WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,030
COMMITMENTS
62,591 68,754 81,061 205,573 183,378 349,226 333,193 37,804 53,837
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 30,554)
7,432 -7,239 15,103 1,485 13,599 24,020 21,462 6,534 9,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 17.8 20.9 53.1 47.4 90.2 86.1 9.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
96 124 123 54 66 237 238
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,182,962
COMMITMENTS
194,225 110,071 262,284 535,780 533,952 992,289 906,307 190,673 276,655
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 98,793)
45,823 -44,244 52,082 -6,297 66,400 91,608 74,237 7,185 24,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.3 22.2 45.3 45.1 83.9 76.6 16.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
169 126 184 230 241 503 473
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,052
COMMITMENTS
5,587 626 741 1,841 8,805 8,169 10,172 4,883 2,880
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,296)
567 45 393 -134 870 826 1,307 1,470 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 4.8 5.7 14.1 67.5 62.6 77.9 37.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 8 6 11 16 37 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,486
COMMITMENTS
59,294 66,105 98,606 201,880 157,452 359,780 322,163 73,706 111,323
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,729)
2,126 -9,139 -2,602 -1,564 4,717 -2,040 -7,024 3,768 8,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.2 22.7 46.6 36.3 83.0 74.3 17.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
105 117 144 99 100 296 290
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 205,164
COMMITMENTS
22,765 37,733 39,562 117,976 103,512 180,302 180,806 24,862 24,358
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 7,814)
2,130 -2,914 1,185 3,454 9,950 6,770 8,221 1,045 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 18.4 19.3 57.5 50.5 87.9 88.1 12.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
35 56 46 53 46 119 127
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,709
COMMITMENTS
62,155 84,412 87,256 444,082 372,865 593,493 544,534 137,215 186,175
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -22,902)
-16,815 3,970 -370 8,361 -42,026 -8,824 -38,425 -14,078 15,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.6 11.9 60.8 51.0 81.2 74.5 18.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
25 42 41 68 72 119 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,389
COMMITMENTS
22,002 18,091 27,972 66,840 76,537 116,815 122,600 27,574 21,789
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 452)
424 945 1,805 489 -1,306 2,719 1,444 -2,267 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.5 19.4 46.3 53.0 80.9 84.9 19.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 39 39 52 56 113 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,140
COMMITMENTS
4,645 296 1,732 3,283 9,785 9,661 11,813 3,480 1,328
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,336)
261 -76 264 619 1,140 1,144 1,328 192 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 2.2 13.2 25.0 74.5 73.5 89.9 26.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
34 4 11 21 21 57 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 486,648
COMMITMENTS
146,606 162,812 9,521 239,501 202,171 395,628 374,504 91,020 112,144
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 20,142)
12,547 23,449 3,505 1,869 -9,862 17,921 17,092 2,221 3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 33.5 2.0 49.2 41.5 81.3 77.0 18.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 33 9 56 56 95 93
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,463,730
COMMITMENTS
537,784 414,585 305,325 1366876 1296644 2209985 2016554 253,745 447,177
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 130,356)
33,500 124,042 -23,035 131,468 8,309 141,933 109,316 -11,577 21,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 16.8 12.4 55.5 52.6 89.7 81.8 10.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
52 75 73 107 117 200 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,384,652
COMMITMENTS
237,772 312,007 145,391 812,502 613,880 1195666 1071278 188,986 313,374
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 155,268)
59,833 83,889 24,057 90,743 -6,554 174,633 101,392 -19,365 53,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 22.5 10.5 58.7 44.3 86.4 77.4 13.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
34 52 43 77 88 133 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 788,452
COMMITMENTS
159,197 111,661 281,412 285,940 346,847 726,548 739,920 61,903 48,532
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 48,438)
-22,657 33,095 12,898 45,158 -7,787 35,398 38,205 13,041 10,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 14.2 35.7 36.3 44.0 92.1 93.8 7.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
30 35 49 63 54 122 114
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,578
COMMITMENTS
9,740 6,050 579 17,320 27,962 27,639 34,591 12,939 5,987
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -53)
886 -536 84 754 688 1,725 236 -1,778 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 14.9 1.4 42.7 68.9 68.1 85.2 31.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 10 6 23 14 39 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,714
COMMITMENTS
38,825 28,906 5,085 33,600 33,257 77,509 67,248 12,205 22,466
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,971)
1,158 -2,181 1,605 -203 5,954 2,560 5,379 1,410 -1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 32.2 5.7 37.5 37.1 86.4 75.0 13.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 21 15 16 17 54 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,542
COMMITMENTS
7,507 4,189 523 24,123 27,218 32,153 31,930 389 612
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -59)
-130 28 44 -36 -594 -122 -522 63 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 12.9 1.6 74.1 83.6 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 13 5 15 17 24 33
Updated February 3, 2006