WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,296
COMMITMENTS
68,455 71,423 68,302 222,786 200,995 359,543 340,720 33,753 52,576
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -3,211)
-4,737 1,515 -329 590 -4,388 -4,476 -3,202 1,265 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 18.2 17.4 56.6 51.1 91.4 86.6 8.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
100 111 111 43 68 232 234
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,051,881
COMMITMENTS
250,920 96,557 142,596 514,692 549,444 908,208 788,597 143,673 263,284
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -8,307)
1,188 7,161 -11,345 13,401 -3,591 3,244 -7,775 -11,551 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 9.2 13.6 48.9 52.2 86.3 75.0 13.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
165 107 143 185 263 441 463
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,280
COMMITMENTS
5,150 69 173 2,234 9,248 7,557 9,490 3,723 1,790
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -82)
-421 -102 3 268 -172 -150 -271 68 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 0.6 1.5 19.8 82.0 67.0 84.1 33.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 1 4 14 14 34 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 348,345
COMMITMENTS
51,891 67,410 54,934 186,765 134,353 293,590 256,697 54,755 91,648
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -4,932)
-4,358 6,818 -2,178 466 -10,273 -6,070 -5,633 1,138 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 19.4 15.8 53.6 38.6 84.3 73.7 15.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
75 121 95 93 109 248 272
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,121
COMMITMENTS
9,300 4,514 1,184 0 0 10,484 5,698 4,637 9,423
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 583)
798 707 68 0 0 866 775 -283 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 29.9 7.8 0.0 0.0 69.3 37.7 30.7 62.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
15 13 8 0 0 17 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 197,965
COMMITMENTS
46,449 15,717 28,809 98,784 136,347 174,042 180,873 23,923 17,092
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,552)
4,465 -13 -1,377 1,460 6,339 4,548 4,949 -996 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 7.9 14.6 49.9 68.9 87.9 91.4 12.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
56 33 36 44 45 124 103
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,121
COMMITMENTS
40,887 98,653 25,269 419,329 296,228 485,485 420,150 110,636 175,971
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -54,627)
-5,330 8,195 -17,787 -17,869 -24,569 -40,986 -34,161 -13,641 -20,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 16.5 4.2 70.3 49.7 81.4 70.5 18.6 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
22 42 19 59 67 91 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,416
COMMITMENTS
19,610 36,676 24,273 78,005 60,859 121,888 121,808 26,528 26,608
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 5,029)
-201 1,402 1,962 440 505 2,201 3,869 2,828 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 24.7 16.4 52.6 41.0 82.1 82.1 17.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
40 53 43 48 44 114 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,002
COMMITMENTS
4,196 265 910 4,046 9,205 9,152 10,380 2,850 1,622
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 489)
117 -130 137 87 267 341 274 148 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 2.2 7.6 33.7 76.7 76.3 86.5 23.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 6 8 19 20 48 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 472,446
COMMITMENTS
121,406 138,276 6,160 259,889 205,859 387,455 350,295 84,991 122,151
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 25,753)
7,556 8,598 -2,507 27,188 17,367 32,237 23,458 -6,484 2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 29.3 1.3 55.0 43.6 82.0 74.1 18.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
23 37 6 60 54 87 93
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,108,707
COMMITMENTS
675,787 492,450 72,663 1121007 1111826 1869457 1676939 239,250 431,768
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -26,042)
-9,815 -45,179 6,896 -9,241 6,176 -12,160 -32,107 -13,882 6,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 23.4 3.4 53.2 52.7 88.7 79.5 11.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
73 70 37 92 105 175 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,250,446
COMMITMENTS
313,370 346,472 21,031 750,539 610,663 1084940 978,166 165,506 272,280
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -64,105)
-13,757 -33,841 -5,784 -26,299 32,162 -45,840 -7,463 -18,265 -56,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 27.7 1.7 60.0 48.8 86.8 78.2 13.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
42 46 25 68 81 118 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 555,796
COMMITMENTS
115,895 150,667 117,330 257,123 250,666 490,348 518,663 65,448 37,133
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 98,395)
6,485 14,798 14,944 56,777 68,375 78,206 98,117 20,189 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.1 21.1 46.3 45.1 88.2 93.3 11.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
37 29 40 50 48 111 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,527
COMMITMENTS
11,900 7,709 7,860 25,407 31,487 45,167 47,056 11,360 9,471
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 12,915)
-98 -1,046 7,818 6,597 4,872 14,317 11,644 -1,402 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 13.6 13.9 44.9 55.7 79.9 83.2 20.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 10 14 25 18 49 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,108
COMMITMENTS
45,105 34,314 11,700 43,683 45,402 100,488 91,416 11,620 20,692
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 22,847)
1,435 3,823 11,427 7,483 10,884 20,345 26,134 2,502 -3,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 30.6 10.4 39.0 40.5 89.6 81.5 10.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 33 23 27 24 71 68
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,702
COMMITMENTS
1,662 2,025 270 12,471 12,139 14,403 14,434 299 268
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -7,189)
-5,761 -854 -236 -1,201 -6,054 -7,198 -7,144 9 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 13.8 1.8 84.8 82.6 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 12 4 14 12 20 26
Updated March 17, 2006