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DJ CFTC Commitments: CBOT T-Notes Futures-Nov 17(Comtex Finance Via Thomson Dialog NewsEdge) 2-Year U.S. Treasury Notes - Chicago Board Of Trade Futures Only Positions As Of 11/14/06 | ==============================================================| Nonreportable Non-Commercial | Commercial | Total | Positions ==========================|=================|=================|================ Long | Short |Spreads | Long | Short | Long | Short | Long | Short =============================================================================== (Contracts Of $200,000 Face Value) Open Interest: 673,096 Commitments 114,665 157,350 5,655 415,289 386,705 535,609 549,710 137,487 123,386 Changes From 11/07/06 (Change In Open Interest: 12,066) -14,072 10,886 2,287 24,255 -3,830 12,470 9,343 -404 2,723 Percent Of Open Interest For Each Category Of Traders 17.0 23.4 0.8 61.7 57.5 79.6 81.7 20.4 18.3 Number Of Traders In Each Category (Total Traders: 167) 36 36 12 67 69 109 111 10-Year U.S. Treasury Notes - Chicago Board Of Trade Futures Only Positions As Of 11/14/06 | ==============================================================| Nonreportable Non-Commercial | Commercial | Total | Positions ==========================|=================|=================|================ Long | Short |Spreads | Long | Short | Long | Short | Long | Short =============================================================================== (Contracts Of $100,000 Face Value) Open Interest: 2,371,687 Commitments 697,897 358,164 100,453 1229574 1512103 2027924 1970720 343,763 400,967 Changes From 11/07/06 (Change In Open Interest: -15,991) -8,084 2,879 4,233 -33,297 -42,532 -37,148 -35,420 21,157 19,429 Percent Of Open Interest For Each Category Of Traders 29.4 15.1 4.2 51.8 63.8 85.5 83.1 14.5 16.9 Number Of Traders In Each Category (Total Traders: 313) 67 79 48 122 126 215 227 5-Year U.S. Treasury Notes - Chicago Board Of Trade Futures Only Positions As Of 11/14/06 | ==============================================================| Nonreportable Non-Commercial | Commercial | Total | Positions ==========================|=================|=================|================ Long | Short |Spreads | Long | Short | Long | Short | Long | Short =============================================================================== (Contracts Of $100,000 Face Value) Open Interest: 1,455,635 Commitments 215,226 236,552 24,588 928,517 912,443 1168331 1173583 287,304 282,052 Changes From 11/07/06 (Change In Open Interest: 69,224) 49,057 25,469 4,871 3,913 38,754 57,841 69,094 11,383 130 Percent Of Open Interest For Each Category Of Traders 14.8 16.3 1.7 63.8 62.7 80.3 80.6 19.7 19.4 Number Of Traders In Each Category (Total Traders: 197) 44 39 22 78 82 131 135 -By Rose Ridinger; Dow Jones Newswires; 913-322-5174; [email protected] Nov 17, 2006 (Dow Jones Commodities News Select via Comtex) --(END) Dow Jones Newswires 11-17-06 1537ET Copyright (c) 2006 Dow Jones & Company, Inc. |