WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,507
COMMITMENTS
73,192 69,908 68,631 222,196 205,383 364,019 343,922 32,488 52,585
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 5,536)
1,919 -2,666 2,927 2,564 5,835 7,410 6,096 -1,874 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 17.6 17.3 56.0 51.8 91.8 86.7 8.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
108 117 120 43 71 254 237
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,060,188
COMMITMENTS
249,732 89,396 153,941 501,291 553,035 904,964 796,372 155,224 263,816
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -7,430)
-8,754 3,939 -3,946 3,295 -7,645 -9,405 -7,652 1,975 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 8.4 14.5 47.3 52.2 85.4 75.1 14.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
184 99 162 187 264 470 477
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,362
COMMITMENTS
5,571 171 170 1,966 9,420 7,707 9,761 3,655 1,601
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 14)
-85 0 -59 268 212 124 153 -110 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 1.5 1.5 17.3 82.9 67.8 85.9 32.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
23 2 4 12 14 36 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 353,277
COMMITMENTS
56,249 60,592 57,112 186,299 144,626 299,660 262,330 53,617 90,947
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,012)
593 1,120 5,738 -3,619 -3,483 2,712 3,375 -700 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 17.2 16.2 52.7 40.9 84.8 74.3 15.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
83 122 103 88 112 254 276
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,538
COMMITMENTS
8,502 3,807 1,116 0 0 9,618 4,923 4,920 9,615
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 249)
-24 -121 -304 0 0 -328 -425 577 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 26.2 7.7 0.0 0.0 66.2 33.9 33.8 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 8 9 0 0 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,413
COMMITMENTS
41,984 15,730 30,186 97,324 130,008 169,494 175,924 24,919 18,489
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 15,435)
12,210 -4,253 2,821 1,623 18,510 16,654 17,078 -1,219 -1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 8.1 15.5 50.1 66.9 87.2 90.5 12.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
56 44 41 44 43 131 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,748
COMMITMENTS
46,217 90,458 43,056 437,198 320,797 526,471 454,311 124,277 196,437
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -8,433)
-48,053 -826 13,605 44,131 -36,037 9,683 -23,258 -18,116 14,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 13.9 6.6 67.2 49.3 80.9 69.8 19.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
30 34 22 61 69 101 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 143,387
COMMITMENTS
19,811 35,274 22,311 77,565 60,354 119,687 117,939 23,700 25,448
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 7,952)
1,986 2,077 2,862 4,423 3,286 9,271 8,225 -1,319 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 24.6 15.6 54.1 42.1 83.5 82.3 16.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 55 38 50 47 110 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,513
COMMITMENTS
4,079 395 773 3,959 8,938 8,811 10,106 2,702 1,407
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -390)
-21 -78 -133 -29 -74 -183 -285 -207 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 3.4 6.7 34.4 77.6 76.5 87.8 23.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 7 7 19 21 47 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 446,693
COMMITMENTS
113,850 129,678 8,667 232,701 188,492 355,218 326,837 91,475 119,856
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -37,517)
-21,865 -20,113 -324 -16,851 -11,242 -39,040 -31,679 1,523 -5,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 29.0 1.9 52.1 42.2 79.5 73.2 20.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 36 8 58 54 85 93
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,134,749
COMMITMENTS
685,602 537,629 65,767 1130248 1105650 1881617 1709046 253,132 425,703
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 148,247)
75,184 109,969 -17,830 109,953 57,721 167,307 149,860 -19,060 -1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 25.2 3.1 52.9 51.8 88.1 80.1 11.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
74 76 33 93 101 177 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,314,551
COMMITMENTS
327,127 380,313 26,815 776,838 578,501 1130780 985,629 183,771 328,922
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -63,947)
-60,941 -6,840 1,483 -7,062 -70,130 -66,520 -75,487 2,573 11,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 28.9 2.0 59.1 44.0 86.0 75.0 14.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
46 42 24 66 76 117 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 457,401
COMMITMENTS
109,410 135,869 102,386 200,346 182,291 412,142 420,546 45,259 36,855
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -101,696)
-11,197 10,323 -47,402 -39,044 -59,734 -97,643 -96,813 -4,053 -4,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 29.7 22.4 43.8 39.9 90.1 91.9 9.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
37 28 41 51 44 110 96
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,612
COMMITMENTS
11,998 8,755 42 18,810 26,615 30,850 35,412 12,762 8,200
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 1,739)
247 273 25 1,205 274 1,477 572 262 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 20.1 0.1 43.1 61.0 70.7 81.2 29.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 12 3 25 13 42 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,261
COMMITMENTS
43,670 30,491 273 36,200 34,518 80,143 65,282 9,118 23,979
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 1,500)
418 2,740 -781 1,322 -2,873 959 -914 541 2,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 34.2 0.3 40.6 38.7 89.8 73.1 10.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 23 7 17 17 51 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 21,891
COMMITMENTS
7,423 2,879 506 13,672 18,193 21,601 21,578 290 313
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -2,268)
-197 -30 -51 -1,949 -2,093 -2,197 -2,174 -71 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 13.2 2.3 62.5 83.1 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 12 5 16 19 23 35
Updated March 10, 2006