WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,061
COMMITMENTS
66,539 75,255 55,032 231,808 200,585 353,379 330,872 33,682 56,189
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -323)
4,397 -3,483 -8,964 7,734 16,798 3,167 4,351 -3,490 -4,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 19.4 14.2 59.9 51.8 91.3 85.5 8.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
94 116 111 48 70 226 232
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,181,057
COMMITMENTS
276,282 94,313 178,562 557,517 627,642 1012361 900,517 168,696 280,540
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 56,291)
32,041 -3,971 -1,891 10,361 45,083 40,511 39,221 15,780 17,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 8.0 15.1 47.2 53.1 85.7 76.2 14.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
203 126 158 207 280 495 502
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,694
COMMITMENTS
3,782 582 614 2,992 7,351 7,388 8,547 3,306 2,147
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -739)
-86 71 60 302 -28 276 103 -1,015 -842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 5.4 5.7 28.0 68.7 69.1 79.9 30.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 7 11 14 30 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 385,414
COMMITMENTS
56,138 103,208 60,814 207,150 118,858 324,102 282,880 61,312 102,534
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 7,680)
2,542 6,405 -228 1,374 2,550 3,688 8,727 3,992 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 26.8 15.8 53.7 30.8 84.1 73.4 15.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
106 136 126 96 98 292 307
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,254
COMMITMENTS
12,494 4,885 1,488 0 218 13,982 6,591 4,272 11,663
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,722)
2,744 2,080 533 -610 -21 2,667 2,592 55 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 26.8 8.2 0.0 1.2 76.6 36.1 23.4 63.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 11 9 0 1 13 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 191,906
COMMITMENTS
43,481 31,222 22,899 105,053 118,202 171,433 172,323 20,473 19,583
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,972)
2,907 7,087 -4,769 5,648 3,569 3,786 5,887 -1,814 -3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 16.3 11.9 54.7 61.6 89.3 89.8 10.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
51 39 36 48 45 116 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 697,646
COMMITMENTS
78,209 192,594 11,409 488,774 311,263 578,392 515,266 119,254 182,380
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 41,093)
2,222 28,150 2,286 33,805 7,481 38,313 37,917 2,780 3,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 27.6 1.6 70.1 44.6 82.9 73.9 17.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 49 23 64 64 106 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 181,046
COMMITMENTS
25,211 52,301 31,238 97,910 68,538 154,359 152,077 26,687 28,969
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 15,716)
2,429 11,056 2,740 11,015 1,123 16,184 14,919 -468 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 28.9 17.3 54.1 37.9 85.3 84.0 14.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 64 47 59 50 133 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,910
COMMITMENTS
3,412 214 738 3,969 8,474 8,119 9,426 2,791 1,484
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -50)
90 -1 115 160 -28 365 86 -415 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 2.0 6.8 36.4 77.7 74.4 86.4 25.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 6 9 17 20 40 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 472,344
COMMITMENTS
153,396 151,559 3,549 220,863 203,170 377,808 358,278 94,536 114,066
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -1,188)
-7,273 17,257 1,676 -7,437 -14,595 -13,034 4,338 11,846 -5,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 32.1 0.8 46.8 43.0 80.0 75.9 20.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
27 45 6 51 53 81 101
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,246,748
COMMITMENTS
678,685 506,005 71,417 1284450 1254627 2034552 1832049 212,196 414,699
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 114,134)
43,240 21,781 8,442 64,896 98,446 116,578 128,669 -2,444 -14,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 22.5 3.2 57.2 55.8 90.6 81.5 9.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
73 75 39 100 108 187 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,227,806
COMMITMENTS
264,165 268,405 37,792 745,692 616,215 1047649 922,412 180,157 305,394
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 32,636)
6,798 -13,472 1,309 6,928 34,398 15,035 22,235 17,601 10,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.9 3.1 60.7 50.2 85.3 75.1 14.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 50 25 63 74 114 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 536,956
COMMITMENTS
174,563 192,646 93,441 211,995 218,013 479,999 504,100 56,957 32,856
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 26,238)
16,014 19,861 1,625 9,913 1,791 27,552 23,277 -1,314 2,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 35.9 17.4 39.5 40.6 89.4 93.9 10.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
41 27 40 49 45 106 96
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,832
COMMITMENTS
5,784 5,004 0 1,892 5,572 7,676 10,576 9,156 6,256
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 29.7 0.0 11.2 33.1 45.6 62.8 54.4 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 7 0 4 5 14 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,498
COMMITMENTS
10,129 6,931 2 20,687 29,765 30,818 36,698 12,680 6,800
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,816)
443 -512 -1 4,530 4,937 4,972 4,424 -1,156 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 15.9 0.0 47.6 68.4 70.8 84.4 29.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 9 1 19 12 35 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,542
COMMITMENTS
50,267 21,858 439 11,595 25,499 62,301 47,796 9,241 23,746
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -609)
-2,343 3,463 -127 2,384 -3,254 -86 82 -523 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.3 30.6 0.6 16.2 35.6 87.1 66.8 12.9 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 23 4 14 20 46 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,331
COMMITMENTS
1,924 2,279 239 10,804 10,609 12,967 13,127 364 204
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -511)
173 16 0 -693 -422 -520 -406 9 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 17.1 1.8 81.0 79.6 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 13 4 14 12 22 27
Updated April 14, 2006