WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,829
COMMITMENTS
48,554 102,254 24,606 186,037 126,029 259,197 252,889 32,632 38,940
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -4,656)
-1,900 -1,828 -3,065 -5,983 -2,913 -10,948 -7,806 6,292 3,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 35.0 8.4 63.7 43.2 88.8 86.7 11.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
78 126 64 53 62 172 222
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,385
COMMITMENTS
150,946 189,901 59,994 441,366 347,702 652,306 597,597 137,079 191,788
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -58,294)
-11,413 2,024 -23,708 -14,176 -50,276 -49,297 -71,960 -8,997 13,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 24.1 7.6 55.9 44.0 82.6 75.7 17.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
142 122 93 171 183 355 374
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,061
COMMITMENTS
4,712 252 222 1,541 7,099 6,475 7,573 2,586 1,488
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 792)
912 -106 54 -22 543 944 491 -152 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 2.8 2.5 17.0 78.3 71.5 83.6 28.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 3 2 9 15 30 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,509
COMMITMENTS
42,981 71,252 30,697 162,032 110,750 235,710 212,699 50,799 73,810
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 14,247)
-600 14,307 3,589 8,194 -7,239 11,183 10,657 3,064 3,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 24.9 10.7 56.6 38.7 82.3 74.2 17.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
68 111 66 92 92 209 232
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 184,234
COMMITMENTS
29,267 39,775 27,635 104,009 93,599 160,911 161,009 23,323 23,225
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 13,395)
-468 8,391 3,523 7,830 -2,272 10,885 9,642 2,510 3,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 21.6 15.0 56.5 50.8 87.3 87.4 12.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
33 51 41 53 41 111 127
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,011
COMMITMENTS
55,221 93,792 19,887 408,777 305,097 483,885 418,776 118,126 183,235
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 8,051)
-29,650 -8,440 2,980 21,562 -22,090 -5,108 -27,550 13,159 35,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 15.6 3.3 67.9 50.7 80.4 69.6 19.6 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
17 38 27 70 74 107 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 147,676
COMMITMENTS
19,888 30,423 16,841 86,352 75,716 123,081 122,980 24,595 24,696
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 11,474)
1,657 6,940 236 11,191 2,049 13,084 9,225 -1,610 2,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.6 11.4 58.5 51.3 83.3 83.3 16.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
31 46 32 47 44 99 107
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,281
COMMITMENTS
3,318 264 353 1,960 5,900 5,631 6,517 1,650 764
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 152)
97 -52 -73 46 383 70 258 82 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 3.6 4.8 26.9 81.0 77.3 89.5 22.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 5 7 14 15 36 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 344,530
COMMITMENTS
95,983 59,381 5,813 174,165 158,902 275,961 224,096 68,569 120,434
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,140)
13,195 -4,201 3,632 -7,735 -8,775 9,092 -9,344 -7,952 10,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 17.2 1.7 50.6 46.1 80.1 65.0 19.9 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 17 9 45 48 75 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,690,656
COMMITMENTS
370,376 310,567 54,983 1034721 937,606 1460080 1303156 230,576 387,500
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -12,154)
-6,742 -14,353 1,224 -26,157 -41,064 -31,675 -54,193 19,521 42,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 18.4 3.3 61.2 55.5 86.4 77.1 13.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
54 60 39 87 99 161 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,217,825
COMMITMENTS
243,502 275,848 65,007 755,660 598,758 1064169 939,613 153,656 278,212
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -88,870)
32,788 -73,754 1,506 -152,410 -106,104 -118,116 -178,352 29,246 89,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 22.7 5.3 62.0 49.2 87.4 77.2 12.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 43 28 60 68 111 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 403,576
COMMITMENTS
124,136 87,515 72,022 165,656 210,861 361,814 370,398 41,762 33,178
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 27,283)
13,210 -8,137 18,764 -42 19,710 31,932 30,337 -4,649 -3,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 21.7 17.8 41.0 52.2 89.7 91.8 10.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
34 24 36 48 48 100 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,981
COMMITMENTS
10,573 6,686 16 21,749 18,873 32,338 25,575 6,643 13,406
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,166)
163 504 -169 172 384 166 719 1,000 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 17.2 0.0 55.8 48.4 83.0 65.6 17.0 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 3 19 12 33 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,776
COMMITMENTS
45,713 23,163 796 22,705 53,695 69,214 77,654 18,562 10,122
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 7,386)
6,220 691 174 494 7,164 6,888 8,029 498 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 26.4 0.9 25.9 61.2 78.9 88.5 21.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
33 26 8 19 16 56 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,296
COMMITMENTS
8,663 3,838 476 25,688 30,175 34,827 34,489 469 807
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -671)
-421 -249 407 -166 -322 -180 -164 -491 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 10.9 1.3 72.8 85.5 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 11 4 18 20 30 33
Updated December 2, 2005