WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 319,190
COMMITMENTS
53,875 77,243 40,541 197,160 156,942 291,576 274,726 27,614 44,464
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 7,791)
-3,436 1,307 2,214 8,104 1,435 6,882 4,956 909 2,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 24.2 12.7 61.8 49.2 91.3 86.1 8.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
74 111 84 48 63 192 202
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 872,000
COMMITMENTS
168,145 133,886 92,430 471,337 424,264 731,912 650,580 140,088 221,420
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 32,772)
-7,027 8,822 10,206 28,164 7,266 31,343 26,294 1,429 6,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 15.4 10.6 54.1 48.7 83.9 74.6 16.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
138 108 112 170 200 374 377
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 9,971
COMMITMENTS
5,176 589 1 1,570 7,729 6,747 8,319 3,224 1,652
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 216)
127 9 0 37 281 164 290 52 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 5.9 0.0 15.7 77.5 67.7 83.4 32.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 7 1 10 16 30 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 317,721
COMMITMENTS
53,444 66,189 38,797 169,966 124,983 262,207 229,969 55,514 87,752
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 18,282)
-3,657 14,036 4,784 11,755 -3,732 12,882 15,088 5,400 3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 20.8 12.2 53.5 39.3 82.5 72.4 17.5 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
79 111 77 80 99 219 248
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 165,562
COMMITMENTS
25,413 34,668 20,659 98,466 87,343 144,538 142,670 21,024 22,892
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -2,043)
-2,210 5,669 -2,450 2,934 -6,085 -1,726 -2,866 -317 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 20.9 12.5 59.5 52.8 87.3 86.2 12.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 51 33 50 40 101 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 612,079
COMMITMENTS
77,732 97,252 5,192 382,381 355,323 465,305 457,767 146,774 154,312
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 26,825)
17,033 -1,381 -1,793 -6,619 36,858 8,621 33,684 18,204 -6,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.9 0.8 62.5 58.1 76.0 74.8 24.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 40 14 52 68 86 112
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 125,657
COMMITMENTS
21,084 12,249 15,906 62,257 79,868 99,247 108,023 26,410 17,634
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 764)
-2,472 310 1,513 210 -2,545 -749 -722 1,513 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 9.7 12.7 49.5 63.6 79.0 86.0 21.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
38 28 29 46 49 102 96
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 10,439
COMMITMENTS
4,326 343 662 2,409 8,183 7,397 9,188 3,042 1,251
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 484)
238 38 202 -225 61 215 301 269 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 3.3 6.3 23.1 78.4 70.9 88.0 29.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 6 7 17 17 49 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 447,024
COMMITMENTS
129,429 134,866 4,232 228,401 208,071 362,062 347,169 84,962 99,855
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 35,204)
18,321 25,346 2,464 9,554 3,530 30,339 31,340 4,865 3,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 30.2 0.9 51.1 46.5 81.0 77.7 19.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
28 26 3 50 60 79 88
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,655,763
COMMITMENTS
411,951 293,955 24,489 954,307 958,381 1390747 1276825 265,016 378,938
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 71,456)
19,695 9,690 -1,922 26,353 73,915 44,126 81,683 27,330 -10,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 17.8 1.5 57.6 57.9 84.0 77.1 16.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
49 65 36 86 102 157 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,088,406
COMMITMENTS
183,844 201,636 20,300 697,389 615,558 901,533 837,494 186,873 250,912
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 13,834)
-3,925 -1,916 8,296 1,668 7,395 6,039 13,775 7,795 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 18.5 1.9 64.1 56.6 82.8 76.9 17.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 36 20 61 71 107 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 550,733
COMMITMENTS
176,150 93,448 133,694 202,995 299,473 512,839 526,615 37,894 24,118
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 48,389)
28,974 1,471 9,870 6,054 36,491 44,898 47,832 3,491 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 17.0 24.3 36.9 54.4 93.1 95.6 6.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
29 31 43 49 47 106 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 40,565
COMMITMENTS
11,401 6,552 5 16,260 28,637 27,666 35,194 12,899 5,371
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -1,042)
-47 38 1 -210 74 -256 113 -786 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 16.2 0.0 40.1 70.6 68.2 86.8 31.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 9 3 19 13 34 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 74,938
COMMITMENTS
40,919 23,127 284 21,664 28,074 62,867 51,485 12,071 23,453
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -1,141)
-96 -1,871 12 -2,671 506 -2,755 -1,353 1,614 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 30.9 0.4 28.9 37.5 83.9 68.7 16.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 17 2 15 18 48 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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