WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 356,477
COMMITMENTS
55,159 75,994 65,958 204,089 169,779 325,206 311,731 31,271 44,746
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,041)
276 3,231 4,720 676 552 5,671 8,502 -631 -3,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 21.3 18.5 57.3 47.6 91.2 87.4 8.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
89 107 112 54 67 219 224
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,084,169
COMMITMENTS
148,403 154,316 210,202 542,077 467,553 900,681 832,070 183,487 252,099
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 33,491)
-1,344 27,390 8,967 14,113 -3,516 21,736 32,842 11,756 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 14.2 19.4 50.0 43.1 83.1 76.7 16.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
127 138 166 228 222 461 447
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,756
COMMITMENTS
5,020 582 349 1,975 7,935 7,343 8,865 3,413 1,891
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 334)
-171 109 164 333 -27 326 246 9 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 5.4 3.2 18.4 73.8 68.3 82.4 31.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 7 4 10 15 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,758
COMMITMENTS
57,168 75,244 101,208 203,444 152,735 361,820 329,188 69,938 102,570
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 21,267)
-155 12,280 10,506 11,115 -370 21,466 22,416 -199 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 17.4 23.4 47.1 35.4 83.8 76.2 16.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
106 121 147 100 102 292 303
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,748
COMMITMENTS
8,626 4,494 1,264 0 213 9,890 5,971 4,858 8,777
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -330)
-165 1,166 -1,205 0 18 -1,370 -21 1,040 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 30.5 8.6 0.0 1.4 67.1 40.5 32.9 59.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 9 8 0 1 14 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 197,350
COMMITMENTS
20,634 40,647 38,377 114,521 93,562 173,533 172,585 23,817 24,764
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 10,405)
1,122 5,879 3,532 4,470 948 9,124 10,358 1,280 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 20.6 19.4 58.0 47.4 87.9 87.5 12.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
33 61 46 56 48 121 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,610
COMMITMENTS
78,969 80,442 87,626 435,721 414,891 602,317 582,959 151,294 170,652
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,668)
1,827 -2,867 2,925 9,459 10,040 14,211 10,099 -11,543 -7,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.7 11.6 57.8 55.1 79.9 77.4 20.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 36 37 62 73 115 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 143,937
COMMITMENTS
21,577 17,146 26,167 66,352 77,843 114,096 121,156 29,841 22,781
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 1,663)
-326 5,123 1,636 -304 -7,907 1,006 -1,148 657 2,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.9 18.2 46.1 54.1 79.3 84.2 20.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
40 36 37 51 58 111 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,804
COMMITMENTS
4,385 372 1,467 2,665 8,645 8,517 10,484 3,287 1,320
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 707)
69 41 495 145 196 709 731 -2 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.1 12.4 22.6 73.2 72.2 88.8 27.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
30 5 8 19 17 51 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 466,506
COMMITMENTS
134,059 139,363 6,016 237,632 212,032 377,707 357,412 88,798 109,094
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 15,333)
3,664 4,349 -24 8,692 3,584 12,332 7,909 3,000 7,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 29.9 1.3 50.9 45.5 81.0 76.6 19.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
29 28 9 55 60 89 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,333,374
COMMITMENTS
504,284 290,543 328,360 1235408 1288335 2068053 1907238 265,322 426,137
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 190,203)
83,971 58,314 72,206 69,653 53,062 225,831 183,582 -35,629 6,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 12.5 14.1 52.9 55.2 88.6 81.7 11.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
60 75 82 110 124 212 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,229,384
COMMITMENTS
177,939 228,118 121,334 721,759 620,434 1021033 969,886 208,351 259,498
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 10,777)
9,530 27,190 14,331 -20,748 -24,635 3,113 16,885 7,665 -6,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 18.6 9.9 58.7 50.5 83.1 78.9 16.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
29 50 42 68 90 122 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 740,013
COMMITMENTS
181,854 78,566 268,514 240,782 354,634 691,150 701,715 48,863 38,298
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 50,873)
5,277 -58 24,376 19,261 18,898 48,914 43,216 1,958 7,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 10.6 36.3 32.5 47.9 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 35 48 60 50 124 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,630
COMMITMENTS
8,853 6,586 495 16,566 27,274 25,914 34,355 14,716 6,276
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,398)
-2,691 -52 -17 123 -1,499 -2,586 -1,568 1,188 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 16.2 1.2 40.8 67.1 63.8 84.6 36.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 12 7 19 13 34 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,743
COMMITMENTS
37,667 31,087 3,480 33,802 27,303 74,949 61,869 10,795 23,874
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 1,979)
-1,880 8,938 -3,818 10,009 -2,489 4,312 2,630 -2,332 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 36.3 4.1 39.4 31.8 87.4 72.2 12.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 24 15 17 18 54 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,601
COMMITMENTS
7,637 4,161 479 24,159 27,812 32,275 32,452 326 149
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,115)
-1,134 -115 -33 -242 -1,087 -1,409 -1,235 294 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 12.8 1.5 74.1 85.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 12 4 15 18 23 33
Updated January 20, 2006