WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,557
COMMITMENTS
74,881 60,625 94,243 223,776 218,459 392,900 373,327 38,657 58,230
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -17,586)
-2,404 -7,929 -8,126 -5,853 -1,300 -16,384 -17,356 -1,202 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 14.0 21.8 51.9 50.6 91.0 86.5 9.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
129 103 133 58 81 276 248
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,257,355
COMMITMENTS
246,828 80,092 268,722 547,668 613,559 1063217 962,373 194,138 294,982
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -52,872)
6,568 -14,277 -40,360 -6,325 7,439 -40,117 -47,198 -12,756 -5,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.4 21.4 43.6 48.8 84.6 76.5 15.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
194 107 196 245 285 551 516
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,186
COMMITMENTS
5,587 268 586 2,022 9,504 8,195 10,358 3,990 1,827
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -348)
-224 -101 -142 226 40 -141 -203 -207 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 2.2 4.8 16.6 78.0 67.3 85.0 32.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 4 6 10 14 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,569
COMMITMENTS
55,486 57,848 87,632 203,282 162,704 346,400 308,184 70,169 108,385
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -55,712)
-6,933 7,450 -19,481 -16,518 -30,726 -42,931 -42,756 -12,781 -12,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.9 21.0 48.8 39.1 83.2 74.0 16.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
93 118 135 110 118 298 302
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,289
COMMITMENTS
8,526 3,928 1,420 0 0 9,946 5,348 4,343 8,941
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 27.5 9.9 0.0 0.0 69.6 37.4 30.4 62.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 8 10 0 0 17 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 199,520
COMMITMENTS
27,365 20,381 38,585 105,475 119,509 171,425 178,476 28,095 21,044
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -8,907)
-1,115 -4,532 -2,675 -7,023 -1,814 -10,813 -9,021 1,906 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.2 19.3 52.9 59.9 85.9 89.5 14.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
40 44 44 50 47 123 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 770,780
COMMITMENTS
94,108 84,385 91,434 430,556 396,776 616,098 572,595 154,682 198,185
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -59,321)
-12,176 -2,078 -27,001 -28,697 -22,647 -67,874 -51,726 8,553 -7,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.9 11.9 55.9 51.5 79.9 74.3 20.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 38 48 72 78 129 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,052
COMMITMENTS
20,476 32,634 27,326 75,644 63,528 123,446 123,488 27,606 27,564
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -2,324)
-658 13,047 -5,059 3,099 -10,746 -2,619 -2,758 295 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 21.6 18.1 50.1 42.1 81.7 81.8 18.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
37 47 37 50 52 109 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,768
COMMITMENTS
4,225 521 1,305 4,158 9,317 9,687 11,142 3,081 1,626
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,500)
-96 143 -186 -144 -224 -427 -267 -1,074 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 4.1 10.2 32.6 73.0 75.9 87.3 24.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 7 8 18 21 46 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 489,940
COMMITMENTS
136,144 149,900 11,779 249,560 199,734 397,483 361,413 92,457 128,527
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -27,155)
-1,074 10,301 -5,110 -19,488 -40,728 -25,673 -35,537 -1,482 8,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 30.6 2.4 50.9 40.8 81.1 73.8 18.9 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
29 39 18 60 61 101 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,417,721
COMMITMENTS
590,408 418,022 301,407 1233676 1241490 2125491 1960919 292,230 456,803
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -108,408)
37,376 -8,357 -66,702 -119,422 -52,903 -148,747 -127,961 40,340 19,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 17.3 12.5 51.0 51.3 87.9 81.1 12.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
60 79 88 106 112 214 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,497,044
COMMITMENTS
370,114 376,322 108,202 828,657 683,129 1306972 1167652 190,072 329,392
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -201,900)
10,725 -3,237 -85,250 -142,758 -105,652 -217,282 -194,138 15,382 -7,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 25.1 7.2 55.4 45.6 87.3 78.0 12.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
37 50 39 75 90 134 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 912,801
COMMITMENTS
114,838 106,929 419,175 315,509 336,407 849,522 862,512 63,279 50,289
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 64,626)
8,651 32 39,949 13,750 19,106 62,351 59,087 2,275 5,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.7 45.9 34.6 36.9 93.1 94.5 6.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
34 40 52 63 55 129 117
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,484
COMMITMENTS
11,829 8,519 676 17,848 26,516 30,354 35,712 13,130 7,772
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -784)
-860 -250 -15 142 -161 -733 -426 -52 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 19.6 1.6 41.0 61.0 69.8 82.1 30.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 13 8 22 12 41 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,442
COMMITMENTS
42,999 27,979 4,685 37,218 38,959 84,902 71,623 9,539 22,819
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -2,786)
-4,960 1,999 593 986 -2,371 -3,381 221 594 -3,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 29.6 5.0 39.4 41.3 89.9 75.8 10.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
38 25 21 17 20 63 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 24,159
COMMITMENTS
7,620 2,909 557 15,621 20,286 23,798 23,752 361 407
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -7,659)
19 -187 0 -7,700 -7,497 -7,681 -7,684 22 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 12.0 2.3 64.7 84.0 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 11 6 14 18 23 34
Updated March 3, 2006