WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,469
COMMITMENTS
60,571 60,378 109,245 235,012 208,927 404,828 378,550 36,640 62,919
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 5,773)
-673 1,234 4,260 959 -3,267 4,546 2,227 1,227 3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 13.7 24.7 53.2 47.3 91.7 85.7 8.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
118 94 134 63 77 259 253
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,322,489
COMMITMENTS
198,621 133,561 319,488 608,575 576,256 1126684 1029305 195,805 293,184
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 25,672)
-2,933 14,708 14,711 8,028 -5,514 19,806 23,905 5,866 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.1 24.2 46.0 43.6 85.2 77.8 14.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
177 126 181 251 268 517 510
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,335
COMMITMENTS
3,673 687 886 3,538 7,771 8,097 9,344 3,237 1,990
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -94)
-189 87 102 12 -186 -75 2 -19 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.1 7.8 31.2 68.6 71.4 82.4 28.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 10 7 12 15 32 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,818
COMMITMENTS
46,222 79,965 95,590 213,721 138,372 355,532 313,928 72,285 113,890
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,476)
-4,140 16 -993 2,473 -1,452 -2,659 -2,429 4,135 3,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 18.7 22.3 50.0 32.3 83.1 73.4 16.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
109 136 145 113 106 314 317
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,701
COMMITMENTS
9,213 3,480 950 0 217 10,163 4,647 4,538 10,054
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 447)
689 -395 8 0 217 697 -170 -250 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 23.7 6.5 0.0 1.5 69.1 31.6 30.9 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 11 7 0 1 14 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 210,628
COMMITMENTS
34,954 20,643 42,865 110,909 127,361 188,728 190,869 21,900 19,759
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -4,779)
-2,293 3,681 766 -2,973 -8,926 -4,501 -4,479 -279 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.8 20.4 52.7 60.5 89.6 90.6 10.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
46 41 48 50 46 126 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 783,168
COMMITMENTS
51,020 121,932 112,521 496,861 352,830 660,402 587,283 122,766 195,885
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -26,384)
146 25,238 -19,175 -6,319 -18,175 -25,348 -12,111 -1,036 -14,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 15.6 14.4 63.4 45.1 84.3 75.0 15.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
28 48 47 72 72 128 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 166,683
COMMITMENTS
23,946 34,059 35,414 77,377 69,058 136,736 138,531 29,947 28,152
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 144)
4,399 -3,559 -421 -3,614 5,011 364 1,032 -220 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 20.4 21.2 46.4 41.4 82.0 83.1 18.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
44 49 53 60 57 139 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,249
COMMITMENTS
3,505 348 1,718 4,170 8,285 9,393 10,351 2,856 1,897
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 587)
-13 -22 474 54 -81 515 370 72 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.8 14.0 34.0 67.6 76.7 84.5 23.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 7 13 20 19 49 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 474,112
COMMITMENTS
155,881 117,633 13,367 225,870 218,734 395,118 349,734 78,995 124,378
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -28,856)
913 1,226 -869 -21,476 -26,862 -21,432 -26,505 -7,424 -2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 24.8 2.8 47.6 46.1 83.3 73.8 16.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 34 18 58 62 102 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,546,529
COMMITMENTS
589,035 428,257 287,970 1437919 1361496 2314923 2077723 231,606 468,807
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -73,352)
1,079 64,721 -54,838 -14,050 -40,848 -67,809 -30,965 -5,543 -42,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 16.8 11.3 56.5 53.5 90.9 81.6 9.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
60 77 79 117 123 217 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,362,006
COMMITMENTS
269,333 283,445 135,211 800,986 652,607 1205531 1071263 156,475 290,743
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,938)
1,884 5,018 -611 6,583 -11,953 7,857 -7,546 -11,794 3,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 20.8 9.9 58.8 47.9 88.5 78.7 11.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 51 47 75 87 136 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 1,031,553
COMMITMENTS
167,789 192,354 411,422 386,157 382,387 965,368 986,163 66,185 45,390
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 33,279)
35,538 32,214 6,232 2,140 -833 43,910 37,613 -10,632 -4,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.6 39.9 37.4 37.1 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
46 31 56 53 53 125 118
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,090
COMMITMENTS
10,285 7,313 739 15,954 25,214 26,978 33,266 14,111 7,824
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -1,466)
-266 -209 -28 -125 -306 -419 -543 -1,047 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 17.8 1.8 38.8 61.4 65.7 81.0 34.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 7 8 16 12 37 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,975
COMMITMENTS
47,298 19,439 5,295 12,585 23,766 65,178 48,500 9,797 26,475
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -1,548)
-4,520 -2,120 2,183 791 2,304 -1,546 2,367 -2 -3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 25.9 7.1 16.8 31.7 86.9 64.7 13.1 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 28 18 15 21 54 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,011
COMMITMENTS
1,778 2,404 239 11,624 11,074 13,641 13,717 370 294
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -405)
0 -27 0 -497 -394 -497 -421 92 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 17.2 1.7 83.0 79.0 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 11 4 14 12 22 25
Updated March 31, 2006