WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,450
COMMITMENTS
52,310 64,031 70,057 182,842 156,636 305,209 290,724 31,241 45,726
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -2,567)
-5,041 -5,667 1,223 -283 920 -4,101 -3,523 1,534 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.0 20.8 54.3 46.6 90.7 86.4 9.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
82 111 110 52 69 214 228
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 964,554
COMMITMENTS
136,214 161,938 171,271 498,857 404,795 806,343 738,005 158,211 226,549
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 20,377)
-1,177 6,750 2,837 18,237 8,766 19,897 18,353 480 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.8 17.8 51.7 42.0 83.6 76.5 16.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
154 139 163 222 221 458 457
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,812
COMMITMENTS
3,204 108 572 1,621 5,825 5,397 6,506 2,415 1,306
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 288)
455 -125 -38 7 459 424 296 -135 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 1.4 7.3 20.7 74.6 69.1 83.3 30.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 5 9 16 27 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,007
COMMITMENTS
51,721 48,782 86,268 186,552 146,701 324,540 281,751 66,467 109,256
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 28,653)
-204 -2,254 10,212 12,221 10,435 22,229 18,393 6,423 10,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.5 22.1 47.7 37.5 83.0 72.1 17.0 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
89 125 138 113 117 287 305
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 191,382
COMMITMENTS
30,045 8,925 39,977 91,663 127,666 161,685 176,567 29,696 14,814
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 15,973)
2,566 -2,530 8,542 1,954 11,032 13,063 17,045 2,910 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.7 20.9 47.9 66.7 84.5 92.3 15.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
45 26 39 56 55 126 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,583
COMMITMENTS
72,806 80,572 92,736 429,993 354,468 595,535 527,776 121,047 188,806
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -10,976)
-16,765 -149 4,517 14,699 -11,513 2,451 -7,145 -13,427 -3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.2 12.9 60.0 49.5 83.1 73.7 16.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
35 29 44 76 80 126 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,874
COMMITMENTS
15,682 20,086 26,075 80,165 82,530 121,922 128,691 30,952 24,183
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 6,120)
-1,480 744 1,203 3,716 3,471 3,438 5,418 2,682 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.1 17.1 52.4 54.0 79.8 84.2 20.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
24 45 40 58 53 109 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,030
COMMITMENTS
2,699 1,000 1,298 2,354 4,631 6,350 6,929 1,680 1,101
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 284)
-204 -83 -1 296 479 91 395 193 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 12.5 16.2 29.3 57.7 79.1 86.3 20.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 9 12 17 18 40 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 347,610
COMMITMENTS
92,804 80,694 2,058 188,816 164,603 283,678 247,355 63,932 100,255
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12,367)
9,233 15,237 735 2,439 1,183 12,407 17,155 -39 -4,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 23.2 0.6 54.3 47.4 81.6 71.2 18.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 22 4 46 48 66 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,100,541
COMMITMENTS
351,021 393,009 252,495 1268906 1056749 1872422 1702252 228,119 398,289
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -12,711)
8,602 -269 15,864 -12,991 -311 11,474 15,283 -24,185 -27,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.7 12.0 60.4 50.3 89.1 81.0 10.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
58 68 79 109 121 203 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,590,953
COMMITMENTS
179,976 396,153 199,632 1069831 700,836 1449439 1296622 141,514 294,332
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 94,275)
9,571 60,727 38 99,949 30,242 109,557 91,007 -15,282 3,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 24.9 12.5 67.2 44.1 91.1 81.5 8.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
42 46 42 81 86 141 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 620,271
COMMITMENTS
123,392 108,286 240,409 206,271 239,059 570,072 587,753 50,199 32,518
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 46,616)
12,920 22,242 16,813 13,966 11,798 43,698 50,853 2,918 -4,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 17.5 38.8 33.3 38.5 91.9 94.8 8.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 31 39 59 58 119 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,793
COMMITMENTS
4,068 6,198 773 23,540 18,472 28,381 25,443 8,412 11,351
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -300)
-880 -169 -141 -113 70 -1,134 -240 835 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 16.8 2.1 64.0 50.2 77.1 69.2 22.9 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 6 20 11 33 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,618
COMMITMENTS
25,599 29,063 5,700 16,346 22,165 47,645 56,928 18,973 9,690
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 8,075)
2,832 -66 1,093 3,554 6,910 7,478 7,937 597 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 43.6 8.6 24.5 33.3 71.5 85.5 28.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 23 15 22 16 58 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,673
COMMITMENTS
8,674 3,633 62 24,473 29,105 33,209 32,800 464 873
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 183)
10 -112 0 162 152 172 40 11 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.8 0.2 72.7 86.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 15 3 15 21 24 37
Updated October 14, 2005