WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,757
COMMITMENTS
49,596 80,328 46,467 179,877 131,602 275,940 258,397 22,817 40,360
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 5,106)
-2,656 13,864 1,387 8,089 -9,067 6,820 6,184 -1,714 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 26.9 15.6 60.2 44.0 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
61 114 80 46 64 173 216
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,308
COMMITMENTS
151,524 166,063 85,522 452,029 383,857 689,075 635,442 138,233 191,866
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 30,173)
-305 3,627 21,060 12,496 10,111 33,251 34,798 -3,078 -4,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 20.1 10.3 54.6 46.4 83.3 76.8 16.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
145 130 119 184 188 404 394
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,283
COMMITMENTS
3,850 317 17 897 5,609 4,764 5,943 2,519 1,340
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 386)
307 -31 -27 4 304 284 246 102 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 4.4 0.2 12.3 77.0 65.4 81.6 34.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 4 2 9 13 27 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,231
COMMITMENTS
44,149 43,187 28,878 164,848 136,267 237,875 208,332 51,356 80,899
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,560)
-16,676 -5,868 -3,783 8,071 -1,416 -12,388 -11,067 2,828 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 14.9 10.0 57.0 47.1 82.2 72.0 17.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
58 93 78 93 102 210 234
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 168,801
COMMITMENTS
42,052 8,936 23,590 77,930 123,727 143,572 156,253 25,229 12,548
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,877)
-1,511 -626 1,723 1,248 -1,927 1,460 -830 -3,337 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.3 14.0 46.2 73.3 85.1 92.6 14.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
48 19 35 45 51 115 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 595,634
COMMITMENTS
85,206 119,681 7,958 390,773 290,083 483,937 417,722 111,697 177,912
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,351)
-7,676 -783 3,934 4,441 -2,286 699 865 652 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 20.1 1.3 65.6 48.7 81.2 70.1 18.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
23 36 23 62 69 99 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,721
COMMITMENTS
18,847 21,102 14,799 72,498 77,128 106,144 113,029 32,577 25,692
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,289)
-1,714 2,381 -289 1,263 -738 -740 1,354 4,029 1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.2 10.7 52.3 55.6 76.5 81.5 23.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
28 36 30 43 42 91 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,420
COMMITMENTS
2,494 738 801 2,502 4,619 5,797 6,158 1,623 1,262
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -54)
-130 15 -102 188 -177 -44 -264 -10 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 9.9 10.8 33.7 62.3 78.1 83.0 21.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 5 6 14 15 30 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,316
COMMITMENTS
101,461 97,277 2,097 193,658 165,637 297,216 265,011 75,100 107,305
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 17,236)
7,897 10,900 45 4,287 -1,692 12,229 9,253 5,007 7,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 26.1 0.6 52.0 44.5 79.8 71.2 20.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 26 5 46 49 71 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,729,381
COMMITMENTS
349,595 432,913 36,675 1101705 862,563 1487975 1332151 241,406 397,230
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 51,150)
-53,192 67,336 3,796 81,436 -29,411 32,040 41,721 19,110 9,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 25.0 2.1 63.7 49.9 86.0 77.0 14.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
58 60 31 90 102 158 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,409,649
COMMITMENTS
259,179 461,204 27,827 989,766 615,064 1276772 1104095 132,877 305,554
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 56,470)
4,948 37,345 1,818 51,481 267 58,247 39,430 -1,777 17,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 32.7 2.0 70.2 43.6 90.6 78.3 9.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 45 28 65 67 116 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 452,728
COMMITMENTS
156,746 105,379 65,271 185,862 245,933 407,879 416,583 44,849 36,145
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 29,701)
17,996 89 5,064 4,275 22,947 27,335 28,100 2,366 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 23.3 14.4 41.1 54.3 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 28 31 54 50 109 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,850
COMMITMENTS
4,841 8,985 12 25,780 17,207 30,633 26,204 7,217 11,646
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,572)
-1,039 1,845 10 2,194 -599 1,165 1,256 407 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 23.7 0.0 68.1 45.5 80.9 69.2 19.1 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 13 1 19 10 30 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,951
COMMITMENTS
28,373 27,237 539 20,768 28,479 49,680 56,255 17,271 10,696
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -2,731)
625 -8,098 -89 -2,018 5,336 -1,482 -2,851 -1,249 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 40.7 0.8 31.0 42.5 74.2 84.0 25.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 20 4 20 12 46 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,398
COMMITMENTS
6,779 3,456 62 26,179 29,117 33,020 32,635 378 763
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,531)
-1,895 -144 0 394 -1,454 -1,501 -1,598 -30 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 10.3 0.2 78.4 87.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 12 3 17 21 26 34
Updated October 28, 2005