WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,660
COMMITMENTS
43,297 87,630 52,050 193,785 139,063 289,132 278,743 27,528 37,917
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,364)
-5,637 -814 5,055 4,772 164 4,190 4,406 174 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 27.7 16.4 61.2 43.9 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
79 116 89 52 64 183 225
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 896,292
COMMITMENTS
119,573 144,501 155,960 476,699 383,980 752,232 684,441 144,060 211,851
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,937)
1,174 -1,099 11,525 -4,992 -3,554 7,707 6,872 -1,769 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.1 17.4 53.2 42.8 83.9 76.4 16.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
140 143 145 218 230 435 450
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,731
COMMITMENTS
2,280 609 516 1,620 3,930 4,416 5,055 2,314 1,675
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -102)
86 114 -19 -135 -118 -68 -23 -35 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.0 7.7 24.1 58.4 65.6 75.1 34.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 8 5 8 16 21 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 343,961
COMMITMENTS
51,317 45,769 71,629 161,537 133,847 284,483 251,245 59,478 92,716
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 7,539)
37 6,163 4,336 5,662 -6,028 10,036 4,472 -2,497 3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.3 20.8 47.0 38.9 82.7 73.0 17.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
89 122 133 104 123 278 303
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 155,904
COMMITMENTS
23,753 27,099 24,178 87,604 87,452 135,536 138,729 20,368 17,175
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,492)
3,392 -633 915 -165 4,767 4,143 5,049 -1,650 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.4 15.5 56.2 56.1 86.9 89.0 13.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 40 38 51 48 109 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 709,225
COMMITMENTS
78,077 58,617 90,604 416,684 400,264 585,366 549,485 123,859 159,739
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -48,453)
-13,842 -24 -10,263 -6,717 -14,723 -30,822 -25,010 -17,631 -23,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.3 12.8 58.8 56.4 82.5 77.5 17.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
33 31 44 66 79 120 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,778
COMMITMENTS
14,236 12,611 23,516 79,820 83,830 117,572 119,956 24,206 21,822
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 8,564)
-742 431 358 11,497 7,112 11,113 7,901 -2,549 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.9 16.6 56.3 59.1 82.9 84.6 17.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
33 36 43 51 48 108 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,356
COMMITMENTS
2,808 1,651 1,195 2,167 2,815 6,170 5,661 1,186 1,695
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 84)
28 81 -15 3 59 16 125 68 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 22.4 16.2 29.5 38.3 83.9 77.0 16.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 12 11 15 17 36 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 347,637
COMMITMENTS
103,394 52,505 2,788 173,710 185,821 279,892 241,114 67,745 106,524
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -40,515)
-11,098 -33,125 -31 -33,338 94 -44,468 -33,063 3,953 -7,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.1 0.8 50.0 53.5 80.5 69.4 19.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
17 24 7 40 46 61 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,204,124
COMMITMENTS
326,573 405,556 293,819 1313214 1156439 1933606 1855814 270,518 348,310
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -208,232)
-4,093 29,998 -123,149 -94,520 -70,440 -221,763 -163,591 13,531 -44,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 18.4 13.3 59.6 52.5 87.7 84.2 12.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
46 78 80 108 128 203 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,145
COMMITMENTS
131,112 275,592 171,603 899,298 699,181 1202013 1146375 193,132 248,770
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -33,653)
-15,417 -22,422 20,591 -25,221 -36,131 -20,046 -37,962 -13,607 4,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 19.8 12.3 64.5 50.1 86.2 82.2 13.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 49 44 79 85 137 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 725,534
COMMITMENTS
154,143 91,721 253,838 254,325 335,015 662,305 680,574 63,229 44,960
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -40,057)
-23,241 31,455 -40,633 17,835 -28,690 -46,039 -37,867 5,982 -2,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 12.6 35.0 35.1 46.2 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 40 51 72 62 150 121
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,672
COMMITMENTS
3,702 6,891 502 23,944 17,289 28,148 24,682 6,524 9,990
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -18,579)
-4,458 281 -2,454 -5,529 -13,645 -12,441 -15,819 -6,137 -2,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.9 1.4 69.1 49.9 81.2 71.2 18.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 5 17 10 28 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,686
COMMITMENTS
18,291 29,559 4,003 17,279 9,170 39,572 42,732 14,114 10,955
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -34,632)
1,088 -4,850 -3,127 -30,787 -13,992 -32,826 -21,969 -1,806 -12,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 55.1 7.5 32.2 17.1 73.7 79.6 26.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 26 13 17 7 47 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,080
COMMITMENTS
8,880 3,804 172 24,824 29,446 33,876 33,422 204 658
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -5,623)
5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352 -208 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 11.2 0.5 72.8 86.4 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 3 16 20 26 37
Updated September 23, 2005