WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,380
COMMITMENTS
50,166 79,381 65,938 189,714 142,635 305,818 287,954 26,562 44,426
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 4,965)
-2,833 14,943 848 8,653 -10,053 6,667 5,738 -1,702 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 23.9 19.8 57.1 42.9 92.0 86.6 8.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
80 111 105 53 65 202 232
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,022,777
COMMITMENTS
141,890 161,307 195,401 522,409 441,484 859,700 798,191 163,077 224,585
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,869)
1,367 5,708 14,884 13,148 10,513 29,399 31,105 -3,530 -5,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.8 19.1 51.1 43.2 84.1 78.0 15.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
167 134 182 218 215 474 472
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,464
COMMITMENTS
3,797 75 569 1,406 6,331 5,772 6,975 2,692 1,490
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 486)
325 -101 22 0 416 348 337 139 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.9 6.7 16.6 74.8 68.2 82.4 31.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 3 5 10 14 29 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 334,115
COMMITMENTS
44,429 42,041 52,295 176,699 149,026 273,422 243,362 60,692 90,753
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -55,516)
-10,587 -1,123 -34,119 -9,742 -13,159 -54,447 -48,401 -1,069 -7,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.6 15.7 52.9 44.6 81.8 72.8 18.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
65 99 99 104 110 240 253
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 199,365
COMMITMENTS
30,856 8,256 45,811 95,778 130,891 172,445 184,957 26,919 14,408
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,695)
-1,685 -387 1,984 1,254 -2,354 1,553 -757 -3,248 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.1 23.0 48.0 65.7 86.5 92.8 13.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 25 43 54 56 128 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 745,937
COMMITMENTS
80,676 95,789 95,289 443,428 354,592 619,393 545,669 126,545 200,268
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -23,217)
-5,983 223 -8,977 -3,485 -12,360 -18,445 -21,114 -4,772 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.8 12.8 59.4 47.5 83.0 73.2 17.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 32 44 75 81 126 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 155,830
COMMITMENTS
16,136 21,590 24,736 80,226 81,975 121,098 128,301 34,731 27,528
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,821)
-1,223 2,582 -45 1,142 -660 -126 1,877 3,947 1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.9 15.9 51.5 52.6 77.7 82.3 22.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
29 44 39 49 50 102 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,881
COMMITMENTS
2,429 818 1,044 2,585 4,683 6,059 6,545 1,823 1,336
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -206)
-144 22 -232 165 -214 -210 -423 4 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 10.4 13.2 32.8 59.4 76.9 83.0 23.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 8 8 16 17 34 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,390
COMMITMENTS
101,461 97,277 2,097 193,658 165,637 297,216 265,011 75,174 107,379
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 17,189)
7,897 10,900 45 4,263 -1,692 12,205 9,253 4,984 7,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 26.1 0.6 52.0 44.5 79.8 71.2 20.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 26 5 46 49 71 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,227,959
COMMITMENTS
319,037 436,984 266,421 1374946 1082093 1960404 1785498 267,555 442,461
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -20,092)
-14,940 58,710 -38,587 23,994 -47,189 -29,533 -27,065 9,441 6,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 19.6 12.0 61.7 48.6 88.0 80.1 12.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
62 66 80 112 124 209 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,688,890
COMMITMENTS
204,891 449,208 201,836 1133454 709,248 1540181 1360291 148,709 328,599
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,258)
13,471 33,337 -14,781 32,157 -9,315 30,847 9,241 -5,589 16,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 26.6 12.0 67.1 42.0 91.2 80.5 8.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 49 47 76 82 140 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 727,405
COMMITMENTS
157,350 104,828 295,667 224,371 283,163 677,388 683,658 50,017 43,747
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 46,404)
8,589 -13,175 30,825 4,581 26,108 43,995 43,758 2,409 2,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.4 40.6 30.8 38.9 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 31 43 62 59 128 113
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,326
COMMITMENTS
4,849 9,054 559 25,995 17,450 31,403 27,063 7,923 12,263
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,053)
-1,050 1,715 -261 2,179 -729 868 726 185 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 23.0 1.4 66.1 44.4 79.9 68.8 20.1 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 14 6 20 10 34 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,787
COMMITMENTS
28,028 26,682 3,836 22,178 30,046 54,043 60,564 17,745 11,223
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,788)
1,558 -7,506 -2,637 -2,346 5,116 -3,424 -5,026 -1,364 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 37.2 5.3 30.9 41.9 75.3 84.4 24.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 22 15 20 15 54 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,398
COMMITMENTS
6,779 3,456 62 26,179 29,117 33,020 32,635 378 763
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,531)
-1,895 -144 0 394 -1,454 -1,501 -1,598 -30 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 10.3 0.2 78.4 87.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 12 3 17 21 26 34
Updated October 28, 2005