WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,109
COMMITMENTS
67,789 75,895 53,034 232,786 202,563 353,609 331,492 30,500 52,617
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -2,952)
1,250 640 -1,998 978 1,978 230 620 -3,182 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 19.8 13.8 60.6 52.7 92.1 86.3 7.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
92 115 106 51 73 223 234
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,196,857
COMMITMENTS
294,748 85,143 182,376 559,139 650,803 1036263 918,322 160,594 278,535
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 15,800)
18,466 -9,170 3,814 1,622 23,161 23,902 17,805 -8,102 -2,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 7.1 15.2 46.7 54.4 86.6 76.7 13.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
203 125 166 207 280 502 510
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,158
COMMITMENTS
4,076 851 662 2,969 7,602 7,707 9,115 3,451 2,043
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 464)
294 269 48 -23 251 319 568 145 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 7.6 5.9 26.6 68.1 69.1 81.7 30.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 5 7 11 14 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 375,811
COMMITMENTS
53,521 93,543 64,978 199,015 120,940 317,514 279,461 58,297 96,350
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -9,603)
-2,617 -9,665 4,164 -8,135 2,082 -6,588 -3,419 -3,015 -6,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 24.9 17.3 53.0 32.2 84.5 74.4 15.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
118 127 140 95 104 305 322
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,854
COMMITMENTS
9,081 2,601 537 270 207 9,888 3,345 4,966 11,509
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -3,400)
-3,413 -2,284 -951 270 -11 -4,094 -3,246 694 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 17.5 3.6 1.8 1.4 66.6 22.5 33.4 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 9 8 1 1 14 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 200,881
COMMITMENTS
45,719 30,067 24,080 106,319 124,790 176,118 178,937 24,763 21,944
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 8,975)
2,238 -1,155 1,181 1,266 6,588 4,685 6,614 4,290 2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 15.0 12.0 52.9 62.1 87.7 89.1 12.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
49 41 37 50 44 122 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,388
COMMITMENTS
81,622 209,973 13,653 513,496 308,448 608,771 532,074 123,617 200,314
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 34,742)
3,413 17,379 2,244 24,722 -2,815 30,379 16,808 4,363 17,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 28.7 1.9 70.1 42.1 83.1 72.6 16.9 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
30 53 28 64 62 109 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 170,048
COMMITMENTS
25,994 43,720 27,369 89,982 72,615 143,345 143,704 26,703 26,344
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -10,998)
783 -8,581 -3,869 -7,928 4,077 -11,014 -8,373 16 -2,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 25.7 16.1 52.9 42.7 84.3 84.5 15.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 55 49 61 54 135 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,100
COMMITMENTS
3,532 211 769 3,999 8,682 8,300 9,662 2,800 1,438
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 190)
120 -3 31 30 208 181 236 9 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 1.9 6.9 36.0 78.2 74.8 87.0 25.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 6 9 17 19 41 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 487,287
COMMITMENTS
172,176 148,086 1,548 213,092 228,746 386,816 378,380 100,471 108,907
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 14,943)
18,780 -3,473 -2,001 -7,771 25,576 9,008 20,102 5,935 -5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 30.4 0.3 43.7 46.9 79.4 77.7 20.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
35 43 7 51 55 90 101
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,319,940
COMMITMENTS
705,614 529,132 78,893 1313185 1292773 2097692 1900798 222,248 419,142
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 73,192)
26,929 23,127 7,476 28,735 38,146 63,140 68,749 10,052 4,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 22.8 3.4 56.6 55.7 90.4 81.9 9.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
73 80 45 103 110 194 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,269,306
COMMITMENTS
277,321 271,625 35,603 754,979 657,432 1067903 964,660 201,403 304,646
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 41,500)
13,156 3,220 -2,189 9,287 41,217 20,254 42,248 21,246 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 21.4 2.8 59.5 51.8 84.1 76.0 15.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 45 25 64 75 118 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 550,194
COMMITMENTS
205,644 197,181 95,324 197,671 226,406 498,639 518,911 51,555 31,283
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 13,238)
31,081 4,535 1,883 -14,324 8,393 18,640 14,811 -5,402 -1,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 35.8 17.3 35.9 41.2 90.6 94.3 9.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
41 29 41 51 46 111 98
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,077
COMMITMENTS
5,666 5,227 221 2,394 5,459 8,281 10,907 8,796 6,170
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 245)
-118 223 221 502 -113 605 331 -360 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 30.6 1.3 14.0 32.0 48.5 63.9 51.5 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 6 1 4 5 14 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,388
COMMITMENTS
11,035 7,174 3 20,489 29,738 31,527 36,915 12,861 7,473
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 890)
906 243 1 -198 -27 709 217 181 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 16.2 0.0 46.2 67.0 71.0 83.2 29.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 9 2 18 12 38 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,484
COMMITMENTS
51,643 16,052 555 14,698 33,872 66,896 50,479 9,588 26,005
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 4,942)
1,376 -5,806 116 3,103 8,373 4,595 2,683 347 2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 21.0 0.7 19.2 44.3 87.5 66.0 12.5 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 23 5 17 24 49 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,756
COMMITMENTS
2,951 2,709 239 10,165 10,629 13,355 13,577 401 179
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 425)
1,027 430 0 -639 20 388 450 37 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 19.7 1.7 73.9 77.3 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 14 4 13 12 21 28
Updated April 21, 2006