WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,536
COMMITMENTS
63,760 78,212 52,301 231,061 190,724 347,122 321,237 35,414 61,299
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,573)
-4,029 2,317 -733 -1,725 -11,839 -6,487 -10,255 4,914 8,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 20.4 13.7 60.4 49.9 90.7 84.0 9.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
79 119 96 49 72 209 228
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,184,360
COMMITMENTS
292,595 85,409 175,047 561,947 649,955 1029589 910,411 154,771 273,949
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -12,497)
-2,153 266 -7,329 2,808 -848 -6,674 -7,911 -5,823 -4,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 7.2 14.8 47.4 54.9 86.9 76.9 13.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
192 127 173 210 280 504 513
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,124
COMMITMENTS
4,622 873 784 2,288 7,285 7,694 8,942 3,430 2,182
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -34)
546 22 122 -681 -317 -13 -173 -21 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 7.8 7.0 20.6 65.5 69.2 80.4 30.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 6 8 10 14 33 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,777
COMMITMENTS
45,868 85,714 62,788 199,341 115,642 307,997 264,144 57,780 101,633
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -10,034)
-7,653 -7,829 -2,190 326 -5,298 -9,517 -15,317 -517 5,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 23.4 17.2 54.5 31.6 84.2 72.2 15.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
93 119 116 96 104 274 292
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,084
COMMITMENTS
9,951 3,335 454 530 410 10,935 4,199 4,149 10,885
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 230)
870 734 -83 260 203 1,047 854 -817 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.0 22.1 3.0 3.5 2.7 72.5 27.8 27.5 72.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 9 1 2 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 218,725
COMMITMENTS
60,416 16,480 30,153 102,100 156,859 192,669 203,492 26,056 15,233
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 17,844)
14,697 -13,587 6,073 -4,219 32,069 16,551 24,555 1,293 -6,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.5 13.8 46.7 71.7 88.1 93.0 11.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
66 35 44 53 48 149 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 815,907
COMMITMENTS
98,653 252,622 21,532 573,028 326,378 693,213 600,532 122,694 215,375
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 83,519)
17,031 42,649 7,879 59,532 17,930 84,442 68,458 -923 15,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 31.0 2.6 70.2 40.0 85.0 73.6 15.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
29 59 26 67 68 109 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,766
COMMITMENTS
27,376 44,119 26,724 89,239 75,642 143,339 146,485 28,427 25,281
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,718)
1,382 399 -645 -743 3,027 -6 2,781 1,724 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 25.7 15.6 52.0 44.0 83.5 85.3 16.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
41 47 44 57 54 126 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,979
COMMITMENTS
3,507 349 804 3,935 8,266 8,246 9,419 2,733 1,560
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -121)
-25 138 35 -64 -416 -54 -243 -67 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 3.2 7.3 35.8 75.3 75.1 85.8 24.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 8 9 17 19 40 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 501,149
COMMITMENTS
174,695 152,811 1,303 221,082 226,747 397,080 380,861 104,069 120,288
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 13,862)
2,519 4,725 -245 7,990 -1,999 10,264 2,481 3,598 11,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 30.5 0.3 44.1 45.2 79.2 76.0 20.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
33 42 6 55 61 92 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,361,982
COMMITMENTS
616,933 617,420 84,949 1417712 1240920 2119594 1943289 242,388 418,693
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 42,042)
-88,681 88,288 6,056 104,527 -51,853 21,902 42,491 20,140 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 26.1 3.6 60.0 52.5 89.7 82.3 10.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
67 83 45 102 104 190 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,310,882
COMMITMENTS
311,934 303,922 38,814 764,759 637,756 1115507 980,492 195,375 330,390
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 41,576)
34,613 32,297 3,211 9,780 -19,676 47,604 15,832 -6,028 25,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 23.2 3.0 58.3 48.7 85.1 74.8 14.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
49 44 21 67 78 120 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 548,978
COMMITMENTS
206,792 211,854 85,087 211,943 222,245 503,822 519,186 45,156 29,792
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,216)
1,148 14,673 -10,237 14,272 -4,161 5,183 275 -6,399 -1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 38.6 15.5 38.6 40.5 91.8 94.6 8.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
38 28 38 52 44 107 95
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,863
COMMITMENTS
5,349 5,263 325 4,481 8,239 10,155 13,827 8,708 5,036
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,786)
-317 36 104 2,087 2,780 1,874 2,920 -88 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 27.9 1.7 23.8 43.7 53.8 73.3 46.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 2 6 7 16 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,502
COMMITMENTS
11,819 7,590 25 21,364 30,290 33,208 37,905 12,294 7,597
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,114)
784 416 22 875 552 1,681 990 -567 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 16.7 0.1 47.0 66.6 73.0 83.3 27.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 8 3 19 10 40 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,986
COMMITMENTS
52,976 18,881 312 13,784 34,488 67,072 53,681 9,914 23,305
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 502)
1,333 2,829 -243 -914 616 176 3,202 326 -2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 24.5 0.4 17.9 44.8 87.1 69.7 12.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 28 4 17 22 46 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,837
COMMITMENTS
2,951 2,732 239 10,257 10,689 13,447 13,660 390 177
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 81)
0 23 0 92 60 92 83 -11 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 19.7 1.7 74.1 77.2 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 14 4 13 11 21 27
Updated April 28, 2006