WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,962
COMMITMENTS
69,399 56,607 163,123 268,060 251,789 500,582 471,520 37,379 66,442
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 10,873)
5,150 -1,455 9,001 -2,428 3,117 11,723 10,662 -851 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.5 30.3 49.8 46.8 93.1 87.6 6.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
111 107 138 84 111 285 291
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,165,406
COMMITMENTS
373,620 55,490 671,874 855,960 1108691 1901454 1836055 263,952 329,351
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 49,302)
6,293 -3,676 12,210 19,097 47,529 37,599 56,063 11,702 -6,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.6 31.0 39.5 51.2 87.8 84.8 12.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 823)
252 120 257 325 378 683 667
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,879
COMMITMENTS
4,736 126 1,300 8,248 14,473 14,284 15,900 3,595 1,979
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,294)
420 35 144 487 947 1,050 1,126 243 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.7 7.3 46.1 80.9 79.9 88.9 20.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 7 9 16 15 48 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,881
COMMITMENTS
113,535 35,292 157,201 223,441 279,335 494,177 471,828 76,704 99,053
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 29,461)
12,583 -3,397 11,391 2,529 18,350 26,502 26,344 2,959 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 6.2 27.5 39.1 48.9 86.6 82.6 13.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
146 96 140 127 147 357 316
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,399
COMMITMENTS
10,321 3,841 1,264 224 981 11,809 6,086 3,590 9,313
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,053)
1,058 2,388 -116 198 13 1,140 2,285 913 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 24.9 8.2 1.5 6.4 76.7 39.5 23.3 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 7 11 2 3 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,040
COMMITMENTS
67,919 11,527 65,117 134,303 203,693 267,339 280,337 33,701 20,703
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 15,063)
9,626 -4,172 6,471 -3,326 15,448 12,771 17,747 2,291 -2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.8 21.6 44.6 67.7 88.8 93.1 11.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
83 21 49 60 62 171 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,032,373
COMMITMENTS
130,531 207,480 99,461 666,665 528,840 896,657 835,782 135,716 196,592
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 54,438)
11,729 17,136 8,286 26,702 10,936 46,718 36,358 7,720 18,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 20.1 9.6 64.6 51.2 86.9 81.0 13.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
45 46 52 80 88 150 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 228,105
COMMITMENTS
50,001 19,270 36,979 105,738 152,893 192,718 209,142 35,387 18,963
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 12,245)
9,536 -3,068 4,324 -1,118 12,027 12,742 13,282 -497 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 8.4 16.2 46.4 67.0 84.5 91.7 15.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
68 31 52 58 55 161 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,415
COMMITMENTS
5,449 342 1,625 7,595 15,212 14,669 17,179 3,747 1,236
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 256)
-643 -103 332 577 -195 266 34 -10 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 1.9 8.8 41.2 82.6 79.7 93.3 20.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 4 8 30 23 64 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 774,553
COMMITMENTS
135,926 233,262 8,921 501,265 412,447 646,112 654,630 128,441 119,922
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,281)
-947 10,844 390 -4,396 -18,366 -4,953 -7,133 8,234 10,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 30.1 1.2 64.7 53.2 83.4 84.5 16.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 41 17 79 69 125 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,981,322
COMMITMENTS
594,967 388,000 303,316 1736537 1789248 2634819 2480564 346,503 500,758
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 134,475)
29,470 39,151 22,812 51,267 35,792 103,549 97,755 30,925 36,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.0 10.2 58.2 60.0 88.4 83.2 11.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
72 71 72 136 142 234 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,721,275
COMMITMENTS
191,690 257,734 142,088 1166856 1034870 1500634 1434692 220,641 286,583
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 78,050)
-383 22,988 20,575 56,647 48,687 76,839 92,250 1,211 -14,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 15.0 8.3 67.8 60.1 87.2 83.4 12.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
38 47 39 92 92 153 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 740,923
COMMITMENTS
123,142 64,747 282,106 298,777 363,322 704,025 710,175 36,898 30,748
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 98,723)
22,452 13,099 36,887 35,074 40,501 94,413 90,487 4,310 8,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 8.7 38.1 40.3 49.0 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 33 50 63 61 121 120
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,850
COMMITMENTS
3,335 671 126 933 5,752 4,394 6,549 5,456 3,301
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -76)
531 140 -49 153 -129 635 -38 -711 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 6.8 1.3 9.5 58.4 44.6 66.5 55.4 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 3 2 4 9 16 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 47,137
COMMITMENTS
12,162 6,331 3,343 12,302 23,979 27,807 33,653 19,329 13,484
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 6,011)
3,336 1,066 161 2,563 3,388 6,059 4,615 -49 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 13.4 7.1 26.1 50.9 59.0 71.4 41.0 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 20 17 11 16 44 43
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,303
COMMITMENTS
26,710 4,841 242 19,528 56,610 46,480 61,693 22,823 7,609
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,595)
1,028 -764 -449 376 2,565 955 1,353 639 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 7.0 0.3 28.2 81.7 67.1 89.0 32.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 13 6 19 15 43 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,325
COMMITMENTS
47,329 53,536 1,654 61,370 21,850 110,354 77,040 10,971 44,285
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,852)
984 1,927 -602 6,549 5,510 6,931 6,835 -2,080 -1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 44.1 1.4 50.6 18.0 91.0 63.5 9.0 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
37 43 15 20 22 69 68
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 45,666
COMMITMENTS
3,113 16,341 393 42,039 28,811 45,545 45,545 121 121
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 767)
886 805 -56 -63 235 767 984 0 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 35.8 0.9 92.1 63.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 13 2 11 12 20 26
Updated January 26, 2007