WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,619
COMMITMENTS
68,004 60,994 98,674 244,131 227,862 410,808 387,529 37,811 61,089
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 4,501)
5,010 -6,074 -3,739 7,288 19,224 8,559 9,412 -4,058 -4,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.6 22.0 54.4 50.8 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
110 111 133 58 82 255 256
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,456,767
COMMITMENTS
265,698 86,647 347,882 624,673 700,686 1238253 1135215 218,514 321,553
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 81,273)
28,332 -11,404 20,598 13,740 52,956 62,671 62,151 18,602 19,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.9 23.9 42.9 48.1 85.0 77.9 15.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
225 128 206 272 300 592 555
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,626
COMMITMENTS
3,777 669 960 3,330 7,631 8,067 9,261 3,558 2,365
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -753)
-101 81 51 296 -44 246 88 -999 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 5.8 8.3 28.6 65.6 69.4 79.7 30.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 7 7 11 15 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,437
COMMITMENTS
49,218 105,159 108,179 236,904 136,064 394,301 349,402 75,136 120,035
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 10,267)
708 4,798 2,501 2,645 4,392 5,854 11,691 4,413 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 22.4 23.0 50.5 29.0 84.0 74.4 16.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
102 171 176 112 104 335 359
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,254
COMMITMENTS
12,494 4,885 1,488 0 218 13,982 6,591 4,272 11,663
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,722)
2,744 2,080 533 -610 -21 2,667 2,592 55 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 26.8 8.2 0.0 1.2 76.6 36.1 23.4 63.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 11 9 0 1 13 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 216,113
COMMITMENTS
34,017 31,337 39,635 120,118 124,443 193,770 195,415 22,343 20,698
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 4,974)
295 6,821 -2,241 8,417 4,259 6,471 8,839 -1,496 -3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.5 18.3 55.6 57.6 89.7 90.4 10.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
51 43 44 52 51 125 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 971,914
COMMITMENTS
61,432 178,417 186,430 574,656 400,640 822,517 765,487 149,396 206,427
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 86,284)
2,732 25,749 37,491 39,329 17,663 79,552 80,904 6,731 5,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 18.4 19.2 59.1 41.2 84.6 78.8 15.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 56 52 78 75 144 150
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,972
COMMITMENTS
22,147 51,179 42,372 105,409 74,858 169,928 168,408 29,045 30,564
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 16,368)
2,370 10,985 3,057 11,476 1,228 16,902 15,269 -534 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 25.7 21.3 53.0 37.6 85.4 84.6 14.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
39 66 56 63 58 141 163
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,971
COMMITMENTS
3,420 318 1,298 4,235 8,720 8,953 10,335 3,019 1,636
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -73)
44 -7 148 166 -61 358 80 -431 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.7 10.8 35.4 72.8 74.8 86.3 25.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 7 11 20 20 45 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 498,128
COMMITMENTS
150,608 149,939 21,316 230,254 211,624 402,179 382,879 95,949 115,249
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,433)
-7,355 17,162 3,745 -5,999 -12,980 -9,609 7,927 12,042 -5,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 30.1 4.3 46.2 42.5 80.7 76.9 19.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
28 45 21 53 54 95 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,917,055
COMMITMENTS
611,113 479,574 411,681 1655486 1567537 2678281 2458792 238,775 458,263
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 170,925)
11,573 14,926 55,449 104,112 111,261 171,134 181,636 -209 -10,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 16.4 14.1 56.8 53.7 91.8 84.3 8.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
72 80 91 129 133 243 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,443,833
COMMITMENTS
269,183 272,820 160,550 822,004 685,472 1251737 1118843 192,096 324,990
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 51,950)
9,442 -10,630 3,545 17,723 45,037 30,710 37,952 21,240 13,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.9 11.1 56.9 47.5 86.7 77.5 13.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
42 54 48 73 84 138 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 984,068
COMMITMENTS
174,150 194,264 416,674 326,516 329,682 917,341 940,621 66,727 43,447
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 58,301)
12,529 5,682 33,394 14,782 13,980 60,705 53,056 -2,404 5,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.7 42.3 33.2 33.5 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
39 35 54 54 52 119 115
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,955
COMMITMENTS
5,581 4,806 912 2,026 5,603 8,519 11,321 9,437 6,634
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 26.8 5.1 11.3 31.2 47.4 63.1 52.6 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 5 5 6 5 19 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,144
COMMITMENTS
10,125 6,890 880 20,880 29,998 31,885 37,768 13,259 7,376
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,821)
205 -563 165 4,483 4,978 4,853 4,580 -1,032 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 15.3 1.9 46.3 66.4 70.6 83.7 29.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 8 8 19 12 38 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,325
COMMITMENTS
50,097 23,664 6,133 15,600 27,572 71,830 57,368 10,495 24,957
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -452)
-2,329 3,244 50 2,197 -2,965 -81 329 -370 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 28.7 7.4 18.9 33.5 87.3 69.7 12.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
33 25 17 15 21 56 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,331
COMMITMENTS
1,924 2,279 239 10,804 10,609 12,967 13,127 364 204
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -511)
173 16 0 -693 -422 -520 -406 9 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 17.1 1.8 81.0 79.6 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 13 4 14 12 22 27
Updated April 14, 2006