WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 323,548
COMMITMENTS
54,558 81,635 43,757 198,126 157,072 296,441 282,464 27,107 41,084
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 4,358)
683 4,392 3,216 966 130 4,865 7,738 -507 -3,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 25.2 13.5 61.2 48.5 91.6 87.3 8.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
77 113 95 45 63 196 212
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 893,201
COMMITMENTS
163,250 159,074 95,515 487,471 416,644 746,236 671,233 146,965 221,968
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 21,201)
-4,895 25,188 3,085 16,134 -7,620 14,324 20,653 6,877 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 17.8 10.7 54.6 46.6 83.5 75.1 16.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
136 109 118 180 200 388 386
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,133
COMMITMENTS
5,019 688 28 1,847 7,624 6,894 8,340 3,239 1,793
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 162)
-157 99 27 277 -105 147 21 15 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 6.8 0.3 18.2 75.2 68.0 82.3 32.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 8 3 9 15 30 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,206
COMMITMENTS
54,707 76,211 45,397 176,515 123,280 276,619 244,888 53,587 85,318
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 12,485)
1,263 10,022 6,600 6,549 -1,703 14,412 14,919 -1,927 -2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 23.1 13.7 53.5 37.3 83.8 74.2 16.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
82 119 88 83 91 230 257
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,748
COMMITMENTS
8,626 4,494 1,264 0 213 9,890 5,971 4,858 8,777
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -330)
-165 1,166 -1,205 0 18 -1,370 -21 1,040 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 30.5 8.6 0.0 1.4 67.1 40.5 32.9 59.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 9 8 0 1 14 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 174,517
COMMITMENTS
28,631 40,905 22,135 101,423 88,248 152,189 151,288 22,328 23,229
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 8,955)
3,218 6,237 1,476 2,957 905 7,651 8,618 1,304 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 23.4 12.7 58.1 50.6 87.2 86.7 12.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 56 34 52 41 110 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 612,913
COMMITMENTS
81,604 93,406 5,935 390,729 365,572 478,268 464,913 134,645 148,000
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 834)
3,872 -3,846 743 8,348 10,249 12,963 7,146 -12,129 -6,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 15.2 1.0 63.7 59.6 78.0 75.9 22.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
27 37 17 53 66 91 109
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 126,402
COMMITMENTS
20,903 17,137 17,282 61,457 71,338 99,642 105,757 26,760 20,645
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 745)
-181 4,888 1,376 -800 -8,530 395 -2,266 350 3,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 13.6 13.7 48.6 56.4 78.8 83.7 21.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 32 32 45 49 102 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,074
COMMITMENTS
4,322 413 1,133 2,586 8,333 8,041 9,879 3,033 1,195
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 635)
-4 70 471 177 150 644 691 -9 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 3.7 10.2 23.4 75.2 72.6 89.2 27.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
28 6 8 16 17 48 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 461,715
COMMITMENTS
133,320 138,988 3,758 237,171 211,747 374,249 354,493 87,466 107,222
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 14,691)
3,891 4,122 -474 8,770 3,676 12,187 7,324 2,504 7,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 30.1 0.8 51.4 45.9 81.1 76.8 18.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
30 26 3 54 59 85 87
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,787,420
COMMITMENTS
512,492 349,225 40,978 991,591 1006799 1545061 1397002 242,359 390,418
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 131,657)
100,541 55,270 16,489 37,284 48,418 154,314 120,177 -22,657 11,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 19.5 2.3 55.5 56.3 86.4 78.2 13.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
50 73 43 85 106 163 194
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,081,452
COMMITMENTS
196,614 230,248 25,313 663,034 581,880 884,961 837,441 196,491 244,011
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -6,954)
12,770 28,612 5,013 -34,355 -33,678 -16,572 -53 9,618 -6,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 21.3 2.3 61.3 53.8 81.8 77.4 18.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 41 17 62 74 105 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 581,436
COMMITMENTS
176,002 99,423 142,296 223,552 308,073 541,850 549,792 39,586 31,644
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 30,703)
-148 5,975 8,602 20,557 8,600 29,011 23,177 1,692 7,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 17.1 24.5 38.4 53.0 93.2 94.6 6.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
32 30 44 54 45 114 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,472
COMMITMENTS
8,773 6,545 22 16,437 27,109 25,232 33,676 14,240 5,796
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,093)
-2,628 -7 17 177 -1,528 -2,434 -1,518 1,341 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 16.6 0.1 41.6 68.7 63.9 85.3 36.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 13 3 19 13 30 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,496
COMMITMENTS
36,961 31,537 434 32,961 25,763 70,356 57,734 10,140 22,762
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,558)
-3,958 8,410 150 11,297 -2,311 7,489 6,249 -1,931 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 39.2 0.5 40.9 32.0 87.4 71.7 12.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 22 3 16 17 48 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,601
COMMITMENTS
7,637 4,161 479 24,159 27,812 32,275 32,452 326 149
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,115)
-1,134 -115 -33 -242 -1,087 -1,409 -1,235 294 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 12.8 1.5 74.1 85.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 12 4 15 18 23 33
Updated January 20, 2006