WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,362
COMMITMENTS
52,061 91,832 46,040 180,937 126,382 279,038 264,254 26,324 41,108
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,605)
2,465 11,504 -427 1,060 -5,220 3,098 5,857 3,507 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 30.1 15.1 59.3 41.4 91.4 86.5 8.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
67 130 92 46 65 184 242
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 859,864
COMMITMENTS
160,732 167,782 88,622 460,611 404,104 709,965 660,508 149,899 199,356
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 32,556)
9,208 1,719 3,100 8,582 20,247 20,890 25,066 11,666 7,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 19.5 10.3 53.6 47.0 82.6 76.8 17.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
148 125 121 187 191 408 396
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,544
COMMITMENTS
2,966 220 92 1,015 5,145 4,073 5,457 2,471 1,087
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -739)
-884 -97 75 118 -464 -691 -486 -48 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 3.4 1.4 15.5 78.6 62.2 83.4 37.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 3 12 13 26 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,636
COMMITMENTS
47,813 44,732 28,221 156,209 129,813 232,243 202,766 42,393 71,870
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -14,595)
3,664 1,545 -657 -8,639 -6,454 -5,632 -5,566 -8,963 -9,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.3 10.3 56.9 47.3 84.6 73.8 15.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
68 97 72 85 104 205 242
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,539
COMMITMENTS
39,881 12,959 23,403 83,329 118,827 146,613 155,189 24,926 16,350
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,738)
-2,171 4,023 -187 5,399 -4,900 3,041 -1,064 -303 3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 7.6 13.6 48.6 69.3 85.5 90.5 14.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
40 29 44 48 51 119 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 601,814
COMMITMENTS
85,173 142,346 9,354 395,943 291,736 490,470 443,436 111,344 158,378
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,180)
-33 22,665 1,396 5,170 1,653 6,533 25,714 -353 -19,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 23.7 1.6 65.8 48.5 81.5 73.7 18.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
21 41 26 63 70 98 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 140,900
COMMITMENTS
18,878 22,158 16,241 77,636 78,216 112,755 116,615 28,145 24,285
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,179)
31 1,056 1,442 5,138 1,088 6,611 3,586 -4,432 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 15.7 11.5 55.1 55.5 80.0 82.8 20.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
32 39 35 45 44 102 105
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,490
COMMITMENTS
2,684 577 883 2,438 4,935 6,005 6,395 1,485 1,095
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 70)
190 -161 82 -64 316 208 237 -138 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.7 11.8 32.6 65.9 80.2 85.4 19.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 6 5 14 16 29 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,104
COMMITMENTS
95,091 91,571 2,006 187,188 155,358 284,285 248,935 71,819 107,169
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -16,212)
-6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076 -3,281 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.7 0.6 52.6 43.6 79.8 69.9 20.2 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 26 5 45 48 71 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,746,486
COMMITMENTS
351,198 417,725 45,576 1108157 878,868 1504931 1342169 241,555 404,317
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 17,105)
1,603 -15,188 8,901 6,452 16,305 16,956 10,018 149 7,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 23.9 2.6 63.5 50.3 86.2 76.8 13.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
58 59 35 84 104 157 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,444,095
COMMITMENTS
253,885 463,738 40,257 1013798 634,536 1307940 1138531 136,155 305,564
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 34,446)
-5,294 2,534 12,430 24,032 19,472 31,168 34,436 3,278 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 32.1 2.8 70.2 43.9 90.6 78.8 9.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
41 45 23 67 70 115 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 436,192
COMMITMENTS
155,128 104,779 50,692 195,984 245,708 401,804 401,179 34,388 35,013
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -16,536)
-1,618 -600 -14,579 10,122 -225 -6,075 -15,404 -10,461 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 24.0 11.6 44.9 56.3 92.1 92.0 7.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
37 27 36 51 50 109 93
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,620
COMMITMENTS
5,130 8,498 0 26,014 17,327 31,144 25,825 6,476 11,795
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -230)
289 -487 -12 234 120 511 -379 -741 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 22.6 0.0 69.1 46.1 82.8 68.6 17.2 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 13 0 19 11 31 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,636
COMMITMENTS
28,742 27,057 614 23,281 35,326 52,637 62,997 18,999 8,639
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,685)
369 -180 75 2,513 6,847 2,957 6,742 1,728 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 37.8 0.9 32.5 49.3 73.5 87.9 26.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 23 4 21 15 53 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,729
COMMITMENTS
6,822 3,536 56 25,443 28,407 32,321 31,999 408 730
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -669)
43 80 -6 -736 -710 -699 -636 30 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 10.8 0.2 77.7 86.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 13 3 16 21 25 35
Updated November 4, 2005