WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,120
COMMITMENTS
75,755 76,377 57,493 208,876 189,988 342,124 323,858 36,996 55,262
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 4,920)
4,343 1,838 -8,084 5,539 5,510 1,798 -736 3,122 5,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 20.1 15.2 55.1 50.1 90.2 85.4 9.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
109 108 106 44 66 234 224
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,045,045
COMMITMENTS
237,355 99,293 164,834 482,448 514,513 884,637 778,640 160,408 266,405
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 16,875)
1,679 -4,693 13,223 -6,076 4,579 8,826 13,109 8,049 3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 9.5 15.8 46.2 49.2 84.7 74.5 15.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
184 98 161 186 241 469 448
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,536
COMMITMENTS
6,006 306 272 1,377 9,048 7,655 9,626 3,881 1,910
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -748)
-486 -385 116 -57 89 -427 -180 -321 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 2.7 2.4 11.9 78.4 66.4 83.4 33.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 7 6 8 12 36 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,570
COMMITMENTS
58,908 60,672 53,496 190,062 155,174 302,466 269,342 60,104 93,228
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 11,506)
230 -4,791 6,517 2,332 11,038 9,079 12,764 2,427 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 16.7 14.8 52.4 42.8 83.4 74.3 16.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
94 97 102 97 101 266 262
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 184,092
COMMITMENTS
27,591 30,901 27,983 106,170 104,582 161,744 163,466 22,348 20,626
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,165)
-577 -905 -2,472 2,228 1,521 -821 -1,856 -344 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 16.8 15.2 57.7 56.8 87.9 88.8 12.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 58 50 46 44 118 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 674,231
COMMITMENTS
126,801 117,379 8,344 413,261 357,891 548,406 483,614 125,825 190,617
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 15,731)
6,846 23,157 -3,798 7,985 7,332 11,033 26,691 4,698 -10,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.4 1.2 61.3 53.1 81.3 71.7 18.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
35 33 22 58 66 104 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 131,170
COMMITMENTS
22,081 21,046 22,115 62,710 65,329 106,906 108,490 24,264 22,680
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -304)
1,263 -953 40 -2,230 226 -927 -687 623 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 16.0 16.9 47.8 49.8 81.5 82.7 18.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 43 38 49 49 111 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,671
COMMITMENTS
4,592 348 765 3,536 9,567 8,893 10,680 3,778 1,991
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -334)
-333 -55 -442 164 -527 -611 -1,024 277 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 2.7 6.0 27.9 75.5 70.2 84.3 29.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 7 7 17 20 46 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 486,558
COMMITMENTS
132,712 141,255 4,047 259,608 218,624 396,367 363,926 90,191 122,632
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 5,208)
-8,648 3,851 -367 10,556 -1,683 1,541 1,801 3,667 3,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 29.0 0.8 53.4 44.9 81.5 74.8 18.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 36 5 58 59 91 99
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,997,674
COMMITMENTS
583,546 432,712 53,844 1114937 1078126 1752327 1564682 245,347 432,992
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -19,438)
-439 -13,360 6,125 -55,455 -47,342 -49,769 -54,577 30,331 35,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 21.7 2.7 55.8 54.0 87.7 78.3 12.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
60 60 44 94 101 173 186
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,414,698
COMMITMENTS
340,698 366,021 52,996 868,044 675,654 1261738 1094671 152,960 320,027
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 80,505)
24,828 5,380 8,686 56,641 62,346 90,155 76,412 -9,650 4,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 25.9 3.7 61.4 47.8 89.2 77.4 10.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
51 44 29 66 80 124 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 527,506
COMMITMENTS
135,858 123,512 119,837 222,348 239,633 478,043 482,982 49,463 44,524
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 56,788)
12,037 8,529 19,562 25,271 23,740 56,870 51,831 -82 4,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 23.4 22.7 42.2 45.4 90.6 91.6 9.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
30 30 37 55 44 109 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,661
COMMITMENTS
9,558 6,588 15 16,731 25,005 26,304 31,608 12,357 7,053
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 179)
182 -331 -2 -1,058 -833 -878 -1,166 1,057 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 17.0 0.0 43.3 64.7 68.0 81.8 32.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 11 4 23 11 38 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,156
COMMITMENTS
46,399 25,121 949 35,683 38,941 83,031 65,011 9,125 27,145
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,726)
7,085 -6,600 609 -2,525 2,940 5,169 -3,051 -2,443 5,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 27.3 1.0 38.7 42.3 90.1 70.5 9.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
34 20 5 17 19 55 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,864
COMMITMENTS
7,543 3,664 557 24,378 28,268 32,478 32,489 386 375
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -95)
16 -388 1 -100 195 -83 -192 -12 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 11.1 1.7 74.2 86.0 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 12 6 15 17 24 34
Updated February 17, 2006