WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,216
COMMITMENTS
70,017 61,692 95,658 244,215 229,836 409,889 387,186 34,327 57,030
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -4,403)
2,013 699 -3,016 84 1,974 -919 -343 -3,484 -4,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 13.9 21.5 55.0 51.7 92.3 87.2 7.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
107 115 128 62 83 254 257
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,473,792
COMMITMENTS
281,124 72,482 360,910 624,914 722,450 1266947 1155841 206,845 317,951
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 17,025)
15,426 -14,166 13,028 240 21,764 28,694 20,626 -11,669 -3,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.9 24.5 42.4 49.0 86.0 78.4 14.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
227 125 211 271 303 596 564
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,103
COMMITMENTS
4,084 893 1,056 3,283 7,906 8,424 9,856 3,679 2,247
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 477)
308 224 96 -48 275 356 595 121 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 7.4 8.7 27.1 65.3 69.6 81.4 30.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 7 7 11 15 34 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,610
COMMITMENTS
51,598 94,211 110,908 221,585 138,877 384,092 343,997 72,518 112,613
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -12,827)
2,380 -10,948 2,729 -15,319 2,813 -10,210 -5,406 -2,618 -7,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 20.6 24.3 48.5 30.4 84.1 75.3 15.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
111 168 184 110 109 343 370
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,854
COMMITMENTS
9,081 2,601 537 270 207 9,888 3,345 4,966 11,509
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -3,400)
-3,413 -2,284 -951 270 -11 -4,094 -3,246 694 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 17.5 3.6 1.8 1.4 66.6 22.5 33.4 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 9 8 1 1 14 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 226,804
COMMITMENTS
35,972 30,170 41,848 122,318 131,782 200,138 203,800 26,666 23,004
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 10,691)
1,955 -1,167 2,213 2,200 7,339 6,368 8,385 4,323 2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 13.3 18.5 53.9 58.1 88.2 89.9 11.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
48 45 45 54 51 130 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,043,742
COMMITMENTS
63,135 193,291 218,948 607,938 405,196 890,021 817,435 153,721 226,307
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 71,828)
1,704 14,874 32,518 33,282 4,556 67,504 51,948 4,325 19,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 18.5 21.0 58.2 38.8 85.3 78.3 14.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
39 54 56 77 72 146 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 186,574
COMMITMENTS
23,273 42,556 37,801 96,556 78,642 157,630 158,998 28,945 27,576
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -12,398)
1,126 -8,624 -4,571 -8,853 3,784 -12,298 -9,410 -100 -2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 22.8 20.3 51.8 42.2 84.5 85.2 15.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 59 57 66 62 143 159
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,130
COMMITMENTS
3,514 325 1,317 4,280 8,898 9,111 10,541 3,018 1,589
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 158)
94 8 20 45 178 159 206 -0 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 2.7 10.9 35.3 73.4 75.1 86.9 24.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 6 11 20 19 46 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 509,433
COMMITMENTS
170,591 147,177 13,812 222,821 238,144 407,225 399,133 102,208 110,300
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 11,305)
19,983 -2,762 -7,504 -7,433 26,520 5,046 16,254 6,259 -4,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 28.9 2.7 43.7 46.7 79.9 78.3 20.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
34 44 20 53 57 100 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,057,236
COMMITMENTS
627,172 504,341 457,901 1718793 1630722 2803866 2592963 253,370 464,272
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 140,181)
16,058 24,766 46,219 63,307 63,185 125,585 134,171 14,596 6,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 16.5 15.0 56.2 53.3 91.7 84.8 8.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
63 93 98 129 136 248 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,491,300
COMMITMENTS
278,989 269,813 168,541 830,756 730,749 1278287 1169103 213,014 322,197
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 47,467)
9,805 -3,008 7,992 8,752 45,276 26,549 50,260 20,918 -2,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 18.1 11.3 55.7 49.0 85.7 78.4 14.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
45 50 51 74 85 142 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 1,003,158
COMMITMENTS
202,163 192,809 423,661 313,797 345,060 939,621 961,530 63,537 41,628
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 19,090)
28,013 -1,454 6,986 -12,719 15,377 22,281 20,909 -3,190 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.2 42.2 31.3 34.4 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
42 36 56 58 54 127 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,721
COMMITMENTS
5,479 4,994 1,220 2,805 5,809 9,504 12,023 9,217 6,699
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 766)
-102 188 308 779 205 986 701 -220 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 26.7 6.5 15.0 31.0 50.8 64.2 49.2 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 5 6 6 5 20 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,049
COMMITMENTS
11,379 7,245 651 20,740 29,936 32,770 37,833 13,279 8,216
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 905)
1,253 355 -229 -140 -61 885 64 20 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 15.7 1.4 45.0 65.0 71.2 82.2 28.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 10 9 18 12 41 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,531
COMMITMENTS
51,354 18,922 5,246 19,403 35,886 76,003 60,054 10,528 26,477
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 4,206)
1,257 -4,742 -886 3,803 8,314 4,173 2,685 33 1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 21.9 6.1 22.4 41.5 87.8 69.4 12.2 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 28 18 19 25 60 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,756
COMMITMENTS
2,951 2,709 239 10,165 10,629 13,355 13,577 401 179
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 425)
1,027 430 0 -639 20 388 450 37 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 19.7 1.7 73.9 77.3 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 14 4 13 12 21 28
Updated April 21, 2006