -237 -58 -453 -121 -704 -416 316 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.7 7.3 41.7 79.8 74.7 87.9 25.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 6 12 15 37 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,420
COMMITMENTS
81,344 36,137 157,226 243,366 259,652 481,936 453,015 64,484 93,405
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -4,434)
-5,983 -2 -7,536 12,443 5,842 -1,076 -1,697 -3,358 -2,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 6.6 28.8 44.5 47.5 88.2 82.9 11.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
135 85 167 124 140 361 328
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,608
COMMITMENTS
7,566 2,303 1,346 270 689 9,182 4,338 4,426 9,270
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -6,012)
-5,911 -3,320 -138 -150 203 -6,199 -3,255 187 -2,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 16.9 9.9 2.0 5.1 67.5 31.9 32.5 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 9 2 2 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 305,179
COMMITMENTS
63,575 12,671 60,816 145,847 207,150 270,238 280,637 34,941 24,542
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -4,108)
-11,432 -144 -549 5,105 -9,029 -6,876 -9,722 2,768 5,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 4.2 19.9 47.8 67.9 88.6 92.0 11.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
75 26 51 63 59 169 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 968,569
COMMITMENTS
126,076 185,512 86,628 591,695 525,258 804,399 797,398 164,170 171,170
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -69,345)
-47,522 -3,309 -20,009 19,839 -30,434 -47,692 -53,751 -21,653 -15,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 19.2 8.9 61.1 54.2 83.1 82.3 16.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
44 40 50 78 85 142 155
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 225,546
COMMITMENTS
32,802 21,795 39,920 118,230 142,083 190,952 203,799 34,594 21,747
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -616)
-3,346 1,906 2,974 2,195 -4,780 1,824 100 -2,440 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.7 17.7 52.4 63.0 84.7 90.4 15.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
54 37 56 57 56 145 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,975
COMMITMENTS
2,980 1,141 1,614 7,298 11,192 11,891 13,947 3,084 1,028
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -410)
-68 14 -158 -300 -281 -525 -425 115 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 7.6 10.8 48.7 74.7 79.4 93.1 20.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 7 7 27 20 49 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 716,001
COMMITMENTS
138,876 198,830 9,661 425,647 384,815 574,184 593,306 141,817 122,695
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -87)
-7,031 9,233 -4,283 10,666 -15,894 -648 -10,943 562 10,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 27.8 1.3 59.4 53.7 80.2 82.9 19.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
39 37 12 65 66 110 109
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,832,866
COMMITMENTS
590,207 294,707 291,756 1644638 1852435 2526601 2438898 306,265 393,967
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -1,257)
-35,874 18,512 -15,301 111,093 23,977 59,918 27,188 -61,175 -28,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 10.4 10.3 58.1 65.4 89.2 86.1 10.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
63 76 71 139 146 239 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,514,200
COMMITMENTS
178,688 264,004 100,629 970,667 878,978 1249984 1243611 264,216 270,590
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -49,260)
-19,457 -26,985 -9,286 13,461 -8,457 -15,282 -44,727 -33,979 -4,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 17.4 6.6 64.1 58.0 82.6 82.1 17.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 40 36 89 88 149 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 684,616
COMMITMENTS
111,320 93,940 233,924 306,534 325,530 651,779 653,395 32,837 31,221
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 54,649)
19,885 -3,934 11,873 22,505 48,432 54,263 56,371 387 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.7 34.2 44.8 47.5 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 46 52 56 57 119 125
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 11,113
COMMITMENTS
3,137 2,127 0 1,064 5,768 4,201 7,895 6,912 3,218
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 102)
-1,677 2,127 -24 295 -1,007 -1,406 1,096 1,508 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 19.1 0.0 9.6 51.9 37.8 71.0 62.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 0 5 8 11 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 45,745
COMMITMENTS
11,704 4,690 3,440 7,977 25,545 23,121 33,675 22,625 12,071
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -979)
-1,520 -177 -403 2,259 -2,286 336 -2,866 -1,315 1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 10.3 7.5 17.4 55.8 50.5 73.6 49.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
27 11 15 17 13 49 34
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,871
COMMITMENTS
27,456 7,545 596 20,293 51,275 48,344 59,416 18,527 7,455
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -28,693)
7,273 -6,364 -12,943 -13,624 -4,784 -19,294 -24,092 -9,399 -4,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 11.3 0.9 30.3 76.7 72.3 88.9 27.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 12 6 18 12 46 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,291
COMMITMENTS
44,029 45,379 1,629 51,865 22,043 97,523 69,051 9,768 38,240
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -67,594)
1,446 11,662 -28,737 -25,700 -27,496 -52,991 -44,570 -14,603 -23,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 42.3 1.5 48.3 20.5 90.9 64.4 9.1 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 36 11 21 22 57 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 46,336
COMMITMENTS
3,132 14,809 393 41,137 29,384 44,662 44,586 1,674 1,750
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -598)
890 -135 -877 163 1,238 176 226 -774 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 32.0 0.8 88.8 63.4 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 10 2 11 13 21 24
Updated December 22, 2006