WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,970
COMMITMENTS
73,613 62,308 153,527 259,545 244,975 486,685 460,810 38,285 64,161
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -7,857)
3,759 -2,130 -1,783 -10,637 -2,149 -8,662 -6,063 805 -1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 11.9 29.2 49.4 46.7 92.7 87.8 7.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
119 107 155 83 109 303 306
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,146,315
COMMITMENTS
398,588 60,578 646,295 826,715 1100483 1871598 1807357 274,717 338,958
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 21,699)
33,829 -2,641 -876 -16,307 22,109 16,646 18,592 5,053 3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 2.8 30.1 38.5 51.3 87.2 84.2 12.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 860)
276 131 292 326 381 725 708
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,517
COMMITMENTS
4,814 442 1,643 9,451 15,370 15,908 17,455 3,609 2,062
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -458)
-238 309 250 -499 -1,136 -486 -577 29 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.3 8.4 48.4 78.8 81.5 89.4 18.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 8 12 20 17 53 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,858
COMMITMENTS
125,650 31,845 181,428 234,080 306,039 541,158 519,312 87,700 109,546
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 21,159)
43 3,025 14,608 3,284 255 17,936 17,888 3,223 3,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 5.1 28.9 37.2 48.7 86.1 82.6 13.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
162 108 180 140 156 416 364
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,124
COMMITMENTS
12,604 5,178 1,084 271 1,258 13,959 7,520 4,165 10,604
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 655)
976 121 -136 32 225 872 210 -217 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 28.6 6.0 1.5 6.9 77.0 41.5 23.0 58.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 8 12 2 4 21 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 332,968
COMMITMENTS
81,995 13,676 70,286 145,189 230,247 297,470 314,210 35,498 18,759
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 15,008)
-879 -174 3,144 10,738 10,565 13,003 13,535 2,005 1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.1 21.1 43.6 69.2 89.3 94.4 10.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
90 24 56 59 63 181 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,119,691
COMMITMENTS
102,591 192,208 127,155 747,848 601,278 977,594 920,640 142,098 199,051
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 13,956)
-9,625 -3,744 9,359 16,101 16,954 15,836 22,569 -1,881 -8,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 17.2 11.4 66.8 53.7 87.3 82.2 12.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
38 43 53 80 97 143 169
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 253,793
COMMITMENTS
69,699 14,439 42,281 98,493 175,550 210,473 232,270 43,321 21,523
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 11,153)
13,105 -2,805 3,866 -8,208 9,390 8,762 10,451 2,390 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 5.7 16.7 38.8 69.2 82.9 91.5 17.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
73 33 56 60 62 170 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,310
COMMITMENTS
4,535 649 1,716 8,149 14,328 14,400 16,693 3,910 1,617
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 691)
152 -40 224 249 323 625 507 66 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 3.5 9.4 44.5 78.3 78.6 91.2 21.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 3 6 30 22 59 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 821,042
COMMITMENTS
132,911 226,230 20,041 553,085 469,623 706,036 715,894 115,006 105,149
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -17,937)
-5,328 -19,364 4,949 884 18,531 505 4,116 -18,442 -22,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 27.6 2.4 67.4 57.2 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
41 41 17 80 74 126 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,012,297
COMMITMENTS
573,017 401,723 310,043 1845261 1882053 2728321 2593820 283,976 418,477
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 135,825)
30,004 57,872 32,213 95,118 41,329 157,334 131,414 -21,509 4,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 13.3 10.3 61.3 62.5 90.6 86.1 9.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
69 66 76 145 149 239 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,680,691
COMMITMENTS
192,771 267,664 122,383 1152195 985,434 1467349 1375481 213,342 305,210
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -40,280)
-24,903 6,814 1,609 -4,766 -53,031 -28,059 -44,607 -12,221 4,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 15.9 7.3 68.6 58.6 87.3 81.8 12.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
37 42 36 88 90 143 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 709,658
COMMITMENTS
137,492 75,074 286,807 261,175 323,901 685,475 685,783 24,183 23,875
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 28,353)
30,974 5,813 1,354 6,027 27,558 38,355 34,724 -10,002 -6,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 10.6 40.4 36.8 45.6 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
34 39 52 56 56 119 119
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,748
COMMITMENTS
3,186 0 313 1,757 6,805 5,256 7,118 5,492 3,630
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 666)
233 -668 -31 929 1,158 1,131 459 -465 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.0 2.9 16.3 63.3 48.9 66.2 51.1 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 0 2 3 10 13 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,200
COMMITMENTS
13,897 3,216 2,158 5,698 25,271 21,754 30,645 19,446 10,555
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,282)
3,080 -1,500 188 -1,726 2,767 1,542 1,455 -260 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 7.8 5.2 13.8 61.3 52.8 74.4 47.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 9 7 8 16 36 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 72,952
COMMITMENTS
29,732 7,180 517 19,827 57,432 50,077 65,129 22,875 7,823
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 194)
-41 184 -1 203 -52 161 131 33 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 9.8 0.7 27.2 78.7 68.6 89.3 31.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 19 9 18 14 48 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,886
COMMITMENTS
49,655 56,243 2,081 67,710 27,933 119,447 86,257 11,439 44,628
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,115)
-3,183 3,386 523 7,761 -75 5,101 3,835 -986 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 43.0 1.6 51.7 21.3 91.3 65.9 8.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
46 44 24 28 23 91 74
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,678
COMMITMENTS
2,842 16,594 586 41,129 27,343 44,557 44,523 121 155
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 525)
-264 -26 188 601 314 525 476 0 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 37.1 1.3 92.1 61.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 3 11 12 19 25
Updated February 16, 2007