WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,017
COMMITMENTS
57,352 69,698 68,834 183,125 155,716 309,310 294,247 29,707 44,769
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 22,401)
12,626 -10,944 15,117 -6,566 13,747 21,177 17,921 1,225 4,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 20.6 20.3 54.0 45.9 91.2 86.8 8.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
84 117 105 49 67 210 226
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 944,177
COMMITMENTS
137,391 155,189 168,435 480,620 396,029 786,446 719,652 157,731 224,525
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 34,449)
13,588 4,909 6,703 2,553 14,115 22,843 25,727 11,607 8,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 16.4 17.8 50.9 41.9 83.3 76.2 16.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
160 129 156 221 220 451 449
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,524
COMMITMENTS
2,750 234 611 1,614 5,366 4,974 6,210 2,550 1,314
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 600)
301 -233 82 -11 1,343 373 1,192 227 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 3.1 8.1 21.4 71.3 66.1 82.5 33.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 6 6 8 17 23 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,355
COMMITMENTS
51,924 51,036 76,056 174,331 136,266 302,311 263,358 60,044 98,997
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 16,056)
2,957 1,518 4,234 9,064 8,011 16,256 13,763 -199 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.1 21.0 48.1 37.6 83.4 72.7 16.6 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
97 114 130 109 113 276 296
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 175,409
COMMITMENTS
27,480 11,454 31,435 89,709 116,633 148,623 159,522 26,786 15,887
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 16,495)
5,537 -13,868 5,427 -237 28,404 10,727 19,962 5,768 -3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.5 17.9 51.1 66.5 84.7 90.9 15.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
41 30 34 55 52 117 101
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,559
COMMITMENTS
89,571 80,721 88,219 415,294 365,981 593,084 534,921 134,474 192,637
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 41,673)
-1,084 12,781 8,531 25,539 1,907 32,986 23,219 8,686 18,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.1 12.1 57.1 50.3 81.5 73.5 18.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
25 39 44 71 85 122 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 146,754
COMMITMENTS
17,162 19,342 24,873 76,449 79,058 118,484 123,273 28,270 23,481
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,975)
1,773 4,375 1,244 193 -2,144 3,210 3,474 1,766 1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 13.2 16.9 52.1 53.9 80.7 84.0 19.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
31 43 42 53 49 107 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,746
COMMITMENTS
2,902 1,083 1,299 2,058 4,152 6,260 6,534 1,487 1,213
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 713)
389 -286 172 -1 858 560 744 152 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 14.0 16.8 26.6 53.6 80.8 84.3 19.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 6 12 16 17 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,243
COMMITMENTS
83,571 65,457 1,323 186,377 163,420 271,271 230,200 63,972 105,043
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -697)
-3,628 19,818 -338 10,825 -18,463 6,859 1,017 -7,556 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 19.5 0.4 55.6 48.7 80.9 68.7 19.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
21 22 4 42 45 64 70
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,113,252
COMMITMENTS
342,419 393,278 236,631 1281898 1057060 1860948 1686970 252,304 426,282
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 63,473)
9,736 24,560 5,182 52,507 6,313 67,424 36,054 -3,951 27,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.6 11.2 60.7 50.0 88.1 79.8 11.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
55 66 71 102 118 189 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,496,678
COMMITMENTS
170,405 335,426 199,594 969,882 670,594 1339882 1205615 156,797 291,063
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 127,805)
38,125 80,626 36,245 63,432 -23,693 137,801 93,178 -9,997 34,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 22.4 13.3 64.8 44.8 89.5 80.6 10.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 45 43 78 83 137 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 573,655
COMMITMENTS
110,472 86,044 223,596 192,305 227,260 526,373 536,900 47,282 36,755
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -133,618)
-26,281 -3,088 -46,262 -52,127 -78,478 -124,669 -127,827 -8,950 -5,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 15.0 39.0 33.5 39.6 91.8 93.6 8.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
45 26 40 56 53 121 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,093
COMMITMENTS
4,949 6,366 914 23,653 18,402 29,516 25,683 7,577 11,410
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,301)
646 -657 407 190 1,242 1,244 992 57 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.2 2.5 63.8 49.6 79.6 69.2 20.4 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 14 8 19 12 36 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,542
COMMITMENTS
22,767 29,129 4,607 12,792 15,255 40,167 48,991 18,376 9,551
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 5,003)
4,127 3,075 116 -1,374 2,282 2,869 5,474 2,134 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 49.8 7.9 21.9 26.1 68.6 83.7 31.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 26 15 15 13 49 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,490
COMMITMENTS
8,664 3,745 62 24,311 28,953 33,037 32,760 453 730
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -188)
120 -136 -110 -440 57 -430 -189 242 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.2 0.2 72.6 86.5 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 17 3 15 20 24 38
Updated October 7, 2005