WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 296,879
COMMITMENTS
57,266 89,200 29,877 184,214 141,300 271,357 260,377 25,522 36,502
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -4,536)
1,954 -11,335 2,072 -4,124 5,393 -98 -3,870 -4,438 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 30.0 10.1 62.1 47.6 91.4 87.7 8.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
76 112 71 46 62 175 202
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 776,647
COMMITMENTS
173,175 146,061 51,860 421,892 387,177 646,927 585,098 129,720 191,549
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 3,310)
9,284 -28,231 3,663 347 25,346 13,294 778 -9,984 2,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 18.8 6.7 54.3 49.9 83.3 75.3 16.7 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
141 102 84 158 198 345 356
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,344
COMMITMENTS
4,703 450 0 1,481 7,260 6,184 7,710 3,160 1,634
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 244)
-103 14 0 231 166 128 180 116 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 4.8 0.0 15.8 77.7 66.2 82.5 33.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 5 0 11 16 26 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,006
COMMITMENTS
55,477 43,978 33,938 149,942 132,142 239,357 210,058 52,649 81,948
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,843)
1,284 -3,968 482 -1,662 1,165 104 -2,321 -2,947 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 15.1 11.6 51.3 45.3 82.0 71.9 18.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
91 85 87 87 108 243 240
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 178,118
COMMITMENTS
28,075 54,011 22,459 104,031 79,064 154,565 155,534 23,553 22,584
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,800)
-1,839 3,805 -2,158 -613 -5,505 -4,610 -3,858 1,810 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 30.3 12.6 58.4 44.4 86.8 87.3 13.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
40 49 30 52 42 108 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 603,790
COMMITMENTS
77,600 93,997 4,740 390,643 346,221 472,983 444,958 130,807 158,832
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 40,858)
18,753 -2,789 -676 10,608 39,229 28,685 35,764 12,173 5,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 15.6 0.8 64.7 57.3 78.3 73.7 21.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
16 37 10 54 66 76 107
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,842
COMMITMENTS
31,747 14,210 17,235 65,042 92,223 114,024 123,668 27,818 18,174
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,547)
3,274 -1,317 -2,040 3,058 8,975 4,292 5,618 -1,745 -3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 10.0 12.2 45.9 65.0 80.4 87.2 19.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
47 28 34 45 51 113 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,467
COMMITMENTS
3,323 263 409 2,468 6,913 6,200 7,585 2,267 882
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 61)
-92 17 48 153 123 109 188 -48 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 3.1 4.8 29.1 81.6 73.2 89.6 26.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 4 5 17 15 38 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 392,658
COMMITMENTS
114,104 92,631 4,928 209,686 193,449 328,718 291,008 63,940 101,650
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 26,899)
-3,800 29,516 -635 30,002 -2,035 25,567 26,846 1,332 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 23.6 1.3 53.4 49.3 83.7 74.1 16.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
25 22 6 44 54 70 81
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,587,737
COMMITMENTS
400,277 290,635 25,098 945,544 906,432 1370919 1222165 216,818 365,572
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -12,754)
897 -53 -6,826 -29,080 10,106 -35,009 3,227 22,255 -15,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 18.3 1.6 59.6 57.1 86.3 77.0 13.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
55 61 34 67 99 145 171
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,083,245
COMMITMENTS
216,007 213,276 5,323 703,674 622,437 925,004 841,036 158,241 242,209
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -18,703)
-10,881 -23,681 -94 -20,661 24,730 -31,636 955 12,933 -19,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 19.7 0.5 65.0 57.5 85.4 77.6 14.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
30 36 10 58 76 94 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 451,088
COMMITMENTS
172,385 80,736 82,699 159,547 262,983 414,631 426,418 36,457 24,670
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 21,657)
9,415 1,710 1,357 14,167 17,667 24,939 20,734 -3,282 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 17.9 18.3 35.4 58.3 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
27 30 35 45 46 93 93
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,962
COMMITMENTS
11,076 6,295 4 14,908 26,747 25,988 33,046 11,974 4,916
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 368)
-198 199 0 115 -12 -83 187 451 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 16.6 0.0 39.3 70.5 68.5 87.1 31.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 8 2 18 14 34 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,990
COMMITMENTS
38,390 18,351 108 12,442 20,619 50,940 39,078 9,050 20,912
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 5,473)
2,939 6,224 -78 2,709 -1,120 5,570 5,026 -97 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.0 30.6 0.2 20.7 34.4 84.9 65.1 15.1 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 16 1 13 17 39 34
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,054
COMMITMENTS
8,893 4,362 475 24,461 28,704 33,829 33,541 225 513
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 435)
66 -93 0 365 464 431 371 4 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 12.8 1.4 71.8 84.3 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 3 15 19 25 33
Updated December 30, 2005