WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,284
COMMITMENTS
56,629 71,978 58,982 192,665 164,053 308,276 295,013 31,008 44,271
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 12,692)
1,451 -14,494 9,104 927 13,874 11,481 8,483 1,211 4,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 21.2 17.4 56.8 48.4 90.9 87.0 9.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
85 107 98 52 65 207 208
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 996,901
COMMITMENTS
153,368 127,090 182,648 484,383 453,432 820,399 763,170 176,502 233,731
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 65,821)
1,084 -19,333 45,942 6,563 20,020 53,589 46,629 12,232 19,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 12.7 18.3 48.6 45.5 82.3 76.6 17.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
148 122 149 215 225 442 431
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,020
COMMITMENTS
5,043 319 252 1,495 7,791 6,790 8,362 3,231 1,659
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 228)
338 -2 86 -18 248 406 332 -178 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 3.2 2.5 14.9 77.7 67.8 83.4 32.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 3 3 11 16 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 364,625
COMMITMENTS
58,329 34,445 75,849 165,001 157,622 299,179 267,916 65,446 96,709
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 3,794)
2,030 -3,107 5,552 -2,319 1,245 5,263 3,690 -1,470 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.4 20.8 45.3 43.2 82.1 73.5 17.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
103 100 140 95 113 287 283
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 195,952
COMMITMENTS
20,241 37,819 41,602 106,955 90,872 168,797 170,292 27,154 25,660
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -2,361)
-531 -15,770 4,202 -8,283 7,453 -4,611 -4,116 2,251 1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 19.3 21.2 54.6 46.4 86.1 86.9 13.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
29 53 48 52 43 121 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 720,537
COMMITMENTS
76,823 76,187 78,913 419,914 394,080 575,650 549,180 144,887 171,357
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 4,304)
1,354 -3,041 11,320 -8,283 3,821 4,391 12,099 -88 -7,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.6 11.0 58.3 54.7 79.9 76.2 20.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 39 35 61 71 105 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,926
COMMITMENTS
32,318 9,440 23,091 67,221 100,525 122,630 133,056 30,296 19,870
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -1,631)
-9 -4,378 -711 -642 3,261 -1,362 -1,827 -269 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.2 15.1 44.0 65.7 80.2 87.0 19.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
52 28 38 49 54 123 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,691
COMMITMENTS
3,460 357 774 2,665 7,683 6,899 8,815 2,792 876
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 898)
302 93 140 118 735 560 968 339 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 3.7 8.0 27.5 79.3 71.2 91.0 28.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 4 6 20 18 46 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 404,417
COMMITMENTS
111,305 97,247 4,502 222,362 198,729 338,169 300,478 66,247 103,939
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 11,063)
-2,799 4,616 -426 12,676 5,277 9,451 9,467 1,612 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 24.0 1.1 55.0 49.1 83.6 74.3 16.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
25 26 9 48 56 76 88
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,988,931
COMMITMENTS
403,803 221,126 210,304 1106677 1140909 1720784 1572339 268,146 416,592
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -10,283)
-3,047 -36,067 2,451 -39,670 -9,024 -40,266 -42,639 29,983 32,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 11.1 10.6 55.6 57.4 86.5 79.1 13.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
62 52 63 95 113 187 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,182,069
COMMITMENTS
183,918 223,849 73,131 744,332 632,340 1001381 929,320 180,688 252,749
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 7,936)
-19,686 7,882 13,990 278 -15,586 -5,418 6,285 13,354 1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 18.9 6.2 63.0 53.5 84.7 78.6 15.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 48 32 65 81 114 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 569,180
COMMITMENTS
171,932 66,520 162,651 169,012 292,275 503,595 521,447 65,585 47,734
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -110,075)
-15,978 -23,372 -106,251 -11,650 6,397 -133,878 -123,226 23,803 13,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 11.7 28.6 29.7 51.4 88.5 91.6 11.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
34 25 37 48 52 101 97
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,742
COMMITMENTS
9,745 6,638 465 14,905 26,495 25,115 33,597 13,627 5,144
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -400)
-1,345 294 -20 -152 -387 -1,517 -113 1,116 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 17.1 1.2 38.5 68.4 64.8 86.7 35.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 11 6 18 14 33 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,325
COMMITMENTS
36,142 21,161 5,767 20,624 23,238 62,532 50,166 9,792 22,159
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 5,810)
-1,374 3,571 854 6,594 1,053 6,074 5,478 -264 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 29.3 8.0 28.5 32.1 86.5 69.4 13.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 27 15 16 17 51 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,058
COMMITMENTS
8,898 4,358 475 24,450 28,736 33,823 33,569 235 489
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 4)
5 -4 0 -11 32 -6 28 10 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 12.8 1.4 71.8 84.4 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 12 3 14 18 24 32
Updated January 7, 2006