WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,615
COMMITMENTS
44,726 80,642 53,717 189,691 141,968 288,133 276,327 28,482 40,288
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -44)
1,429 -6,988 1,667 -4,094 2,905 -999 -2,416 954 2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 25.5 17.0 59.9 44.8 91.0 87.3 9.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
73 117 95 47 63 185 224
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 909,727
COMMITMENTS
123,803 150,280 161,732 478,067 381,913 763,603 693,925 146,124 215,802
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 13,435)
4,231 5,779 5,772 1,368 -2,067 11,371 9,484 2,064 3,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 16.5 17.8 52.6 42.0 83.9 76.3 16.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
144 144 149 219 218 441 440
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,924
COMMITMENTS
2,448 466 528 1,625 4,023 4,601 5,017 2,323 1,906
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 193)
169 -143 12 4 93 185 -38 8 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 6.7 7.6 23.5 58.1 66.5 72.5 33.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 5 8 16 22 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 346,298
COMMITMENTS
48,967 49,518 71,822 165,267 128,254 286,055 249,594 60,243 96,704
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,338)
-2,351 3,749 193 3,730 -5,593 1,572 -1,651 766 3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 14.3 20.7 47.7 37.0 82.6 72.1 17.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
96 120 127 106 111 271 298
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 158,914
COMMITMENTS
21,943 25,323 26,008 89,945 88,229 137,896 139,560 21,018 19,354
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,010)
-1,810 -1,777 1,830 2,341 778 2,360 831 650 2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 15.9 16.4 56.6 55.5 86.8 87.8 13.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
35 39 32 53 53 106 115
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 685,886
COMMITMENTS
90,655 67,941 79,688 389,755 364,074 560,098 511,703 125,788 174,183
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -23,339)
12,577 9,324 -10,916 -26,929 -36,191 -25,267 -37,783 1,929 14,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.9 11.6 56.8 53.1 81.7 74.6 18.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
22 39 41 67 77 117 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,779
COMMITMENTS
15,389 14,967 23,629 76,257 81,202 115,275 119,798 26,504 21,980
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 0)
1,153 2,356 113 -3,564 -2,627 -2,297 -158 2,298 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.6 16.7 53.8 57.3 81.3 84.5 18.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 36 43 54 49 109 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,034
COMMITMENTS
2,513 1,369 1,126 2,059 3,294 5,699 5,789 1,335 1,244
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -322)
-295 -282 -69 -107 479 -471 129 149 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 19.5 16.0 29.3 46.8 81.0 82.3 19.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 9 12 15 17 37 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,939
COMMITMENTS
87,199 45,639 1,661 175,552 181,883 264,412 229,183 71,527 106,756
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -11,698)
-16,195 -6,866 -1,127 1,842 -3,938 -15,480 -11,931 3,782 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.6 0.5 52.3 54.1 78.7 68.2 21.3 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 20 4 40 48 58 70
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,049,779
COMMITMENTS
332,684 368,718 231,450 1229391 1050748 1793524 1650915 256,255 398,863
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -154,345)
6,111 -36,838 -62,369 -83,824 -105,691 -140,082 -204,899 -14,263 50,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.0 11.3 60.0 51.3 87.5 80.5 12.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
50 70 66 104 122 192 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,874
COMMITMENTS
132,281 254,801 163,350 906,450 694,287 1202081 1112437 166,793 256,436
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -26,271)
1,168 -20,791 -8,253 7,152 -4,894 68 -33,938 -26,339 7,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 18.6 11.9 66.2 50.7 87.8 81.3 12.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
32 48 38 76 80 129 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 707,273
COMMITMENTS
136,753 89,131 269,858 244,432 305,738 651,042 664,727 56,231 42,546
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -18,261)
-17,390 -2,589 16,020 -9,893 -29,278 -11,263 -15,847 -6,998 -2,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 12.6 38.2 34.6 43.2 92.0 94.0 8.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
48 36 46 67 62 144 115
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,792
COMMITMENTS
4,302 7,024 507 23,462 17,160 28,272 24,691 7,520 11,102
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,120)
600 133 5 -482 -130 124 9 997 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 19.6 1.4 65.6 47.9 79.0 69.0 21.0 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 6 18 10 31 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,540
COMMITMENTS
18,641 26,054 4,491 14,166 12,973 37,298 43,518 16,242 10,022
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -147)
350 -3,505 489 -3,113 3,802 -2,275 786 2,128 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 48.7 8.4 26.5 24.2 69.7 81.3 30.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 26 15 14 15 43 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,678
COMMITMENTS
8,544 3,881 172 24,751 28,896 33,467 32,949 211 729
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -402)
-336 77 0 -73 -550 -409 -473 7 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 11.5 0.5 73.5 85.8 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 3 16 20 25 38
Updated September 30, 2005