WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,887
COMMITMENTS
44,270 81,125 34,433 178,821 128,980 257,524 244,538 24,363 37,349
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 192)
-888 -8,414 4,612 -4,423 1,818 -699 -1,984 891 2,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 28.8 12.2 63.4 45.8 91.4 86.8 8.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
62 114 69 40 60 158 203
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 720,223
COMMITMENTS
130,965 160,622 50,055 415,169 327,199 596,189 537,876 124,034 182,347
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 13,307)
3,214 4,795 6,144 1,754 -3,012 11,112 7,927 2,195 5,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 22.3 6.9 57.6 45.4 82.8 74.7 17.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 531)
128 128 90 174 187 358 362
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,888
COMMITMENTS
2,544 570 22 1,093 3,562 3,659 4,154 2,229 1,734
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 200)
192 -162 3 -2 129 193 -30 7 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 9.7 0.4 18.6 60.5 62.1 70.6 37.9 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 2 7 15 20 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,289
COMMITMENTS
56,245 54,331 22,371 130,414 106,992 209,030 183,694 44,259 69,595
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,163)
-2,993 4,960 4,141 2,716 -5,102 3,864 3,999 1,299 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 21.5 8.8 51.5 42.2 82.5 72.5 17.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
85 104 67 82 95 211 238
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 142,078
COMMITMENTS
29,984 24,900 13,496 78,412 85,228 121,892 123,624 20,186 18,454
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,875)
240 -2,006 169 848 1,567 1,257 -270 618 2,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 17.5 9.5 55.2 60.0 85.8 87.0 14.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
37 33 27 48 47 98 103
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 555,673
COMMITMENTS
97,867 81,370 5,121 340,533 312,036 443,521 398,527 112,152 157,146
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,094)
13,855 13,950 3,144 -16,627 -26,498 372 -9,404 4,722 14,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 14.6 0.9 61.3 56.2 79.8 71.7 20.2 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
24 31 17 54 70 87 109
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 126,912
COMMITMENTS
18,010 15,091 15,006 69,164 76,456 102,180 106,553 24,732 20,359
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,443)
1,674 2,754 217 -2,704 -1,731 -813 1,240 2,256 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 11.9 11.8 54.5 60.2 80.5 84.0 19.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
33 32 36 50 46 101 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,410
COMMITMENTS
2,592 1,258 787 1,895 3,206 5,274 5,251 1,136 1,159
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -353)
-245 -260 -127 -71 518 -443 131 90 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 19.6 12.3 29.6 50.0 82.3 81.9 17.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 7 9 11 15 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,847
COMMITMENTS
87,199 45,639 1,661 175,552 181,883 264,412 229,183 71,435 106,664
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -10,934)
-16,195 -6,200 -1,058 1,842 -3,938 -15,411 -11,196 4,477 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 13.6 0.5 52.3 54.2 78.7 68.2 21.3 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 20 4 40 48 58 70
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,630,494
COMMITMENTS
382,286 358,753 37,346 977,101 866,586 1396733 1262685 233,761 367,809
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -88,319)
1,808 -41,379 -41,537 -37,451 -60,537 -77,180 -143,453 -11,139 55,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 22.0 2.3 59.9 53.1 85.7 77.4 14.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
60 51 30 85 108 153 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,125,468
COMMITMENTS
185,330 262,121 17,528 768,061 604,939 970,919 884,588 154,549 240,880
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -10,655)
10,012 -10,056 -2,186 2,368 -8,210 10,194 -20,452 -20,849 9,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 23.3 1.6 68.2 53.7 86.3 78.6 13.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
38 38 14 65 68 108 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 463,968
COMMITMENTS
134,792 81,724 70,708 207,597 273,987 413,097 426,419 50,871 37,549
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -38,075)
-23,174 -7,269 -594 -11,289 -32,350 -35,057 -40,213 -3,018 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 17.6 15.2 44.7 59.1 89.0 91.9 11.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 32 35 58 53 118 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,568
COMMITMENTS
4,323 7,029 6 23,338 16,950 27,667 23,985 6,901 10,583
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 952)
533 71 6 -473 -159 66 -82 886 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 20.3 0.0 67.5 49.0 80.0 69.4 20.0 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 2 17 10 27 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 48,631
COMMITMENTS
19,695 26,875 357 12,787 11,812 32,839 39,044 15,792 9,587
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -923)
392 -3,519 -48 -3,392 3,621 -3,048 54 2,125 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 55.3 0.7 26.3 24.3 67.5 80.3 32.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 24 3 13 13 31 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,678
COMMITMENTS
8,544 3,881 172 24,751 28,896 33,467 32,949 211 729
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -402)
-336 77 0 -73 -550 -409 -473 7 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 11.5 0.5 73.5 85.8 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 3 16 20 25 38
Updated September 30, 2005