WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 338,482
COMMITMENTS
52,037 91,582 65,633 191,361 136,212 309,030 293,427 29,452 45,055
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,102)
1,871 12,201 -306 1,647 -6,423 3,212 5,473 2,890 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 27.1 19.4 56.5 40.2 91.3 86.7 8.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
83 135 116 54 66 215 259
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,064,779
COMMITMENTS
145,627 165,525 203,217 538,614 462,703 887,458 831,446 177,321 233,333
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 42,002)
3,737 4,218 7,817 16,205 21,219 27,758 33,254 14,244 8,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.5 19.1 50.6 43.5 83.3 78.1 16.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
167 133 182 224 217 479 473
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,660
COMMITMENTS
2,896 76 592 1,563 5,768 5,050 6,435 2,610 1,225
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -805)
-901 1 23 157 -563 -722 -540 -83 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.0 7.7 20.4 75.3 65.9 84.0 34.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 3 6 13 14 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,044
COMMITMENTS
48,508 43,238 54,289 169,685 144,752 272,483 242,280 52,561 82,764
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -9,071)
4,080 1,197 1,994 -7,014 -4,273 -940 -1,082 -8,131 -7,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.3 16.7 52.2 44.5 83.8 74.5 16.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
79 102 108 103 111 253 268
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,264
COMMITMENTS
27,879 12,649 45,528 101,242 125,233 174,648 183,409 26,616 17,855
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,899)
-2,978 4,393 -283 5,464 -5,658 2,203 -1,548 -303 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 6.3 22.6 50.3 62.2 86.8 91.1 13.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
40 34 54 54 55 132 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,889
COMMITMENTS
81,401 115,923 117,585 460,839 372,201 659,825 605,710 128,064 182,180
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 41,952)
725 20,134 22,297 17,411 17,609 40,433 60,040 1,519 -18,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.7 14.9 58.5 47.2 83.7 76.9 16.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
31 40 48 74 83 127 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,827
COMMITMENTS
16,464 22,630 25,991 85,020 83,011 127,474 131,633 30,352 26,194
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,997)
328 1,040 1,255 4,793 1,036 6,376 3,332 -4,379 -1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 14.3 16.5 53.9 52.6 80.8 83.4 19.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 50 42 51 52 111 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,985
COMMITMENTS
2,608 679 1,129 2,543 4,988 6,280 6,796 1,705 1,189
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 103)
178 -139 85 -42 305 222 251 -118 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.5 14.1 31.9 62.5 78.7 85.1 21.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 7 7 16 19 33 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,429
COMMITMENTS
95,091 91,571 2,006 187,188 155,358 284,285 248,935 72,144 107,494
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -15,960)
-6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076 -3,029 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.7 0.6 52.5 43.6 79.8 69.8 20.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 26 5 45 48 71 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,339,019
COMMITMENTS
318,322 421,520 312,351 1435408 1153866 2066081 1887737 272,938 451,282
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 111,061)
-715 -15,464 45,930 60,462 71,773 105,677 102,239 5,384 8,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.0 13.4 61.4 49.3 88.3 80.7 11.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
62 67 86 113 121 218 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,768,969
COMMITMENTS
191,975 453,644 240,628 1178308 740,429 1610911 1434701 158,057 334,267
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 80,079)
-12,916 4,436 38,793 44,854 31,182 70,731 74,410 9,348 5,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 25.6 13.6 66.6 41.9 91.1 81.1 8.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 55 46 77 85 138 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 667,144
COMMITMENTS
163,161 121,880 229,667 233,073 272,836 625,902 624,383 41,242 42,761
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -60,261)
5,811 17,052 -66,000 8,702 -10,327 -51,487 -59,275 -8,774 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.3 34.4 34.9 40.9 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
45 32 45 57 57 125 111
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,081
COMMITMENTS
5,159 8,545 568 26,239 17,548 31,966 26,662 7,115 12,419
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -245)
310 -508 9 244 98 563 -401 -808 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 21.9 1.5 67.1 44.9 81.8 68.2 18.2 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 15 7 20 11 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,531
COMMITMENTS
28,860 26,721 4,274 24,896 37,281 58,030 68,276 19,501 9,255
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,744)
832 39 438 2,718 7,236 3,987 7,712 1,757 -1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 34.5 5.5 32.1 48.1 74.8 88.1 25.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 25 18 22 18 64 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,729
COMMITMENTS
6,822 3,536 56 25,443 28,407 32,321 31,999 408 730
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -669)
43 80 -6 -736 -710 -699 -636 30 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 10.8 0.2 77.7 86.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 13 3 16 21 25 35
Updated November 4, 2005