WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 344,241
COMMITMENTS
57,858 72,119 59,317 196,292 167,332 313,467 298,768 30,774 45,473
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,957)
1,229 141 335 3,628 3,279 5,191 3,755 -234 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 21.0 17.2 57.0 48.6 91.1 86.8 8.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
88 104 101 57 64 213 214
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,020,989
COMMITMENTS
156,242 120,651 190,739 500,954 466,874 847,935 778,264 173,055 242,725
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 24,088)
2,874 -6,438 8,091 16,571 13,442 27,536 15,095 -3,447 8,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.8 18.7 49.1 45.7 83.1 76.2 16.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
143 127 156 214 223 447 433
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,170
COMMITMENTS
5,053 465 176 1,583 7,675 6,812 8,316 3,358 1,854
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 149)
10 146 -76 88 -116 22 -46 127 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 4.6 1.7 15.6 75.5 67.0 81.8 33.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 5 3 11 16 31 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,580
COMMITMENTS
60,568 48,041 79,972 178,088 155,019 318,628 283,031 65,952 101,549
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 19,955)
2,239 13,596 4,123 13,087 -2,603 19,449 15,116 506 4,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.5 20.8 46.3 40.3 82.9 73.6 17.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
115 113 142 96 113 287 302
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,638
COMMITMENTS
9,697 3,912 457 0 186 10,154 4,555 3,484 9,083
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.1 28.7 3.4 0.0 1.4 74.5 33.4 25.5 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 11 6 0 1 10 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 189,591
COMMITMENTS
23,464 29,112 36,921 106,451 99,870 166,836 165,904 22,755 23,687
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -6,360)
3,223 -8,706 -4,681 -504 8,999 -1,961 -4,388 -4,399 -1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.4 19.5 56.1 52.7 88.0 87.5 12.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
31 59 43 55 48 121 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,101
COMMITMENTS
55,941 88,466 73,801 428,586 361,462 558,328 523,729 145,773 180,371
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -16,436)
-20,882 12,279 -5,112 8,671 -32,618 -17,323 -25,451 887 9,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.6 10.5 60.9 51.3 79.3 74.4 20.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
24 39 36 60 66 106 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 140,976
COMMITMENTS
24,941 11,378 22,329 66,080 88,657 113,349 122,364 27,627 18,612
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -11,949)
-7,377 1,938 -762 -1,141 -11,868 -9,280 -10,692 -2,669 -1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 8.1 15.8 46.9 62.9 80.4 86.8 19.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 32 36 50 54 116 103
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,596
COMMITMENTS
4,129 323 723 2,718 8,389 7,570 9,435 3,026 1,161
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 905)
669 -34 -51 54 705 671 620 234 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 3.1 6.8 25.7 79.2 71.4 89.0 28.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
30 4 6 21 19 53 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 414,434
COMMITMENTS
111,482 109,553 2,472 219,591 204,772 333,545 316,797 80,889 97,637
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 10,017)
177 12,307 -2,030 -2,772 6,042 -4,624 16,319 14,641 -6,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 26.4 0.6 53.0 49.4 80.5 76.4 19.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 27 6 48 55 76 85
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,010,207
COMMITMENTS
386,294 237,600 232,004 1127683 1115993 1745982 1585597 264,226 424,610
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 21,277)
-17,509 16,474 21,700 21,007 -24,916 25,197 13,258 -3,921 8,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 11.8 11.5 56.1 55.5 86.9 78.9 13.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
55 60 70 94 114 184 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,186,873
COMMITMENTS
180,884 207,520 80,368 737,729 636,056 998,980 923,944 187,893 262,930
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,804)
-3,034 -16,329 7,237 -6,604 3,716 -2,401 -5,377 7,205 10,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.5 6.8 62.2 53.6 84.2 77.8 15.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
33 45 35 62 81 113 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 614,196
COMMITMENTS
148,792 72,176 219,618 207,199 292,787 575,609 584,581 38,588 29,615
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 45,016)
-23,141 5,655 56,967 38,187 512 72,013 63,134 -26,998 -18,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 11.8 35.8 33.7 47.7 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
31 32 45 56 52 114 106
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,172
COMMITMENTS
11,645 6,596 520 16,700 28,679 28,865 35,795 14,307 7,377
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,430)
1,899 -42 55 1,796 2,184 3,750 2,197 680 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 15.3 1.2 38.7 66.4 66.9 82.9 33.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 11 6 19 13 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,494
COMMITMENTS
39,386 24,006 7,094 26,720 28,993 73,200 60,093 11,294 24,402
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 12,169)
3,244 2,844 1,328 6,096 5,755 10,668 9,927 1,501 2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 28.4 8.4 31.6 34.3 86.6 71.1 13.4 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 29 19 16 19 58 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,610
COMMITMENTS
8,826 4,323 510 24,247 28,746 33,583 33,579 27 31
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -448)
-72 -35 35 -203 10 -240 10 -208 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 12.9 1.5 72.1 85.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 4 15 18 26 32
Updated January 12, 2006