WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,384
COMMITMENTS
62,142 78,738 63,996 224,074 183,787 350,212 326,521 37,172 60,863
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 3,054)
4,088 8,995 -8,400 2,461 -577 -1,851 18 4,905 3,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 20.3 16.5 57.8 47.4 90.4 84.3 9.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
90 117 119 49 69 225 247
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,124,766
COMMITMENTS
244,241 98,284 180,453 547,156 582,559 971,850 861,296 152,916 263,470
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 34,806)
24,775 -42,663 8,431 5,044 63,035 38,250 28,803 -3,444 6,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 8.7 16.0 48.6 51.8 86.4 76.6 13.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
175 111 156 199 265 463 475
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,433
COMMITMENTS
3,868 511 554 2,690 7,379 7,112 8,444 4,321 2,989
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 993)
182 -116 14 -493 -108 -297 -210 1,290 1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 4.5 4.8 23.5 64.5 62.2 73.9 37.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 5 7 11 15 30 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 377,734
COMMITMENTS
53,596 96,803 61,042 205,776 116,308 320,414 274,153 57,320 103,581
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 18,021)
5,366 14,619 2,394 9,958 -7,100 17,718 9,913 303 8,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 25.6 16.2 54.5 30.8 84.8 72.6 15.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
98 135 115 97 100 278 304
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,532
COMMITMENTS
9,750 2,805 955 610 239 11,315 3,999 4,217 11,533
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 831)
537 -675 5 610 22 1,152 -648 -321 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 18.1 6.1 3.9 1.5 72.8 25.7 27.2 74.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 8 8 1 2 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 189,934
COMMITMENTS
40,574 24,135 27,668 99,405 114,633 167,647 166,436 22,287 23,498
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 587)
1,397 4,213 -2,685 139 -5,894 -1,149 -4,366 1,736 4,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.7 14.6 52.3 60.4 88.3 87.6 11.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
46 45 38 47 41 115 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 656,553
COMMITMENTS
75,987 164,444 9,123 454,969 303,782 540,079 477,349 116,474 179,204
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 42,478)
18,892 30,661 -4,375 14,603 15,580 29,120 41,866 13,358 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 25.0 1.4 69.3 46.3 82.3 72.7 17.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
32 46 20 63 63 106 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 165,330
COMMITMENTS
22,782 41,245 28,498 86,895 67,415 138,175 137,158 27,155 28,172
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 14,217)
-655 6,700 2,609 12,972 3,902 14,926 13,211 -709 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 24.9 17.2 52.6 40.8 83.6 83.0 16.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
40 59 41 57 48 124 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,960
COMMITMENTS
3,322 215 623 3,809 8,502 7,754 9,340 3,206 1,620
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -277)
-177 -52 -538 -69 462 -784 -128 507 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 2.0 5.7 34.8 77.6 70.7 85.2 29.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 5 8 17 20 39 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 473,532
COMMITMENTS
160,669 134,302 1,873 228,300 217,765 390,842 353,940 82,690 119,592
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 19,192)
4,804 15,818 -773 8,850 3,448 12,881 18,493 6,311 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 28.4 0.4 48.2 46.0 82.5 74.7 17.5 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 38 6 53 59 89 99
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,132,614
COMMITMENTS
635,445 484,224 62,975 1219554 1156181 1917974 1703380 214,640 429,234
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 119,289)
26,914 49,355 11,754 73,128 59,046 111,796 120,155 7,493 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 22.7 3.0 57.2 54.2 89.9 79.9 10.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
67 75 40 94 96 177 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,195,170
COMMITMENTS
257,367 281,877 36,483 738,764 581,817 1032614 900,177 162,556 294,993
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 7,762)
-13,749 1,226 7,154 -955 -21,495 -7,550 -13,115 15,312 20,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 23.6 3.1 61.8 48.7 86.4 75.3 13.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
45 48 26 64 72 117 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 510,718
COMMITMENTS
158,549 172,785 91,816 202,082 216,222 452,447 480,823 58,271 29,895
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -98,609)
9,695 24,315 -49,008 -66,727 -64,512 -106,040 -89,205 7,431 -9,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 33.8 18.0 39.6 42.3 88.6 94.1 11.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
37 28 36 47 46 100 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,682
COMMITMENTS
9,686 7,443 3 16,157 24,828 25,846 32,274 13,836 7,408
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 189)
-441 85 0 424 -189 -17 -104 206 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 18.8 0.0 40.7 62.6 65.1 81.3 34.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 10 1 15 11 30 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,151
COMMITMENTS
52,610 18,395 566 9,211 28,753 62,387 47,714 9,764 24,437
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 6,700)
5,188 1,127 -96 473 6,356 5,565 7,387 1,135 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.9 25.5 0.8 12.8 39.9 86.5 66.1 13.5 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 22 4 14 21 48 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,842
COMMITMENTS
1,751 2,263 239 11,497 11,031 13,487 13,533 355 309
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -169)
-27 -141 0 -127 -43 -154 -184 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 16.3 1.7 83.1 79.7 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 4 15 11 22 25
Updated April 7, 2006