WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 296,112
COMMITMENTS
52,967 110,978 22,933 192,723 127,675 268,623 261,586 27,489 34,526
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 4,283)
4,413 8,724 -1,673 6,686 1,646 9,426 8,697 -5,143 -4,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 37.5 7.7 65.1 43.1 90.7 88.3 9.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
85 127 53 52 64 166 222
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,600
COMMITMENTS
156,575 188,486 55,202 419,570 343,181 631,347 586,869 136,253 180,731
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -21,785)
5,629 -1,415 -4,792 -21,796 -4,521 -20,959 -10,728 -826 -11,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 24.6 7.2 54.7 44.7 82.2 76.5 17.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
143 121 86 156 174 341 350
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,012
COMMITMENTS
4,804 366 0 1,126 7,076 5,930 7,442 3,082 1,570
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -49)
92 114 -222 -415 -23 -545 -131 496 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 4.1 0.0 12.5 78.5 65.8 82.6 34.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 5 0 11 15 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,574
COMMITMENTS
45,313 72,878 30,740 162,072 112,498 238,125 216,116 52,449 74,458
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 4,065)
2,332 1,626 43 40 1,748 2,415 3,417 1,650 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 25.1 10.6 55.8 38.7 81.9 74.4 18.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
74 101 75 89 92 218 233
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 187,661
COMMITMENTS
30,956 48,650 25,978 110,843 91,376 167,777 166,004 19,884 21,657
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 3,427)
1,689 8,875 -1,657 6,834 -2,223 6,866 4,995 -3,439 -1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 25.9 13.8 59.1 48.7 89.4 88.5 10.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
32 60 34 53 40 109 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,879
COMMITMENTS
54,634 108,327 8,818 384,583 289,174 448,035 406,319 131,844 173,560
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -22,132)
-587 14,535 -11,069 -24,194 -15,923 -35,850 -12,457 13,718 -9,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.7 1.5 66.3 49.9 77.3 70.1 22.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
16 45 18 60 69 89 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,238
COMMITMENTS
18,851 28,347 15,093 86,691 78,366 120,635 121,806 23,603 22,432
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,438)
-1,037 -2,076 -1,748 339 2,650 -2,446 -1,174 -992 -2,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 19.7 10.5 60.1 54.3 83.6 84.4 16.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
29 42 31 51 50 99 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,765
COMMITMENTS
2,932 328 861 2,017 5,710 5,810 6,899 1,955 866
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 484)
-386 64 508 57 -190 179 382 305 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 4.2 11.1 26.0 73.5 74.8 88.8 25.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 5 5 13 14 31 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 336,264
COMMITMENTS
113,256 65,164 4,397 156,811 164,935 274,464 234,496 61,800 101,768
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -8,266)
17,273 5,783 -1,416 -17,354 6,033 -1,497 10,400 -6,769 -18,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 19.4 1.3 46.6 49.0 81.6 69.7 18.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 20 7 44 49 76 74
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,707,068
COMMITMENTS
398,788 337,193 49,954 1012338 942,221 1461080 1329368 245,988 377,700
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 16,412)
28,412 26,626 -5,029 -22,383 4,615 1,000 26,212 15,412 -9,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 19.8 2.9 59.3 55.2 85.6 77.9 14.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
55 62 36 82 106 151 190
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,195,373
COMMITMENTS
264,818 261,861 11,642 760,648 627,860 1037108 901,363 158,265 294,010
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -22,452)
21,316 -13,987 -53,365 4,988 29,102 -27,061 -38,250 4,609 15,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 21.9 1.0 63.6 52.5 86.8 75.4 13.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
36 37 18 54 79 99 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 340,331
COMMITMENTS
102,666 74,520 72,529 123,400 167,492 298,595 314,541 41,736 25,790
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -63,245)
-21,470 -12,995 507 -42,256 -43,369 -63,219 -55,857 -26 -7,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 21.9 21.3 36.3 49.2 87.7 92.4 12.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 28 35 43 41 92 85
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,472
COMMITMENTS
11,234 6,950 647 22,058 19,723 33,939 27,320 7,533 14,152
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,491)
661 264 631 309 850 1,601 1,745 890 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 16.8 1.6 53.2 47.6 81.8 65.9 18.2 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 13 7 21 14 40 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,186
COMMITMENTS
51,838 21,002 469 20,360 64,296 72,667 85,767 22,519 9,419
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 7,410)
6,125 -2,161 -327 -2,345 10,601 3,453 8,113 3,957 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 22.1 0.5 21.4 67.5 76.3 90.1 23.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
38 21 8 19 17 59 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,190
COMMITMENTS
8,794 4,252 555 28,664 32,847 38,013 37,654 177 536
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,894)
131 414 79 2,976 2,672 3,186 3,165 -292 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 11.1 1.5 75.1 86.0 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 12 4 19 20 31 35
Updated December 9, 2005