WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,200
COMMITMENTS
71,412 74,539 65,577 203,337 184,478 340,326 324,594 33,874 49,606
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 24,482)
10,049 -2,343 8,804 4,768 17,252 23,621 23,713 861 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 19.9 17.5 54.3 49.3 90.9 86.7 9.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
103 111 107 42 66 229 225
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,028,170
COMMITMENTS
235,676 103,986 151,611 488,524 509,934 875,811 765,531 152,359 262,639
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 51,300)
28,176 -10,969 10,456 9,974 33,165 48,606 32,652 2,694 18,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.1 14.7 47.5 49.6 85.2 74.5 14.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
181 103 149 183 234 453 433
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,284
COMMITMENTS
6,492 691 156 1,434 8,959 8,082 9,806 4,202 2,478
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -45)
903 -44 -222 -277 525 404 259 -449 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 5.6 1.3 11.7 72.9 65.8 79.8 34.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 7 5 9 15 37 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,064
COMMITMENTS
58,678 65,463 46,979 187,730 144,136 293,387 256,578 57,677 94,486
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 8,363)
267 -6,808 -415 8,590 14,071 8,442 6,848 -79 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 18.6 13.4 53.5 41.1 83.6 73.1 16.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
89 112 91 95 102 252 260
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 185,257
COMMITMENTS
28,168 31,806 30,455 103,942 103,061 162,565 165,322 22,692 19,935
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,933)
-41 -6,103 5,953 -1,514 7,222 4,398 7,072 -465 -3,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 17.2 16.4 56.1 55.6 87.8 89.2 12.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
37 52 45 48 44 115 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 658,500
COMMITMENTS
119,955 94,222 12,142 405,276 350,559 537,373 456,923 121,127 201,577
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 54,162)
48,630 -6,254 4,327 3,214 23,529 56,171 21,602 -2,009 32,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 14.3 1.8 61.5 53.2 81.6 69.4 18.4 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 31 18 58 63 103 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 131,474
COMMITMENTS
20,818 21,999 22,075 64,940 65,103 107,833 109,177 23,641 22,297
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 4,609)
-430 3,770 3,271 2,377 -4,825 5,218 2,216 -609 2,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 16.7 16.8 49.4 49.5 82.0 83.0 18.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 41 36 51 49 108 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,005
COMMITMENTS
4,925 403 1,207 3,372 10,094 9,504 11,704 3,501 1,301
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 678)
369 44 -119 171 629 421 554 257 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 3.1 9.3 25.9 77.6 73.1 90.0 26.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 9 9 18 21 52 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 481,350
COMMITMENTS
141,360 137,404 4,414 249,052 220,307 394,826 362,125 86,524 119,225
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,734)
-4,876 -25,093 594 10,277 18,222 5,995 -6,277 -2,261 10,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 28.5 0.9 51.7 45.8 82.0 75.2 18.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
30 36 5 56 58 89 96
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,017,112
COMMITMENTS
583,985 446,072 47,719 1170392 1125468 1802096 1619259 215,016 397,853
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 85,384)
19,464 40,294 -932 73,202 51,822 91,734 91,184 -6,350 -5,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 22.1 2.4 58.0 55.8 89.3 80.3 10.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
58 67 45 90 97 168 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,334,193
COMMITMENTS
315,870 360,641 44,310 811,403 613,308 1171583 1018259 162,610 315,934
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 118,274)
52,118 46,878 12,942 67,262 39,478 132,322 99,298 -14,048 18,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 27.0 3.3 60.8 46.0 87.8 76.3 12.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
49 39 23 71 80 125 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 470,718
COMMITMENTS
123,821 114,983 100,275 197,077 215,893 421,173 431,151 49,545 39,567
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -107,201)
-39,224 -24,482 -15,600 -51,769 -64,447 -106,593 -104,529 -608 -2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 24.4 21.3 41.9 45.9 89.5 91.6 10.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
29 30 36 55 43 107 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,482
COMMITMENTS
9,376 6,919 17 17,789 25,838 27,182 32,774 11,300 5,708
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -713)
-341 878 -5 636 -1,976 290 -1,103 -1,003 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 18.0 0.0 46.2 67.1 70.6 85.2 29.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 13 2 24 13 37 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,430
COMMITMENTS
39,314 31,721 340 38,208 36,001 77,862 68,062 11,568 21,368
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 6,061)
705 1,734 -364 5,701 4,363 6,042 5,733 19 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 35.5 0.4 42.7 40.3 87.1 76.1 12.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 20 3 16 17 46 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,959
COMMITMENTS
7,527 4,052 556 24,478 28,073 32,561 32,681 398 278
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 417)
20 -137 33 355 855 408 751 9 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 12.3 1.7 74.3 85.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 13 5 15 18 24 35
Updated February 10, 2006