WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 349,718
COMMITMENTS
61,363 76,882 56,773 198,569 167,226 316,705 300,881 33,013 48,837
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 26,170)
6,805 -4,753 13,016 443 10,154 20,264 18,417 5,906 7,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 22.0 16.2 56.8 47.8 90.6 86.0 9.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
83 124 106 42 61 212 221
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 976,870
COMMITMENTS
207,500 114,955 141,155 478,550 476,769 827,205 732,879 149,665 243,991
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 83,669)
44,250 -44,119 45,640 -8,921 60,125 80,969 61,646 2,700 22,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 11.8 14.4 49.0 48.8 84.7 75.0 15.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
177 100 139 172 223 425 417
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,329
COMMITMENTS
5,589 735 378 1,711 8,434 7,678 9,547 4,651 2,782
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,196)
570 47 350 -136 810 784 1,207 1,412 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 6.0 3.1 13.9 68.4 62.3 77.4 37.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 8 6 9 16 35 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 342,701
COMMITMENTS
58,411 72,271 47,394 179,140 130,065 284,945 249,730 57,756 92,971
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 12,495)
3,704 -3,940 1,997 2,625 6,785 8,326 4,842 4,169 7,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 21.1 13.8 52.3 38.0 83.1 72.9 16.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
90 107 93 86 93 247 251
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 181,324
COMMITMENTS
28,209 37,909 24,502 105,456 95,839 158,167 158,250 23,157 23,074
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 6,807)
-422 -2,996 2,367 4,033 7,591 5,978 6,962 829 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.9 13.5 58.2 52.9 87.2 87.3 12.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 55 36 49 41 106 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 604,338
COMMITMENTS
71,325 100,476 7,815 402,062 327,030 481,202 435,321 123,136 169,017
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -8,575)
-10,279 7,070 1,880 11,333 -38,542 2,934 -29,592 -11,509 21,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 16.6 1.3 66.5 54.1 79.6 72.0 20.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
27 35 17 57 66 95 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 126,865
COMMITMENTS
21,248 18,229 18,804 62,563 69,928 102,615 106,961 24,250 19,904
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 463)
345 1,092 1,522 1,106 -1,410 2,973 1,204 -2,510 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 14.4 14.8 49.3 55.1 80.9 84.3 19.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
40 34 34 46 47 104 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,327
COMMITMENTS
4,556 359 1,326 3,201 9,465 9,083 11,150 3,244 1,177
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,253)
234 -54 193 615 1,132 1,042 1,271 211 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 2.9 10.8 26.0 76.8 73.7 90.5 26.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
32 6 10 18 21 54 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 477,616
COMMITMENTS
146,236 162,497 3,820 238,775 202,085 388,831 368,402 88,785 109,214
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 15,901)
12,916 23,509 62 1,604 -9,662 14,582 13,909 1,319 1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 34.0 0.8 50.0 42.3 81.4 77.1 18.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 32 3 56 55 91 89
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,931,728
COMMITMENTS
564,521 405,778 48,651 1097190 1073646 1710362 1528075 221,366 403,653
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 144,308)
52,029 56,553 7,673 105,599 66,847 165,301 131,073 -20,993 13,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 21.0 2.5 56.8 55.6 88.5 79.1 11.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
59 60 40 86 100 162 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,215,919
COMMITMENTS
263,752 313,763 31,368 744,141 573,830 1039261 918,961 176,658 296,958
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 134,467)
67,138 83,515 6,055 81,107 -8,050 154,300 81,520 -19,833 52,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 25.8 2.6 61.2 47.2 85.5 75.6 14.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
41 43 19 71 73 118 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,919
COMMITMENTS
163,045 139,465 115,875 248,846 280,340 527,766 535,680 50,153 42,239
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -3,517)
-12,957 40,042 -26,421 25,294 -27,733 -14,084 -14,112 10,567 10,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 24.1 20.1 43.1 48.5 91.3 92.7 8.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 31 43 56 50 111 104
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,195
COMMITMENTS
9,717 6,041 22 17,153 27,814 26,892 33,877 12,303 5,318
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -277)
944 -504 0 716 705 1,660 201 -1,937 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 15.4 0.1 43.8 71.0 68.6 86.4 31.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 11 2 23 14 36 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,369
COMMITMENTS
38,609 29,987 704 32,507 31,638 71,820 62,329 11,549 21,040
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,873)
1,648 -1,550 270 -454 5,875 1,464 4,595 1,409 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 36.0 0.8 39.0 37.9 86.1 74.8 13.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
28 21 3 15 16 46 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,542
COMMITMENTS
7,507 4,189 523 24,123 27,218 32,153 31,930 389 612
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -59)
-130 28 44 -36 -594 -122 -522 63 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 12.9 1.6 74.1 83.6 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 13 5 15 17 24 33
Updated February 3, 2006