WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 327,415
COMMITMENTS
52,999 64,438 65,090 181,061 152,688 299,151 282,216 28,264 45,199
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -9,035)
689 407 -4,967 -1,780 -3,948 -6,058 -8,508 -2,977 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 19.7 19.9 55.3 46.6 91.4 86.2 8.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 102 102 54 69 206 220
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 996,908
COMMITMENTS
140,523 155,599 180,517 509,261 430,971 830,301 767,086 166,607 229,822
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 32,354)
4,309 -6,340 9,245 10,404 26,176 23,958 29,082 8,396 3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.6 18.1 51.1 43.2 83.3 76.9 16.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
167 140 168 220 217 461 461
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,978
COMMITMENTS
3,472 176 547 1,406 5,915 5,424 6,638 2,554 1,340
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 166)
268 68 -25 -215 90 27 132 139 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 2.2 6.9 17.6 74.1 68.0 83.2 32.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 8 6 9 16 27 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,631
COMMITMENTS
55,015 43,164 86,413 186,441 162,185 327,869 291,763 61,761 97,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,376)
3,295 -5,618 146 -111 15,484 3,330 10,012 -4,706 -11,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 11.1 22.2 47.9 41.6 84.1 74.9 15.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
99 114 142 114 127 293 314
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,060
COMMITMENTS
32,542 8,643 43,827 94,524 133,244 170,892 185,714 30,168 15,346
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,679)
2,496 -282 3,850 2,861 5,579 9,207 9,147 471 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.3 21.8 47.0 66.3 85.0 92.4 15.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
58 21 39 58 56 135 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 769,155
COMMITMENTS
86,660 95,566 104,265 446,913 366,952 637,838 566,783 131,317 202,371
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 52,572)
13,854 14,994 11,529 16,920 12,484 42,303 39,007 10,269 13,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.4 13.6 58.1 47.7 82.9 73.7 17.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 41 45 75 82 126 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,009
COMMITMENTS
17,359 19,007 24,782 79,084 82,635 121,224 126,424 30,784 25,585
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -865)
1,677 -1,078 -1,294 -1,081 106 -698 -2,267 -167 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.5 16.3 52.0 54.4 79.7 83.2 20.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
30 41 40 53 53 106 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,088
COMMITMENTS
2,573 796 1,276 2,420 4,897 6,269 6,968 1,819 1,119
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 58)
-126 -205 -22 66 266 -81 39 139 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.8 15.8 29.9 60.5 77.5 86.2 22.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 6 12 17 18 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 355,201
COMMITMENTS
93,564 86,377 2,052 189,395 167,329 285,011 255,758 70,189 99,443
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,591)
760 5,683 -6 580 2,726 1,334 8,403 6,257 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 24.3 0.6 53.3 47.1 80.2 72.0 19.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 24 4 44 48 66 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,248,051
COMMITMENTS
333,977 378,274 305,008 1350952 1129282 1989937 1812563 258,114 435,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 147,510)
-17,044 -14,735 52,513 82,045 72,533 117,514 110,311 29,995 37,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.8 13.6 60.1 50.2 88.5 80.6 11.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
71 64 90 121 127 230 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,632
COMMITMENTS
191,420 415,871 216,616 1101297 718,562 1509333 1351050 154,298 312,582
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 72,678)
11,444 19,718 16,984 31,466 17,726 59,894 54,428 12,784 18,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.0 13.0 66.2 43.2 90.7 81.2 9.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 53 46 78 81 142 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,001
COMMITMENTS
148,761 118,003 264,842 219,790 257,055 633,393 639,900 47,608 41,101
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 60,730)
25,369 9,717 24,433 13,519 17,997 63,322 52,147 -2,592 8,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.3 38.9 32.3 37.7 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
45 28 40 62 61 124 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,273
COMMITMENTS
5,899 7,339 820 23,816 18,179 30,535 26,337 7,738 11,936
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,480)
1,830 1,141 47 276 -293 2,154 895 -674 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 19.2 2.1 62.2 47.5 79.8 68.8 20.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 15 6 20 12 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,575
COMMITMENTS
26,470 34,188 6,473 24,524 24,929 57,467 65,591 19,108 10,984
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,957)
871 5,125 773 8,178 2,764 9,822 8,662 136 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 44.6 8.5 32.0 32.6 75.0 85.7 25.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 30 19 21 15 59 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,929
COMMITMENTS
8,674 3,600 62 25,785 30,571 34,521 34,233 408 696
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,256)
0 -33 0 1,312 1,466 1,312 1,433 -56 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 10.3 0.2 73.8 87.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 15 3 16 21 25 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,531
COMMITMENTS
278 1,713 0 14,253 12,689 14,531 14,402 0 129
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.8 0.0 98.1 87.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 5 7 7 13
Updated October 21, 2005