WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,376
COMMITMENTS
78,324 67,174 87,559 217,582 209,816 383,464 364,549 41,912 60,827
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 8,656)
5,796 1,472 -6,213 5,826 7,657 5,409 2,915 3,247 5,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 15.8 20.6 51.2 49.3 90.1 85.7 9.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
117 111 125 57 75 262 244
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,275,982
COMMITMENTS
222,731 91,343 307,348 545,991 576,294 1076070 974,986 199,912 300,996
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 28,864)
1,686 -4,410 20,051 -3,245 5,512 18,492 21,154 10,372 7,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.2 24.1 42.8 45.2 84.3 76.4 15.7 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
193 108 205 240 261 541 505
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,457
COMMITMENTS
5,950 387 675 1,704 9,375 8,330 10,437 4,127 2,020
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -552)
-527 -217 155 142 82 -230 21 -323 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 3.1 5.4 13.7 75.3 66.9 83.8 33.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
24 8 6 8 12 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,381
COMMITMENTS
59,194 58,233 104,775 219,961 185,190 383,930 348,199 75,451 111,183
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 10,094)
16 -6,473 6,250 960 10,506 7,226 10,282 2,869 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 12.7 22.8 47.9 40.3 83.6 75.8 16.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
106 122 152 109 109 319 305
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 206,834
COMMITMENTS
22,951 30,678 41,854 118,201 112,492 183,005 185,024 23,830 21,811
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,989)
-704 -998 -2,820 1,881 1,117 -1,643 -2,701 -347 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.8 20.2 57.1 54.4 88.5 89.5 11.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
40 60 59 51 49 132 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 848,337
COMMITMENTS
108,247 98,277 121,485 475,283 415,988 705,015 635,750 143,322 212,587
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 32,831)
-473 15,398 14,665 11,352 10,879 25,545 40,943 7,286 -8,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.6 14.3 56.0 49.0 83.1 74.9 16.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
27 46 48 74 79 132 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 150,566
COMMITMENTS
23,141 20,825 32,307 67,984 72,655 123,433 125,787 27,133 24,778
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,012)
2,054 -781 -987 -2,852 187 -1,785 -1,581 772 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.8 21.5 45.2 48.3 82.0 83.5 18.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
37 47 43 56 58 123 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,664
COMMITMENTS
4,509 331 1,311 3,797 9,851 9,618 11,493 4,047 2,171
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -177)
-441 41 -365 339 -565 -467 -889 290 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 2.4 9.6 27.8 72.1 70.4 84.1 29.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
27 6 8 19 20 49 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 499,386
COMMITMENTS
132,763 141,710 12,907 261,032 219,614 406,702 374,232 92,684 125,155
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 5,357)
-8,432 4,119 -584 10,121 -2,071 1,104 1,464 4,252 3,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 28.4 2.6 52.3 44.0 81.4 74.9 18.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 40 11 58 59 94 103
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,647,999
COMMITMENTS
537,320 427,206 387,902 1435817 1349452 2361040 2164561 286,959 483,438
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 62,260)
-9,658 -13,879 54,011 -20,698 -19,727 23,655 20,406 38,605 41,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.1 14.6 54.2 51.0 89.2 81.7 10.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
62 72 83 116 119 219 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,647,391
COMMITMENTS
329,450 362,535 200,196 947,572 746,297 1477219 1309028 170,172 338,363
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 129,693)
35,065 -391 34,655 65,274 88,018 134,993 122,283 -5,300 7,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 22.0 12.2 57.5 45.3 89.7 79.5 10.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
47 51 52 74 92 142 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 838,332
COMMITMENTS
129,188 114,642 351,696 292,421 320,477 773,304 786,815 65,028 51,517
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 128,212)
19,565 20,112 67,208 40,115 34,938 126,888 122,258 1,323 5,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.7 42.0 34.9 38.2 92.2 93.9 7.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
33 36 48 60 47 122 104
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,335
COMMITMENTS
9,672 6,554 622 17,015 25,146 27,309 32,321 13,026 8,014
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 340)
248 -497 82 -951 -892 -622 -1,307 962 1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 16.2 1.5 42.2 62.3 67.7 80.1 32.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 11 7 23 12 41 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,463
COMMITMENTS
46,068 23,727 6,985 37,803 40,823 90,855 71,535 9,608 28,928
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 4,393)
6,757 -6,697 1,709 -1,307 2,947 7,160 -2,041 -2,766 6,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 23.6 7.0 37.6 40.6 90.4 71.2 9.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
37 23 22 18 20 66 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,864
COMMITMENTS
7,543 3,664 557 24,378 28,268 32,478 32,489 386 375
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -95)
16 -388 1 -100 195 -83 -192 -12 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 11.1 1.7 74.2 86.0 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 12 6 15 17 24 34
Updated February 17, 2006