WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,651
COMMITMENTS
52,252 66,464 45,080 171,788 140,669 269,120 252,213 24,531 41,438
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,948)
1,231 507 -2,668 484 -1,279 -953 -3,440 -2,995 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 22.6 15.4 58.5 47.9 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
70 102 76 47 66 176 201
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,135
COMMITMENTS
151,829 162,436 64,462 439,533 373,746 655,824 600,644 141,311 196,491
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 31,340)
4,019 -7,788 9,830 8,734 24,557 22,583 26,599 8,757 4,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 20.4 8.1 55.1 46.9 82.3 75.4 17.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
149 128 107 186 187 396 375
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,897
COMMITMENTS
3,543 348 44 893 5,305 4,480 5,697 2,417 1,200
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 243)
272 9 26 -215 167 83 202 160 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 5.0 0.6 12.9 76.9 65.0 82.6 35.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 5 3 8 16 25 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,791
COMMITMENTS
60,825 49,055 32,661 156,777 137,683 250,263 219,399 48,528 79,392
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,631)
2,729 -4,977 3,552 5,204 15,282 11,485 13,857 -854 -3,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.4 10.9 52.5 46.1 83.8 73.4 16.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
94 96 90 97 111 240 265
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 170,678
COMMITMENTS
43,563 9,562 21,867 76,682 125,654 142,112 157,083 28,566 13,595
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,596)
1,731 35 1,581 2,268 4,176 5,580 5,792 16 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 5.6 12.8 44.9 73.6 83.3 92.0 16.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
57 18 30 48 50 121 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 594,283
COMMITMENTS
92,882 120,464 4,024 386,332 292,369 483,238 416,857 111,045 177,426
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 29,304)
13,305 19,857 285 8,640 -557 22,230 19,585 7,074 9,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.3 0.7 65.0 49.2 81.3 70.1 18.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 35 17 59 69 91 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 135,432
COMMITMENTS
20,561 18,721 15,088 71,235 77,866 106,884 111,675 28,548 23,757
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,081)
1,547 -1,051 -1,471 -687 96 -611 -2,426 -470 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 13.8 11.1 52.6 57.5 78.9 82.5 21.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 36 30 48 45 97 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,474
COMMITMENTS
2,624 723 903 2,314 4,796 5,841 6,422 1,633 1,052
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 122)
-113 -186 -23 67 284 -69 75 191 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 9.7 12.1 31.0 64.2 78.2 85.9 21.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 5 9 14 16 34 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 355,080
COMMITMENTS
93,564 86,377 2,052 189,371 167,329 284,987 255,758 70,093 99,322
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,643)
760 5,683 -6 634 2,726 1,388 8,403 6,255 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 24.3 0.6 53.3 47.1 80.3 72.0 19.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 24 4 43 48 65 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,678,231
COMMITMENTS
402,787 365,577 32,879 1020269 891,974 1455935 1290430 222,296 387,801
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 51,861)
933 -18,064 5,325 20,504 34,736 26,762 21,997 25,099 29,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 21.8 2.0 60.8 53.1 86.8 76.9 13.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
72 51 36 93 106 173 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,179
COMMITMENTS
254,231 423,859 26,009 938,285 614,797 1218525 1064665 134,654 288,514
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 48,643)
14,546 21,079 3,901 23,578 12,280 42,025 37,260 6,618 11,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 31.3 1.9 69.3 45.4 90.0 78.7 10.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 40 23 68 66 117 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 423,027
COMMITMENTS
138,750 105,290 60,207 181,587 222,986 380,544 388,483 42,483 34,544
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 43,699)
26,160 13,196 8,456 12,867 15,088 47,483 36,740 -3,784 6,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 24.9 14.2 42.9 52.7 90.0 91.8 10.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 28 30 55 51 106 91
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,278
COMMITMENTS
5,880 7,140 2 23,586 17,806 29,468 24,948 6,810 11,330
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,338)
1,827 1,083 -1 152 -372 1,978 710 -640 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 19.7 0.0 65.0 49.1 81.2 68.8 18.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 1 19 11 32 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,682
COMMITMENTS
27,748 35,335 628 22,786 23,143 51,162 59,106 18,520 10,576
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,288)
1,101 4,854 256 7,604 2,838 8,961 7,948 327 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 50.7 0.9 32.7 33.2 73.4 84.8 26.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 28 5 21 12 49 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,929
COMMITMENTS
8,674 3,600 62 25,785 30,571 34,521 34,233 408 696
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,256)
0 -33 0 1,312 1,466 1,312 1,433 -56 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 10.3 0.2 73.8 87.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 15 3 16 21 25 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,531
COMMITMENTS
278 1,713 0 14,253 12,689 14,531 14,402 0 129
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 11.8 0.0 98.1 87.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 5 7 7 13
Updated October 21, 2005