WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,330
COMMITMENTS
58,054 69,743 72,396 221,613 184,364 352,063 326,503 32,267 57,827
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,713)
487 436 4,433 -3,879 -6,258 1,041 -1,389 672 3,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 18.1 18.8 57.7 48.0 91.6 85.0 8.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
99 102 115 49 66 228 233
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,089,960
COMMITMENTS
219,466 140,947 172,022 542,112 519,524 933,600 832,493 156,360 257,467
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 31,867)
-6,269 10,519 25,113 8,843 -4,849 27,687 30,783 4,180 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 12.9 15.8 49.7 47.7 85.7 76.4 14.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
158 123 143 194 250 428 470
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,440
COMMITMENTS
3,686 627 540 3,183 7,487 7,409 8,654 3,031 1,786
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -155)
-188 116 67 29 -239 -92 -56 -63 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 6.0 5.2 30.5 71.7 71.0 82.9 29.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 8 7 12 14 31 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,713
COMMITMENTS
48,230 82,184 58,648 195,818 123,408 302,696 264,240 57,017 95,473
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 6,167)
-2,781 1,143 2,265 3,288 -157 2,772 3,251 3,395 2,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 22.8 16.3 54.4 34.3 84.1 73.5 15.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
93 125 98 94 97 264 272
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,701
COMMITMENTS
9,213 3,480 950 0 217 10,163 4,647 4,538 10,054
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 447)
689 -395 8 0 217 697 -170 -250 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.7 23.7 6.5 0.0 1.5 69.1 31.6 30.9 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 11 7 0 1 14 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 189,347
COMMITMENTS
39,177 19,922 30,353 99,266 120,527 168,796 170,802 20,551 18,545
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -2,939)
-252 4,990 765 -3,404 -8,636 -2,891 -2,881 -48 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.5 16.0 52.4 63.7 89.1 90.2 10.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
47 38 41 47 38 119 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,075
COMMITMENTS
57,095 133,783 13,498 440,366 288,202 510,959 435,483 103,116 178,592
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -490)
5,819 22,541 -4,939 -3,223 -6,889 -2,343 10,713 1,853 -11,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 21.8 2.2 71.7 46.9 83.2 70.9 16.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 46 21 64 61 104 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,113
COMMITMENTS
23,437 34,545 25,889 73,923 63,513 123,249 123,947 27,864 27,166
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,211)
3,840 -3,815 747 -3,467 4,600 1,120 1,532 91 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 22.9 17.1 48.9 42.0 81.6 82.0 18.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
40 49 47 53 49 126 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,237
COMMITMENTS
3,499 267 1,161 3,878 8,040 8,538 9,468 2,699 1,769
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 525)
-42 -19 418 93 -77 469 322 56 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 2.4 10.3 34.5 71.5 76.0 84.3 24.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 6 11 16 18 42 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 454,340
COMMITMENTS
155,865 118,484 2,646 219,450 214,317 377,961 335,447 76,379 118,893
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -31,602)
2,469 1,923 -4,609 -22,619 -26,918 -24,759 -29,604 -6,843 -1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 26.1 0.6 48.3 47.2 83.2 73.8 16.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
32 34 5 54 62 88 99
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,013,325
COMMITMENTS
608,531 434,869 51,221 1146426 1097135 1806178 1583225 207,147 430,100
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 29,142)
-21,171 68,890 736 49,659 2,405 29,224 72,031 -82 -42,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 21.6 2.5 56.9 54.5 89.7 78.6 10.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
66 68 33 88 106 163 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,187,408
COMMITMENTS
271,116 280,651 29,329 739,719 603,312 1040164 913,292 147,244 274,116
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 8,194)
10,443 7,252 1,241 11,034 -3,436 22,718 5,057 -14,524 3,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 23.6 2.5 62.3 50.8 87.6 76.9 12.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
43 43 26 67 77 117 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 609,327
COMMITMENTS
148,854 148,470 140,824 268,809 280,734 558,487 570,028 50,840 39,299
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 8,887)
17,606 4,669 10,229 -10,144 -7,099 17,691 7,799 -8,804 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 24.4 23.1 44.1 46.1 91.7 93.6 8.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
41 28 45 49 50 113 106
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,493
COMMITMENTS
10,127 7,358 3 15,733 25,017 25,863 32,378 13,630 7,115
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -1,565)
-115 -111 -171 -100 -340 -386 -622 -1,179 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 18.6 0.0 39.8 63.3 65.5 82.0 34.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 9 1 16 12 33 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,451
COMMITMENTS
47,422 17,268 662 8,738 22,397 56,822 40,327 8,629 25,124
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,879)
-4,140 -1,949 83 729 2,146 -3,328 280 -551 -4,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 26.4 1.0 13.4 34.2 86.8 61.6 13.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 24 4 14 20 45 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,011
COMMITMENTS
1,778 2,404 239 11,624 11,074 13,641 13,717 370 294
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -405)
0 -27 0 -497 -394 -497 -421 92 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 17.2 1.7 83.0 79.0 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 11 4 14 12 22 25
Updated March 31, 2006