WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,399
COMMITMENTS
57,311 75,936 38,327 189,056 155,507 284,694 269,770 26,705 41,629
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 5,498)
-432 -176 1,735 4,216 2,519 5,519 4,078 -21 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 24.4 12.3 60.7 49.9 91.4 86.6 8.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
81 101 82 49 59 192 196
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 839,228
COMMITMENTS
175,172 125,064 82,224 443,173 416,998 700,569 624,286 138,659 214,942
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 26,784)
3,843 -4,079 7,979 15,251 16,791 27,073 20,691 -289 6,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 14.9 9.8 52.8 49.7 83.5 74.4 16.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
148 104 111 167 204 376 379
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,755
COMMITMENTS
5,049 580 1 1,533 7,448 6,583 8,029 3,172 1,726
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 261)
17 71 1 59 2 77 74 184 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 5.9 0.0 15.7 76.4 67.5 82.3 32.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 7 1 11 16 29 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,439
COMMITMENTS
57,101 52,153 34,013 158,211 128,715 249,325 214,881 50,114 84,558
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 11,688)
-18 10,156 -667 10,750 -2,628 10,065 6,861 1,623 4,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 17.4 11.4 52.8 43.0 83.3 71.8 16.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
83 117 81 78 106 223 258
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,638
COMMITMENTS
9,697 3,912 457 0 186 10,154 4,555 3,484 9,083
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.1 28.7 3.4 0.0 1.4 74.5 33.4 25.5 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 11 6 0 1 10 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 167,605
COMMITMENTS
27,623 28,999 23,109 95,532 93,428 146,264 145,536 21,341 22,069
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -5,398)
1,990 -9,194 -3,109 -166 9,104 -1,285 -3,199 -4,113 -2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 17.3 13.8 57.0 55.7 87.3 86.8 12.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 56 37 49 44 109 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 585,254
COMMITMENTS
60,699 98,633 6,985 389,000 318,465 456,684 424,083 128,570 161,171
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -17,166)
-19,095 9,497 -3,331 8,337 -32,505 -14,089 -26,339 -3,077 9,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 16.9 1.2 66.5 54.4 78.0 72.5 22.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
26 34 13 52 59 83 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 124,893
COMMITMENTS
23,556 11,939 14,393 62,047 82,413 99,996 108,745 24,897 16,148
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -13,768)
-8,041 1,317 -1,321 -2,040 -12,150 -11,402 -12,154 -2,366 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 9.6 11.5 49.7 66.0 80.1 87.1 19.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
41 30 29 46 49 107 93
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,955
COMMITMENTS
4,088 305 460 2,634 8,122 7,182 8,887 2,773 1,068
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 757)
491 -52 -38 67 545 520 455 237 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 3.1 4.6 26.5 81.6 72.1 89.3 27.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
28 5 6 18 17 50 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 411,820
COMMITMENTS
111,108 109,520 1,768 218,847 204,541 331,723 315,829 80,097 95,991
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 8,039)
-197 12,213 -2,582 -3,506 5,944 -6,285 15,575 14,324 -7,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 26.6 0.4 53.1 49.7 80.6 76.7 19.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
25 26 3 47 54 73 82
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,584,307
COMMITMENTS
392,256 284,265 26,411 927,954 884,466 1346621 1195142 237,686 389,165
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 20,619)
-5,579 23,387 6,531 24,972 -10,031 25,924 19,887 -5,305 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 17.9 1.7 58.6 55.8 85.0 75.4 15.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
46 62 31 73 98 137 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,074,572
COMMITMENTS
187,769 203,552 12,004 695,721 608,163 895,494 823,719 179,078 250,853
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,880)
-9,553 -15,719 4,356 -507 3,993 -5,704 -7,370 7,584 9,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.9 1.1 64.7 56.6 83.3 76.7 16.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
36 37 17 57 74 102 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 502,344
COMMITMENTS
147,176 91,977 123,824 196,941 262,982 467,941 478,783 34,403 23,561
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 28,390)
-10,427 27,857 32,024 34,500 -13,479 56,097 46,402 -27,707 -18,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 18.3 24.6 39.2 52.4 93.2 95.3 6.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 30 43 50 48 105 100
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,607
COMMITMENTS
11,448 6,514 4 16,470 28,563 27,922 35,081 13,685 6,526
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,154)
1,794 -41 -2 1,739 2,215 3,531 2,172 623 1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 15.7 0.0 39.6 68.6 67.1 84.3 32.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 10 2 19 13 34 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,079
COMMITMENTS
41,015 24,998 272 24,335 27,568 65,622 52,838 10,457 23,241
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 11,130)
4,014 2,959 -10 5,482 6,057 9,486 9,006 1,644 2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 32.9 0.4 32.0 36.2 86.3 69.5 13.7 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 21 3 15 18 48 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,610
COMMITMENTS
8,826 4,323 510 24,247 28,746 33,583 33,579 27 31
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -448)
-72 -35 35 -203 10 -240 10 -208 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 12.9 1.5 72.1 85.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 4 15 18 26 32
Updated January 12, 2006