WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 390,551
COMMITMENTS
73,670 81,651 61,827 220,426 195,643 355,923 339,121 34,628 51,430
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 11,431)
-2,085 5,274 4,334 11,550 5,655 13,799 15,263 -2,368 -3,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 20.9 15.8 56.4 50.1 91.1 86.8 8.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
107 117 108 45 64 238 225
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,062,926
COMMITMENTS
254,766 99,588 159,067 488,874 539,114 902,707 797,769 160,219 265,157
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 17,881)
17,411 295 -5,767 6,426 24,601 18,070 19,129 -189 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 9.4 15.0 46.0 50.7 84.9 75.1 15.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
198 98 156 187 253 469 458
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,579
COMMITMENTS
5,849 271 337 1,473 9,096 7,659 9,704 3,920 1,875
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 43)
-157 -35 65 96 48 4 78 39 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 2.3 2.9 12.7 78.6 66.1 83.8 33.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
24 6 6 10 14 38 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 376,082
COMMITMENTS
65,152 50,631 55,050 190,857 161,992 311,059 267,673 65,023 108,409
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 13,512)
6,244 -10,041 1,554 795 6,818 8,593 -1,669 4,919 15,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 13.5 14.6 50.7 43.1 82.7 71.2 17.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
101 98 117 96 108 278 273
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 182,795
COMMITMENTS
31,055 25,327 27,081 100,261 110,289 158,397 162,697 24,398 20,098
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,297)
3,464 -5,574 -902 -5,909 5,707 -3,347 -769 2,050 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.9 14.8 54.8 60.3 86.7 89.0 13.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
46 47 45 43 42 117 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 668,942
COMMITMENTS
124,162 103,454 18,082 397,834 362,150 540,078 483,686 128,864 185,256
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -5,289)
-2,639 -13,925 9,738 -15,427 4,259 -8,328 72 3,039 -5,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 15.5 2.7 59.5 54.1 80.7 72.3 19.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
38 35 33 59 74 113 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 133,035
COMMITMENTS
20,270 19,777 21,185 67,032 67,010 108,487 107,972 24,548 25,063
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,865)
-1,811 -1,269 -930 4,322 1,681 1,581 -518 284 2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 14.9 15.9 50.4 50.4 81.5 81.2 18.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
33 42 36 51 50 109 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,168
COMMITMENTS
4,429 321 865 3,890 9,276 9,184 10,462 3,984 2,706
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 497)
-163 -27 100 354 -291 291 -218 206 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 2.4 6.6 29.5 70.4 69.7 79.5 30.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
25 6 8 19 19 47 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 504,744
COMMITMENTS
137,470 138,946 9,833 268,777 239,715 416,080 388,494 88,664 116,250
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 18,186)
4,758 -2,309 5,786 9,169 21,091 19,713 24,568 -1,527 -6,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 27.5 1.9 53.3 47.5 82.4 77.0 17.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
31 38 7 59 59 92 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,924,084
COMMITMENTS
587,819 441,223 65,621 1048977 1020520 1702417 1527364 221,667 396,720
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -73,590)
4,273 8,511 11,777 -65,960 -57,606 -49,910 -37,318 -23,680 -36,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 22.9 3.4 54.5 53.0 88.5 79.4 11.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
63 61 41 97 99 176 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,483,956
COMMITMENTS
372,596 386,242 57,898 894,809 721,686 1325303 1165826 158,653 318,130
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 69,258)
31,898 20,221 4,902 26,765 46,032 63,565 71,155 5,693 -1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 26.0 3.9 60.3 48.6 89.3 78.6 10.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
51 47 32 67 86 125 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 514,889
COMMITMENTS
112,976 119,082 131,465 224,761 229,782 469,202 480,329 45,687 34,560
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -12,617)
-22,882 -4,430 11,628 2,413 -9,851 -8,841 -2,653 -3,776 -9,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.1 25.5 43.7 44.6 91.1 93.3 8.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 29 38 58 49 117 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,617
COMMITMENTS
12,530 8,744 34 17,443 26,518 30,007 35,296 12,610 7,321
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,956)
2,972 2,156 19 712 1,513 3,703 3,688 253 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 20.5 0.1 40.9 62.2 70.4 82.8 29.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 13 2 24 12 40 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,295
COMMITMENTS
48,224 26,573 1,165 34,750 39,988 84,139 67,726 8,156 24,569
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 139)
1,825 1,452 216 -933 1,047 1,108 2,715 -969 -2,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 28.8 1.3 37.7 43.3 91.2 73.4 8.8 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 24 6 16 20 52 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 31,818
COMMITMENTS
7,601 3,096 557 23,321 27,783 31,479 31,436 339 382
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,046)
58 -568 0 -1,057 -485 -999 -1,053 -47 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 9.7 1.8 73.3 87.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 11 6 16 18 25 34
Updated February 24, 2006