WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 532,827
COMMITMENTS
69,855 64,438 155,310 270,182 247,124 495,347 466,872 37,481 65,955
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 6,068)
1,535 3,606 -634 4,617 3,051 5,518 6,023 551 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 12.1 29.1 50.7 46.4 93.0 87.6 7.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
117 115 151 82 110 291 306
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,124,616
COMMITMENTS
364,759 63,219 647,171 843,022 1078375 1854952 1788765 269,664 335,851
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 6,882)
-4,247 7,572 10,545 3,029 -9,539 9,327 8,578 -2,446 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.0 30.5 39.7 50.8 87.3 84.2 12.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840)
261 127 286 322 372 709 690
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 19,975
COMMITMENTS
5,052 133 1,393 9,950 16,507 16,394 18,033 3,581 1,942
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,121)
190 9 -23 1,168 1,362 1,334 1,348 -214 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 0.7 7.0 49.8 82.6 82.1 90.3 17.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 6 11 19 19 53 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 607,699
COMMITMENTS
125,607 28,820 166,820 230,796 305,784 523,222 501,424 84,477 106,275
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 36,125)
11,398 -1,529 10,576 7,128 19,912 29,103 28,959 7,022 7,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.7 27.5 38.0 50.3 86.1 82.5 13.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
154 108 163 132 150 388 341
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 317,960
COMMITMENTS
82,875 13,850 67,142 134,450 219,682 284,467 300,674 33,493 17,286
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 19,992)
15,308 6,227 1,421 2,569 14,410 19,298 22,059 694 -2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 4.4 21.1 42.3 69.1 89.5 94.6 10.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
87 29 53 58 63 179 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,105,736
COMMITMENTS
112,216 195,952 117,795 731,747 584,324 961,757 898,071 143,978 207,665
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 10,707)
-10,077 -14,809 11,958 10,301 8,608 12,182 5,757 -1,475 4,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 17.7 10.7 66.2 52.8 87.0 81.2 13.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
46 39 51 81 90 146 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 242,641
COMMITMENTS
56,594 17,244 38,415 106,701 166,160 201,710 221,819 40,931 20,821
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,924)
3,377 -2,407 -235 -1,124 6,290 2,017 3,647 2,906 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.1 15.8 44.0 68.5 83.1 91.4 16.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
70 31 52 58 58 161 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 17,619
COMMITMENTS
4,383 689 1,492 7,900 14,005 13,774 16,186 3,845 1,432
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -527)
-544 174 -89 -31 -690 -664 -606 137 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.9 8.5 44.8 79.5 78.2 91.9 21.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 6 6 28 21 56 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 838,979
COMMITMENTS
138,238 245,594 15,092 552,201 451,092 705,531 711,778 133,448 127,201
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 32,017)
-7,331 18,534 7,048 25,176 7,760 24,893 33,343 7,124 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 29.3 1.8 65.8 53.8 84.1 84.8 15.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
44 42 16 76 73 124 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,876,472
COMMITMENTS
543,014 343,851 277,831 1750143 1840724 2570987 2462406 305,485 414,066
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -79,030)
-24,681 -44,045 -20,701 -6,686 38,394 -52,068 -26,352 -26,962 -52,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 12.0 9.7 60.8 64.0 89.4 85.6 10.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
58 74 70 142 145 232 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,720,971
COMMITMENTS
217,674 260,850 120,773 1156961 1038464 1495408 1420088 225,563 300,883
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 10,890)
-2,926 45,445 -9,610 15,942 -4,984 3,405 30,852 7,485 -19,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 15.2 7.0 67.2 60.3 86.9 82.5 13.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
40 43 39 90 91 148 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 681,305
COMMITMENTS
106,518 69,261 285,454 255,148 296,343 647,119 651,058 34,185 30,246
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -115,850)
-28,906 -1,161 -25,140 -61,940 -86,554 -115,986 -112,854 136 -2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 10.2 41.9 37.4 43.5 95.0 95.6 5.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
31 36 49 57 56 114 116
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 39,918
COMMITMENTS
10,817 4,716 1,971 7,424 22,504 20,211 29,190 19,706 10,728
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,041)
-354 -323 -85 170 -1,185 -268 -1,593 2,310 3,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 11.8 4.9 18.6 56.4 50.6 73.1 49.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 9 5 7 13 31 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 72,758
COMMITMENTS
29,773 6,996 518 19,625 57,484 49,916 64,998 22,842 7,760
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,762)
2,195 1,613 102 -223 416 2,075 2,132 -313 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 9.6 0.7 27.0 79.0 68.6 89.3 31.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 17 9 18 14 45 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 126,771
COMMITMENTS
52,838 52,857 1,558 59,950 28,008 114,345 82,423 12,425 44,348
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 3,878)
4,641 -2,627 40 -2,572 3,547 2,109 960 1,769 2,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 41.7 1.2 47.3 22.1 90.2 65.0 9.8 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
43 42 23 25 22 85 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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