WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,617
COMMITMENTS
57,567 69,307 67,963 225,492 190,622 351,022 327,892 31,595 54,725
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -10,679)
-10,888 -2,116 -339 2,706 -10,373 -8,521 -12,828 -2,158 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 18.1 17.8 58.9 49.8 91.7 85.7 8.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
88 110 114 47 67 229 230
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,058,093
COMMITMENTS
225,735 130,428 146,909 533,269 524,373 905,913 801,710 152,180 256,383
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 6,212)
-25,185 33,871 4,313 18,577 -25,071 -2,295 13,113 8,507 -6,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 12.3 13.9 50.4 49.6 85.6 75.8 14.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
148 124 142 184 252 416 468
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,595
COMMITMENTS
3,874 511 473 3,154 7,726 7,501 8,710 3,094 1,885
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -685)
-1,276 442 300 920 -1,522 -56 -780 -629 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 4.8 4.5 29.8 72.9 70.8 82.2 29.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 6 6 15 14 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 353,546
COMMITMENTS
51,011 81,041 56,383 192,530 123,565 299,924 260,989 53,622 92,557
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 5,201)
-880 13,631 1,449 5,765 -10,788 6,334 4,292 -1,133 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 22.9 15.9 54.5 35.0 84.8 73.8 15.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
93 126 96 93 104 261 279
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,254
COMMITMENTS
8,524 3,875 942 0 0 9,466 4,817 4,788 9,437
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -867)
-776 -639 -242 0 0 -1,018 -881 151 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.8 27.2 6.6 0.0 0.0 66.4 33.8 33.6 66.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 11 7 0 0 14 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 192,286
COMMITMENTS
39,429 14,932 29,588 102,670 129,163 171,687 173,683 20,599 18,603
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -5,679)
-7,020 -785 779 3,886 -7,184 -2,355 -7,190 -3,324 1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 7.8 15.4 53.4 67.2 89.3 90.3 10.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
50 35 38 46 43 117 108
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,565
COMMITMENTS
51,276 111,242 18,437 443,589 295,091 513,302 424,770 101,263 189,795
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 18,444)
10,389 12,589 -6,832 24,260 -1,137 27,817 4,620 -9,373 13,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 18.1 3.0 72.2 48.0 83.5 69.1 16.5 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 43 22 64 65 105 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,902
COMMITMENTS
19,597 38,360 25,142 77,390 58,913 122,129 122,415 27,773 27,487
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,486)
-13 1,684 869 -615 -1,946 241 607 1,245 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 25.6 16.8 51.6 39.3 81.5 81.7 18.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
37 55 38 50 44 113 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,712
COMMITMENTS
3,541 286 743 3,785 8,117 8,069 9,146 2,643 1,566
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,290)
-655 21 -167 -261 -1,088 -1,083 -1,234 -207 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 2.7 6.9 35.3 75.8 75.3 85.4 24.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
20 6 9 16 20 40 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 485,942
COMMITMENTS
153,396 116,561 7,255 242,069 241,235 402,720 365,051 83,222 120,891
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 13,496)
31,990 -21,715 1,095 -17,820 35,376 15,265 14,756 -1,769 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 24.0 1.5 49.8 49.6 82.9 75.1 17.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 39 7 58 63 89 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,984,183
COMMITMENTS
629,702 365,979 50,485 1096767 1094730 1776954 1511194 207,229 472,989
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -124,524)
-46,085 -126,471 -22,178 -24,240 -17,096 -92,503 -165,745 -32,021 41,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 18.4 2.5 55.3 55.2 89.6 76.2 10.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
71 70 41 87 105 172 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,179,214
COMMITMENTS
260,673 273,399 28,088 728,685 606,748 1017446 908,235 161,768 270,979
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -71,232)
-52,697 -73,073 7,057 -21,854 -3,915 -67,494 -69,931 -3,738 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 23.2 2.4 61.8 51.5 86.3 77.0 13.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
41 47 25 66 82 116 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 600,440
COMMITMENTS
131,248 143,801 130,595 278,953 287,833 540,796 562,229 59,644 38,211
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 44,644)
15,353 -6,866 13,265 21,830 37,167 50,448 43,566 -5,804 1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.9 21.7 46.5 47.9 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
41 27 42 54 52 117 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,058
COMMITMENTS
10,242 7,469 174 15,833 25,357 26,249 33,000 14,809 8,058
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -15,469)
-1,658 -240 -7,686 -9,574 -6,130 -18,918 -14,056 3,449 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.2 0.4 38.6 61.8 63.9 80.4 36.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 11 3 16 12 34 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,330
COMMITMENTS
51,562 19,217 579 8,009 20,251 60,150 40,047 9,180 29,283
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -42,778)
6,457 -15,097 -11,121 -35,674 -25,151 -40,338 -51,369 -2,440 8,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.4 27.7 0.8 11.6 29.2 86.8 57.8 13.2 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 29 4 13 18 44 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,416
COMMITMENTS
1,778 2,431 239 12,121 11,468 14,138 14,138 278 278
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -286)
116 406 -31 -350 -671 -265 -296 -21 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 16.9 1.7 84.1 79.6 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 12 4 14 12 22 26
Updated March 24, 2006