WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,901
COMMITMENTS
57,743 76,112 36,592 184,840 152,988 279,175 265,692 26,726 40,209
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 9,022)
477 -13,088 6,715 626 11,688 7,818 5,315 1,204 3,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 24.9 12.0 60.4 50.0 91.3 86.9 8.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
84 102 78 42 60 185 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,444
COMMITMENTS
171,329 129,143 74,245 427,922 400,207 673,496 603,595 138,948 208,849
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 35,797)
-1,846 -16,918 22,385 6,030 13,030 26,569 18,497 9,228 17,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.9 9.1 52.7 49.3 82.9 74.3 17.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530)
151 99 100 163 205 363 374
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,494
COMMITMENTS
5,032 509 0 1,474 7,446 6,506 7,955 2,988 1,539
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 150)
329 59 0 -7 186 322 245 -172 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 5.4 0.0 15.5 78.4 68.5 83.8 31.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 6 0 11 16 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,751
COMMITMENTS
57,119 41,997 34,680 147,461 131,343 239,260 208,020 48,491 79,731
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -4,255)
1,642 -1,981 742 -2,481 -799 -97 -2,038 -4,158 -2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 14.6 12.1 51.2 45.6 83.1 72.3 16.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
96 87 91 77 107 237 246
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 173,003
COMMITMENTS
25,633 38,193 26,218 95,698 84,324 147,549 148,735 25,454 24,268
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -5,115)
-2,442 -15,818 3,759 -8,333 5,260 -7,016 -6,799 1,901 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 22.1 15.2 55.3 48.7 85.3 86.0 14.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
34 46 43 47 40 111 115
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,420
COMMITMENTS
79,794 89,136 10,316 380,663 350,970 470,773 450,422 131,647 151,998
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -1,370)
2,194 -4,861 5,576 -9,980 4,749 -2,210 5,464 840 -6,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 14.8 1.7 63.2 58.3 78.1 74.8 21.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
20 39 11 52 65 79 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,661
COMMITMENTS
31,597 10,622 15,714 64,087 94,563 111,398 120,899 27,263 17,762
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -3,181)
-150 -3,588 -1,521 -955 2,340 -2,626 -2,769 -555 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 7.7 11.3 46.2 68.2 80.3 87.2 19.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
48 27 32 45 50 114 94
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,198
COMMITMENTS
3,597 357 498 2,567 7,577 6,662 8,432 2,536 766
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 731)
274 94 89 99 664 462 847 269 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 3.9 5.4 27.9 82.4 72.4 91.7 27.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
25 4 6 17 17 43 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 403,781
COMMITMENTS
111,305 97,307 4,350 222,353 198,597 338,008 300,254 65,773 103,527
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 11,123)
-2,799 4,676 -578 12,667 5,148 9,290 9,246 1,833 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 24.1 1.1 55.1 49.2 83.7 74.4 16.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
25 26 8 48 55 75 87
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,563,688
COMMITMENTS
397,835 260,878 19,880 902,982 894,497 1320697 1175255 242,991 388,433
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -24,049)
-2,442 -29,757 -5,218 -42,562 -11,935 -50,222 -46,910 26,173 22,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 16.7 1.3 57.7 57.2 84.5 75.2 15.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
53 57 32 75 99 150 166
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,692
COMMITMENTS
197,322 219,271 7,648 696,228 604,170 901,198 831,089 171,494 241,603
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -10,553)
-18,685 5,995 2,325 -7,446 -18,267 -23,806 -9,947 13,253 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 20.4 0.7 64.9 56.3 84.0 77.5 16.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 41 15 60 70 103 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 473,954
COMMITMENTS
157,603 64,120 91,800 162,441 276,461 411,844 432,381 62,110 41,573
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 22,866)
-14,782 -16,616 9,101 2,894 13,478 -2,787 5,963 25,653 16,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 13.5 19.4 34.3 58.3 86.9 91.2 13.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
28 27 34 43 47 91 91
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,453
COMMITMENTS
9,654 6,555 6 14,731 26,348 24,391 32,909 13,062 4,544
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -509)
-1,422 260 2 -177 -399 -1,597 -137 1,088 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 17.5 0.0 39.3 70.3 65.1 87.9 34.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 9 3 18 14 31 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,949
COMMITMENTS
37,001 22,039 282 18,853 21,511 56,136 43,832 8,813 21,117
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 4,959)
-1,389 3,688 174 6,411 892 5,196 4,754 -237 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.0 33.9 0.4 29.0 33.1 86.4 67.5 13.6 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 22 2 15 15 45 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,058
COMMITMENTS
8,898 4,358 475 24,450 28,736 33,823 33,569 235 489
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 4)
5 -4 0 -11 32 -6 28 10 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 12.8 1.4 71.8 84.4 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 12 3 14 18 24 32
Updated January 7, 2006