WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,436
COMMITMENTS
54,883 72,763 61,239 203,413 169,227 319,535 303,229 31,902 48,207
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 7,195)
-2,975 644 1,922 7,121 1,896 6,067 4,462 1,128 2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 20.7 17.4 57.9 48.2 90.9 86.3 9.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
86 109 103 57 68 216 217
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,050,677
COMMITMENTS
149,747 126,926 201,234 527,964 471,068 878,946 799,228 171,731 251,449
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 29,688)
-6,495 6,274 10,496 27,011 4,194 31,011 20,964 -1,323 8,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.1 19.2 50.2 44.8 83.7 76.1 16.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
146 121 156 216 220 445 431
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,422
COMMITMENTS
5,191 473 185 1,642 7,962 7,017 8,619 3,405 1,803
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 252)
138 8 9 59 287 205 303 47 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 4.5 1.8 15.8 76.4 67.3 82.7 32.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 7 3 11 16 33 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,490
COMMITMENTS
57,322 62,964 90,702 192,329 153,105 340,354 306,772 70,137 103,718
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 25,910)
-3,246 14,924 10,730 14,241 -1,914 21,726 23,740 4,185 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 15.3 22.1 46.9 37.3 82.9 74.7 17.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
105 111 135 96 110 279 293
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,078
COMMITMENTS
8,791 3,328 2,469 0 195 11,260 5,992 3,818 9,086
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,440)
-906 -584 2,012 0 9 1,106 1,437 334 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 22.1 16.4 0.0 1.3 74.7 39.7 25.3 60.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 12 7 0 1 13 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 186,945
COMMITMENTS
19,512 34,768 34,845 110,051 92,614 164,408 162,227 22,537 24,718
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -2,647)
-3,952 5,655 -2,076 3,600 -7,257 -2,428 -3,677 -219 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 18.6 18.6 58.9 49.5 87.9 86.8 12.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 54 41 55 47 113 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,943
COMMITMENTS
77,142 83,309 84,701 426,263 404,851 588,106 572,860 162,837 178,083
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 46,842)
21,201 -5,157 10,900 -2,323 43,389 29,778 49,131 17,064 -2,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.1 11.3 56.8 53.9 78.3 76.3 21.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 35 35 61 75 110 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 142,274
COMMITMENTS
21,904 12,023 24,530 66,656 85,750 113,090 122,303 29,184 19,971
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,298)
-3,037 645 2,202 576 -2,907 -259 -61 1,558 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.5 17.2 46.9 60.3 79.5 86.0 20.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
39 31 35 52 55 111 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,097
COMMITMENTS
4,315 331 973 2,520 8,450 7,808 9,753 3,289 1,344
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 501)
187 7 249 -199 61 237 318 263 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 3.0 8.8 22.7 76.1 70.4 87.9 29.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
28 6 7 21 17 53 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 451,173
COMMITMENTS
130,395 135,015 6,040 228,940 208,448 365,375 349,503 85,798 101,670
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 36,739)
18,913 25,461 3,568 9,349 3,677 31,830 32,706 4,909 4,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 29.9 1.3 50.7 46.2 81.0 77.5 19.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 27 9 51 61 83 93
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,143,172
COMMITMENTS
420,313 232,229 256,154 1165755 1235273 1842221 1723656 300,950 419,516
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 132,965)
34,019 -5,372 24,150 38,072 119,280 96,240 138,058 36,725 -5,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 10.8 12.0 54.4 57.6 86.0 80.4 14.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
72 50 73 107 125 203 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,218,607
COMMITMENTS
168,409 200,928 107,003 742,508 645,069 1017920 953,000 200,686 265,606
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 31,733)
-12,474 -6,592 26,635 4,779 9,013 18,940 29,057 12,793 2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 16.5 8.8 60.9 52.9 83.5 78.2 16.5 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 43 40 64 83 118 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 689,141
COMMITMENTS
176,577 78,624 244,138 221,521 335,736 642,236 658,498 46,905 30,642
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 74,944)
27,786 6,449 24,519 14,322 42,949 66,627 73,917 8,317 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 11.4 35.4 32.1 48.7 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
29 37 46 56 52 117 109
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,028
COMMITMENTS
11,544 6,637 512 16,443 28,773 28,500 35,922 13,528 6,106
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -1,143)
-100 41 -7 -257 94 -365 128 -779 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 15.8 1.2 39.1 68.5 67.8 85.5 32.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 11 7 19 13 37 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,764
COMMITMENTS
39,547 22,149 7,298 23,793 29,792 70,637 59,239 13,127 24,525
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -730)
160 -1,856 203 -2,927 799 -2,563 -854 1,833 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 26.4 8.7 28.4 35.6 84.3 70.7 15.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 20 18 16 19 57 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,716
COMMITMENTS
8,771 4,276 512 24,401 28,899 33,684 33,687 32 29
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 106)
-55 -47 2 154 153 101 108 5 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 12.7 1.5 72.4 85.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 12 4 16 18 27 32
Updated January 20, 2006