WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,695
COMMITMENTS
45,158 89,539 29,821 183,244 127,162 258,223 246,522 23,472 35,173
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,158)
-3,521 106 3,617 4,217 547 4,313 4,270 -155 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 31.8 10.6 65.1 45.1 91.7 87.5 8.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
67 112 61 45 59 155 199
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 706,916
COMMITMENTS
127,751 155,827 43,911 413,415 330,211 585,077 529,949 121,839 176,967
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -1,295)
5,445 -3,674 4,963 -9,614 -2,641 794 -1,352 -2,089 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 22.0 6.2 58.5 46.7 82.8 75.0 17.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
126 130 80 175 199 350 372
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,688
COMMITMENTS
2,352 732 19 1,095 3,433 3,466 4,184 2,222 1,504
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -68)
77 144 0 -107 -139 -30 5 -38 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 12.9 0.3 19.3 60.4 60.9 73.6 39.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 2 7 15 19 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,126
COMMITMENTS
59,238 49,371 18,230 127,698 112,094 205,166 179,695 42,960 68,431
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,822)
277 6,346 1,162 4,235 -6,580 5,674 928 -1,852 2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 19.9 7.3 51.5 45.2 82.7 72.4 17.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
92 95 67 79 103 213 236
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 140,203
COMMITMENTS
29,744 26,906 13,327 77,564 83,661 120,635 123,894 19,568 16,309
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,820)
2,764 -393 975 835 4,486 4,574 5,068 -1,754 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 19.2 9.5 55.3 59.7 86.0 88.4 14.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
38 38 32 47 42 104 104
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 550,579
COMMITMENTS
84,012 67,420 1,977 357,160 338,534 443,149 407,931 107,430 142,648
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -57,586)
-10,566 -4,049 -15,226 -11,117 -15,768 -36,909 -35,043 -20,677 -22,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 12.2 0.4 64.9 61.5 80.5 74.1 19.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 28 14 56 69 94 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 125,469
COMMITMENTS
16,336 12,337 14,789 71,868 78,187 102,993 105,313 22,476 20,156
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 7,683)
-197 587 -558 10,900 7,018 10,145 7,047 -2,462 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 9.8 11.8 57.3 62.3 82.1 83.9 17.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 28 34 47 43 99 98
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,763
COMMITMENTS
2,837 1,518 914 1,966 2,688 5,717 5,120 1,046 1,643
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 47)
43 79 -39 8 54 12 94 35 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 22.4 13.5 29.1 39.7 84.5 75.7 15.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 8 12 15 32 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 346,781
COMMITMENTS
103,394 51,839 2,719 173,710 185,821 279,823 240,379 66,958 106,402
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -40,322)
-11,089 -33,791 401 -33,338 94 -44,026 -33,296 3,704 -7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 14.9 0.8 50.1 53.6 80.7 69.3 19.3 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 23 6 40 46 60 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,718,813
COMMITMENTS
380,478 400,132 78,883 1014552 927,123 1473913 1406138 244,900 312,675
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -200,437)
7,867 30,277 -128,277 -89,122 -51,704 -209,532 -149,704 9,095 -50,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 23.3 4.6 59.0 53.9 85.8 81.8 14.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
61 56 31 90 107 163 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,136,123
COMMITMENTS
175,318 272,177 19,714 765,693 613,149 960,725 905,040 175,398 231,083
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -64,753)
4,313 -28,746 -981 -48,813 -35,455 -45,481 -65,182 -19,272 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 24.0 1.7 67.4 54.0 84.6 79.7 15.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 34 13 67 73 112 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 502,043
COMMITMENTS
157,966 88,993 71,302 218,886 306,337 448,154 466,632 53,889 35,411
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 16,200)
-26,461 15,261 5,499 33,043 -438 12,081 20,322 4,119 -4,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 17.7 14.2 43.6 61.0 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
39 36 36 64 51 126 100
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,616
COMMITMENTS
3,790 6,958 0 23,811 17,109 27,601 24,067 6,015 9,549
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -18,124)
-4,205 782 -2,549 -5,308 -13,628 -12,062 -15,395 -6,062 -2,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 20.7 0.0 70.8 50.9 82.1 71.6 17.9 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 0 16 10 24 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,554
COMMITMENTS
19,303 30,394 405 16,179 8,191 35,887 38,990 13,667 10,564
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -32,971)
2,242 -4,783 -3,019 -30,336 -12,698 -31,113 -20,500 -1,858 -12,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 61.3 0.8 32.6 16.5 72.4 78.7 27.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 24 2 17 4 37 28
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,080
COMMITMENTS
8,880 3,804 172 24,824 29,446 33,876 33,422 204 658
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -5,623)
5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352 -208 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 11.2 0.5 72.8 86.4 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 3 16 20 26 37
Updated September 23, 2005