WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,143
COMMITMENTS
77,285 68,554 102,370 229,629 219,759 409,284 390,682 39,859 58,461
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 23,767)
-1,038 1,380 14,811 12,047 9,943 25,820 26,133 -2,052 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 15.3 22.8 51.1 48.9 91.1 87.0 8.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
113 122 127 58 74 266 244
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,310,227
COMMITMENTS
240,260 94,368 309,082 553,992 606,121 1103334 1009571 206,893 300,656
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 34,245)
17,529 3,025 1,734 8,001 29,826 27,264 34,585 6,981 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 7.2 23.6 42.3 46.3 84.2 77.1 15.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
199 114 201 242 272 544 512
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,534
COMMITMENTS
5,811 369 729 1,796 9,464 8,336 10,562 4,198 1,972
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 77)
-139 -19 54 92 89 6 124 71 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 2.9 5.8 14.3 75.5 66.5 84.3 33.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 7 6 11 14 40 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,281
COMMITMENTS
62,419 50,398 107,112 219,800 193,430 389,332 350,940 82,949 121,341
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 12,900)
3,225 -7,835 2,337 -160 8,240 5,401 2,741 7,498 10,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 10.7 22.7 46.5 41.0 82.4 74.3 17.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
113 117 158 113 113 326 311
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 208,426
COMMITMENTS
28,480 24,913 41,260 112,498 121,323 182,238 187,496 26,189 20,930
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,592)
5,529 -5,765 -593 -5,703 8,831 -767 2,472 2,359 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 12.0 19.8 54.0 58.2 87.4 90.0 12.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 52 53 48 49 131 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 830,102
COMMITMENTS
106,285 86,464 118,435 459,253 419,423 683,973 624,321 146,129 205,780
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -18,235)
-1,962 -11,814 -3,050 -16,030 3,435 -21,042 -11,429 2,807 -6,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.4 14.3 55.3 50.5 82.4 75.2 17.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
31 48 53 76 82 141 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,376
COMMITMENTS
21,134 19,588 32,385 72,546 74,274 126,065 126,246 27,311 27,129
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,810)
-2,007 -1,238 77 4,562 1,619 2,632 459 178 2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 12.8 21.1 47.3 48.4 82.2 82.3 17.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
39 41 41 58 55 122 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,269
COMMITMENTS
4,321 378 1,490 4,302 9,541 10,114 11,409 4,155 2,860
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 605)
-188 47 179 504 -311 496 -84 109 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.6 10.4 30.1 66.9 70.9 80.0 29.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 7 9 20 19 50 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 517,095
COMMITMENTS
137,218 139,599 16,889 269,048 240,462 423,156 396,950 93,939 120,145
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 17,709)
4,455 -2,111 3,982 8,016 20,848 16,453 22,718 1,255 -5,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 27.0 3.3 52.0 46.5 81.8 76.8 18.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 39 13 59 59 96 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,526,129
COMMITMENTS
553,032 426,379 368,109 1353098 1294393 2274239 2088880 251,890 437,249
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -121,870)
15,712 -828 -19,794 -82,719 -55,059 -86,801 -75,680 -35,069 -46,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 16.9 14.6 53.6 51.2 90.0 82.7 10.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
69 69 83 116 124 220 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,698,944
COMMITMENTS
359,388 379,558 193,451 971,414 788,780 1524254 1361790 174,690 337,154
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 51,553)
29,938 17,024 -6,745 23,842 42,483 47,035 52,762 4,518 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 22.3 11.4 57.2 46.4 89.7 80.2 10.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 52 53 79 98 147 182
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 848,175
COMMITMENTS
106,186 106,898 379,226 301,759 317,301 787,171 803,424 61,004 44,751
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 9,843)
-23,001 -7,744 27,530 9,338 -3,177 13,867 16,609 -4,024 -6,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.6 44.7 35.6 37.4 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
38 33 50 62 52 128 110
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,268
COMMITMENTS
12,689 8,769 691 17,706 26,678 31,086 36,138 13,182 8,130
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,933)
3,017 2,216 69 691 1,532 3,777 3,817 156 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 19.8 1.6 40.0 60.3 70.2 81.6 29.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 13 8 24 13 43 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,228
COMMITMENTS
47,959 25,980 4,092 36,233 41,330 88,283 71,402 8,945 25,826
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -3,235)
1,891 2,253 -2,893 -1,570 507 -2,572 -133 -663 -3,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 26.7 4.2 37.3 42.5 90.8 73.4 9.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 27 17 17 21 62 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 31,818
COMMITMENTS
7,601 3,096 557 23,321 27,783 31,479 31,436 339 382
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,046)
58 -568 0 -1,057 -485 -999 -1,053 -47 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 9.7 1.8 73.3 87.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 11 6 16 18 25 34
Updated February 24, 2006