WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,208
COMMITMENTS
72,091 58,997 103,825 228,457 221,577 404,373 384,400 37,835 57,808
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,393)
-4,304 2,880 4,260 1,822 -4,070 1,778 3,070 1,615 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.3 23.5 51.7 50.1 91.4 86.9 8.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
117 104 135 58 79 269 256
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,259,596
COMMITMENTS
236,751 87,157 267,317 572,009 608,517 1076077 962,991 183,519 296,605
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 4,529)
1,225 6,900 -4,454 16,294 1,235 13,066 3,681 -8,537 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.9 21.2 45.4 48.3 85.4 76.5 14.6 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
190 107 182 245 280 534 504
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,117
COMMITMENTS
5,120 157 512 2,560 9,535 8,191 10,204 3,926 1,914
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -115)
-407 -102 -18 286 -204 -140 -323 24 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 1.3 4.2 21.1 78.7 67.6 84.2 32.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 3 4 14 15 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,441
COMMITMENTS
53,282 64,474 92,528 200,753 149,346 346,563 306,348 68,878 109,093
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -3,277)
-3,775 5,794 -1,931 1,294 -8,389 -4,412 -4,526 1,135 1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 15.5 22.3 48.3 35.9 83.4 73.7 16.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
91 131 136 113 120 303 308
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,121
COMMITMENTS
9,300 4,514 1,184 0 0 10,484 5,698 4,637 9,423
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 583)
798 707 68 0 0 866 775 -283 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 29.9 7.8 0.0 0.0 69.3 37.7 30.7 62.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
15 13 8 0 0 17 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 221,938
COMMITMENTS
45,587 17,402 40,710 109,692 145,429 195,990 203,541 25,948 18,397
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,133)
3,690 502 -1,940 1,470 4,980 3,220 3,542 -1,087 -1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 7.8 18.3 49.4 65.5 88.3 91.7 11.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
55 37 42 49 49 133 112
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,324
COMMITMENTS
40,073 81,001 144,023 472,162 366,794 656,257 591,818 131,067 195,507
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -47,783)
-5,740 610 -5,119 -22,836 -21,863 -33,695 -26,372 -14,089 -21,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.3 18.3 60.0 46.6 83.4 75.2 16.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
38 30 49 73 77 129 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 164,637
COMMITMENTS
20,049 36,709 33,981 81,627 65,641 135,657 136,331 28,981 28,306
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 4,675)
-790 1,215 2,068 480 217 1,757 3,500 2,918 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 22.3 20.6 49.6 39.9 82.4 82.8 17.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
39 59 50 53 48 124 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,899
COMMITMENTS
4,262 255 1,391 4,238 9,493 9,891 11,139 3,008 1,760
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 478)
66 -167 182 117 232 365 247 113 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 2.0 10.8 32.9 73.6 76.7 86.4 23.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 6 9 22 21 52 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 481,075
COMMITMENTS
122,245 138,478 9,519 260,255 206,248 392,019 354,245 89,056 126,830
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 25,652)
7,165 8,566 -2,964 27,547 17,756 31,748 23,359 -6,096 2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 28.8 2.0 54.1 42.9 81.5 73.6 18.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 37 14 61 56 95 97
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,757,922
COMMITMENTS
631,026 492,308 392,452 1465726 1403390 2489204 2288151 268,718 469,772
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -43,964)
-1,542 -48,552 -29,642 -3,098 27,724 -34,282 -50,471 -9,682 6,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 17.9 14.2 53.1 50.9 90.3 83.0 9.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
62 89 91 115 121 227 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,425,088
COMMITMENTS
313,625 344,656 129,928 805,652 665,292 1249204 1139876 175,884 285,213
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -62,922)
4,216 -26,765 -20,478 -28,057 44,156 -44,320 -3,088 -18,602 -59,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.2 9.1 56.5 46.7 87.7 80.0 12.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
36 56 44 76 89 139 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 920,694
COMMITMENTS
115,266 164,701 382,833 341,077 324,909 839,176 872,443 81,518 48,251
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 156,124)
16,985 25,054 46,803 69,769 81,186 133,556 153,044 22,567 3,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 17.9 41.6 37.0 35.3 91.1 94.8 8.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
42 32 48 55 50 122 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,345
COMMITMENTS
12,282 7,731 8,484 25,727 31,649 46,493 47,864 11,852 10,481
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 13,132)
197 -1,087 7,824 6,663 4,864 14,685 11,602 -1,553 1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 13.3 14.5 44.1 54.2 79.7 82.0 20.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 10 17 25 18 51 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,640
COMMITMENTS
44,188 36,212 16,420 48,671 46,836 109,279 99,468 12,361 22,172
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 23,874)
2,314 4,996 10,937 8,270 10,945 21,521 26,879 2,352 -3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 29.8 13.5 40.0 38.5 89.8 81.8 10.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 42 33 28 26 83 77
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,702
COMMITMENTS
1,662 2,025 270 12,471 12,139 14,403 14,434 299 268
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -7,189)
-5,761 -854 -236 -1,201 -6,054 -7,198 -7,144 9 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.8 1.8 84.8 82.6 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 12 4 14 12 20 26
Updated March 17, 2006