WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,926
COMMITMENTS
51,953 102,452 27,307 193,999 132,046 273,259 261,805 30,667 42,121
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 6,561)
1,569 5,989 -5,989 7,425 3,995 3,005 3,995 3,556 2,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 33.7 9.0 63.8 43.4 89.9 86.1 10.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
72 131 68 56 67 174 229
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 855,305
COMMITMENTS
176,062 177,032 69,908 453,657 417,822 699,627 664,762 155,678 190,543
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -12,533)
5,477 2,496 -16,589 -601 7,963 -11,713 -6,130 -820 -6,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.7 8.2 53.0 48.9 81.8 77.7 18.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
161 123 120 191 194 416 394
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,280
COMMITMENTS
3,597 369 92 1,397 5,475 5,086 5,936 2,194 1,344
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 191)
-50 -51 72 221 29 243 50 -52 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 5.1 1.3 19.2 75.2 69.9 81.5 30.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 6 3 13 12 29 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 268,851
COMMITMENTS
50,295 44,700 25,822 146,031 127,283 222,148 197,805 46,703 71,046
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,310)
3,271 1,693 -1,360 -5,886 -2,690 -3,975 -2,357 2,665 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 16.6 9.6 54.3 47.3 82.6 73.6 17.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
77 97 66 87 96 214 221
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 175,531
COMMITMENTS
36,302 23,397 25,756 91,225 106,465 153,283 155,618 22,248 19,913
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,598)
-2,945 6,593 894 6,440 -5,798 4,389 1,689 -791 1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 13.3 14.7 52.0 60.7 87.3 88.7 12.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 41 36 50 48 107 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 647,819
COMMITMENTS
97,377 116,140 17,023 406,256 342,925 520,656 476,088 127,163 171,731
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 33,437)
3,159 -7,267 1,830 23,220 36,360 28,209 30,923 5,228 2,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 17.9 2.6 62.7 52.9 80.4 73.5 19.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
25 35 29 67 74 111 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,479
COMMITMENTS
21,960 19,365 16,853 71,171 76,762 109,984 112,980 26,495 23,499
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -860)
2,445 -2,042 771 -4,514 2,130 -1,298 859 438 -1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 14.2 12.3 52.1 56.2 80.6 82.8 19.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
38 33 32 50 49 108 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,392
COMMITMENTS
3,172 197 668 1,908 5,667 5,748 6,532 1,644 860
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -63)
86 -74 -89 -25 67 -28 -96 -35 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 2.7 9.0 25.8 76.7 77.8 88.4 22.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 4 6 13 16 32 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,646
COMMITMENTS
103,954 96,798 2,158 193,688 162,230 299,800 261,186 70,846 109,460
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,576)
-980 6,192 0 9,911 -1,082 8,931 5,110 -355 3,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 26.1 0.6 52.3 43.8 80.9 70.5 19.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 28 6 48 48 75 79
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,902,039
COMMITMENTS
375,501 363,110 64,555 1125385 1058226 1565441 1485891 336,598 416,148
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 113,647)
-24,676 -26,847 4,358 34,716 110,881 14,398 88,392 99,249 25,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 19.1 3.4 59.2 55.6 82.3 78.1 17.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
75 54 37 98 108 187 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,461,691
COMMITMENTS
261,129 456,881 41,222 1017345 670,566 1319696 1168669 141,995 293,022
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -8,155)
-15,931 -7,009 -4,391 3,460 -658 -16,862 -12,058 8,707 3,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 31.3 2.8 69.6 45.9 90.3 80.0 9.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 46 28 72 76 123 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 346,087
COMMITMENTS
102,592 83,148 50,352 150,091 178,777 303,035 312,277 43,052 33,810
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 21,008)
4,850 366 7,684 6,504 13,357 19,038 21,407 1,970 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 24.0 14.5 43.4 51.7 87.6 90.2 12.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 21 32 50 47 99 85
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,458
COMMITMENTS
6,349 8,596 5 26,010 17,535 32,364 26,136 5,094 11,322
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -85)
647 833 0 75 -110 722 723 -807 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.9 0.0 69.4 46.8 86.4 69.8 13.6 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 13 2 19 11 35 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,729
COMMITMENTS
30,386 25,915 676 31,984 40,508 63,046 67,099 14,683 10,630
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,438)
3,100 3,240 96 6,237 2,189 9,433 5,525 -1,995 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 33.3 0.9 41.1 52.1 81.1 86.3 18.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 27 4 18 14 49 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,614
COMMITMENTS
7,236 3,730 69 25,950 29,027 33,255 32,826 359 788
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 61)
319 267 13 -282 -251 50 29 11 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.1 0.2 77.2 86.4 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 12 4 18 20 29 34
Updated October 14, 2005