WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 444,118
COMMITMENTS
62,994 67,067 102,412 236,842 208,638 402,249 378,118 41,869 66,000
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,649)
2,423 6,690 -6,833 1,830 -289 -2,579 -432 5,228 3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 15.1 23.1 53.3 47.0 90.6 85.1 9.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
112 105 136 59 79 251 264
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,375,494
COMMITMENTS
237,366 98,051 327,283 610,933 647,730 1175582 1073064 199,913 302,431
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 53,005)
38,745 -35,510 7,795 2,358 71,474 48,898 43,759 4,108 9,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.1 23.8 44.4 47.1 85.5 78.0 14.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
200 108 194 259 281 552 516
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,378
COMMITMENTS
3,877 588 909 3,035 7,676 7,821 9,173 4,557 3,206
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 1,044)
204 -99 23 -503 -96 -276 -172 1,320 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 4.8 7.3 24.5 62.0 63.2 74.1 36.8 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 7 7 11 16 32 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 459,170
COMMITMENTS
48,511 100,361 105,678 234,258 131,672 388,447 337,712 70,723 121,459
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 31,352)
2,289 20,396 10,088 20,538 -6,700 32,915 23,784 -1,562 7,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 21.9 23.0 51.0 28.7 84.6 73.5 15.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
107 161 165 115 106 329 350
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 211,139
COMMITMENTS
33,722 24,516 41,876 111,701 120,183 187,299 186,576 23,840 24,563
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 511)
-1,232 3,873 -989 792 -7,178 -1,429 -4,294 1,939 4,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.6 19.8 52.9 56.9 88.7 88.4 11.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
44 48 47 51 48 124 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 885,630
COMMITMENTS
58,700 152,668 148,938 535,327 382,976 742,965 684,583 142,665 201,047
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 102,462)
7,680 30,737 36,417 38,466 30,146 82,563 97,300 19,899 5,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 17.2 16.8 60.4 43.2 83.9 77.3 16.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
29 56 50 73 75 134 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 182,604
COMMITMENTS
19,778 40,194 39,315 93,933 73,630 153,026 153,139 29,578 29,465
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 15,922)
-4,168 6,135 3,901 16,557 4,572 16,290 14,608 -368 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 22.0 21.5 51.4 40.3 83.8 83.9 16.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 58 51 61 57 132 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,045
COMMITMENTS
3,376 324 1,150 4,069 8,781 8,595 10,255 3,450 1,789
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -204)
-130 -24 -568 -101 496 -798 -96 594 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 2.7 9.5 33.8 72.9 71.4 85.1 28.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 6 9 20 20 43 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 495,695
COMMITMENTS
157,964 132,776 17,571 236,254 224,604 411,788 374,951 83,907 120,744
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 21,583)
2,083 15,144 4,204 10,384 5,870 16,671 25,217 4,912 -3,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 26.8 3.5 47.7 45.3 83.1 75.6 16.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
35 36 19 55 59 99 105
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,746,131
COMMITMENTS
599,540 464,649 356,232 1551374 1456275 2507147 2277156 238,984 468,975
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 199,601)
10,505 36,392 68,263 113,455 94,779 192,223 199,433 7,378 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 16.9 13.0 56.5 53.0 91.3 82.9 8.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
70 75 89 118 123 230 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,391,883
COMMITMENTS
259,742 283,450 157,005 804,281 640,436 1221028 1080891 170,855 310,992
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 29,877)
-9,592 5 21,793 3,295 -12,171 15,497 9,627 14,380 20,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 20.4 11.3 57.8 46.0 87.7 77.7 12.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
39 56 49 74 82 139 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 925,767
COMMITMENTS
161,621 188,581 383,281 311,734 315,703 856,636 887,565 69,131 38,203
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -105,786)
-6,168 -3,773 -28,141 -74,423 -66,685 -108,732 -98,598 2,946 -7,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 20.4 41.4 33.7 34.1 92.5 95.9 7.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
40 31 52 52 51 115 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 41,324
COMMITMENTS
9,921 7,453 715 16,397 25,020 27,033 33,189 14,291 8,135
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 234)
-364 140 -24 443 -194 54 -77 179 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 18.0 1.7 39.7 60.5 65.4 80.3 34.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 11 8 15 11 33 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 82,777
COMMITMENTS
52,426 20,420 6,082 13,404 30,537 71,911 57,039 10,865 25,738
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 7,802)
5,128 981 787 819 6,771 6,734 8,539 1,068 -737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 24.7 7.3 16.2 36.9 86.9 68.9 13.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
33 25 17 15 22 59 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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