WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,784
COMMITMENTS
66,103 65,510 87,802 240,308 213,909 394,212 367,221 38,572 65,563
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -11,432)
-3,914 3,818 -7,856 -3,907 -15,927 -15,677 -19,965 4,245 8,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 15.1 20.3 55.5 49.4 91.1 84.9 8.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
95 114 113 57 79 232 244
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,428,271
COMMITMENTS
275,955 71,381 331,396 627,115 713,684 1234466 1116461 193,805 311,810
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -45,521)
-5,169 -1,101 -29,514 2,201 -8,766 -32,481 -39,380 -13,040 -6,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.0 23.2 43.9 50.0 86.4 78.2 13.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
210 129 212 267 302 585 561
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,019
COMMITMENTS
4,653 935 1,157 2,567 7,604 8,377 9,695 3,642 2,324
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -83)
569 42 100 -715 -303 -47 -160 -37 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 7.8 9.6 21.4 63.3 69.7 80.7 30.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 9 8 10 15 36 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,888
COMMITMENTS
48,315 85,438 94,561 213,811 130,889 356,687 310,888 69,201 115,000
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -30,722)
-3,283 -8,773 -16,348 -7,774 -7,988 -27,405 -33,109 -3,317 2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 20.1 22.2 50.2 30.7 83.8 73.0 16.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
98 133 141 111 109 305 318
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,084
COMMITMENTS
9,951 3,335 454 530 410 10,935 4,199 4,149 10,885
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 230)
870 734 -83 260 203 1,047 854 -817 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 22.1 3.0 3.5 2.7 72.5 27.8 27.5 72.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 9 1 2 16 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 244,356
COMMITMENTS
55,414 16,886 45,603 116,257 165,668 217,274 228,156 27,083 16,200
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 17,552)
19,442 -13,285 3,755 -6,062 33,886 17,136 24,356 417 -6,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 6.9 18.7 47.6 67.8 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
60 45 52 56 56 157 129
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,112,737
COMMITMENTS
84,894 234,168 219,087 660,239 418,855 964,220 872,110 148,518 240,628
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 68,995)
21,758 40,877 139 52,302 13,659 74,199 54,675 -5,203 14,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 21.0 19.7 59.3 37.6 86.7 78.4 13.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
37 59 55 78 75 146 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 185,508
COMMITMENTS
25,601 44,183 34,002 95,583 80,808 155,186 158,993 30,323 26,515
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,066)
2,328 1,628 -3,799 -973 2,166 -2,444 -5 1,378 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 23.8 18.3 51.5 43.6 83.7 85.7 16.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
40 51 49 63 61 133 150
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,964
COMMITMENTS
3,487 431 1,340 4,209 8,456 9,037 10,228 2,927 1,736
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -166)
-26 105 23 -71 -442 -75 -314 -91 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 3.6 11.2 35.2 70.7 75.5 85.5 24.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 9 11 20 19 45 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 521,918
COMMITMENTS
172,979 152,312 11,192 232,129 237,019 416,300 400,523 105,617 121,395
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 12,485)
2,388 5,134 -2,620 9,308 -1,125 9,076 1,389 3,409 11,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 29.2 2.1 44.5 45.4 79.8 76.7 20.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
35 40 15 57 63 99 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,062,201
COMMITMENTS
574,648 597,214 440,969 1773414 1559461 2789031 2597644 273,170 464,557
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 4,966)
-52,523 92,873 -16,932 54,621 -71,261 -14,834 4,681 19,800 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 19.5 14.4 57.9 50.9 91.1 84.8 8.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
63 91 86 124 127 233 258
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,515,451
COMMITMENTS
311,614 308,262 160,611 833,725 695,530 1305950 1164403 209,500 351,048
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 24,151)
32,626 38,449 -7,930 2,969 -35,219 27,664 -4,700 -3,513 28,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 20.3 10.6 55.0 45.9 86.2 76.8 13.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 56 40 74 87 139 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 1,040,042
COMMITMENTS
220,201 206,837 425,506 340,165 369,956 985,872 1002298 54,171 37,744
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 36,884)
18,038 14,027 1,845 26,368 24,896 46,250 40,768 -9,366 -3,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 19.9 40.9 32.7 35.6 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 33 53 60 54 124 116
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,354
COMMITMENTS
5,206 5,116 1,159 4,691 8,493 11,056 14,768 9,298 5,587
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,633)
-273 122 -61 1,886 2,684 1,552 2,745 81 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.1 5.7 23.0 41.7 54.3 72.6 45.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 5 6 7 19 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,957
COMMITMENTS
12,056 7,633 612 21,633 30,442 34,301 38,688 12,656 8,269
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 908)
677 388 -39 892 506 1,531 855 -623 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 16.3 1.3 46.1 64.8 73.0 82.4 27.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 9 9 19 10 41 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,990
COMMITMENTS
53,151 20,318 4,656 17,468 36,750 75,275 61,723 10,715 24,267
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -541)
1,798 1,396 -591 -1,935 864 -728 1,669 187 -2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 23.6 5.4 20.3 42.7 87.5 71.8 12.5 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 30 18 18 23 60 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,837
COMMITMENTS
2,951 2,732 239 10,257 10,689 13,447 13,660 390 177
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 81)
0 23 0 92 60 92 83 -11 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 19.7 1.7 74.1 77.2 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 14 4 13 11 21 27
Updated April 28, 2006