WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,720
COMMITMENTS
72,528 65,702 93,772 211,756 202,160 378,055 361,634 38,665 55,086
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 29,689)
9,937 -3,052 12,710 6,182 18,782 28,829 28,440 860 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 15.8 22.5 50.8 48.5 90.7 86.8 9.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
115 114 130 56 73 258 250
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,247,118
COMMITMENTS
221,045 95,753 287,297 549,236 570,782 1057578 953,832 189,541 293,286
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 64,156)
26,819 -14,318 25,014 13,456 36,830 65,289 47,525 -1,132 16,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 7.7 23.0 44.0 45.8 84.8 76.5 15.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
183 121 197 243 253 537 489
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,009
COMMITMENTS
6,477 604 520 1,563 9,293 8,559 10,416 4,450 2,592
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -43)
890 -22 -222 -278 488 390 244 -433 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 4.6 4.0 12.0 71.4 65.8 80.1 34.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 7 5 9 15 37 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,287
COMMITMENTS
59,178 64,706 98,526 219,001 174,684 376,705 337,916 72,582 111,371
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 15,801)
-116 -1,399 -80 17,121 17,232 16,925 15,753 -1,124 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 14.4 21.9 48.7 38.9 83.8 75.2 16.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
100 128 143 109 109 304 301
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 208,824
COMMITMENTS
23,655 31,676 44,673 116,320 111,376 184,648 187,725 24,176 21,099
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,660)
890 -6,057 5,111 -1,656 7,864 4,345 6,919 -686 -3,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 15.2 21.4 55.7 53.3 88.4 89.9 11.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
40 55 54 52 49 129 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 815,506
COMMITMENTS
108,720 82,879 106,819 463,931 405,109 679,470 594,807 136,036 220,699
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 84,798)
46,565 -1,533 19,563 19,849 32,243 85,977 50,274 -1,179 34,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 10.2 13.1 56.9 49.7 83.3 72.9 16.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
39 32 43 69 74 125 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,578
COMMITMENTS
21,087 21,606 33,294 70,836 72,468 125,217 127,368 26,361 24,210
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 7,189)
-915 3,515 5,322 3,996 -4,069 8,403 4,768 -1,214 2,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.3 22.0 46.7 47.8 82.6 84.0 17.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 45 42 58 57 119 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,841
COMMITMENTS
4,950 290 1,676 3,458 10,416 10,085 12,382 3,757 1,460
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 701)
305 -6 -56 175 630 424 569 277 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 2.1 12.1 25.0 75.3 72.9 89.5 27.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
33 4 11 20 21 55 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 494,030
COMMITMENTS
141,195 137,591 13,492 250,911 221,685 405,598 372,768 88,431 121,262
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 7,382)
-5,411 -25,221 3,971 11,410 19,514 9,970 -1,736 -2,588 9,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 27.9 2.7 50.8 44.9 82.1 75.5 17.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
28 39 10 57 58 93 99
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,585,738
COMMITMENTS
546,978 441,085 333,891 1456515 1369179 2337384 2144155 248,354 441,584
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 122,008)
9,194 26,500 28,566 89,639 72,535 127,399 127,601 -5,391 -5,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.1 12.9 56.3 53.0 90.4 82.9 9.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
67 67 73 111 117 209 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,517,697
COMMITMENTS
294,386 362,925 165,541 882,299 658,278 1342226 1186745 175,472 330,952
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 133,046)
56,613 50,918 20,151 69,796 44,398 146,560 115,467 -13,514 17,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.9 10.9 58.1 43.4 88.4 78.2 11.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
44 47 49 79 94 143 170
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 710,121
COMMITMENTS
109,623 94,531 284,487 252,305 285,540 646,416 664,558 63,705 45,563
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -78,331)
-49,574 -17,131 3,076 -33,634 -61,307 -80,133 -75,362 1,802 -2,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.3 40.1 35.5 40.2 91.0 93.6 9.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
33 34 47 59 48 118 106
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,994
COMMITMENTS
9,425 7,051 540 17,967 26,037 27,931 33,628 12,063 6,367
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -583)
-315 1,001 -39 646 -1,925 292 -963 -876 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 17.6 1.3 44.9 65.1 69.8 84.1 30.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 12 6 24 14 41 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,069
COMMITMENTS
39,310 30,424 5,276 39,109 37,876 83,695 73,576 12,374 22,493
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 6,355)
486 1,518 191 5,510 4,619 6,186 6,328 169 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 31.7 5.5 40.7 39.4 87.1 76.6 12.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 20 18 17 18 56 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,959
COMMITMENTS
7,527 4,052 556 24,478 28,073 32,561 32,681 398 278
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 417)
20 -137 33 355 855 408 751 9 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 12.3 1.7 74.3 85.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 13 5 15 18 24 35
Updated February 10, 2006