WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,815
COMMITMENTS
76,395 56,118 99,565 226,634 225,647 402,594 381,330 36,221 57,485
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 7,258)
1,513 -4,507 5,322 2,858 7,188 9,694 8,003 -2,436 -746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.8 22.7 51.6 51.4 91.7 86.9 8.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
122 117 137 56 79 283 253
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,255,067
COMMITMENTS
235,525 80,257 271,770 555,715 607,282 1063011 959,309 192,056 295,757
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -2,288)
-11,302 165 3,049 8,047 -6,277 -207 -3,063 -2,082 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.4 21.7 44.3 48.4 84.7 76.4 15.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
213 93 199 247 285 560 523
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,233
COMMITMENTS
5,527 258 530 2,274 9,739 8,331 10,527 3,902 1,706
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 47)
-59 -9 -57 252 234 136 168 -89 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 2.1 4.3 18.6 79.6 68.1 86.1 31.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 5 4 12 15 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,719
COMMITMENTS
57,057 58,680 94,459 199,459 157,734 350,975 310,873 67,743 107,845
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,149)
1,571 832 6,827 -3,824 -4,970 4,575 2,689 -2,425 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 14.0 22.6 47.6 37.7 83.8 74.2 16.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
100 132 143 110 121 310 311
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,538
COMMITMENTS
8,502 3,807 1,116 0 0 9,618 4,923 4,920 9,615
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 249)
-24 -121 -304 0 0 -328 -425 577 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 26.2 7.7 0.0 0.0 66.2 33.9 33.8 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 8 9 0 0 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 219,805
COMMITMENTS
41,898 16,901 42,650 108,222 140,448 192,770 199,999 27,035 19,806
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 20,285)
14,533 -3,480 4,065 2,747 20,939 21,345 21,523 -1,060 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.7 19.4 49.2 63.9 87.7 91.0 12.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
55 48 47 49 49 140 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 835,108
COMMITMENTS
45,813 80,392 149,141 494,998 388,657 689,952 618,190 145,156 216,918
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 64,327)
-48,295 -3,994 57,707 64,441 -8,119 73,854 45,594 -9,526 18,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.6 17.9 59.3 46.5 82.6 74.0 17.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
33 34 47 73 79 127 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 159,962
COMMITMENTS
20,839 35,494 31,913 81,148 65,424 133,900 132,831 26,062 27,131
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 8,910)
363 2,860 4,587 5,503 1,896 10,454 9,343 -1,544 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 22.2 20.0 50.7 40.9 83.7 83.0 16.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 57 43 55 51 120 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,421
COMMITMENTS
4,196 422 1,209 4,121 9,261 9,526 10,893 2,895 1,528
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -348)
-29 -99 -95 -37 -55 -161 -249 -187 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 3.4 9.7 33.2 74.6 76.7 87.7 23.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 6 8 21 21 50 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 455,422
COMMITMENTS
115,080 129,912 12,482 232,708 188,492 360,271 330,887 95,152 124,536
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -34,517)
-21,064 -19,987 703 -16,851 -11,242 -37,212 -30,526 2,695 -3,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 28.5 2.7 51.1 41.4 79.1 72.7 20.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
23 36 16 58 54 91 96
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,801,886
COMMITMENTS
632,568 540,860 422,094 1468824 1375666 2523486 2338621 278,401 463,265
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 384,165)
42,159 122,838 120,687 235,148 134,177 397,994 377,702 -13,829 6,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 19.3 15.1 52.4 49.1 90.1 83.5 9.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
62 97 90 115 117 229 252
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,488,010
COMMITMENTS
309,409 371,421 150,406 833,709 621,136 1293524 1142964 194,486 345,047
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -9,034)
-60,705 -4,901 42,204 5,053 -61,992 -13,448 -24,688 4,414 15,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 25.0 10.1 56.0 41.7 86.9 76.8 13.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 53 43 70 78 130 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 764,570
COMMITMENTS
98,281 139,646 336,030 271,308 243,723 705,619 719,399 58,951 45,171
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -148,231)
-16,557 32,717 -83,145 -44,201 -92,684 -143,903 -143,113 -4,328 -5,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 18.3 44.0 35.5 31.9 92.3 94.1 7.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
39 33 47 56 47 120 105
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,213
COMMITMENTS
12,085 8,818 659 19,064 26,785 31,808 36,262 13,405 8,951
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 1,729)
256 299 -17 1,215 268 1,455 550 275 1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 19.5 1.5 42.2 59.2 70.4 80.2 29.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 13 8 25 13 45 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,766
COMMITMENTS
41,874 31,216 5,483 40,400 35,891 87,757 72,590 10,009 25,177
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 3,325)
-1,125 3,237 798 3,182 -3,068 2,855 967 470 2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 31.9 5.6 41.3 36.7 89.8 74.2 10.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 27 23 18 19 64 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 21,891
COMMITMENTS
7,423 2,879 506 13,672 18,193 21,601 21,578 290 313
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -2,268)
-197 -30 -51 -1,949 -2,093 -2,197 -2,174 -71 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 13.2 2.3 62.5 83.1 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 12 5 16 19 23 35
Updated March 10, 2006