WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,387
COMMITMENTS
69,735 72,762 99,203 251,032 220,294 419,970 392,259 34,417 62,128
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,259)
-410 4,323 -1,445 3,453 343 1,598 3,221 661 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 16.0 21.8 55.2 48.5 92.4 86.3 7.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
97 119 124 70 102 256 280
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,488,786
COMMITMENTS
407,330 80,353 227,688 660,308 907,034 1295326 1215075 193,460 273,711
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 3,520)
5,008 10,116 1,278 -2,436 -5,225 3,850 6,169 -330 -2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 5.4 15.3 44.4 60.9 87.0 81.6 13.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 801)
256 103 211 256 334 608 591
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,851
COMMITMENTS
5,550 114 603 9,162 16,283 15,315 17,000 3,536 1,851
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,073)
195 -6 -38 1,133 1,357 1,290 1,313 -217 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 0.6 3.2 48.6 86.4 81.2 90.2 18.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
30 3 9 18 18 52 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,503
COMMITMENTS
143,740 36,050 68,990 185,742 266,713 398,472 371,753 63,031 89,750
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 19,527)
15,248 -401 -2,048 4,202 17,148 17,402 14,699 2,125 4,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 7.8 14.9 40.2 57.8 86.3 80.6 13.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
151 82 114 97 140 318 289
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,469
COMMITMENTS
11,628 5,057 1,220 239 1,033 13,087 7,310 4,382 10,159
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,885)
1,424 1,079 -125 0 12 1,299 966 586 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 28.9 7.0 1.4 5.9 74.9 41.8 25.1 58.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 8 12 2 3 19 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 275,698
COMMITMENTS
85,181 15,637 42,427 116,054 201,766 243,662 259,830 32,036 15,868
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 15,906)
15,144 8,312 -931 1,364 10,898 15,577 18,279 329 -2,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 5.7 15.4 42.1 73.2 88.4 94.2 11.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
87 27 46 54 56 174 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 893,751
COMMITMENTS
130,727 203,984 19,728 614,361 482,315 764,816 706,027 128,935 187,724
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 393)
-11,342 -5,304 3,139 6,032 -2,085 -2,171 -4,250 2,564 4,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 22.8 2.2 68.7 54.0 85.6 79.0 14.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
35 45 25 70 80 115 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,617
COMMITMENTS
59,464 17,963 25,738 97,076 157,232 182,278 200,933 38,339 19,684
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 3,037)
3,217 -2,269 -732 -2,264 4,825 221 1,824 2,816 1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 8.1 11.7 44.0 71.3 82.6 91.1 17.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
72 27 47 54 52 156 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,458
COMMITMENTS
4,706 674 741 7,426 13,716 12,873 15,131 3,585 1,327
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -741)
-597 87 -106 -156 -757 -859 -776 118 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 4.1 4.5 45.1 83.3 78.2 91.9 21.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 3 6 25 20 53 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 821,706
COMMITMENTS
130,063 242,273 12,206 548,717 441,188 690,986 695,667 130,720 126,039
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 32,947)
-6,891 16,793 7,579 25,838 9,463 26,526 33,835 6,421 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 29.5 1.5 66.8 53.7 84.1 84.7 15.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
43 41 14 76 70 123 121
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,368,690
COMMITMENTS
602,080 341,932 81,400 1408614 1556503 2092094 1979835 276,596 388,855
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -44,036)
-30,275 -37,021 5,520 8,517 26,371 -16,238 -5,130 -27,798 -38,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 14.4 3.4 59.5 65.7 88.3 83.6 11.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
68 60 35 115 122 194 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,548,259
COMMITMENTS
227,097 269,685 38,527 1065630 951,703 1331254 1259915 217,005 288,344
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 26,004)
-15,391 49,049 337 32,600 -7,630 17,546 41,756 8,458 -15,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 17.4 2.5 68.8 61.5 86.0 81.4 14.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
36 45 28 80 83 131 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 387,497
COMMITMENTS
110,052 73,789 81,849 165,500 206,646 357,401 362,284 30,096 25,213
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -76,483)
-20,486 -13,712 -3,389 -52,263 -56,730 -76,138 -73,831 -345 -2,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 19.0 21.1 42.7 53.3 92.2 93.5 7.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
28 29 36 49 44 97 91
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,492
COMMITMENTS
10,773 4,713 1,539 7,220 22,297 19,532 28,549 18,960 9,943
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,742)
-370 -355 -101 23 -1,246 -448 -1,702 2,190 3,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 12.2 4.0 18.8 57.9 50.7 74.2 49.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 10 3 6 12 28 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,833
COMMITMENTS
29,631 7,114 49 19,477 57,402 49,157 64,565 22,676 7,268
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,594)
2,140 1,647 1 -237 416 1,904 2,064 -310 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 9.9 0.1 27.1 79.9 68.4 89.9 31.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 17 5 18 13 43 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,736
COMMITMENTS
52,919 53,166 403 58,159 26,302 111,481 79,871 12,255 43,865
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 3,539)
4,690 -2,902 47 -2,963 3,561 1,774 706 1,765 2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 43.0 0.3 47.0 21.3 90.1 64.5 9.9 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
42 35 6 23 20 69 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,153
COMMITMENTS
3,106 16,620 398 40,528 27,029 44,032 44,047 121 106
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 676)
976 857 -150 -149 -12 677 695 -1 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 37.6 0.9 91.8 61.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 3 13 11 21 24
Updated February 9, 2007