WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,696
COMMITMENTS
61,244 59,143 104,985 234,053 212,195 400,283 376,323 35,413 59,373
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -6,512)
-10,846 146 1,160 5,597 -9,382 -4,090 -8,077 -2,422 1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 13.6 24.1 53.7 48.7 91.9 86.4 8.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
104 106 140 60 77 266 251
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,296,817
COMMITMENTS
201,554 118,853 304,778 600,547 581,770 1106878 1005400 189,939 291,417
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 37,221)
-35,197 31,696 37,461 28,538 -26,747 30,802 42,410 6,419 -5,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.2 23.5 46.3 44.9 85.4 77.5 14.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
183 115 181 243 270 511 509
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,428
COMMITMENTS
3,862 600 784 3,526 7,958 8,172 9,342 3,256 2,086
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -689)
-1,258 444 272 966 -1,578 -19 -861 -670 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 5.3 6.9 30.9 69.6 71.5 81.7 28.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 7 6 15 15 35 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,342
COMMITMENTS
50,361 79,950 96,583 211,248 139,824 358,192 316,357 68,150 109,985
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 10,901)
-2,921 15,476 4,055 10,495 -9,522 11,629 10,009 -728 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.8 22.7 49.5 32.8 84.0 74.2 16.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
99 146 144 113 115 309 330
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,254
COMMITMENTS
8,524 3,875 942 0 0 9,466 4,817 4,788 9,437
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -867)
-776 -639 -242 0 0 -1,018 -881 151 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 27.2 6.6 0.0 0.0 66.4 33.8 33.6 66.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 11 7 0 0 14 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 215,407
COMMITMENTS
37,247 16,962 42,099 113,882 136,287 193,228 195,348 22,179 20,059
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -6,530)
-8,340 -440 1,389 4,190 -9,142 -2,761 -8,193 -3,769 1,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.9 19.5 52.9 63.3 89.7 90.7 10.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
51 37 45 50 48 127 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 809,552
COMMITMENTS
50,874 96,694 131,696 503,181 371,005 685,750 599,395 123,802 210,158
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 22,228)
10,801 15,693 -12,327 31,019 4,211 29,493 7,577 -7,265 14,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.9 16.3 62.2 45.8 84.7 74.0 15.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
38 36 46 76 79 134 141
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 166,539
COMMITMENTS
19,547 37,618 35,834 80,991 64,047 136,372 137,499 30,167 29,040
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,901)
-502 908 1,854 -636 -1,594 715 1,167 1,186 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 22.6 21.5 48.6 38.5 81.9 82.6 18.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 59 48 55 51 123 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,662
COMMITMENTS
3,519 371 1,244 4,115 8,367 8,878 9,981 2,784 1,680
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,237)
-743 116 -147 -123 -1,127 -1,013 -1,158 -224 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 3.2 10.7 35.3 71.7 76.1 85.6 23.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 6 11 20 21 47 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 502,968
COMMITMENTS
154,968 116,407 14,236 247,346 245,597 416,550 376,239 86,418 126,729
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 21,893)
32,722 -22,072 4,717 -12,909 39,349 24,531 21,994 -2,638 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 23.1 2.8 49.2 48.8 82.8 74.8 17.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 39 18 62 63 104 109
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,619,882
COMMITMENTS
587,956 363,536 342,808 1451969 1402344 2382732 2108688 237,149 511,194
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -138,041)
-43,070 -128,772 -49,645 -13,757 -1,046 -106,472 -179,463 -31,569 41,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.9 13.1 55.4 53.5 90.9 80.5 9.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
57 90 88 115 127 222 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,365,944
COMMITMENTS
267,449 278,428 135,822 794,403 664,559 1197674 1078809 168,269 287,135
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -59,144)
-46,175 -66,228 5,895 -11,249 -733 -51,530 -61,066 -7,614 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 20.4 9.9 58.2 48.7 87.7 79.0 12.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
41 53 47 77 92 139 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 998,274
COMMITMENTS
132,251 160,140 405,189 384,017 383,220 921,457 948,550 76,817 49,725
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 77,581)
16,985 -4,560 22,356 42,940 58,311 82,282 76,107 -4,701 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 16.0 40.6 38.5 38.4 92.3 95.0 7.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 30 52 57 54 126 114
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,555
COMMITMENTS
10,552 7,522 767 16,079 25,520 27,397 33,809 15,158 8,747
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -15,790)
-1,731 -209 -7,717 -9,648 -6,129 -19,096 -14,055 3,306 -1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 17.7 1.8 37.8 60.0 64.4 79.4 35.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 12 9 16 12 37 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,523
COMMITMENTS
51,818 21,559 3,112 11,794 21,462 66,724 46,133 9,799 30,390
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -45,117)
7,630 -14,654 -13,308 -36,876 -25,374 -42,555 -53,336 -2,562 8,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 28.2 4.1 15.4 28.0 87.2 60.3 12.8 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 34 17 14 20 54 60
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,416
COMMITMENTS
1,778 2,431 239 12,121 11,468 14,138 14,138 278 278
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -286)
116 406 -31 -350 -671 -265 -296 -21 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.9 1.7 84.1 79.6 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 12 4 14 12 22 26
Updated March 24, 2006