WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 296,485
COMMITMENTS
50,454 104,082 27,671 192,020 128,942 270,145 260,695 26,340 35,790
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -7,441)
-1,499 1,630 364 -1,979 -3,104 -3,114 -1,110 -4,327 -6,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 35.1 9.3 64.8 43.5 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
75 126 71 55 63 173 226
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 847,679
COMMITMENTS
162,359 187,877 83,702 455,542 397,978 701,603 669,557 146,076 178,122
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -7,626)
-13,703 10,845 13,794 1,885 -19,844 1,976 4,795 -9,602 -12,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 22.2 9.9 53.7 46.9 82.8 79.0 17.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530)
135 124 114 185 190 375 394
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,269
COMMITMENTS
3,800 358 168 1,563 6,556 5,531 7,082 2,738 1,187
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 989)
203 -11 76 166 1,081 445 1,146 544 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 4.3 2.0 18.9 79.3 66.9 85.6 33.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 4 3 10 13 27 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,262
COMMITMENTS
43,581 56,945 27,108 153,838 117,989 224,527 202,042 47,735 70,220
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,411)
-6,714 12,245 1,286 7,807 -9,294 2,379 4,237 1,032 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 20.9 10.0 56.5 43.3 82.5 74.2 17.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
59 97 70 92 90 205 224
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 170,839
COMMITMENTS
29,735 31,384 24,112 96,179 95,871 150,026 151,367 20,813 19,472
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -4,692)
-6,567 7,987 -1,644 4,954 -10,594 -3,257 -4,251 -1,435 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 18.4 14.1 56.3 56.1 87.8 88.6 12.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
33 41 37 48 44 103 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 593,960
COMMITMENTS
84,871 102,232 16,907 387,215 327,187 488,993 446,326 104,967 147,634
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -53,859)
-12,506 -13,908 -116 -19,041 -15,738 -31,663 -29,762 -22,196 -24,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 17.2 2.8 65.2 55.1 82.3 75.1 17.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
24 35 30 61 71 105 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,202
COMMITMENTS
18,231 23,483 16,605 75,161 73,667 109,997 113,755 26,205 22,447
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -277)
-3,729 4,118 -248 3,990 -3,095 13 775 -290 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 17.2 12.2 55.2 54.1 80.8 83.5 19.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
30 36 30 47 45 95 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,129
COMMITMENTS
3,221 316 426 1,914 5,517 5,561 6,259 1,568 870
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -263)
49 119 -242 6 -150 -187 -273 -76 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 4.4 6.0 26.8 77.4 78.0 87.8 22.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 7 13 14 33 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 343,390
COMMITMENTS
82,788 63,582 2,181 181,900 167,677 266,869 233,440 76,521 109,950
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -27,256)
-21,166 -33,216 23 -11,788 5,447 -32,931 -27,746 5,675 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 18.5 0.6 53.0 48.8 77.7 68.0 22.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
22 22 6 46 55 71 80
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,702,810
COMMITMENTS
377,118 324,920 53,759 1060878 978,670 1491755 1357349 211,055 345,461
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -199,229)
1,617 -38,190 -10,796 -64,507 -79,556 -73,686 -128,542 -125,543 -70,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 19.1 3.2 62.3 57.5 87.6 79.7 12.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
54 63 36 88 101 161 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,306,695
COMMITMENTS
210,714 349,602 63,501 908,070 704,862 1182285 1117965 124,410 188,730
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -154,996)
-50,415 -107,279 22,279 -109,275 34,296 -137,411 -50,704 -17,585 -104,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 26.8 4.9 69.5 53.9 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 45 25 64 75 110 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 376,293
COMMITMENTS
110,926 95,652 53,258 165,698 191,151 329,882 340,061 46,411 36,232
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 30,206)
8,334 12,504 2,906 15,607 12,374 26,847 27,784 3,359 2,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 25.4 14.2 44.0 50.8 87.7 90.4 12.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
30 24 34 51 48 101 89
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,815
COMMITMENTS
10,410 6,182 185 21,577 18,489 32,172 24,856 5,643 12,959
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 357)
4,061 -2,414 180 -4,433 954 -192 -1,280 549 1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 16.3 0.5 57.1 48.9 85.1 65.7 14.9 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 11 2 18 12 33 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,390
COMMITMENTS
39,493 22,472 622 22,211 46,531 62,326 69,625 18,064 10,765
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,661)
9,107 -3,443 -54 -9,773 6,023 -720 2,526 3,381 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 28.0 0.8 27.6 57.9 77.5 86.6 22.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 20 5 17 16 55 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,967
COMMITMENTS
9,084 4,087 69 25,854 30,497 35,007 34,653 960 1,314
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,353)
1,848 357 0 -96 1,470 1,752 1,827 601 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 11.4 0.2 71.9 84.8 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 12 4 18 20 30 34
Updated November 28, 2005