WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 390,971
COMMITMENTS
71,273 72,574 65,704 219,632 199,548 356,609 337,826 34,362 53,145
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 420)
-2,397 -9,077 3,877 -794 3,905 686 -1,295 -266 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 18.6 16.8 56.2 51.0 91.2 86.4 8.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
116 106 118 43 75 248 235
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,067,618
COMMITMENTS
258,486 85,457 157,887 497,996 560,680 914,369 804,024 153,249 263,594
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,692)
3,720 -14,131 -1,180 9,122 21,566 11,662 6,255 -6,970 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 8.0 14.8 46.6 52.5 85.6 75.3 14.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
184 100 163 187 267 470 477
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,348
COMMITMENTS
5,656 171 229 1,698 9,208 7,583 9,608 3,765 1,740
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -231)
-193 -100 -108 225 112 -76 -96 -155 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 1.5 2.0 15.0 81.1 66.8 84.7 33.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 2 6 10 13 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,265
COMMITMENTS
55,656 59,472 51,374 189,918 148,109 296,948 258,955 54,317 92,310
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -24,817)
-9,496 8,841 -3,676 -939 -13,883 -14,111 -8,718 -10,706 -16,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 16.9 14.6 54.1 42.2 84.5 73.7 15.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
84 103 100 93 110 250 271
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,289
COMMITMENTS
8,526 3,928 1,420 0 0 9,946 5,348 4,343 8,941
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 27.5 9.9 0.0 0.0 69.6 37.4 30.4 62.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 8 10 0 0 17 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 178,978
COMMITMENTS
29,774 19,983 27,365 95,701 111,498 152,840 158,846 26,138 20,132
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -3,817)
-1,281 -5,344 284 -4,560 1,209 -5,557 -3,851 1,740 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 11.2 15.3 53.5 62.3 85.4 88.8 14.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
42 41 38 46 42 115 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 659,181
COMMITMENTS
94,270 91,284 29,451 393,067 356,834 516,788 477,569 142,393 181,612
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -9,761)
-29,892 -12,170 11,369 -4,767 -5,316 -23,290 -6,117 13,529 -3,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.8 4.5 59.6 54.1 78.4 72.4 21.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
23 42 27 59 70 99 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 135,435
COMMITMENTS
17,825 33,197 19,449 73,142 57,068 110,416 109,714 25,019 25,721
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 2,400)
-2,445 13,420 -1,736 6,110 -9,942 1,929 1,742 471 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 24.5 14.4 54.0 42.1 81.5 81.0 18.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 51 32 46 49 97 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,903
COMMITMENTS
4,100 473 906 3,988 9,012 8,994 10,391 2,909 1,512
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,265)
-329 152 41 98 -264 -190 -71 -1,075 -1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 4.0 7.6 33.5 75.7 75.6 87.3 24.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 7 7 17 21 44 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 484,210
COMMITMENTS
135,715 149,791 8,991 249,552 199,734 394,258 358,516 89,952 125,694
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -20,534)
-1,755 10,845 -842 -19,225 -39,981 -21,822 -29,978 1,288 9,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 30.9 1.9 51.5 41.2 81.4 74.0 18.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
29 38 11 60 61 95 104
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,986,502
COMMITMENTS
610,418 427,660 83,597 1020295 1047929 1714310 1559186 272,192 427,316
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 62,418)
22,599 -13,563 17,976 -28,682 27,409 11,893 31,822 50,525 30,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 21.5 4.2 51.4 52.8 86.3 78.5 13.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
59 72 48 87 98 169 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,378,498
COMMITMENTS
388,068 387,153 25,332 783,900 648,631 1197300 1061116 181,198 317,382
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -105,458)
15,472 911 -32,566 -110,909 -73,055 -128,003 -104,710 22,545 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 28.1 1.8 56.9 47.1 86.9 77.0 13.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
43 44 21 70 83 121 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 559,097
COMMITMENTS
120,607 125,546 149,788 239,390 242,025 509,785 517,359 49,312 41,738
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 44,208)
7,631 6,464 18,323 14,629 12,243 40,583 37,030 3,625 7,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 22.5 26.8 42.8 43.3 91.2 92.5 8.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
32 33 43 58 51 117 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,873
COMMITMENTS
11,751 8,482 17 17,605 26,341 29,373 34,840 12,500 7,033
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -744)
-779 -262 -17 162 -177 -634 -456 -110 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 20.3 0.0 42.0 62.9 70.1 83.2 29.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 12 2 22 12 38 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,761
COMMITMENTS
43,252 27,751 1,054 34,878 37,391 79,184 66,196 8,577 21,565
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,534)
-4,972 1,178 -111 128 -2,597 -4,955 -1,530 421 -3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 31.6 1.2 39.7 42.6 90.2 75.4 9.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
34 22 6 16 19 53 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 24,159
COMMITMENTS
7,620 2,909 557 15,621 20,286 23,798 23,752 361 407
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -7,659)
19 -187 0 -7,700 -7,497 -7,681 -7,684 22 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 12.0 2.3 64.7 84.0 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 11 6 14 18 23 34
Updated March 3, 2006